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WisdomTree Bitcoin Fund BTCW

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Market datapartial · fetched 2026-10-22T06:01:41.780Z

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 · 2026-10-22T00:00:01.357384693Z

FundamentalsAlpha Vantage · unavailable

Share price$89.24
1D+1.1%
AH$88.14$88.49$88.85$89.20$89.555:30 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$1.03$3.04$5.05$7.07$9.08$76.80$82.88$88.96$95.04$101.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BTCW spot · $89.24BTCW PRICE$2.02$2.45$2.90$3.43$4.02$4.71$5.61$6.59$7.51$8.50$1.25$1.62$2.10$2.55$3.11$3.65$4.33$4.74$5.52$6.29
PutsExpensive1.48×
CallsExpensive1.37×
SkewBearish+2.20 pp
Implied moveBearish±$7.76
TiltBullish15.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ81.6141.9%10.0%
25Δ83.3940.7%8.4%
30Δ84.8141.1%7.3%
35Δ93.5735.9%7.1%86.2440.3%6.2%
40Δ92.3436.2%6.2%87.5440.4%5.4%
45Δ91.1436.1%5.4%88.8239.9%4.6%
50Δ89.9936.4%4.7%90.0940.1%3.9%
55Δ88.8436.7%4.1%91.2437.7%3.1%
60Δ87.6437.2%3.5%92.4937.8%2.5%
65Δ86.3438.7%3.0%93.7337.3%2.0%
70Δ84.9439.8%2.6%
75Δ83.5639.4%2.0%
80Δ82.1538.7%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
81.61
IV
41.9%
B/E move
10.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
83.39
IV
40.7%
B/E move
8.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
84.81
IV
41.1%
B/E move
7.3%

35Δ

Calls
Pseudo strike
93.57
IV
35.9%
B/E move
7.1%
Puts
Pseudo strike
86.24
IV
40.3%
B/E move
6.2%

40Δ

Calls
Pseudo strike
92.34
IV
36.2%
B/E move
6.2%
Puts
Pseudo strike
87.54
IV
40.4%
B/E move
5.4%

45Δ

Calls
Pseudo strike
91.14
IV
36.1%
B/E move
5.4%
Puts
Pseudo strike
88.82
IV
39.9%
B/E move
4.6%

50Δ

Calls
Pseudo strike
89.99
IV
36.4%
B/E move
4.7%
Puts
Pseudo strike
90.09
IV
40.1%
B/E move
3.9%

55Δ

Calls
Pseudo strike
88.84
IV
36.7%
B/E move
4.1%
Puts
Pseudo strike
91.24
IV
37.7%
B/E move
3.1%

60Δ

Calls
Pseudo strike
87.64
IV
37.2%
B/E move
3.5%
Puts
Pseudo strike
92.49
IV
37.8%
B/E move
2.5%

65Δ

Calls
Pseudo strike
86.34
IV
38.7%
B/E move
3.0%
Puts
Pseudo strike
93.73
IV
37.3%
B/E move
2.0%

70Δ

Calls
Pseudo strike
84.94
IV
39.8%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
83.56
IV
39.4%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
82.15
IV
38.7%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations