IntraAlpha
Create free account Start free

American Bitcoin Corp ABTC

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-10-21T17:47:53.282Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:47:16.232117028Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:47:52.514584+00:00

Share price$8.75
1D+8.7%
$7.92$8.17$8.42$8.67$8.925:30 AM6:30 AM9:00 AM1:00 PMABTC
Sold putSold call

American Bitcoin Corp options

Live interpolated ABTC call and put midpoint premiums by absolute delta.American Bitcoin Corp$0.02$1.17$2.32$3.47$4.62$7.04$7.80$8.55$9.31$10.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ABTC spot · $8.75ABTC PRICE$0.19$0.20$0.20$0.18$0.20$0.24$0.29$0.33$0.38$0.42$0.52$0.63$0.74$0.15$0.19$0.24$0.29$0.35$0.44$0.53$0.62$0.79$0.96$1.18$1.43$4.28
PutsExpensive1.62×
CallsCheap0.91×
SkewBearish+73.53 pp
Implied moveBearish±$0.82
TiltBearish43.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.74281.1%24.8%7.82187.8%12.3%
25Δ10.05227.8%17.1%8.05179.6%10.1%
30Δ9.45169.7%10.3%8.22177.0%8.8%
35Δ9.16129.8%6.8%8.38174.5%7.5%
40Δ8.96107.8%4.6%8.54174.0%6.4%
45Δ8.87108.3%4.1%8.69178.4%5.7%
50Δ8.78108.9%3.6%8.84182.9%5.0%
55Δ8.69109.4%3.1%8.99187.3%4.3%
60Δ8.60109.9%2.6%9.20198.2%3.8%
65Δ8.51110.5%2.0%9.42209.4%3.3%
70Δ8.38114.9%1.7%9.68218.8%2.8%
75Δ8.24119.7%1.4%9.98227.0%2.3%
80Δ8.11124.5%1.1%12.73483.0%3.4%

20Δ

Calls
Pseudo strike
10.74
IV
281.1%
B/E move
24.8%
Puts
Pseudo strike
7.82
IV
187.8%
B/E move
12.3%

25Δ

Calls
Pseudo strike
10.05
IV
227.8%
B/E move
17.1%
Puts
Pseudo strike
8.05
IV
179.6%
B/E move
10.1%

30Δ

Calls
Pseudo strike
9.45
IV
169.7%
B/E move
10.3%
Puts
Pseudo strike
8.22
IV
177.0%
B/E move
8.8%

35Δ

Calls
Pseudo strike
9.16
IV
129.8%
B/E move
6.8%
Puts
Pseudo strike
8.38
IV
174.5%
B/E move
7.5%

40Δ

Calls
Pseudo strike
8.96
IV
107.8%
B/E move
4.6%
Puts
Pseudo strike
8.54
IV
174.0%
B/E move
6.4%

45Δ

Calls
Pseudo strike
8.87
IV
108.3%
B/E move
4.1%
Puts
Pseudo strike
8.69
IV
178.4%
B/E move
5.7%

50Δ

Calls
Pseudo strike
8.78
IV
108.9%
B/E move
3.6%
Puts
Pseudo strike
8.84
IV
182.9%
B/E move
5.0%

55Δ

Calls
Pseudo strike
8.69
IV
109.4%
B/E move
3.1%
Puts
Pseudo strike
8.99
IV
187.3%
B/E move
4.3%

60Δ

Calls
Pseudo strike
8.60
IV
109.9%
B/E move
2.6%
Puts
Pseudo strike
9.20
IV
198.2%
B/E move
3.8%

65Δ

Calls
Pseudo strike
8.51
IV
110.5%
B/E move
2.0%
Puts
Pseudo strike
9.42
IV
209.4%
B/E move
3.3%

70Δ

Calls
Pseudo strike
8.38
IV
114.9%
B/E move
1.7%
Puts
Pseudo strike
9.68
IV
218.8%
B/E move
2.8%

75Δ

Calls
Pseudo strike
8.24
IV
119.7%
B/E move
1.4%
Puts
Pseudo strike
9.98
IV
227.0%
B/E move
2.3%

80Δ

Calls
Pseudo strike
8.11
IV
124.5%
B/E move
1.1%
Puts
Pseudo strike
12.73
IV
483.0%
B/E move
3.4%

Options history

ABTC83.42141.44199.452026-07-23: 185.10%2026-07-24: 159.70%2026-07-27: 143.61%2026-07-28: 152.35%2026-07-29: 171.46%2026-07-30: 176.95%2026-07-31: 160.64%2026-08-03: 151.87%2026-08-04: 151.47%2026-08-05: 168.26%2026-08-06: 191.45%2026-08-07: 132.12%2026-08-10: 134.60%2026-08-11: 131.21%2026-08-12: 121.59%2026-08-13: 125.93%2026-08-14: 114.48%2026-08-17: 126.15%2026-08-18: 125.17%2026-08-19: 132.48%2026-08-20: 132.12%2026-08-21: 121.98%2026-08-24: 139.92%2026-08-25: 135.46%2026-08-26: 128.39%2026-08-27: 129.07%2026-08-28: 120.85%2026-08-31: 134.56%2026-09-01: 129.22%2026-09-02: 125.15%2026-09-03: 160.17%2026-09-04: 119.17%2026-09-08: 119.08%2026-09-09: 107.57%2026-09-10: 114.87%2026-09-11: 107.48%2026-09-14: 108.94%2026-09-15: 115.00%2026-09-16: 114.56%2026-09-17: 118.70%2026-09-18: 109.87%2026-09-21: 111.97%2026-09-22: 113.42%2026-09-23: 101.96%2026-09-24: 113.40%2026-09-25: 101.83%2026-09-28: 104.30%2026-09-29: 101.18%2026-09-30: 103.57%2026-10-01: 112.62%2026-10-02: 92.14%2026-10-05: 100.66%2026-10-06: 95.26%2026-10-07: 98.65%2026-10-08: 104.89%2026-10-09: 91.42%2026-10-12: 103.50%2026-10-13: 105.62%2026-10-14: 109.04%2026-10-15: 117.84%2026-10-16: 106.50%2026-10-19: 116.32%2026-10-20: 116.26%Jul 23Oct 20
Table
DateIV
185.10%
159.70%
143.61%
152.35%
171.46%
176.95%
160.64%
151.87%
151.47%
168.26%
191.45%
132.12%
134.60%
131.21%
121.59%
125.93%
114.48%
126.15%
125.17%
132.48%
132.12%
121.98%
139.92%
135.46%
128.39%
129.07%
120.85%
134.56%
129.22%
125.15%
160.17%
119.17%
119.08%
107.57%
114.87%
107.48%
108.94%
115.00%
114.56%
118.70%
109.87%
111.97%
113.42%
101.96%
113.40%
101.83%
104.30%
101.18%
103.57%
112.62%
92.14%
100.66%
95.26%
98.65%
104.89%
91.42%
103.50%
105.62%
109.04%
117.84%
106.50%
116.32%
116.26%