Share price$65.23
1D+1.1%
Sold putSold call
Grayscale Bitcoin Trust ETF GBTC
i
Market dataready · fetched 2026-10-21T17:02:06.531Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 dataPriceAlpaca · sip · 2026-10-21T17:01:52.857423793Z
FundamentalsAlpha Vantage · ready
Grayscale Bitcoin Trust ETF options
PutsExpensive1.53×
CallsFair1.03×
SkewBearish+7.86 pp
Implied moveBearish±$1.55
TiltBearish13.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 66.92 | 39.8% | 2.9% | 63.56 | 42.7% | 2.9% |
| 25Δ | 66.53 | 38.1% | 2.4% | 63.97 | 40.4% | 2.4% |
| 30Δ | 66.24 | 37.4% | 2.1% | 64.24 | 40.8% | 2.1% |
| 35Δ | 65.96 | 36.7% | 1.8% | 64.51 | 41.3% | 1.8% |
| 40Δ | 65.72 | 35.7% | 1.5% | 64.78 | 39.0% | 1.5% |
| 45Δ | 65.48 | 34.9% | 1.2% | 65.05 | 38.1% | 1.3% |
| 50Δ | 65.26 | 36.1% | 1.1% | 65.30 | 42.6% | 1.2% |
| 55Δ | 65.04 | 37.3% | 1.0% | 65.56 | 46.2% | 1.1% |
| 60Δ | 64.78 | 39.4% | 0.9% | 65.85 | 46.3% | 0.9% |
| 65Δ | 64.50 | 41.7% | 0.8% | 66.21 | 48.4% | 0.8% |
| 70Δ | 64.14 | 43.7% | 0.6% | 66.72 | 55.2% | 0.7% |
| 75Δ | 63.77 | 45.7% | 0.5% | 67.53 | 66.6% | 0.7% |
| 80Δ | 63.10 | 53.8% | 0.5% | 68.51 | 75.2% | 0.6% |
20Δ
- Pseudo strike
- 66.92
- IV
- 39.8%
- B/E move
- 2.9%
- Pseudo strike
- 63.56
- IV
- 42.7%
- B/E move
- 2.9%
25Δ
- Pseudo strike
- 66.53
- IV
- 38.1%
- B/E move
- 2.4%
- Pseudo strike
- 63.97
- IV
- 40.4%
- B/E move
- 2.4%
30Δ
- Pseudo strike
- 66.24
- IV
- 37.4%
- B/E move
- 2.1%
- Pseudo strike
- 64.24
- IV
- 40.8%
- B/E move
- 2.1%
35Δ
- Pseudo strike
- 65.96
- IV
- 36.7%
- B/E move
- 1.8%
- Pseudo strike
- 64.51
- IV
- 41.3%
- B/E move
- 1.8%
40Δ
- Pseudo strike
- 65.72
- IV
- 35.7%
- B/E move
- 1.5%
- Pseudo strike
- 64.78
- IV
- 39.0%
- B/E move
- 1.5%
45Δ
- Pseudo strike
- 65.48
- IV
- 34.9%
- B/E move
- 1.2%
- Pseudo strike
- 65.05
- IV
- 38.1%
- B/E move
- 1.3%
50Δ
- Pseudo strike
- 65.26
- IV
- 36.1%
- B/E move
- 1.1%
- Pseudo strike
- 65.30
- IV
- 42.6%
- B/E move
- 1.2%
55Δ
- Pseudo strike
- 65.04
- IV
- 37.3%
- B/E move
- 1.0%
- Pseudo strike
- 65.56
- IV
- 46.2%
- B/E move
- 1.1%
60Δ
- Pseudo strike
- 64.78
- IV
- 39.4%
- B/E move
- 0.9%
- Pseudo strike
- 65.85
- IV
- 46.3%
- B/E move
- 0.9%
65Δ
- Pseudo strike
- 64.50
- IV
- 41.7%
- B/E move
- 0.8%
- Pseudo strike
- 66.21
- IV
- 48.4%
- B/E move
- 0.8%
70Δ
- Pseudo strike
- 64.14
- IV
- 43.7%
- B/E move
- 0.6%
- Pseudo strike
- 66.72
- IV
- 55.2%
- B/E move
- 0.7%
75Δ
- Pseudo strike
- 63.77
- IV
- 45.7%
- B/E move
- 0.5%
- Pseudo strike
- 67.53
- IV
- 66.6%
- B/E move
- 0.7%
80Δ
- Pseudo strike
- 63.10
- IV
- 53.8%
- B/E move
- 0.5%
- Pseudo strike
- 68.51
- IV
- 75.2%
- B/E move
- 0.6%
Options history
Table
| Date | IV |
|---|---|
| 36.02% | |
| 38.94% |