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NEOS Bitcoin High Income ETF BTCI

i

Market dataready · fetched 2026-10-22T03:37:08.529Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T00:00:01.372339193Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T03:37:06.546150+00:00

Share price$33.43
1D-0.2%
AH$32.95$33.11$33.27$33.43$33.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBTCI
Sold putSold callAH

NEOS Bitcoin High Income ETF options

Live interpolated BTCI call and put midpoint premiums by absolute delta.NEOS Bitcoin High Income ETF$0.15$1.61$3.07$4.53$5.99$27.84$30.59$33.34$36.09$38.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BTCI spot · $33.43BTCI PRICE$0.40$0.30$0.42$0.55$0.67$0.81$0.97$1.14$1.31$1.63$1.96$2.53$3.05$0.50$0.55$0.67$0.82$0.96$1.12$1.28$1.51$2.30$3.33$4.45$5.57
PutsCheap0.84×
CallsCheap0.62×
SkewBearish+11.48 pp
Implied moveBearish±$2.25
TiltBearish18.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.7943.2%14.3%30.2645.5%11.0%
25Δ35.1322.4%6.0%31.3936.6%7.8%
30Δ34.7522.4%5.2%31.9834.9%6.3%
35Δ34.4823.6%4.8%32.4334.0%5.4%
40Δ34.2224.7%4.4%32.8833.2%4.5%
45Δ33.9425.7%3.9%33.2832.3%3.8%
50Δ33.6226.0%3.5%33.6631.5%3.1%
55Δ33.3126.3%3.0%34.0831.7%2.6%
60Δ32.9926.7%2.6%34.8140.6%2.7%
65Δ32.5728.4%2.3%35.9147.2%2.5%
70Δ32.1530.2%2.0%37.1453.1%2.2%
75Δ31.5134.1%1.8%38.3659.0%1.9%
80Δ30.8936.3%1.5%

20Δ

Calls
Pseudo strike
37.79
IV
43.2%
B/E move
14.3%
Puts
Pseudo strike
30.26
IV
45.5%
B/E move
11.0%

25Δ

Calls
Pseudo strike
35.13
IV
22.4%
B/E move
6.0%
Puts
Pseudo strike
31.39
IV
36.6%
B/E move
7.8%

30Δ

Calls
Pseudo strike
34.75
IV
22.4%
B/E move
5.2%
Puts
Pseudo strike
31.98
IV
34.9%
B/E move
6.3%

35Δ

Calls
Pseudo strike
34.48
IV
23.6%
B/E move
4.8%
Puts
Pseudo strike
32.43
IV
34.0%
B/E move
5.4%

40Δ

Calls
Pseudo strike
34.22
IV
24.7%
B/E move
4.4%
Puts
Pseudo strike
32.88
IV
33.2%
B/E move
4.5%

45Δ

Calls
Pseudo strike
33.94
IV
25.7%
B/E move
3.9%
Puts
Pseudo strike
33.28
IV
32.3%
B/E move
3.8%

50Δ

Calls
Pseudo strike
33.62
IV
26.0%
B/E move
3.5%
Puts
Pseudo strike
33.66
IV
31.5%
B/E move
3.1%

55Δ

Calls
Pseudo strike
33.31
IV
26.3%
B/E move
3.0%
Puts
Pseudo strike
34.08
IV
31.7%
B/E move
2.6%

60Δ

Calls
Pseudo strike
32.99
IV
26.7%
B/E move
2.6%
Puts
Pseudo strike
34.81
IV
40.6%
B/E move
2.7%

65Δ

Calls
Pseudo strike
32.57
IV
28.4%
B/E move
2.3%
Puts
Pseudo strike
35.91
IV
47.2%
B/E move
2.5%

70Δ

Calls
Pseudo strike
32.15
IV
30.2%
B/E move
2.0%
Puts
Pseudo strike
37.14
IV
53.1%
B/E move
2.2%

75Δ

Calls
Pseudo strike
31.51
IV
34.1%
B/E move
1.8%
Puts
Pseudo strike
38.36
IV
59.0%
B/E move
1.9%

80Δ

Calls
Pseudo strike
30.89
IV
36.3%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations