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ProShares Bitcoin ETF BITO

i

Market dataready · fetched 2026-11-07T05:45:57.799Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T01:00:00.054870816Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T05:45:57.251341+00:00

Share price$10.08
1D+0.2%
AH$9.96$10.00$10.04$10.08$10.125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBITO
Sold putSold callAH

ProShares Bitcoin ETF options

Live interpolated BITO call and put midpoint premiums by absolute delta.ProShares Bitcoin ETF$0.09$0.23$0.37$0.51$0.65$9.40$9.78$10.16$10.53$10.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BITO spot · $10.08BITO PRICE$0.11$0.13$0.16$0.18$0.21$0.24$0.29$0.37$0.45$0.53$0.61$0.11$0.14$0.15$0.16$0.17$0.20$0.25$0.30$0.35$0.40$0.44
Puts——
Calls——
Skew——
Implied moveBearish±$0.46
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.3767.4%8.1%
25Δ9.5267.5%7.0%
30Δ10.4040.9%4.2%9.6660.6%5.7%
35Δ10.3340.7%3.8%9.7953.6%4.5%
40Δ10.2640.5%3.3%9.9346.7%3.3%
45Δ10.1840.3%2.9%10.0443.0%2.5%
50Δ10.1140.1%2.4%10.1143.2%2.2%
55Δ10.0439.8%1.9%10.1943.4%1.9%
60Δ9.9540.8%1.6%10.2743.6%1.6%
65Δ9.8543.2%1.4%10.3443.8%1.3%
70Δ9.7545.5%1.2%10.4243.9%1.0%
75Δ9.6547.9%1.0%
80Δ9.5550.2%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.37
IV
67.4%
B/E move
8.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.52
IV
67.5%
B/E move
7.0%

30Δ

Calls
Pseudo strike
10.40
IV
40.9%
B/E move
4.2%
Puts
Pseudo strike
9.66
IV
60.6%
B/E move
5.7%

35Δ

Calls
Pseudo strike
10.33
IV
40.7%
B/E move
3.8%
Puts
Pseudo strike
9.79
IV
53.6%
B/E move
4.5%

40Δ

Calls
Pseudo strike
10.26
IV
40.5%
B/E move
3.3%
Puts
Pseudo strike
9.93
IV
46.7%
B/E move
3.3%

45Δ

Calls
Pseudo strike
10.18
IV
40.3%
B/E move
2.9%
Puts
Pseudo strike
10.04
IV
43.0%
B/E move
2.5%

50Δ

Calls
Pseudo strike
10.11
IV
40.1%
B/E move
2.4%
Puts
Pseudo strike
10.11
IV
43.2%
B/E move
2.2%

55Δ

Calls
Pseudo strike
10.04
IV
39.8%
B/E move
1.9%
Puts
Pseudo strike
10.19
IV
43.4%
B/E move
1.9%

60Δ

Calls
Pseudo strike
9.95
IV
40.8%
B/E move
1.6%
Puts
Pseudo strike
10.27
IV
43.6%
B/E move
1.6%

65Δ

Calls
Pseudo strike
9.85
IV
43.2%
B/E move
1.4%
Puts
Pseudo strike
10.34
IV
43.8%
B/E move
1.3%

70Δ

Calls
Pseudo strike
9.75
IV
45.5%
B/E move
1.2%
Puts
Pseudo strike
10.42
IV
43.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
9.65
IV
47.9%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
9.55
IV
50.2%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend94.73%
Daily close
BITO26.3%69.7%113.1%2026-08-14: 49.15%2026-08-21: 55.93%2026-08-24: 57.92%2026-08-25: 63.35%2026-08-26: 57.24%2026-08-28: 45.97%2026-08-31: 87.95%2026-09-01: 37.86%2026-09-03: 51.99%2026-09-04: 46.96%2026-09-08: 45.01%2026-09-09: 50.65%2026-09-11: 53.32%2026-09-14: 56.30%2026-09-15: 55.66%2026-09-18: 49.47%2026-09-21: 69.54%2026-09-22: 69.22%2026-09-25: 58.07%2026-09-28: 83.53%2026-09-29: 107.15%2026-09-30: 105.02%2026-10-02: 32.27%2026-10-05: 35.22%2026-10-06: 40.38%2026-10-08: 51.47%2026-10-09: 33.22%2026-10-12: 50.90%2026-10-16: 38.10%2026-10-19: 40.04%2026-10-20: 52.48%2026-10-23: 38.96%2026-10-26: 60.55%2026-10-30: 94.73%Aug 14Sep 21Oct 30
34 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
49.15%
55.93%
57.92%
63.35%
57.24%
45.97%
87.95%
37.86%
51.99%
46.96%
45.01%
50.65%
53.32%
56.30%
55.66%
49.47%
69.54%
69.22%
58.07%
83.53%
107.15%
105.02%
32.27%
35.22%
40.38%
51.47%
33.22%
50.90%
38.10%
40.04%
52.48%
38.96%
60.55%
94.73%