IntraAlpha
Create free account Start free

BitMine Immersion Technologies, Inc. BMNR

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-11-10T22:27:21.108Z

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 · 2026-11-10T22:27:15.09916172Z

FundamentalsAlpha Vantage · ready · quarter 2026-05-31 · fetched 2026-11-10T22:19:18.779980+00:00

Share price$18.06
1D+0.8%
AH$17.31$17.61$17.91$18.20$18.505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBMNR
Sold putSold callAH

BitMine Immersion Technologies, Inc. options

Live interpolated BMNR call and put midpoint premiums by absolute delta.BitMine Immersion Technologies, Inc.$0.13$0.50$0.87$1.25$1.62$16.15$17.13$18.11$19.09$20.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BMNR spot · $18.06BMNR PRICE$0.17$0.23$0.29$0.36$0.44$0.53$0.62$0.73$0.86$0.99$1.17$1.34$1.51$0.20$0.26$0.32$0.39$0.48$0.56$0.66$0.76$0.86$0.99$1.12$1.28$1.47
PutsExpensive1.14×
CallsExpensive1.21×
SkewBullish-6.16 pp
Implied moveBearish±$1.28
TiltBalanced0.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.5196.0%9.0%16.72105.8%8.5%
25Δ19.2596.5%7.9%17.04101.7%7.1%
30Δ18.9996.9%6.8%17.2999.0%6.1%
35Δ18.7797.6%6.0%17.5396.5%5.1%
40Δ18.5598.3%5.2%17.7396.0%4.4%
45Δ18.3499.0%4.5%17.9395.4%3.8%
50Δ18.1499.8%3.9%18.1394.3%3.2%
55Δ17.93100.8%3.3%18.3293.0%2.7%
60Δ17.71102.3%2.8%18.5191.7%2.2%
65Δ17.50103.8%2.4%18.7190.3%1.8%
70Δ17.24105.7%2.0%18.9189.0%1.5%
75Δ16.99107.5%1.6%19.1387.9%1.1%
80Δ16.75103.5%1.2%19.3786.9%0.8%

20Δ

Calls
Pseudo strike
19.51
IV
96.0%
B/E move
9.0%
Puts
Pseudo strike
16.72
IV
105.8%
B/E move
8.5%

25Δ

Calls
Pseudo strike
19.25
IV
96.5%
B/E move
7.9%
Puts
Pseudo strike
17.04
IV
101.7%
B/E move
7.1%

30Δ

Calls
Pseudo strike
18.99
IV
96.9%
B/E move
6.8%
Puts
Pseudo strike
17.29
IV
99.0%
B/E move
6.1%

35Δ

Calls
Pseudo strike
18.77
IV
97.6%
B/E move
6.0%
Puts
Pseudo strike
17.53
IV
96.5%
B/E move
5.1%

40Δ

Calls
Pseudo strike
18.55
IV
98.3%
B/E move
5.2%
Puts
Pseudo strike
17.73
IV
96.0%
B/E move
4.4%

45Δ

Calls
Pseudo strike
18.34
IV
99.0%
B/E move
4.5%
Puts
Pseudo strike
17.93
IV
95.4%
B/E move
3.8%

50Δ

Calls
Pseudo strike
18.14
IV
99.8%
B/E move
3.9%
Puts
Pseudo strike
18.13
IV
94.3%
B/E move
3.2%

55Δ

Calls
Pseudo strike
17.93
IV
100.8%
B/E move
3.3%
Puts
Pseudo strike
18.32
IV
93.0%
B/E move
2.7%

60Δ

Calls
Pseudo strike
17.71
IV
102.3%
B/E move
2.8%
Puts
Pseudo strike
18.51
IV
91.7%
B/E move
2.2%

65Δ

Calls
Pseudo strike
17.50
IV
103.8%
B/E move
2.4%
Puts
Pseudo strike
18.71
IV
90.3%
B/E move
1.8%

70Δ

Calls
Pseudo strike
17.24
IV
105.7%
B/E move
2.0%
Puts
Pseudo strike
18.91
IV
89.0%
B/E move
1.5%

75Δ

Calls
Pseudo strike
16.99
IV
107.5%
B/E move
1.6%
Puts
Pseudo strike
19.13
IV
87.9%
B/E move
1.1%

80Δ

Calls
Pseudo strike
16.75
IV
103.5%
B/E move
1.2%
Puts
Pseudo strike
19.37
IV
86.9%
B/E move
0.8%

Options history

IV · four-Friday blend79.68%
Daily close
BMNR58.5%75.6%92.7%2026-08-12: 69.86%2026-08-13: 72.19%2026-08-14: 69.41%2026-08-17: 73.98%2026-08-18: 72.59%2026-08-19: 80.78%2026-08-20: 86.94%2026-08-21: 79.49%2026-08-24: 90.31%2026-08-25: 86.26%2026-08-26: 81.02%2026-08-27: 85.31%2026-08-28: 73.02%2026-08-31: 79.66%2026-09-01: 75.95%2026-09-02: 72.79%2026-09-03: 84.05%2026-09-04: 72.40%2026-09-08: 81.43%2026-09-09: 79.75%2026-09-10: 80.71%2026-09-11: 77.28%2026-09-14: 86.37%2026-09-15: 86.63%2026-09-16: 79.49%2026-09-17: 72.71%2026-09-18: 78.02%2026-09-21: 82.83%2026-09-22: 79.21%2026-09-23: 74.94%2026-09-24: 77.23%2026-09-25: 72.05%2026-09-28: 77.04%2026-09-29: 79.64%2026-09-30: 74.98%2026-10-01: 72.98%2026-10-02: 67.70%2026-10-05: 71.85%2026-10-06: 68.71%2026-10-07: 65.33%2026-10-08: 67.07%2026-10-09: 60.90%2026-10-12: 64.91%2026-10-13: 70.56%2026-10-14: 73.07%2026-10-15: 74.14%2026-10-16: 74.44%2026-10-19: 74.45%2026-10-20: 74.06%2026-10-21: 74.43%2026-10-22: 79.33%2026-10-23: 74.63%2026-10-26: 79.82%2026-10-27: 77.56%2026-10-28: 77.40%2026-10-29: 78.16%2026-10-30: 79.68%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
69.86%
72.19%
69.41%
73.98%
72.59%
80.78%
86.94%
79.49%
90.31%
86.26%
81.02%
85.31%
73.02%
79.66%
75.95%
72.79%
84.05%
72.40%
81.43%
79.75%
80.71%
77.28%
86.37%
86.63%
79.49%
72.71%
78.02%
82.83%
79.21%
74.94%
77.23%
72.05%
77.04%
79.64%
74.98%
72.98%
67.70%
71.85%
68.71%
65.33%
67.07%
60.90%
64.91%
70.56%
73.07%
74.14%
74.44%
74.45%
74.06%
74.43%
79.33%
74.63%
79.82%
77.56%
77.40%
78.16%
79.68%