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Bit Digital Inc BTBT

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-10-21T17:01:43.755Z

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

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:01:05.650095614Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:01:43.296230+00:00

Share price$0.95
1D+1.6%
$0.90$0.92$0.93$0.95$0.975:30 AM6:30 AM9:00 AM1:00 PMBTBT
Sold putSold call

Bit Digital Inc options

Live interpolated BTBT call and put midpoint premiums by absolute delta.Bit Digital Inc$0.00$0.36$0.72$1.08$1.44$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEBTBT PRICE$0.16$0.12$0.08$0.04$0.40$0.87$1.34
PutsExpensive3.16×
CallsExpensive1.97×
SkewBearish+182.40 pp
Implied move——
TiltBearish73.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.23472.1%151.1%
25Δ1.85373.3%106.7%
30Δ1.47274.5%62.3%
35Δ1.09175.7%17.9%
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ1.24290.0%12.9%
75Δ1.56506.3%27.9%
80Δ1.88722.6%42.8%

20Δ

Calls
Pseudo strike
2.23
IV
472.1%
B/E move
151.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
1.85
IV
373.3%
B/E move
106.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
1.47
IV
274.5%
B/E move
62.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
1.09
IV
175.7%
B/E move
17.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.24
IV
290.0%
B/E move
12.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.56
IV
506.3%
B/E move
27.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.88
IV
722.6%
B/E move
42.8%

Options history

No recorded observations