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Bitwise Proficio Currency Debasement ETF BPRO

i

Market dataready · fetched 2026-11-11T13:55:20.868Z

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

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 · 2026-11-11T01:00:00.045479195Z

FundamentalsBitwise · ready · as of 2026-11-10 · fetched 2026-11-11T13:55:20.475878+00:00

Share price$18.84
1D+0.8%
AH$18.67$18.71$18.76$18.80$18.845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBPRO
Sold putSold callAH

Bitwise Proficio Currency Debasement ETF options

Live interpolated BPRO call and put midpoint premiums by absolute delta.Bitwise Proficio Currency Debasement ETF$0.56$0.78$1.00$1.23$1.45$15.99$17.52$19.04$20.57$22.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BPRO spot · $18.84BPRO PRICE$0.63$0.63$0.63$0.64$0.67$0.70$0.74$0.82$0.90$0.99$1.07$1.19$1.39$0.58$0.63$0.65$0.68$0.73$0.77$0.82$0.87$0.92$0.97$1.03$1.08$1.13
PutsExpensive1.94×
CallsExpensive1.98×
SkewBullish-13.21 pp
Implied moveBearish±$1.55
TiltBalanced0.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.84217.5%45.8%15.91148.2%18.6%
25Δ23.06157.2%25.7%16.78126.6%14.3%
30Δ21.29121.0%16.3%17.47105.5%10.7%
35Δ20.3599.5%11.4%18.0388.9%7.9%
40Δ19.7785.4%8.4%18.3480.7%6.5%
45Δ19.3674.9%6.4%18.6472.4%5.2%
50Δ18.9765.3%4.6%18.9564.2%3.8%
55Δ18.7662.2%3.9%19.1259.3%3.2%
60Δ18.5559.1%3.3%19.2655.0%2.7%
65Δ18.3456.0%2.6%19.4050.8%2.2%
70Δ18.1352.9%1.9%19.5446.5%1.8%
75Δ17.9150.4%1.4%19.6842.3%1.3%
80Δ17.6649.0%1.1%19.8238.0%0.8%

20Δ

Calls
Pseudo strike
26.84
IV
217.5%
B/E move
45.8%
Puts
Pseudo strike
15.91
IV
148.2%
B/E move
18.6%

25Δ

Calls
Pseudo strike
23.06
IV
157.2%
B/E move
25.7%
Puts
Pseudo strike
16.78
IV
126.6%
B/E move
14.3%

30Δ

Calls
Pseudo strike
21.29
IV
121.0%
B/E move
16.3%
Puts
Pseudo strike
17.47
IV
105.5%
B/E move
10.7%

35Δ

Calls
Pseudo strike
20.35
IV
99.5%
B/E move
11.4%
Puts
Pseudo strike
18.03
IV
88.9%
B/E move
7.9%

40Δ

Calls
Pseudo strike
19.77
IV
85.4%
B/E move
8.4%
Puts
Pseudo strike
18.34
IV
80.7%
B/E move
6.5%

45Δ

Calls
Pseudo strike
19.36
IV
74.9%
B/E move
6.4%
Puts
Pseudo strike
18.64
IV
72.4%
B/E move
5.2%

50Δ

Calls
Pseudo strike
18.97
IV
65.3%
B/E move
4.6%
Puts
Pseudo strike
18.95
IV
64.2%
B/E move
3.8%

55Δ

Calls
Pseudo strike
18.76
IV
62.2%
B/E move
3.9%
Puts
Pseudo strike
19.12
IV
59.3%
B/E move
3.2%

60Δ

Calls
Pseudo strike
18.55
IV
59.1%
B/E move
3.3%
Puts
Pseudo strike
19.26
IV
55.0%
B/E move
2.7%

65Δ

Calls
Pseudo strike
18.34
IV
56.0%
B/E move
2.6%
Puts
Pseudo strike
19.40
IV
50.8%
B/E move
2.2%

70Δ

Calls
Pseudo strike
18.13
IV
52.9%
B/E move
1.9%
Puts
Pseudo strike
19.54
IV
46.5%
B/E move
1.8%

75Δ

Calls
Pseudo strike
17.91
IV
50.4%
B/E move
1.4%
Puts
Pseudo strike
19.68
IV
42.3%
B/E move
1.3%

80Δ

Calls
Pseudo strike
17.66
IV
49.0%
B/E move
1.1%
Puts
Pseudo strike
19.82
IV
38.0%
B/E move
0.8%

Options history

IV · four-Friday blend32.46%
Daily close
BPRO22.2%47.6%72.9%2026-08-13: 46.25%2026-08-14: 45.43%2026-08-17: 36.69%2026-08-19: 60.11%2026-08-20: 58.12%2026-08-21: 29.51%2026-08-24: 27.36%2026-08-25: 30.43%2026-08-26: 28.79%2026-08-27: 31.31%2026-08-28: 38.58%2026-08-31: 30.44%2026-09-01: 40.43%2026-09-02: 30.93%2026-09-03: 28.33%2026-09-04: 28.94%2026-09-08: 30.57%2026-09-09: 30.45%2026-09-10: 33.14%2026-09-11: 42.67%2026-09-14: 42.85%2026-09-15: 54.12%2026-09-16: 49.12%2026-09-17: 69.45%2026-09-18: 28.14%2026-09-21: 25.65%2026-09-23: 37.95%2026-09-24: 27.62%2026-09-25: 33.91%2026-09-28: 32.07%2026-09-29: 36.87%2026-09-30: 29.05%2026-10-01: 35.56%2026-10-02: 26.78%2026-10-05: 26.56%2026-10-06: 30.87%2026-10-09: 32.76%2026-10-12: 32.27%2026-10-13: 45.00%2026-10-15: 57.79%2026-10-16: 28.49%2026-10-19: 26.38%2026-10-20: 26.77%2026-10-21: 29.94%2026-10-22: 31.68%2026-10-23: 27.82%2026-10-26: 30.76%2026-10-27: 28.95%2026-10-28: 26.68%2026-10-30: 32.46%Aug 13Sep 18Oct 30
50 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
46.25%
45.43%
36.69%
60.11%
58.12%
29.51%
27.36%
30.43%
28.79%
31.31%
38.58%
30.44%
40.43%
30.93%
28.33%
28.94%
30.57%
30.45%
33.14%
42.67%
42.85%
54.12%
49.12%
69.45%
28.14%
25.65%
37.95%
27.62%
33.91%
32.07%
36.87%
29.05%
35.56%
26.78%
26.56%
30.87%
32.76%
32.27%
45.00%
57.79%
28.49%
26.38%
26.77%
29.94%
31.68%
27.82%
30.76%
28.95%
26.68%
32.46%