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ProShares Short Bitcoin ETF BITI

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Market datapartial · fetched 2026-10-22T21:14:24.933Z

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 · 2026-10-22T21:13:29.872547623Z

FundamentalsAlpha Vantage · unavailable

Share price$18.10
1D+0.7%
AH$17.98$18.03$18.09$18.15$18.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBITI
Sold putSold callAH

ProShares Short Bitcoin ETF options

Live interpolated BITI call and put midpoint premiums by absolute delta.ProShares Short Bitcoin ETF$0.09$1.43$2.78$4.12$5.47$14.70$16.15$17.60$19.06$20.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BITI spot · $18.10BITI PRICE$0.24$0.28$0.35$0.42$0.46$0.49$0.53$0.57$0.65$0.76$0.86$0.97$1.08$0.29$0.30$0.47$0.64$0.81$0.99$1.23$1.46$1.78$2.26$2.89$3.75$5.08
PutsExpensive1.44×
CallsCheap0.83×
SkewBearish+25.48 pp
Implied moveBearish±$1.76
TiltBearish48.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.4244.9%14.1%16.2849.3%11.7%
25Δ19.7138.8%10.5%17.0436.5%7.5%
30Δ19.3638.0%8.9%17.2840.4%7.1%
35Δ19.0137.2%7.4%17.5344.3%6.7%
40Δ18.7734.3%6.2%17.7748.2%6.3%
45Δ18.5431.2%5.1%18.0252.0%5.9%
50Δ18.3028.2%4.0%18.3953.3%5.2%
55Δ18.0725.2%2.9%18.7554.7%4.5%
60Δ17.8824.0%2.4%19.1857.1%3.9%
65Δ17.7223.5%2.1%19.7561.8%3.4%
70Δ17.5623.0%1.8%20.4667.4%2.9%
75Δ17.3922.5%1.5%21.4174.5%2.5%
80Δ17.2322.0%1.1%22.8284.2%2.0%

20Δ

Calls
Pseudo strike
20.42
IV
44.9%
B/E move
14.1%
Puts
Pseudo strike
16.28
IV
49.3%
B/E move
11.7%

25Δ

Calls
Pseudo strike
19.71
IV
38.8%
B/E move
10.5%
Puts
Pseudo strike
17.04
IV
36.5%
B/E move
7.5%

30Δ

Calls
Pseudo strike
19.36
IV
38.0%
B/E move
8.9%
Puts
Pseudo strike
17.28
IV
40.4%
B/E move
7.1%

35Δ

Calls
Pseudo strike
19.01
IV
37.2%
B/E move
7.4%
Puts
Pseudo strike
17.53
IV
44.3%
B/E move
6.7%

40Δ

Calls
Pseudo strike
18.77
IV
34.3%
B/E move
6.2%
Puts
Pseudo strike
17.77
IV
48.2%
B/E move
6.3%

45Δ

Calls
Pseudo strike
18.54
IV
31.2%
B/E move
5.1%
Puts
Pseudo strike
18.02
IV
52.0%
B/E move
5.9%

50Δ

Calls
Pseudo strike
18.30
IV
28.2%
B/E move
4.0%
Puts
Pseudo strike
18.39
IV
53.3%
B/E move
5.2%

55Δ

Calls
Pseudo strike
18.07
IV
25.2%
B/E move
2.9%
Puts
Pseudo strike
18.75
IV
54.7%
B/E move
4.5%

60Δ

Calls
Pseudo strike
17.88
IV
24.0%
B/E move
2.4%
Puts
Pseudo strike
19.18
IV
57.1%
B/E move
3.9%

65Δ

Calls
Pseudo strike
17.72
IV
23.5%
B/E move
2.1%
Puts
Pseudo strike
19.75
IV
61.8%
B/E move
3.4%

70Δ

Calls
Pseudo strike
17.56
IV
23.0%
B/E move
1.8%
Puts
Pseudo strike
20.46
IV
67.4%
B/E move
2.9%

75Δ

Calls
Pseudo strike
17.39
IV
22.5%
B/E move
1.5%
Puts
Pseudo strike
21.41
IV
74.5%
B/E move
2.5%

80Δ

Calls
Pseudo strike
17.23
IV
22.0%
B/E move
1.1%
Puts
Pseudo strike
22.82
IV
84.2%
B/E move
2.0%

Options history

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