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Grayscale Bitcoin Mini Trust ETF BTC

i

Market dataready · fetched 2026-11-11T15:49:16.623Z

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 · 2026-11-11T15:49:15.795510791Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:49:16.107644+00:00

Share price$32.66
1D+0.1%
$32.36$32.46$32.56$32.65$32.755:30 AM6:30 AM9:00 AM1:00 PMBTC
Sold putSold call

Grayscale Bitcoin Mini Trust ETF options

Live interpolated BTC call and put midpoint premiums by absolute delta.Grayscale Bitcoin Mini Trust ETF$0.18$0.65$1.11$1.58$2.04$29.64$31.32$33.00$34.69$36.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BTC spot · $32.66BTC PRICE$0.23$0.31$0.40$0.49$0.58$0.67$0.76$0.86$0.95$1.04$1.21$1.41$1.62$0.23$0.31$0.39$0.48$0.63$0.78$0.93$1.08$1.24$1.41$1.58$1.74$1.91
PutsCheap0.87×
CallsCheap0.92×
SkewBearish+2.11 pp
Implied moveBearish±$1.69
TiltBearish9.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.5639.7%6.5%31.1138.1%5.4%
25Δ34.2441.1%5.8%31.4138.1%4.8%
30Δ33.9241.9%5.1%31.7138.1%4.1%
35Δ33.6241.3%4.4%32.0038.1%3.5%
40Δ33.3240.6%3.8%32.2639.4%3.1%
45Δ33.0239.9%3.1%32.5240.8%2.8%
50Δ32.7838.5%2.7%32.7842.1%2.5%
55Δ32.5536.9%2.3%33.0543.0%2.1%
60Δ32.3235.4%1.9%33.3242.2%1.8%
65Δ32.0833.9%1.4%33.6041.4%1.4%
70Δ31.8333.3%1.1%33.8840.6%1.1%
75Δ31.5533.3%0.9%34.1338.7%0.8%
80Δ31.2833.4%0.7%34.3736.0%0.6%

20Δ

Calls
Pseudo strike
34.56
IV
39.7%
B/E move
6.5%
Puts
Pseudo strike
31.11
IV
38.1%
B/E move
5.4%

25Δ

Calls
Pseudo strike
34.24
IV
41.1%
B/E move
5.8%
Puts
Pseudo strike
31.41
IV
38.1%
B/E move
4.8%

30Δ

Calls
Pseudo strike
33.92
IV
41.9%
B/E move
5.1%
Puts
Pseudo strike
31.71
IV
38.1%
B/E move
4.1%

35Δ

Calls
Pseudo strike
33.62
IV
41.3%
B/E move
4.4%
Puts
Pseudo strike
32.00
IV
38.1%
B/E move
3.5%

40Δ

Calls
Pseudo strike
33.32
IV
40.6%
B/E move
3.8%
Puts
Pseudo strike
32.26
IV
39.4%
B/E move
3.1%

45Δ

Calls
Pseudo strike
33.02
IV
39.9%
B/E move
3.1%
Puts
Pseudo strike
32.52
IV
40.8%
B/E move
2.8%

50Δ

Calls
Pseudo strike
32.78
IV
38.5%
B/E move
2.7%
Puts
Pseudo strike
32.78
IV
42.1%
B/E move
2.5%

55Δ

Calls
Pseudo strike
32.55
IV
36.9%
B/E move
2.3%
Puts
Pseudo strike
33.05
IV
43.0%
B/E move
2.1%

60Δ

Calls
Pseudo strike
32.32
IV
35.4%
B/E move
1.9%
Puts
Pseudo strike
33.32
IV
42.2%
B/E move
1.8%

65Δ

Calls
Pseudo strike
32.08
IV
33.9%
B/E move
1.4%
Puts
Pseudo strike
33.60
IV
41.4%
B/E move
1.4%

70Δ

Calls
Pseudo strike
31.83
IV
33.3%
B/E move
1.1%
Puts
Pseudo strike
33.88
IV
40.6%
B/E move
1.1%

75Δ

Calls
Pseudo strike
31.55
IV
33.3%
B/E move
0.9%
Puts
Pseudo strike
34.13
IV
38.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
31.28
IV
33.4%
B/E move
0.7%
Puts
Pseudo strike
34.37
IV
36.0%
B/E move
0.6%

Options history

IV · four-Friday blend40.76%
Daily EOD
BTC35.5%38.3%41.1%2026-10-19: 35.93%2026-10-20: 38.21%2026-10-21: 38.04%2026-10-22: 39.28%2026-10-23: 38.04%2026-10-26: 38.37%2026-10-27: 38.96%2026-10-28: 38.93%2026-10-29: 38.65%2026-10-30: 40.76%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
35.93%
38.21%
38.04%
39.28%
38.04%
38.37%
38.96%
38.93%
38.65%
40.76%