Share price$35.92
1D-0.4%
Sold putSold callAH
Grayscale Bitcoin Mini Trust ETF BTC
i
Market datapartial · fetched 2026-10-22T23:28:27.901Z
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 · 2026-10-22T22:53:40.539932075Z
FundamentalsAlpha Vantage · unavailable
Grayscale Bitcoin Mini Trust ETF options
PutsExpensive1.16×
CallsExpensive1.21×
SkewBullish-3.60 pp
Implied moveBearish±$3.17
TiltBalanced0.5% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.71 | 46.6% | 14.7% | 32.84 | 41.9% | 10.0% |
| 25Δ | 39.00 | 38.5% | 10.1% | 33.61 | 39.5% | 8.2% |
| 30Δ | 38.38 | 38.4% | 8.8% | 34.24 | 38.5% | 6.9% |
| 35Δ | 37.82 | 39.1% | 7.8% | 34.74 | 39.0% | 6.1% |
| 40Δ | 37.34 | 41.1% | 7.1% | 35.25 | 39.1% | 5.2% |
| 45Δ | 36.84 | 41.6% | 6.3% | 35.75 | 38.9% | 4.5% |
| 50Δ | 36.27 | 38.3% | 5.0% | 36.27 | 39.4% | 3.8% |
| 55Δ | 35.74 | 37.6% | 4.1% | 36.80 | 40.5% | 3.3% |
| 60Δ | 35.24 | 39.1% | 3.7% | 37.30 | 39.9% | 2.7% |
| 65Δ | 34.62 | 42.4% | 3.3% | 37.77 | 38.2% | 2.1% |
| 70Δ | 33.90 | 47.0% | 3.0% | 38.22 | 36.3% | 1.6% |
| 75Δ | 33.18 | 47.9% | 2.5% | 38.64 | 34.3% | 1.1% |
| 80Δ | 32.42 | 48.1% | 1.9% | 39.21 | 33.6% | 0.7% |
20Δ
- Pseudo strike
- 40.71
- IV
- 46.6%
- B/E move
- 14.7%
- Pseudo strike
- 32.84
- IV
- 41.9%
- B/E move
- 10.0%
25Δ
- Pseudo strike
- 39.00
- IV
- 38.5%
- B/E move
- 10.1%
- Pseudo strike
- 33.61
- IV
- 39.5%
- B/E move
- 8.2%
30Δ
- Pseudo strike
- 38.38
- IV
- 38.4%
- B/E move
- 8.8%
- Pseudo strike
- 34.24
- IV
- 38.5%
- B/E move
- 6.9%
35Δ
- Pseudo strike
- 37.82
- IV
- 39.1%
- B/E move
- 7.8%
- Pseudo strike
- 34.74
- IV
- 39.0%
- B/E move
- 6.1%
40Δ
- Pseudo strike
- 37.34
- IV
- 41.1%
- B/E move
- 7.1%
- Pseudo strike
- 35.25
- IV
- 39.1%
- B/E move
- 5.2%
45Δ
- Pseudo strike
- 36.84
- IV
- 41.6%
- B/E move
- 6.3%
- Pseudo strike
- 35.75
- IV
- 38.9%
- B/E move
- 4.5%
50Δ
- Pseudo strike
- 36.27
- IV
- 38.3%
- B/E move
- 5.0%
- Pseudo strike
- 36.27
- IV
- 39.4%
- B/E move
- 3.8%
55Δ
- Pseudo strike
- 35.74
- IV
- 37.6%
- B/E move
- 4.1%
- Pseudo strike
- 36.80
- IV
- 40.5%
- B/E move
- 3.3%
60Δ
- Pseudo strike
- 35.24
- IV
- 39.1%
- B/E move
- 3.7%
- Pseudo strike
- 37.30
- IV
- 39.9%
- B/E move
- 2.7%
65Δ
- Pseudo strike
- 34.62
- IV
- 42.4%
- B/E move
- 3.3%
- Pseudo strike
- 37.77
- IV
- 38.2%
- B/E move
- 2.1%
70Δ
- Pseudo strike
- 33.90
- IV
- 47.0%
- B/E move
- 3.0%
- Pseudo strike
- 38.22
- IV
- 36.3%
- B/E move
- 1.6%
75Δ
- Pseudo strike
- 33.18
- IV
- 47.9%
- B/E move
- 2.5%
- Pseudo strike
- 38.64
- IV
- 34.3%
- B/E move
- 1.1%
80Δ
- Pseudo strike
- 32.42
- IV
- 48.1%
- B/E move
- 1.9%
- Pseudo strike
- 39.21
- IV
- 33.6%
- B/E move
- 0.7%
Options history
Table
| Date | IV |
|---|---|
| 38.21% | |
| 38.04% |