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WisdomTree Bitcoin Fund BTCW

i

Market datapartial · fetched 2026-11-11T14:50:15.611Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-11T01:00:01.399065318Z

FundamentalsAlpha Vantage · unavailable

Share price$77.77
1D-0.6%
AH$77.07$77.39$77.71$78.02$78.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBTCW
Sold putSold callAH

WisdomTree Bitcoin Fund options

Live interpolated BTCW call and put midpoint premiums by absolute delta.WisdomTree Bitcoin Fund$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEBTCW PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

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

IV · four-Friday blend40.84%
Daily close
BTCW34.6%40.7%46.7%2026-08-13: 35.44%2026-08-14: 35.44%2026-08-17: 35.61%2026-08-18: 37.71%2026-08-19: 41.07%2026-08-20: 45.89%2026-08-28: 40.02%2026-08-31: 39.04%2026-09-01: 39.58%2026-09-02: 39.18%2026-09-03: 43.21%2026-09-04: 40.87%2026-09-08: 42.25%2026-09-09: 42.35%2026-09-10: 41.22%2026-09-11: 38.72%2026-09-14: 40.91%2026-09-15: 44.39%2026-09-16: 40.95%2026-09-17: 39.54%2026-09-18: 39.37%2026-09-22: 40.71%2026-09-23: 40.13%2026-09-24: 39.99%2026-09-25: 39.03%2026-09-28: 38.82%2026-09-29: 38.11%2026-09-30: 37.29%2026-10-01: 38.22%2026-10-02: 37.02%2026-10-05: 37.26%2026-10-06: 37.07%2026-10-07: 37.57%2026-10-08: 38.25%2026-10-09: 36.85%2026-10-12: 37.49%2026-10-13: 37.72%2026-10-14: 40.57%2026-10-15: 41.64%2026-10-16: 39.19%2026-10-19: 38.18%2026-10-20: 38.29%2026-10-22: 38.67%2026-10-23: 38.91%2026-10-26: 39.04%2026-10-27: 39.05%2026-10-28: 38.88%2026-10-29: 38.06%2026-10-30: 40.84%Aug 13Sep 25Oct 30
49 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
35.44%
35.44%
35.61%
37.71%
41.07%
45.89%
40.02%
39.04%
39.58%
39.18%
43.21%
40.87%
42.25%
42.35%
41.22%
38.72%
40.91%
44.39%
40.95%
39.54%
39.37%
40.71%
40.13%
39.99%
39.03%
38.82%
38.11%
37.29%
38.22%
37.02%
37.26%
37.07%
37.57%
38.25%
36.85%
37.49%
37.72%
40.57%
41.64%
39.19%
38.18%
38.29%
38.67%
38.91%
39.04%
39.05%
38.88%
38.06%
40.84%