Share price$36.09
1D+0.1%
Sold putSold call
Grayscale Bitcoin Mini Trust ETF BTC
i
Market dataready · fetched 2026-10-22T14:32:32.059Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T14:32:19.423768449Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T14:32:30.067538+00:00
Grayscale Bitcoin Mini Trust ETF options
PutsExpensive1.12×
CallsExpensive1.18×
SkewBullish-2.77 pp
Implied moveBearish±$3.21
TiltBearish2.7% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.89 | 46.5% | 14.7% | 33.06 | 41.1% | 9.8% |
| 25Δ | 39.38 | 40.4% | 10.7% | 33.60 | 43.2% | 8.9% |
| 30Δ | 38.44 | 36.6% | 8.4% | 34.22 | 42.5% | 7.6% |
| 35Δ | 37.87 | 36.8% | 7.3% | 35.04 | 34.3% | 5.3% |
| 40Δ | 37.43 | 39.1% | 6.7% | 35.49 | 34.4% | 4.6% |
| 45Δ | 36.99 | 41.2% | 6.2% | 35.93 | 34.6% | 4.0% |
| 50Δ | 36.45 | 39.6% | 5.2% | 36.47 | 38.4% | 3.7% |
| 55Δ | 35.92 | 38.6% | 4.3% | 37.02 | 42.6% | 3.5% |
| 60Δ | 35.37 | 40.7% | 3.8% | 37.47 | 40.1% | 2.8% |
| 65Δ | 34.81 | 42.4% | 3.3% | 37.91 | 37.6% | 2.0% |
| 70Δ | 34.21 | 43.2% | 2.8% | 38.41 | 36.3% | 1.5% |
| 75Δ | 33.51 | 44.4% | 2.3% | 38.92 | 35.3% | 1.1% |
| 80Δ | 32.74 | 45.7% | 1.8% | 39.95 | 38.9% | 0.8% |
20Δ
- Pseudo strike
- 40.89
- IV
- 46.5%
- B/E move
- 14.7%
- Pseudo strike
- 33.06
- IV
- 41.1%
- B/E move
- 9.8%
25Δ
- Pseudo strike
- 39.38
- IV
- 40.4%
- B/E move
- 10.7%
- Pseudo strike
- 33.60
- IV
- 43.2%
- B/E move
- 8.9%
30Δ
- Pseudo strike
- 38.44
- IV
- 36.6%
- B/E move
- 8.4%
- Pseudo strike
- 34.22
- IV
- 42.5%
- B/E move
- 7.6%
35Δ
- Pseudo strike
- 37.87
- IV
- 36.8%
- B/E move
- 7.3%
- Pseudo strike
- 35.04
- IV
- 34.3%
- B/E move
- 5.3%
40Δ
- Pseudo strike
- 37.43
- IV
- 39.1%
- B/E move
- 6.7%
- Pseudo strike
- 35.49
- IV
- 34.4%
- B/E move
- 4.6%
45Δ
- Pseudo strike
- 36.99
- IV
- 41.2%
- B/E move
- 6.2%
- Pseudo strike
- 35.93
- IV
- 34.6%
- B/E move
- 4.0%
50Δ
- Pseudo strike
- 36.45
- IV
- 39.6%
- B/E move
- 5.2%
- Pseudo strike
- 36.47
- IV
- 38.4%
- B/E move
- 3.7%
55Δ
- Pseudo strike
- 35.92
- IV
- 38.6%
- B/E move
- 4.3%
- Pseudo strike
- 37.02
- IV
- 42.6%
- B/E move
- 3.5%
60Δ
- Pseudo strike
- 35.37
- IV
- 40.7%
- B/E move
- 3.8%
- Pseudo strike
- 37.47
- IV
- 40.1%
- B/E move
- 2.8%
65Δ
- Pseudo strike
- 34.81
- IV
- 42.4%
- B/E move
- 3.3%
- Pseudo strike
- 37.91
- IV
- 37.6%
- B/E move
- 2.0%
70Δ
- Pseudo strike
- 34.21
- IV
- 43.2%
- B/E move
- 2.8%
- Pseudo strike
- 38.41
- IV
- 36.3%
- B/E move
- 1.5%
75Δ
- Pseudo strike
- 33.51
- IV
- 44.4%
- B/E move
- 2.3%
- Pseudo strike
- 38.92
- IV
- 35.3%
- B/E move
- 1.1%
80Δ
- Pseudo strike
- 32.74
- IV
- 45.7%
- B/E move
- 1.8%
- Pseudo strike
- 39.95
- IV
- 38.9%
- B/E move
- 0.8%
Options history
Table
| Date | IV |
|---|---|
| 38.21% | |
| 38.04% |