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Bakkt, Inc. BKKT

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-10T22:35:48.122Z

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 · 2026-11-10T22:34:27.323006573Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-10T22:28:34.866637+00:00

Share price$4.21
1D-8.5%
AH$4.11$4.29$4.48$4.67$4.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBKKT
Sold putSold callAH

Bakkt, Inc. options

Live interpolated BKKT call and put midpoint premiums by absolute delta.Bakkt, Inc.$0.05$0.20$0.35$0.50$0.65$3.45$3.84$4.23$4.62$5.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BKKT spot · $4.21BKKT PRICE$0.07$0.09$0.11$0.13$0.17$0.21$0.25$0.29$0.33$0.37$0.44$0.52$0.60$0.08$0.10$0.12$0.14$0.17$0.19$0.22$0.25$0.28$0.30$0.33
Puts——
CallsFair0.95×
Skew——
Implied moveBullish±$0.47
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.80148.6%15.5%3.69176.2%14.3%
25Δ4.69151.1%13.5%3.81163.4%11.7%
30Δ4.59153.6%11.6%3.94150.5%9.2%
35Δ4.49156.2%9.7%4.03142.0%7.5%
40Δ4.41158.8%8.8%4.09137.5%6.7%
45Δ4.33161.5%7.8%4.15132.9%6.0%
50Δ4.25164.1%6.9%4.21128.3%5.2%
55Δ4.17166.7%6.0%4.27123.8%4.4%
60Δ4.09169.3%5.0%4.33119.2%3.6%
65Δ4.01172.0%4.1%4.39114.6%2.8%
70Δ3.91173.8%3.4%4.45110.1%2.0%
75Δ3.80175.5%2.7%
80Δ3.69177.1%2.1%

20Δ

Calls
Pseudo strike
4.80
IV
148.6%
B/E move
15.5%
Puts
Pseudo strike
3.69
IV
176.2%
B/E move
14.3%

25Δ

Calls
Pseudo strike
4.69
IV
151.1%
B/E move
13.5%
Puts
Pseudo strike
3.81
IV
163.4%
B/E move
11.7%

30Δ

Calls
Pseudo strike
4.59
IV
153.6%
B/E move
11.6%
Puts
Pseudo strike
3.94
IV
150.5%
B/E move
9.2%

35Δ

Calls
Pseudo strike
4.49
IV
156.2%
B/E move
9.7%
Puts
Pseudo strike
4.03
IV
142.0%
B/E move
7.5%

40Δ

Calls
Pseudo strike
4.41
IV
158.8%
B/E move
8.8%
Puts
Pseudo strike
4.09
IV
137.5%
B/E move
6.7%

45Δ

Calls
Pseudo strike
4.33
IV
161.5%
B/E move
7.8%
Puts
Pseudo strike
4.15
IV
132.9%
B/E move
6.0%

50Δ

Calls
Pseudo strike
4.25
IV
164.1%
B/E move
6.9%
Puts
Pseudo strike
4.21
IV
128.3%
B/E move
5.2%

55Δ

Calls
Pseudo strike
4.17
IV
166.7%
B/E move
6.0%
Puts
Pseudo strike
4.27
IV
123.8%
B/E move
4.4%

60Δ

Calls
Pseudo strike
4.09
IV
169.3%
B/E move
5.0%
Puts
Pseudo strike
4.33
IV
119.2%
B/E move
3.6%

65Δ

Calls
Pseudo strike
4.01
IV
172.0%
B/E move
4.1%
Puts
Pseudo strike
4.39
IV
114.6%
B/E move
2.8%

70Δ

Calls
Pseudo strike
3.91
IV
173.8%
B/E move
3.4%
Puts
Pseudo strike
4.45
IV
110.1%
B/E move
2.0%

75Δ

Calls
Pseudo strike
3.80
IV
175.5%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.69
IV
177.1%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend114.26%
Daily close
BKKT75.2%166.7%258.3%2026-08-12: 108.74%2026-08-13: 96.37%2026-08-14: 98.33%2026-08-17: 185.70%2026-08-18: 90.55%2026-08-19: 245.68%2026-08-20: 138.44%2026-08-21: 115.76%2026-08-24: 103.83%2026-08-25: 123.44%2026-08-26: 88.61%2026-08-27: 153.57%2026-08-28: 98.47%2026-08-31: 88.96%2026-09-01: 88.34%2026-09-02: 115.06%2026-09-03: 97.90%2026-09-04: 90.88%2026-09-08: 108.22%2026-09-09: 98.42%2026-09-10: 116.24%2026-09-11: 123.76%2026-09-14: 124.49%2026-09-15: 116.11%2026-09-16: 219.62%2026-09-17: 122.74%2026-09-18: 124.13%2026-09-21: 91.15%2026-09-22: 114.22%2026-09-23: 103.95%2026-09-24: 122.80%2026-09-25: 108.87%2026-09-28: 94.68%2026-09-29: 120.40%2026-09-30: 119.01%2026-10-01: 136.16%2026-10-02: 90.07%2026-10-05: 99.32%2026-10-06: 90.32%2026-10-07: 147.62%2026-10-09: 109.58%2026-10-12: 87.80%2026-10-13: 106.65%2026-10-14: 114.16%2026-10-16: 116.23%2026-10-19: 108.40%2026-10-20: 116.76%2026-10-21: 154.23%2026-10-22: 166.78%2026-10-23: 112.67%2026-10-26: 113.57%2026-10-27: 164.13%2026-10-28: 161.65%2026-10-29: 155.13%2026-10-30: 114.26%Aug 12Sep 21Oct 30
55 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
108.74%
96.37%
98.33%
185.70%
90.55%
245.68%
138.44%
115.76%
103.83%
123.44%
88.61%
153.57%
98.47%
88.96%
88.34%
115.06%
97.90%
90.88%
108.22%
98.42%
116.24%
123.76%
124.49%
116.11%
219.62%
122.74%
124.13%
91.15%
114.22%
103.95%
122.80%
108.87%
94.68%
120.40%
119.01%
136.16%
90.07%
99.32%
90.32%
147.62%
109.58%
87.80%
106.65%
114.16%
116.23%
108.40%
116.76%
154.23%
166.78%
112.67%
113.57%
164.13%
161.65%
155.13%
114.26%