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ProShares Short Bitcoin ETF BITI

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Market datapartial · fetched 2026-10-22T13:27:26.991Z

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 · 2026-10-22T13:26:46.218718159Z

FundamentalsAlpha Vantage · unavailable

Share price$18.02
1D-0.1%
$18.01$18.03$18.05$18.06$18.085:30 AM6:30 AM9:00 AM1:00 PMBITI
Sold putSold call

ProShares Short Bitcoin ETF options

Live interpolated BITI call and put midpoint premiums by absolute delta.ProShares Short Bitcoin ETF$0.00$2.61$5.23$7.84$10.46$13.33$15.15$16.97$18.80$20.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BITI spot · $18.02BITI PRICE$0.30$0.22$0.23$0.28$0.32$0.37$0.41$0.34$0.42$0.50$0.77$1.04$1.31$1.69$2.07$2.91$3.77$5.41$9.70
PutsExpensive2.00×
CallsCheap0.78×
SkewBearish+49.16 pp
Implied moveBearish±$2.10
TiltBearish86.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.9756.6%18.0%16.0654.6%12.7%
25Δ19.3631.3%8.6%16.5351.3%10.6%
30Δ18.8625.0%6.0%16.9948.0%8.5%
35Δ18.6824.0%5.2%17.3254.2%8.1%
40Δ18.5023.0%4.5%17.6560.6%7.8%
45Δ18.3222.1%3.7%17.9867.1%7.5%
50Δ18.1521.1%3.0%18.4871.5%6.8%
55Δ19.0075.8%6.1%
60Δ19.8888.3%5.8%
65Δ20.8596.7%5.2%
70Δ22.56114.2%4.8%
75Δ26.85155.7%4.8%
80Δ

20Δ

Calls
Pseudo strike
20.97
IV
56.6%
B/E move
18.0%
Puts
Pseudo strike
16.06
IV
54.6%
B/E move
12.7%

25Δ

Calls
Pseudo strike
19.36
IV
31.3%
B/E move
8.6%
Puts
Pseudo strike
16.53
IV
51.3%
B/E move
10.6%

30Δ

Calls
Pseudo strike
18.86
IV
25.0%
B/E move
6.0%
Puts
Pseudo strike
16.99
IV
48.0%
B/E move
8.5%

35Δ

Calls
Pseudo strike
18.68
IV
24.0%
B/E move
5.2%
Puts
Pseudo strike
17.32
IV
54.2%
B/E move
8.1%

40Δ

Calls
Pseudo strike
18.50
IV
23.0%
B/E move
4.5%
Puts
Pseudo strike
17.65
IV
60.6%
B/E move
7.8%

45Δ

Calls
Pseudo strike
18.32
IV
22.1%
B/E move
3.7%
Puts
Pseudo strike
17.98
IV
67.1%
B/E move
7.5%

50Δ

Calls
Pseudo strike
18.15
IV
21.1%
B/E move
3.0%
Puts
Pseudo strike
18.48
IV
71.5%
B/E move
6.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.00
IV
75.8%
B/E move
6.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.88
IV
88.3%
B/E move
5.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.85
IV
96.7%
B/E move
5.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.56
IV
114.2%
B/E move
4.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.85
IV
155.7%
B/E move
4.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

BITI46.3047.5848.852026-10-20: 48.68%2026-10-21: 46.48%Oct 20Oct 21
Table
DateIV
48.68%
46.48%