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ProShares Bitcoin ETF BITO

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Market dataready · fetched 2026-10-16T21:48:32.802Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:37:04.903539706Z

FundamentalsAlpha Vantage · ready

Share price$10.87
1D-1.0%
AH$10.76$10.83$10.89$10.95$11.025:30 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$0.00$1.17$2.33$3.50$4.67$8.87$9.78$10.70$11.61$12.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BITO spot · $10.87BITO PRICE$0.30$0.42$0.45$0.31$0.16$0.17$0.21$0.26$0.30$0.34$0.39$0.43$1.54$0.38$0.14$0.13$0.16$0.19$0.22$0.25$0.28$0.93$2.14$2.96$3.76$4.33
PutsExpensive3.33×
CallsExpensive1.86×
SkewBearish+23.08 pp
Implied moveBearish±$0.46
TiltBearish50.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.29201.1%34.2%8.99196.1%20.8%
25Δ13.82211.1%31.0%10.2764.6%6.8%
30Δ13.19194.9%25.5%10.5740.9%4.0%
35Δ12.17118.8%14.8%10.6440.3%3.5%
40Δ11.1542.7%4.0%10.7239.8%3.1%
45Δ10.9431.9%2.2%10.8039.3%2.6%
50Δ10.8732.4%2.0%10.8838.7%2.2%
55Δ10.8033.0%1.8%10.9638.2%1.7%
60Δ10.7433.5%1.5%11.5089.0%2.8%
65Δ10.6734.1%1.3%12.45186.2%5.2%
70Δ10.6034.6%1.1%13.33206.3%4.6%
75Δ10.5335.2%0.8%14.21222.2%3.8%
80Δ9.53126.6%1.8%14.88228.3%3.0%

20Δ

Calls
Pseudo strike
14.29
IV
201.1%
B/E move
34.2%
Puts
Pseudo strike
8.99
IV
196.1%
B/E move
20.8%

25Δ

Calls
Pseudo strike
13.82
IV
211.1%
B/E move
31.0%
Puts
Pseudo strike
10.27
IV
64.6%
B/E move
6.8%

30Δ

Calls
Pseudo strike
13.19
IV
194.9%
B/E move
25.5%
Puts
Pseudo strike
10.57
IV
40.9%
B/E move
4.0%

35Δ

Calls
Pseudo strike
12.17
IV
118.8%
B/E move
14.8%
Puts
Pseudo strike
10.64
IV
40.3%
B/E move
3.5%

40Δ

Calls
Pseudo strike
11.15
IV
42.7%
B/E move
4.0%
Puts
Pseudo strike
10.72
IV
39.8%
B/E move
3.1%

45Δ

Calls
Pseudo strike
10.94
IV
31.9%
B/E move
2.2%
Puts
Pseudo strike
10.80
IV
39.3%
B/E move
2.6%

50Δ

Calls
Pseudo strike
10.87
IV
32.4%
B/E move
2.0%
Puts
Pseudo strike
10.88
IV
38.7%
B/E move
2.2%

55Δ

Calls
Pseudo strike
10.80
IV
33.0%
B/E move
1.8%
Puts
Pseudo strike
10.96
IV
38.2%
B/E move
1.7%

60Δ

Calls
Pseudo strike
10.74
IV
33.5%
B/E move
1.5%
Puts
Pseudo strike
11.50
IV
89.0%
B/E move
2.8%

65Δ

Calls
Pseudo strike
10.67
IV
34.1%
B/E move
1.3%
Puts
Pseudo strike
12.45
IV
186.2%
B/E move
5.2%

70Δ

Calls
Pseudo strike
10.60
IV
34.6%
B/E move
1.1%
Puts
Pseudo strike
13.33
IV
206.3%
B/E move
4.6%

75Δ

Calls
Pseudo strike
10.53
IV
35.2%
B/E move
0.8%
Puts
Pseudo strike
14.21
IV
222.2%
B/E move
3.8%

80Δ

Calls
Pseudo strike
9.53
IV
126.6%
B/E move
1.8%
Puts
Pseudo strike
14.88
IV
228.3%
B/E move
3.0%