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Bitwise Bitcoin ETF BITB

i

Market datapartial · fetched 2026-11-13T01:26:59.000Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-11-13T01:00:00.06327622Z

FundamentalsAlpha Vantage · unavailable

Share price$38.71
1D-1.4%
AH$38.58$38.77$38.96$39.15$39.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBITB
Sold putSold callAH

Bitwise Bitcoin ETF options

Live interpolated BITB call and put midpoint premiums by absolute delta.Bitwise Bitcoin ETF$0.29$0.94$1.59$2.25$2.90$34.90$37.32$39.73$42.15$44.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BITB spot · $38.71BITB PRICE$0.36$0.46$0.59$0.73$0.88$1.06$1.28$1.51$1.70$1.87$2.04$2.71$0.52$0.58$0.64$0.74$0.84$0.96$1.17$1.37$1.58$1.81$2.04
Puts——
Calls——
Skew——
Implied moveBullish±$1.90
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.3978.3%9.9%
25Δ40.4440.7%5.4%36.4366.2%7.4%
30Δ40.1342.5%4.8%
35Δ39.8144.0%4.4%
40Δ39.4945.1%3.9%38.2437.5%2.9%
45Δ39.1746.2%3.4%38.5136.5%2.4%
50Δ38.8347.6%3.0%38.7835.4%2.0%
55Δ38.4749.3%2.7%39.0534.6%1.6%
60Δ38.1151.0%2.3%39.3435.3%1.4%
65Δ37.7749.9%2.0%39.6435.9%1.1%
70Δ37.4447.6%1.6%39.9336.6%0.9%
75Δ37.1145.4%1.1%40.2435.9%0.7%
80Δ36.3752.4%1.0%40.5634.8%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.39
IV
78.3%
B/E move
9.9%

25Δ

Calls
Pseudo strike
40.44
IV
40.7%
B/E move
5.4%
Puts
Pseudo strike
36.43
IV
66.2%
B/E move
7.4%

30Δ

Calls
Pseudo strike
40.13
IV
42.5%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
39.81
IV
44.0%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
39.49
IV
45.1%
B/E move
3.9%
Puts
Pseudo strike
38.24
IV
37.5%
B/E move
2.9%

45Δ

Calls
Pseudo strike
39.17
IV
46.2%
B/E move
3.4%
Puts
Pseudo strike
38.51
IV
36.5%
B/E move
2.4%

50Δ

Calls
Pseudo strike
38.83
IV
47.6%
B/E move
3.0%
Puts
Pseudo strike
38.78
IV
35.4%
B/E move
2.0%

55Δ

Calls
Pseudo strike
38.47
IV
49.3%
B/E move
2.7%
Puts
Pseudo strike
39.05
IV
34.6%
B/E move
1.6%

60Δ

Calls
Pseudo strike
38.11
IV
51.0%
B/E move
2.3%
Puts
Pseudo strike
39.34
IV
35.3%
B/E move
1.4%

65Δ

Calls
Pseudo strike
37.77
IV
49.9%
B/E move
2.0%
Puts
Pseudo strike
39.64
IV
35.9%
B/E move
1.1%

70Δ

Calls
Pseudo strike
37.44
IV
47.6%
B/E move
1.6%
Puts
Pseudo strike
39.93
IV
36.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
37.11
IV
45.4%
B/E move
1.1%
Puts
Pseudo strike
40.24
IV
35.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
36.37
IV
52.4%
B/E move
1.0%
Puts
Pseudo strike
40.56
IV
34.8%
B/E move
0.5%

Options history

IV · four-Friday blend41.51%
Daily close
BITB34.7%40.0%45.2%2026-08-14: 35.46%2026-08-17: 36.13%2026-08-18: 40.10%2026-08-19: 43.37%2026-08-20: 43.52%2026-08-21: 43.05%2026-08-24: 44.30%2026-08-25: 44.48%2026-08-26: 41.62%2026-08-27: 41.90%2026-08-28: 39.69%2026-08-31: 38.87%2026-09-01: 39.16%2026-09-02: 36.55%2026-09-03: 43.70%2026-09-04: 38.46%2026-09-08: 41.69%2026-09-09: 41.96%2026-09-10: 39.12%2026-09-11: 38.08%2026-09-14: 39.54%2026-09-15: 43.52%2026-09-16: 40.74%2026-09-17: 41.73%2026-09-18: 37.50%2026-09-22: 41.23%2026-09-23: 40.29%2026-09-24: 40.09%2026-09-25: 38.99%2026-09-28: 39.30%2026-09-29: 38.64%2026-09-30: 37.50%2026-10-01: 37.78%2026-10-02: 37.41%2026-10-05: 38.12%2026-10-06: 36.84%2026-10-07: 37.64%2026-10-08: 37.99%2026-10-09: 36.58%2026-10-12: 37.97%2026-10-13: 36.41%2026-10-14: 41.51%2026-10-15: 43.21%2026-10-16: 39.22%2026-10-19: 38.77%2026-10-20: 38.16%2026-10-21: 38.80%2026-10-22: 41.06%2026-10-23: 38.78%2026-10-26: 39.00%2026-10-27: 39.08%2026-10-28: 38.59%2026-10-29: 38.53%2026-10-30: 41.51%Aug 14Sep 23Oct 30
54 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
35.46%
36.13%
40.10%
43.37%
43.52%
43.05%
44.30%
44.48%
41.62%
41.90%
39.69%
38.87%
39.16%
36.55%
43.70%
38.46%
41.69%
41.96%
39.12%
38.08%
39.54%
43.52%
40.74%
41.73%
37.50%
41.23%
40.29%
40.09%
38.99%
39.30%
38.64%
37.50%
37.78%
37.41%
38.12%
36.84%
37.64%
37.99%
36.58%
37.97%
36.41%
41.51%
43.21%
39.22%
38.77%
38.16%
38.80%
41.06%
38.78%
39.00%
39.08%
38.59%
38.53%
41.51%