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Bakkt, Inc. BKKT

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-10-21T17:01:49.993Z

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

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:01:43.036541595Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:01:49.393585+00:00

Share price$5.77
1D+2.8%
$5.47$5.56$5.65$5.74$5.825:30 AM6:30 AM9:00 AM1:00 PMBKKT
Sold putSold call

Bakkt, Inc. options

Live interpolated BKKT call and put midpoint premiums by absolute delta.Bakkt, Inc.$0.10$0.82$1.53$2.24$2.96$4.00$4.83$5.65$6.48$7.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BKKT spot · $5.77BKKT PRICE$0.22$0.33$0.35$0.27$0.18$0.22$0.26$0.29$0.33$0.37$0.45$0.83$1.20$0.26$0.21$0.24$0.27$0.31$0.35$0.38$0.42$0.64$2.75$2.21$1.67$2.25
PutsExpensive2.74×
CallsExpensive2.33×
SkewBearish+52.32 pp
Implied moveBearish±$0.64
TiltBearish38.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.31523.2%65.1%4.58453.9%25.2%
25Δ8.90620.4%60.0%5.08292.0%15.7%
30Δ7.62502.9%38.1%5.27267.4%12.8%
35Δ6.61312.0%19.2%5.47242.7%10.0%
40Δ5.99157.6%6.9%5.59228.8%8.4%
45Δ5.90155.4%6.1%5.70217.2%7.2%
50Δ5.82153.2%5.3%5.81205.6%5.9%
55Δ5.74151.0%4.5%5.92194.0%4.7%
60Δ5.65148.7%3.7%6.16232.2%4.4%
65Δ5.57146.5%2.9%7.98667.0%9.3%
70Δ5.45157.9%2.3%7.60519.1%6.7%
75Δ5.09247.5%2.6%7.21371.2%4.0%
80Δ4.74337.2%2.9%7.85402.7%3.0%

20Δ

Calls
Pseudo strike
9.31
IV
523.2%
B/E move
65.1%
Puts
Pseudo strike
4.58
IV
453.9%
B/E move
25.2%

25Δ

Calls
Pseudo strike
8.90
IV
620.4%
B/E move
60.0%
Puts
Pseudo strike
5.08
IV
292.0%
B/E move
15.7%

30Δ

Calls
Pseudo strike
7.62
IV
502.9%
B/E move
38.1%
Puts
Pseudo strike
5.27
IV
267.4%
B/E move
12.8%

35Δ

Calls
Pseudo strike
6.61
IV
312.0%
B/E move
19.2%
Puts
Pseudo strike
5.47
IV
242.7%
B/E move
10.0%

40Δ

Calls
Pseudo strike
5.99
IV
157.6%
B/E move
6.9%
Puts
Pseudo strike
5.59
IV
228.8%
B/E move
8.4%

45Δ

Calls
Pseudo strike
5.90
IV
155.4%
B/E move
6.1%
Puts
Pseudo strike
5.70
IV
217.2%
B/E move
7.2%

50Δ

Calls
Pseudo strike
5.82
IV
153.2%
B/E move
5.3%
Puts
Pseudo strike
5.81
IV
205.6%
B/E move
5.9%

55Δ

Calls
Pseudo strike
5.74
IV
151.0%
B/E move
4.5%
Puts
Pseudo strike
5.92
IV
194.0%
B/E move
4.7%

60Δ

Calls
Pseudo strike
5.65
IV
148.7%
B/E move
3.7%
Puts
Pseudo strike
6.16
IV
232.2%
B/E move
4.4%

65Δ

Calls
Pseudo strike
5.57
IV
146.5%
B/E move
2.9%
Puts
Pseudo strike
7.98
IV
667.0%
B/E move
9.3%

70Δ

Calls
Pseudo strike
5.45
IV
157.9%
B/E move
2.3%
Puts
Pseudo strike
7.60
IV
519.1%
B/E move
6.7%

75Δ

Calls
Pseudo strike
5.09
IV
247.5%
B/E move
2.6%
Puts
Pseudo strike
7.21
IV
371.2%
B/E move
4.0%

80Δ

Calls
Pseudo strike
4.74
IV
337.2%
B/E move
2.9%
Puts
Pseudo strike
7.85
IV
402.7%
B/E move
3.0%

Options history

BKKT75.02165.12255.222026-07-23: 242.79%2026-07-24: 116.65%2026-07-27: 124.77%2026-07-28: 132.13%2026-07-29: 212.02%2026-07-30: 129.52%2026-07-31: 115.63%2026-08-03: 123.94%2026-08-04: 166.16%2026-08-05: 123.11%2026-08-06: 150.90%2026-08-07: 126.30%2026-08-10: 181.77%2026-08-11: 95.07%2026-08-12: 108.75%2026-08-14: 98.09%2026-08-17: 184.07%2026-08-18: 90.19%2026-08-19: 238.93%2026-08-20: 134.74%2026-08-21: 116.85%2026-08-24: 103.85%2026-08-25: 122.74%2026-08-26: 89.70%2026-08-27: 151.55%2026-08-28: 97.41%2026-08-31: 88.95%2026-09-01: 87.45%2026-09-02: 114.67%2026-09-03: 96.82%2026-09-04: 91.86%2026-09-08: 108.42%2026-09-09: 107.65%2026-09-10: 113.60%2026-09-11: 124.11%2026-09-14: 124.49%2026-09-15: 116.28%2026-09-16: 222.17%2026-09-17: 113.87%2026-09-18: 114.83%2026-09-21: 91.33%2026-09-22: 115.34%2026-09-23: 113.32%2026-09-24: 118.79%2026-09-25: 109.20%2026-09-28: 94.68%2026-09-29: 122.19%2026-09-30: 111.56%2026-10-01: 94.96%2026-10-02: 90.46%2026-10-05: 99.32%2026-10-06: 90.94%2026-10-07: 149.10%2026-10-08: 95.01%2026-10-09: 109.39%2026-10-12: 87.80%2026-10-13: 106.13%2026-10-14: 110.96%2026-10-16: 116.01%2026-10-19: 112.91%2026-10-20: 112.41%Jul 23Oct 20
Table
DateIV
242.79%
116.65%
124.77%
132.13%
212.02%
129.52%
115.63%
123.94%
166.16%
123.11%
150.90%
126.30%
181.77%
95.07%
108.75%
98.09%
184.07%
90.19%
238.93%
134.74%
116.85%
103.85%
122.74%
89.70%
151.55%
97.41%
88.95%
87.45%
114.67%
96.82%
91.86%
108.42%
107.65%
113.60%
124.11%
124.49%
116.28%
222.17%
113.87%
114.83%
91.33%
115.34%
113.32%
118.79%
109.20%
94.68%
122.19%
111.56%
94.96%
90.46%
99.32%
90.94%
149.10%
95.01%
109.39%
87.80%
106.13%
110.96%
116.01%
112.91%
112.41%