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Bakkt, Inc. BKKT

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-10-21T17:49:04.157Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:48:53.776281856Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:49:03.180278+00:00

Share price$5.73
1D+2.1%
$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.$0.24$0.54$0.83$1.13$1.42$4.27$5.13$5.98$6.83$7.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BKKT spot · $5.73BKKT PRICE$0.33$0.33$0.35$0.33$0.34$0.35$0.37$0.38$0.39$0.40$0.68$1.01$1.34$0.28$0.28$0.28$0.28$0.29$0.31$0.33$0.35$0.38$0.40$1.09$1.18$1.27
PutsExpensive2.12×
CallsExpensive3.21×
SkewBullish-115.46 pp
Implied moveBullish±$0.70
TiltBalanced0.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.42796.7%105.0%4.51475.8%26.1%
25Δ8.89631.4%60.9%4.80403.9%21.0%
30Δ7.58511.6%38.4%5.09332.1%16.0%
35Δ6.87399.5%25.7%5.38260.2%11.0%
40Δ6.65360.8%22.0%5.55220.1%8.2%
45Δ6.42322.1%18.3%5.64204.2%7.0%
50Δ6.20283.4%14.6%5.73188.3%5.8%
55Δ5.98244.6%10.9%5.82172.4%4.6%
60Δ5.75205.9%7.2%5.91156.5%3.5%
65Δ5.53167.2%3.4%6.00140.6%2.3%
70Δ5.23235.0%3.2%6.59292.3%3.9%
75Δ4.92318.7%3.5%6.74274.7%3.0%
80Δ4.61402.4%3.7%6.88257.1%2.1%

20Δ

Calls
Pseudo strike
11.42
IV
796.7%
B/E move
105.0%
Puts
Pseudo strike
4.51
IV
475.8%
B/E move
26.1%

25Δ

Calls
Pseudo strike
8.89
IV
631.4%
B/E move
60.9%
Puts
Pseudo strike
4.80
IV
403.9%
B/E move
21.0%

30Δ

Calls
Pseudo strike
7.58
IV
511.6%
B/E move
38.4%
Puts
Pseudo strike
5.09
IV
332.1%
B/E move
16.0%

35Δ

Calls
Pseudo strike
6.87
IV
399.5%
B/E move
25.7%
Puts
Pseudo strike
5.38
IV
260.2%
B/E move
11.0%

40Δ

Calls
Pseudo strike
6.65
IV
360.8%
B/E move
22.0%
Puts
Pseudo strike
5.55
IV
220.1%
B/E move
8.2%

45Δ

Calls
Pseudo strike
6.42
IV
322.1%
B/E move
18.3%
Puts
Pseudo strike
5.64
IV
204.2%
B/E move
7.0%

50Δ

Calls
Pseudo strike
6.20
IV
283.4%
B/E move
14.6%
Puts
Pseudo strike
5.73
IV
188.3%
B/E move
5.8%

55Δ

Calls
Pseudo strike
5.98
IV
244.6%
B/E move
10.9%
Puts
Pseudo strike
5.82
IV
172.4%
B/E move
4.6%

60Δ

Calls
Pseudo strike
5.75
IV
205.9%
B/E move
7.2%
Puts
Pseudo strike
5.91
IV
156.5%
B/E move
3.5%

65Δ

Calls
Pseudo strike
5.53
IV
167.2%
B/E move
3.4%
Puts
Pseudo strike
6.00
IV
140.6%
B/E move
2.3%

70Δ

Calls
Pseudo strike
5.23
IV
235.0%
B/E move
3.2%
Puts
Pseudo strike
6.59
IV
292.3%
B/E move
3.9%

75Δ

Calls
Pseudo strike
4.92
IV
318.7%
B/E move
3.5%
Puts
Pseudo strike
6.74
IV
274.7%
B/E move
3.0%

80Δ

Calls
Pseudo strike
4.61
IV
402.4%
B/E move
3.7%
Puts
Pseudo strike
6.88
IV
257.1%
B/E move
2.1%

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%