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ProShares Short Bitcoin ETF BITI

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Market dataready · fetched 2026-10-22T20:13:26.971Z

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 · 2026-10-22T20:10:00.002630822Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T20:05:25.125282+00:00

Share price$18.09
1D+0.4%
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$1.41$2.73$4.05$5.38$14.71$16.16$17.61$19.06$20.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BITI spot · $18.09BITI PRICE$0.24$0.28$0.35$0.42$0.46$0.50$0.53$0.57$0.66$0.77$0.88$0.99$1.09$0.29$0.30$0.47$0.64$0.81$0.98$1.22$1.45$1.76$2.24$2.85$3.70$4.99
PutsExpensive1.42×
CallsCheap0.83×
SkewBearish+24.81 pp
Implied moveBearish±$1.75
TiltBearish47.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.4044.7%14.1%16.2749.3%11.7%
25Δ19.7039.0%10.5%17.0436.3%7.5%
30Δ19.3538.2%8.9%17.2840.2%7.1%
35Δ19.0037.4%7.4%17.5244.0%6.7%
40Δ18.7634.4%6.3%17.7647.9%6.3%
45Δ18.5331.3%5.2%18.0151.7%5.9%
50Δ18.2928.3%4.0%18.3753.0%5.2%
55Δ18.0525.2%2.9%18.7454.3%4.5%
60Δ17.8724.3%2.4%19.1656.6%3.8%
65Δ17.7023.8%2.1%19.7261.2%3.4%
70Δ17.5323.4%1.8%20.4266.7%2.9%
75Δ17.3723.0%1.5%21.3573.6%2.4%
80Δ17.2022.5%1.1%22.7383.0%2.0%

20Δ

Calls
Pseudo strike
20.40
IV
44.7%
B/E move
14.1%
Puts
Pseudo strike
16.27
IV
49.3%
B/E move
11.7%

25Δ

Calls
Pseudo strike
19.70
IV
39.0%
B/E move
10.5%
Puts
Pseudo strike
17.04
IV
36.3%
B/E move
7.5%

30Δ

Calls
Pseudo strike
19.35
IV
38.2%
B/E move
8.9%
Puts
Pseudo strike
17.28
IV
40.2%
B/E move
7.1%

35Δ

Calls
Pseudo strike
19.00
IV
37.4%
B/E move
7.4%
Puts
Pseudo strike
17.52
IV
44.0%
B/E move
6.7%

40Δ

Calls
Pseudo strike
18.76
IV
34.4%
B/E move
6.3%
Puts
Pseudo strike
17.76
IV
47.9%
B/E move
6.3%

45Δ

Calls
Pseudo strike
18.53
IV
31.3%
B/E move
5.2%
Puts
Pseudo strike
18.01
IV
51.7%
B/E move
5.9%

50Δ

Calls
Pseudo strike
18.29
IV
28.3%
B/E move
4.0%
Puts
Pseudo strike
18.37
IV
53.0%
B/E move
5.2%

55Δ

Calls
Pseudo strike
18.05
IV
25.2%
B/E move
2.9%
Puts
Pseudo strike
18.74
IV
54.3%
B/E move
4.5%

60Δ

Calls
Pseudo strike
17.87
IV
24.3%
B/E move
2.4%
Puts
Pseudo strike
19.16
IV
56.6%
B/E move
3.8%

65Δ

Calls
Pseudo strike
17.70
IV
23.8%
B/E move
2.1%
Puts
Pseudo strike
19.72
IV
61.2%
B/E move
3.4%

70Δ

Calls
Pseudo strike
17.53
IV
23.4%
B/E move
1.8%
Puts
Pseudo strike
20.42
IV
66.7%
B/E move
2.9%

75Δ

Calls
Pseudo strike
17.37
IV
23.0%
B/E move
1.5%
Puts
Pseudo strike
21.35
IV
73.6%
B/E move
2.4%

80Δ

Calls
Pseudo strike
17.20
IV
22.5%
B/E move
1.1%
Puts
Pseudo strike
22.73
IV
83.0%
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%