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NEOS Bitcoin High Income ETF BTCI

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Market datapartial · fetched 2026-10-22T16:04:38.242Z

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 · 2026-10-22T16:04:34.357182003Z

FundamentalsAlpha Vantage · unavailable

Share price$32.34
1D-0.2%
$32.23$32.40$32.56$32.73$32.905:30 AM6:30 AM9:00 AM1:00 PMBTCI
Sold putSold call

NEOS Bitcoin High Income ETF options

Live interpolated BTCI call and put midpoint premiums by absolute delta.NEOS Bitcoin High Income ETF$0.18$1.13$2.09$3.04$4.00$26.86$29.53$32.20$34.86$37.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BTCI spot · $32.34BTCI PRICE$0.28$0.37$0.45$0.54$0.62$0.69$0.76$0.82$0.88$1.24$1.72$0.53$0.67$0.80$0.94$1.16$1.45$1.79$2.32$2.90$3.72
PutsCheap0.80×
CallsCheap0.53×
SkewBearish+14.67 pp
Implied moveBearish±$2.21
TiltBearish32.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.8328.3%8.6%
25Δ34.3427.8%7.3%30.3736.3%7.7%
30Δ33.8827.0%6.2%30.8435.5%6.7%
35Δ33.5026.0%5.3%31.3134.7%5.7%
40Δ33.1224.9%4.3%31.7833.8%4.6%
45Δ32.8323.5%3.7%32.2234.5%3.9%
50Δ32.5821.9%3.1%32.6536.6%3.5%
55Δ32.3320.3%2.5%33.1038.9%3.2%
60Δ32.0818.7%1.9%33.7342.9%2.9%
65Δ31.6722.0%1.8%34.4246.1%2.5%
70Δ31.2027.4%1.8%35.3550.8%2.2%
75Δ
80Δ

20Δ

Calls
Pseudo strike
34.83
IV
28.3%
B/E move
8.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
34.34
IV
27.8%
B/E move
7.3%
Puts
Pseudo strike
30.37
IV
36.3%
B/E move
7.7%

30Δ

Calls
Pseudo strike
33.88
IV
27.0%
B/E move
6.2%
Puts
Pseudo strike
30.84
IV
35.5%
B/E move
6.7%

35Δ

Calls
Pseudo strike
33.50
IV
26.0%
B/E move
5.3%
Puts
Pseudo strike
31.31
IV
34.7%
B/E move
5.7%

40Δ

Calls
Pseudo strike
33.12
IV
24.9%
B/E move
4.3%
Puts
Pseudo strike
31.78
IV
33.8%
B/E move
4.6%

45Δ

Calls
Pseudo strike
32.83
IV
23.5%
B/E move
3.7%
Puts
Pseudo strike
32.22
IV
34.5%
B/E move
3.9%

50Δ

Calls
Pseudo strike
32.58
IV
21.9%
B/E move
3.1%
Puts
Pseudo strike
32.65
IV
36.6%
B/E move
3.5%

55Δ

Calls
Pseudo strike
32.33
IV
20.3%
B/E move
2.5%
Puts
Pseudo strike
33.10
IV
38.9%
B/E move
3.2%

60Δ

Calls
Pseudo strike
32.08
IV
18.7%
B/E move
1.9%
Puts
Pseudo strike
33.73
IV
42.9%
B/E move
2.9%

65Δ

Calls
Pseudo strike
31.67
IV
22.0%
B/E move
1.8%
Puts
Pseudo strike
34.42
IV
46.1%
B/E move
2.5%

70Δ

Calls
Pseudo strike
31.20
IV
27.4%
B/E move
1.8%
Puts
Pseudo strike
35.35
IV
50.8%
B/E move
2.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

BTCI35.4637.3439.212026-10-20: 38.95%2026-10-21: 35.72%Oct 20Oct 21
Table
DateIV
38.95%
35.72%