IntraAlpha
Create free account Start free

Bitwise Solana Staking ETF BSOL

i

Market dataready · fetched 2026-11-11T14:48:20.919Z

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 · 2026-11-11T14:48:08.237953692Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:48:19.858717+00:00

Share price$11.66
1D+0.0%
$11.59$11.62$11.65$11.68$11.715:30 AM6:30 AM9:00 AM1:00 PMBSOL
Sold putSold call

Bitwise Solana Staking ETF options

Live interpolated BSOL call and put midpoint premiums by absolute delta.Bitwise Solana Staking ETF$0.15$0.47$0.78$1.10$1.41$9.84$10.85$11.87$12.89$13.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BSOL spot · $11.66BSOL PRICE$0.19$0.24$0.30$0.35$0.41$0.47$0.53$0.59$0.65$0.71$0.77$1.03$0.19$0.21$0.27$0.35$0.44$0.52$0.60$0.69$0.80$0.93$1.06$1.19$1.32
PutsExpensive1.14×
Calls——
Skew——
Implied moveBearish±$1.07
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.41134.1%20.8%
25Δ12.6767.4%10.3%10.4990.0%11.9%
30Δ12.4768.0%9.1%11.0969.4%7.2%
35Δ12.2868.6%7.9%11.2570.2%6.5%
40Δ12.0969.3%6.7%11.4270.9%5.8%
45Δ11.9268.2%5.8%11.5971.7%5.1%
50Δ11.7865.6%5.1%11.7672.5%4.3%
55Δ11.6463.1%4.4%11.9273.3%3.6%
60Δ11.5060.6%3.7%12.1072.8%3.0%
65Δ11.3658.0%3.0%12.2971.4%2.6%
70Δ11.2255.5%2.3%12.4869.9%2.1%
75Δ11.0853.0%1.6%12.6768.4%1.6%
80Δ10.7657.4%1.1%12.8567.0%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.41
IV
134.1%
B/E move
20.8%

25Δ

Calls
Pseudo strike
12.67
IV
67.4%
B/E move
10.3%
Puts
Pseudo strike
10.49
IV
90.0%
B/E move
11.9%

30Δ

Calls
Pseudo strike
12.47
IV
68.0%
B/E move
9.1%
Puts
Pseudo strike
11.09
IV
69.4%
B/E move
7.2%

35Δ

Calls
Pseudo strike
12.28
IV
68.6%
B/E move
7.9%
Puts
Pseudo strike
11.25
IV
70.2%
B/E move
6.5%

40Δ

Calls
Pseudo strike
12.09
IV
69.3%
B/E move
6.7%
Puts
Pseudo strike
11.42
IV
70.9%
B/E move
5.8%

45Δ

Calls
Pseudo strike
11.92
IV
68.2%
B/E move
5.8%
Puts
Pseudo strike
11.59
IV
71.7%
B/E move
5.1%

50Δ

Calls
Pseudo strike
11.78
IV
65.6%
B/E move
5.1%
Puts
Pseudo strike
11.76
IV
72.5%
B/E move
4.3%

55Δ

Calls
Pseudo strike
11.64
IV
63.1%
B/E move
4.4%
Puts
Pseudo strike
11.92
IV
73.3%
B/E move
3.6%

60Δ

Calls
Pseudo strike
11.50
IV
60.6%
B/E move
3.7%
Puts
Pseudo strike
12.10
IV
72.8%
B/E move
3.0%

65Δ

Calls
Pseudo strike
11.36
IV
58.0%
B/E move
3.0%
Puts
Pseudo strike
12.29
IV
71.4%
B/E move
2.6%

70Δ

Calls
Pseudo strike
11.22
IV
55.5%
B/E move
2.3%
Puts
Pseudo strike
12.48
IV
69.9%
B/E move
2.1%

75Δ

Calls
Pseudo strike
11.08
IV
53.0%
B/E move
1.6%
Puts
Pseudo strike
12.67
IV
68.4%
B/E move
1.6%

80Δ

Calls
Pseudo strike
10.76
IV
57.4%
B/E move
1.1%
Puts
Pseudo strike
12.85
IV
67.0%
B/E move
1.1%

Options history

IV · four-Friday blend62.97%
Daily EOD
BSOL56.2%59.9%63.5%2026-10-19: 56.74%2026-10-20: 58.38%2026-10-21: 60.09%2026-10-22: 58.60%2026-10-23: 61.31%2026-10-26: 57.04%2026-10-27: 62.23%2026-10-28: 60.94%2026-10-29: 60.58%2026-10-30: 62.97%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
56.74%
58.38%
60.09%
58.60%
61.31%
57.04%
62.23%
60.94%
60.58%
62.97%