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BitGo Holdings, Inc. BTGO

i

Market dataready · fetched 2026-11-13T18:11:21.149Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-13T18:11:09.810626779Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T18:11:19.946438+00:00

Share price$4.08
1D-1.3%
$3.81$3.91$4.01$4.12$4.225:30 AM6:30 AM9:00 AM1:00 PMBTGO
Sold putSold call

BitGo Holdings, Inc. options

Live interpolated BTGO call and put midpoint premiums by absolute delta.BitGo Holdings, Inc.$0.00$2.35$4.69$7.04$9.39$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEBTGO PRICE$0.19$0.24$0.30$0.35$0.40$0.32$0.42$0.52$0.62$0.72$0.83$0.93$1.03$1.13$1.94$4.20$6.45$8.71
PutsCheap0.89×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.45128.7%111.9%2.99105.8%34.4%
25Δ7.60122.3%92.3%3.22103.9%31.3%
30Δ6.75115.9%72.6%3.45102.1%28.1%
35Δ5.90109.5%53.0%3.69100.2%24.9%
40Δ5.05103.1%33.4%3.9298.3%21.7%
45Δ4.1596.5%18.5%
50Δ4.3894.6%15.4%
55Δ4.6192.7%12.2%
60Δ4.8490.9%9.0%
65Δ5.7598.8%6.5%
70Δ8.06126.6%5.4%
75Δ10.36154.4%4.2%
80Δ12.66182.3%3.1%

20Δ

Calls
Pseudo strike
8.45
IV
128.7%
B/E move
111.9%
Puts
Pseudo strike
2.99
IV
105.8%
B/E move
34.4%

25Δ

Calls
Pseudo strike
7.60
IV
122.3%
B/E move
92.3%
Puts
Pseudo strike
3.22
IV
103.9%
B/E move
31.3%

30Δ

Calls
Pseudo strike
6.75
IV
115.9%
B/E move
72.6%
Puts
Pseudo strike
3.45
IV
102.1%
B/E move
28.1%

35Δ

Calls
Pseudo strike
5.90
IV
109.5%
B/E move
53.0%
Puts
Pseudo strike
3.69
IV
100.2%
B/E move
24.9%

40Δ

Calls
Pseudo strike
5.05
IV
103.1%
B/E move
33.4%
Puts
Pseudo strike
3.92
IV
98.3%
B/E move
21.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.15
IV
96.5%
B/E move
18.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.38
IV
94.6%
B/E move
15.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.61
IV
92.7%
B/E move
12.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.84
IV
90.9%
B/E move
9.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.75
IV
98.8%
B/E move
6.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.06
IV
126.6%
B/E move
5.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.36
IV
154.4%
B/E move
4.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.66
IV
182.3%
B/E move
3.1%

Options history

IV · four-Friday blend98.80%
Daily close
BTGO83.0%91.5%100.0%2026-09-03: 87.09%2026-09-08: 92.20%2026-09-10: 96.42%2026-09-18: 95.56%2026-09-25: 87.40%2026-09-30: 84.14%2026-10-01: 87.35%2026-10-05: 87.67%2026-10-30: 98.80%Sep 3Sep 25Oct 30
9 observations2026-09-03 — 2026-10-30
Table
DateIV (%)
87.09%
92.20%
96.42%
95.56%
87.40%
84.14%
87.35%
87.67%
98.80%