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ProShares Bitcoin ETF BITO

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Market dataready · fetched 2026-10-15T23:41:38.175Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:32:27.287500613Z

FundamentalsAlpha Vantage · ready

Share price$10.96
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$0.01$1.39$2.76$4.13$5.50$8.03$9.29$10.55$11.81$13.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BITO spot · $10.96BITO PRICE$0.16$0.18$0.24$0.31$0.37$0.43$0.50$0.67$0.95$1.23$1.51$1.80$2.08$0.23$0.23$0.29$0.35$0.41$0.47$1.12$2.38$3.63$2.09$2.54$4.54$5.11
PutsExpensive2.10×
CallsExpensive1.20×
SkewBearish+23.89 pp
Implied moveBearish±$1.62
TiltBearish38.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.5555.1%25.0%9.5560.3%15.0%
25Δ11.9334.8%10.4%10.1441.0%9.6%
30Δ11.7635.5%9.5%10.3340.0%8.4%
35Δ11.5936.1%8.5%10.5239.1%7.2%
40Δ11.4236.8%7.6%10.7138.1%6.0%
45Δ11.2637.4%6.6%10.9037.1%4.8%
50Δ11.0938.1%5.7%11.5355.8%5.1%
55Δ10.8441.4%5.0%12.5994.5%6.9%
60Δ10.5247.5%4.6%13.65133.1%8.6%
65Δ10.1953.6%4.2%12.5280.6%4.8%
70Δ9.8659.8%3.8%13.1476.7%3.3%
75Δ9.5465.9%3.4%15.06116.4%4.1%
80Δ9.2172.0%3.0%15.76112.0%2.8%

20Δ

Calls
Pseudo strike
13.55
IV
55.1%
B/E move
25.0%
Puts
Pseudo strike
9.55
IV
60.3%
B/E move
15.0%

25Δ

Calls
Pseudo strike
11.93
IV
34.8%
B/E move
10.4%
Puts
Pseudo strike
10.14
IV
41.0%
B/E move
9.6%

30Δ

Calls
Pseudo strike
11.76
IV
35.5%
B/E move
9.5%
Puts
Pseudo strike
10.33
IV
40.0%
B/E move
8.4%

35Δ

Calls
Pseudo strike
11.59
IV
36.1%
B/E move
8.5%
Puts
Pseudo strike
10.52
IV
39.1%
B/E move
7.2%

40Δ

Calls
Pseudo strike
11.42
IV
36.8%
B/E move
7.6%
Puts
Pseudo strike
10.71
IV
38.1%
B/E move
6.0%

45Δ

Calls
Pseudo strike
11.26
IV
37.4%
B/E move
6.6%
Puts
Pseudo strike
10.90
IV
37.1%
B/E move
4.8%

50Δ

Calls
Pseudo strike
11.09
IV
38.1%
B/E move
5.7%
Puts
Pseudo strike
11.53
IV
55.8%
B/E move
5.1%

55Δ

Calls
Pseudo strike
10.84
IV
41.4%
B/E move
5.0%
Puts
Pseudo strike
12.59
IV
94.5%
B/E move
6.9%

60Δ

Calls
Pseudo strike
10.52
IV
47.5%
B/E move
4.6%
Puts
Pseudo strike
13.65
IV
133.1%
B/E move
8.6%

65Δ

Calls
Pseudo strike
10.19
IV
53.6%
B/E move
4.2%
Puts
Pseudo strike
12.52
IV
80.6%
B/E move
4.8%

70Δ

Calls
Pseudo strike
9.86
IV
59.8%
B/E move
3.8%
Puts
Pseudo strike
13.14
IV
76.7%
B/E move
3.3%

75Δ

Calls
Pseudo strike
9.54
IV
65.9%
B/E move
3.4%
Puts
Pseudo strike
15.06
IV
116.4%
B/E move
4.1%

80Δ

Calls
Pseudo strike
9.21
IV
72.0%
B/E move
3.0%
Puts
Pseudo strike
15.76
IV
112.0%
B/E move
2.8%