IntraAlpha
Create free account Start free

Bit Digital, Inc. Ordinary Shares BTBT

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-11-10T22:33:59.435Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-04

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 · 2026-11-10T22:29:47.759151373Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-10T22:33:58.403415+00:00

Share price$0.73
1D-5.2%
AH$0.72$0.74$0.76$0.78$0.805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBTBT
Sold putSold callAH

Bit Digital, Inc. Ordinary Shares options

Live interpolated BTBT call and put midpoint premiums by absolute delta.Bit Digital, Inc. Ordinary Shares$0.00$0.34$0.69$1.03$1.37$0.40$0.58$0.77$0.96$1.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BTBT spot · $0.73BTBT PRICE$0.03$0.05$0.08$0.10$0.12$0.14$0.16$0.18$0.20$0.23$0.25$0.27$0.29$0.12$0.14$0.16$0.17$0.19$0.21$0.22$1.27
Puts——
CallsExpensive1.41×
Skew——
Implied moveBearish±$0.38
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ0.97114.8%36.5%0.51358.6%47.4%
25Δ0.93125.9%34.3%0.56338.8%43.4%
30Δ0.89137.0%32.1%0.60318.9%39.4%
35Δ0.86148.1%29.9%0.65299.1%35.4%
40Δ0.82159.3%27.7%0.69279.3%31.4%
45Δ0.78170.4%25.5%0.74259.5%27.4%
50Δ0.74181.5%23.2%0.78239.7%23.4%
55Δ0.71192.6%21.0%
60Δ0.67203.7%18.8%
65Δ0.63214.8%16.6%
70Δ0.59225.9%14.4%
75Δ0.55237.0%12.2%1.94341.4%8.6%
80Δ0.52248.1%9.9%

20Δ

Calls
Pseudo strike
0.97
IV
114.8%
B/E move
36.5%
Puts
Pseudo strike
0.51
IV
358.6%
B/E move
47.4%

25Δ

Calls
Pseudo strike
0.93
IV
125.9%
B/E move
34.3%
Puts
Pseudo strike
0.56
IV
338.8%
B/E move
43.4%

30Δ

Calls
Pseudo strike
0.89
IV
137.0%
B/E move
32.1%
Puts
Pseudo strike
0.60
IV
318.9%
B/E move
39.4%

35Δ

Calls
Pseudo strike
0.86
IV
148.1%
B/E move
29.9%
Puts
Pseudo strike
0.65
IV
299.1%
B/E move
35.4%

40Δ

Calls
Pseudo strike
0.82
IV
159.3%
B/E move
27.7%
Puts
Pseudo strike
0.69
IV
279.3%
B/E move
31.4%

45Δ

Calls
Pseudo strike
0.78
IV
170.4%
B/E move
25.5%
Puts
Pseudo strike
0.74
IV
259.5%
B/E move
27.4%

50Δ

Calls
Pseudo strike
0.74
IV
181.5%
B/E move
23.2%
Puts
Pseudo strike
0.78
IV
239.7%
B/E move
23.4%

55Δ

Calls
Pseudo strike
0.71
IV
192.6%
B/E move
21.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
0.67
IV
203.7%
B/E move
18.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
0.63
IV
214.8%
B/E move
16.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
0.59
IV
225.9%
B/E move
14.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
0.55
IV
237.0%
B/E move
12.2%
Puts
Pseudo strike
1.94
IV
341.4%
B/E move
8.6%

80Δ

Calls
Pseudo strike
0.52
IV
248.1%
B/E move
9.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend150.29%
Daily close
BTBT150.1%150.3%150.4%2026-08-13: 150.29%Aug 13
1 observations2026-08-13 — 2026-08-13
Table
DateIV (%)
150.29%