IntraAlpha
Create free account Start free

American Bitcoin Corp. Class A Common Stock ABTC

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-11-10T22:28:19.829Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T22:01:14.488416523Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-10T22:19:18.783393+00:00

Share price$5.14
1D-1.2%
AH$4.93$5.06$5.18$5.31$5.435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMABTC
Sold putSold callAH

American Bitcoin Corp. Class A Common Stock options

Live interpolated ABTC call and put midpoint premiums by absolute delta.American Bitcoin Corp. Class A Common Stock$0.05$0.28$0.50$0.72$0.94$4.20$4.62$5.05$5.48$5.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ABTC spot · $5.14ABTC PRICE$0.08$0.10$0.13$0.16$0.18$0.21$0.24$0.26$0.29$0.14$0.15$0.16$0.17$0.20$0.29$0.37$0.46$0.54$0.62$0.71$0.79$0.88
PutsExpensive1.30×
Calls——
Skew——
Implied moveBearish±$0.61
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.89149.6%16.0%4.22270.6%20.6%
25Δ5.78146.2%14.5%4.43232.5%16.6%
30Δ5.68142.8%13.0%4.64194.4%12.7%
35Δ5.57139.5%11.4%4.86156.4%8.8%
40Δ5.47136.1%9.9%5.04131.9%6.0%
45Δ5.36132.7%8.4%5.15136.2%5.4%
50Δ5.26129.4%6.8%5.26140.5%4.9%
55Δ5.15126.0%5.3%5.37144.8%4.3%
60Δ5.05122.6%3.8%5.49149.1%3.8%
65Δ5.60153.3%3.2%
70Δ5.71157.6%2.7%
75Δ5.83161.9%2.1%
80Δ5.94166.2%1.6%

20Δ

Calls
Pseudo strike
5.89
IV
149.6%
B/E move
16.0%
Puts
Pseudo strike
4.22
IV
270.6%
B/E move
20.6%

25Δ

Calls
Pseudo strike
5.78
IV
146.2%
B/E move
14.5%
Puts
Pseudo strike
4.43
IV
232.5%
B/E move
16.6%

30Δ

Calls
Pseudo strike
5.68
IV
142.8%
B/E move
13.0%
Puts
Pseudo strike
4.64
IV
194.4%
B/E move
12.7%

35Δ

Calls
Pseudo strike
5.57
IV
139.5%
B/E move
11.4%
Puts
Pseudo strike
4.86
IV
156.4%
B/E move
8.8%

40Δ

Calls
Pseudo strike
5.47
IV
136.1%
B/E move
9.9%
Puts
Pseudo strike
5.04
IV
131.9%
B/E move
6.0%

45Δ

Calls
Pseudo strike
5.36
IV
132.7%
B/E move
8.4%
Puts
Pseudo strike
5.15
IV
136.2%
B/E move
5.4%

50Δ

Calls
Pseudo strike
5.26
IV
129.4%
B/E move
6.8%
Puts
Pseudo strike
5.26
IV
140.5%
B/E move
4.9%

55Δ

Calls
Pseudo strike
5.15
IV
126.0%
B/E move
5.3%
Puts
Pseudo strike
5.37
IV
144.8%
B/E move
4.3%

60Δ

Calls
Pseudo strike
5.05
IV
122.6%
B/E move
3.8%
Puts
Pseudo strike
5.49
IV
149.1%
B/E move
3.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.60
IV
153.3%
B/E move
3.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.71
IV
157.6%
B/E move
2.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.83
IV
161.9%
B/E move
2.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.94
IV
166.2%
B/E move
1.6%

Options history

IV · four-Friday blend128.55%
Daily close
ABTC87.1%118.4%149.6%2026-08-12: 122.43%2026-08-13: 126.19%2026-08-14: 116.06%2026-08-17: 125.71%2026-08-18: 124.91%2026-08-19: 134.09%2026-08-20: 133.37%2026-08-21: 121.34%2026-08-24: 140.35%2026-08-25: 131.09%2026-08-26: 128.27%2026-08-27: 131.04%2026-08-28: 122.40%2026-08-31: 134.15%2026-09-01: 129.35%2026-09-02: 125.56%2026-09-03: 145.33%2026-09-04: 117.58%2026-09-08: 119.07%2026-09-09: 109.30%2026-09-10: 114.86%2026-09-11: 107.55%2026-09-14: 111.09%2026-09-15: 115.00%2026-09-16: 114.63%2026-09-17: 118.71%2026-09-18: 107.86%2026-09-21: 111.89%2026-09-22: 112.77%2026-09-23: 103.94%2026-09-24: 111.49%2026-09-25: 101.75%2026-09-28: 104.39%2026-09-29: 101.31%2026-09-30: 104.07%2026-10-01: 112.66%2026-10-02: 92.13%2026-10-05: 100.43%2026-10-06: 94.10%2026-10-07: 98.64%2026-10-08: 104.99%2026-10-09: 91.42%2026-10-12: 103.50%2026-10-13: 105.81%2026-10-14: 109.32%2026-10-15: 116.16%2026-10-16: 106.50%2026-10-19: 106.25%2026-10-20: 116.38%2026-10-21: 118.93%2026-10-22: 125.48%2026-10-23: 113.75%2026-10-26: 114.71%2026-10-27: 128.18%2026-10-28: 128.63%2026-10-29: 129.82%2026-10-30: 128.55%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
122.43%
126.19%
116.06%
125.71%
124.91%
134.09%
133.37%
121.34%
140.35%
131.09%
128.27%
131.04%
122.40%
134.15%
129.35%
125.56%
145.33%
117.58%
119.07%
109.30%
114.86%
107.55%
111.09%
115.00%
114.63%
118.71%
107.86%
111.89%
112.77%
103.94%
111.49%
101.75%
104.39%
101.31%
104.07%
112.66%
92.13%
100.43%
94.10%
98.64%
104.99%
91.42%
103.50%
105.81%
109.32%
116.16%
106.50%
106.25%
116.38%
118.93%
125.48%
113.75%
114.71%
128.18%
128.63%
129.82%
128.55%