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ProShares Bitcoin ETF BITO

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Market dataready · fetched 2026-10-16T00:19:59.383Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-16T00:00:00.08014926Z

FundamentalsAlpha Vantage · ready

Share price$11.00
1D+1.4%
AH$10.63$10.73$10.84$10.94$11.055:30 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$0.71$1.42$2.14$2.85$10.45$10.84$11.22$11.60$11.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BITO spot · $11.00BITO PRICE$0.04$0.05$0.05$0.06$0.07$0.08$0.09$0.47$0.91$1.34$1.77$2.21$2.64$0.04$0.06$0.07$0.08$0.09$0.10$0.13$0.26$0.39$0.51$0.64$0.77$0.89
PutsExpensive2.09×
CallsExpensive3.45×
SkewBullish-84.17 pp
Implied moveBearish±$0.23
TiltBullish41.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.3349.9%3.3%10.6854.7%3.3%
25Δ11.2848.4%2.9%10.7353.9%3.0%
30Δ11.2247.0%2.5%10.7953.2%2.6%
35Δ11.1745.6%2.1%10.8452.5%2.2%
40Δ11.1144.1%1.7%10.9051.7%1.8%
45Δ11.0642.7%1.3%10.9551.0%1.4%
50Δ11.0141.3%0.9%11.0252.4%1.0%
55Δ10.63107.0%0.9%11.1567.4%1.0%
60Δ10.20182.5%1.0%11.2982.4%0.9%
65Δ9.77257.9%1.0%11.4297.4%0.8%
70Δ9.35333.4%1.1%11.56112.4%0.7%
75Δ8.92408.8%1.2%11.69127.4%0.7%
80Δ8.49484.3%1.2%11.83142.4%0.6%

20Δ

Calls
Pseudo strike
11.33
IV
49.9%
B/E move
3.3%
Puts
Pseudo strike
10.68
IV
54.7%
B/E move
3.3%

25Δ

Calls
Pseudo strike
11.28
IV
48.4%
B/E move
2.9%
Puts
Pseudo strike
10.73
IV
53.9%
B/E move
3.0%

30Δ

Calls
Pseudo strike
11.22
IV
47.0%
B/E move
2.5%
Puts
Pseudo strike
10.79
IV
53.2%
B/E move
2.6%

35Δ

Calls
Pseudo strike
11.17
IV
45.6%
B/E move
2.1%
Puts
Pseudo strike
10.84
IV
52.5%
B/E move
2.2%

40Δ

Calls
Pseudo strike
11.11
IV
44.1%
B/E move
1.7%
Puts
Pseudo strike
10.90
IV
51.7%
B/E move
1.8%

45Δ

Calls
Pseudo strike
11.06
IV
42.7%
B/E move
1.3%
Puts
Pseudo strike
10.95
IV
51.0%
B/E move
1.4%

50Δ

Calls
Pseudo strike
11.01
IV
41.3%
B/E move
0.9%
Puts
Pseudo strike
11.02
IV
52.4%
B/E move
1.0%

55Δ

Calls
Pseudo strike
10.63
IV
107.0%
B/E move
0.9%
Puts
Pseudo strike
11.15
IV
67.4%
B/E move
1.0%

60Δ

Calls
Pseudo strike
10.20
IV
182.5%
B/E move
1.0%
Puts
Pseudo strike
11.29
IV
82.4%
B/E move
0.9%

65Δ

Calls
Pseudo strike
9.77
IV
257.9%
B/E move
1.0%
Puts
Pseudo strike
11.42
IV
97.4%
B/E move
0.8%

70Δ

Calls
Pseudo strike
9.35
IV
333.4%
B/E move
1.1%
Puts
Pseudo strike
11.56
IV
112.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
8.92
IV
408.8%
B/E move
1.2%
Puts
Pseudo strike
11.69
IV
127.4%
B/E move
0.7%

80Δ

Calls
Pseudo strike
8.49
IV
484.3%
B/E move
1.2%
Puts
Pseudo strike
11.83
IV
142.4%
B/E move
0.6%