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Bitwise Solana Staking ETF BSOL

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Market dataready · fetched 2026-10-22T04:22:39.068Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T00:00:00.014706272Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T04:22:37.423939+00:00

Share price$14.97
1D+1.1%
AH$14.67$14.77$14.88$14.99$15.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBSOL
Sold putSold callAH

Bitwise Solana Staking ETF options

Live interpolated BSOL call and put midpoint premiums by absolute delta.Bitwise Solana Staking ETF$0.14$1.17$2.19$3.21$4.23$11.63$13.28$14.93$16.58$18.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BSOL spot · $14.97BSOL PRICE$0.25$0.33$0.44$0.54$0.65$0.78$0.91$1.06$1.29$1.51$1.76$2.04$2.33$0.33$0.40$0.47$0.65$0.83$1.01$1.18$1.34$1.51$1.94$2.52$3.02$3.94
PutsExpensive1.11×
CallsFair0.99×
SkewBearish+2.35 pp
Implied moveBearish±$2.08
TiltBearish15.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.4757.3%18.4%13.0765.1%14.9%
25Δ16.9757.2%15.6%13.5758.7%12.0%
30Δ16.6057.7%13.8%14.0453.5%9.4%
35Δ16.2358.2%12.0%14.3356.5%8.6%
40Δ15.8858.6%10.4%14.6359.4%7.8%
45Δ15.5658.7%9.1%14.9362.3%7.0%
50Δ15.2358.9%7.8%15.2461.8%6.1%
55Δ14.9059.7%6.7%15.5660.3%5.0%
60Δ14.5662.0%5.8%15.8858.8%4.0%
65Δ14.2164.3%5.0%16.3963.3%3.4%
70Δ13.8566.0%4.2%17.0371.3%3.1%
75Δ13.4466.6%3.4%17.6372.4%2.4%
80Δ13.0367.3%2.6%18.6379.6%1.9%

20Δ

Calls
Pseudo strike
17.47
IV
57.3%
B/E move
18.4%
Puts
Pseudo strike
13.07
IV
65.1%
B/E move
14.9%

25Δ

Calls
Pseudo strike
16.97
IV
57.2%
B/E move
15.6%
Puts
Pseudo strike
13.57
IV
58.7%
B/E move
12.0%

30Δ

Calls
Pseudo strike
16.60
IV
57.7%
B/E move
13.8%
Puts
Pseudo strike
14.04
IV
53.5%
B/E move
9.4%

35Δ

Calls
Pseudo strike
16.23
IV
58.2%
B/E move
12.0%
Puts
Pseudo strike
14.33
IV
56.5%
B/E move
8.6%

40Δ

Calls
Pseudo strike
15.88
IV
58.6%
B/E move
10.4%
Puts
Pseudo strike
14.63
IV
59.4%
B/E move
7.8%

45Δ

Calls
Pseudo strike
15.56
IV
58.7%
B/E move
9.1%
Puts
Pseudo strike
14.93
IV
62.3%
B/E move
7.0%

50Δ

Calls
Pseudo strike
15.23
IV
58.9%
B/E move
7.8%
Puts
Pseudo strike
15.24
IV
61.8%
B/E move
6.1%

55Δ

Calls
Pseudo strike
14.90
IV
59.7%
B/E move
6.7%
Puts
Pseudo strike
15.56
IV
60.3%
B/E move
5.0%

60Δ

Calls
Pseudo strike
14.56
IV
62.0%
B/E move
5.8%
Puts
Pseudo strike
15.88
IV
58.8%
B/E move
4.0%

65Δ

Calls
Pseudo strike
14.21
IV
64.3%
B/E move
5.0%
Puts
Pseudo strike
16.39
IV
63.3%
B/E move
3.4%

70Δ

Calls
Pseudo strike
13.85
IV
66.0%
B/E move
4.2%
Puts
Pseudo strike
17.03
IV
71.3%
B/E move
3.1%

75Δ

Calls
Pseudo strike
13.44
IV
66.6%
B/E move
3.4%
Puts
Pseudo strike
17.63
IV
72.4%
B/E move
2.4%

80Δ

Calls
Pseudo strike
13.03
IV
67.3%
B/E move
2.6%
Puts
Pseudo strike
18.63
IV
79.6%
B/E move
1.9%

Options history

No recorded observations