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Bitwise Bitcoin ETF BITB

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Market dataready · fetched 2026-10-23T03:00:04.548Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T00:00:00.051607514Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T03:00:03.955578+00:00

Share price$44.15
1D-0.6%
AH$43.84$44.01$44.18$44.34$44.515:30 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$0.36$1.65$2.94$4.23$5.52$38.05$41.17$44.28$47.40$50.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BITB spot · $44.15BITB PRICE$0.50$0.68$0.89$1.11$1.34$1.56$1.87$2.22$2.68$3.12$3.60$4.26$5.15$0.65$0.83$1.02$1.23$1.47$1.73$2.07$2.43$2.81$3.29$3.80$4.29$4.95
PutsExpensive1.25×
CallsExpensive1.23×
SkewBullish-2.18 pp
Implied moveBearish±$3.94
TiltBearish2.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.7437.8%11.5%40.1744.3%10.5%
25Δ47.9238.3%10.1%41.1542.2%8.7%
30Δ47.2639.6%9.1%41.9840.5%7.2%
35Δ46.5740.2%8.0%42.6839.4%6.1%
40Δ45.8840.2%6.9%43.3338.6%5.2%
45Δ45.2039.4%5.9%43.9438.2%4.4%
50Δ44.5640.0%5.2%44.5638.6%3.8%
55Δ43.9441.2%4.5%45.1838.9%3.2%
60Δ43.2543.2%4.0%45.8038.7%2.6%
65Δ42.5543.9%3.4%46.5039.0%2.1%
70Δ41.8044.2%2.8%47.2239.2%1.7%
75Δ40.9345.8%2.3%47.9138.3%1.2%
80Δ39.8448.4%1.9%48.7437.9%0.8%

20Δ

Calls
Pseudo strike
48.74
IV
37.8%
B/E move
11.5%
Puts
Pseudo strike
40.17
IV
44.3%
B/E move
10.5%

25Δ

Calls
Pseudo strike
47.92
IV
38.3%
B/E move
10.1%
Puts
Pseudo strike
41.15
IV
42.2%
B/E move
8.7%

30Δ

Calls
Pseudo strike
47.26
IV
39.6%
B/E move
9.1%
Puts
Pseudo strike
41.98
IV
40.5%
B/E move
7.2%

35Δ

Calls
Pseudo strike
46.57
IV
40.2%
B/E move
8.0%
Puts
Pseudo strike
42.68
IV
39.4%
B/E move
6.1%

40Δ

Calls
Pseudo strike
45.88
IV
40.2%
B/E move
6.9%
Puts
Pseudo strike
43.33
IV
38.6%
B/E move
5.2%

45Δ

Calls
Pseudo strike
45.20
IV
39.4%
B/E move
5.9%
Puts
Pseudo strike
43.94
IV
38.2%
B/E move
4.4%

50Δ

Calls
Pseudo strike
44.56
IV
40.0%
B/E move
5.2%
Puts
Pseudo strike
44.56
IV
38.6%
B/E move
3.8%

55Δ

Calls
Pseudo strike
43.94
IV
41.2%
B/E move
4.5%
Puts
Pseudo strike
45.18
IV
38.9%
B/E move
3.2%

60Δ

Calls
Pseudo strike
43.25
IV
43.2%
B/E move
4.0%
Puts
Pseudo strike
45.80
IV
38.7%
B/E move
2.6%

65Δ

Calls
Pseudo strike
42.55
IV
43.9%
B/E move
3.4%
Puts
Pseudo strike
46.50
IV
39.0%
B/E move
2.1%

70Δ

Calls
Pseudo strike
41.80
IV
44.2%
B/E move
2.8%
Puts
Pseudo strike
47.22
IV
39.2%
B/E move
1.7%

75Δ

Calls
Pseudo strike
40.93
IV
45.8%
B/E move
2.3%
Puts
Pseudo strike
47.91
IV
38.3%
B/E move
1.2%

80Δ

Calls
Pseudo strike
39.84
IV
48.4%
B/E move
1.9%
Puts
Pseudo strike
48.74
IV
37.9%
B/E move
0.8%

Options history

BITB38.1238.4538.782026-10-20: 38.16%2026-10-21: 38.73%Oct 20Oct 21
Table
DateIV
38.16%
38.73%