IntraAlpha
Create free account Start free

Grayscale Bitcoin Trust ETF GBTC

i

Market dataready · fetched 2026-10-21T17:52:55.693Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

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 · 2026-10-21T17:51:45.51468276Z

FundamentalsAlpha Vantage · ready

Share price$65.33
1D+1.3%
$64.23$64.58$64.93$65.28$65.635:30 AM6:30 AM9:00 AM1:00 PMGBTC
Sold putSold call

Grayscale Bitcoin Trust ETF options

Live interpolated GBTC call and put midpoint premiums by absolute delta.Grayscale Bitcoin Trust ETF$0.12$0.95$1.78$2.62$3.45$62.16$63.56$64.96$66.36$67.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GBTC spot · $65.33GBTC PRICE$0.21$0.26$0.33$0.39$0.46$0.53$0.64$0.76$0.89$1.04$1.19$1.41$1.63$0.22$0.29$0.37$0.43$0.49$0.68$0.93$1.14$1.32$1.69$2.36$3.21
PutsExpensive1.56×
CallsCheap0.91×
SkewBearish+12.72 pp
Implied moveBearish±$1.57
TiltBearish14.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ66.9638.6%2.8%63.7839.4%2.7%
25Δ66.5936.8%2.3%64.0740.0%2.4%
30Δ66.2935.8%2.0%64.3739.3%2.0%
35Δ66.0235.0%1.7%64.6637.5%1.7%
40Δ65.7933.9%1.4%64.9334.8%1.4%
45Δ65.5732.7%1.2%65.1839.4%1.3%
50Δ65.3633.0%1.0%65.4146.3%1.3%
55Δ65.1533.9%0.9%65.6949.2%1.2%
60Δ64.9434.6%0.8%66.0049.6%1.0%
65Δ64.7134.8%0.6%66.4354.4%0.9%
70Δ64.4835.0%0.5%67.1265.7%0.9%
75Δ64.2034.8%0.4%68.0375.6%0.8%
80Δ63.9134.6%0.3%

20Δ

Calls
Pseudo strike
66.96
IV
38.6%
B/E move
2.8%
Puts
Pseudo strike
63.78
IV
39.4%
B/E move
2.7%

25Δ

Calls
Pseudo strike
66.59
IV
36.8%
B/E move
2.3%
Puts
Pseudo strike
64.07
IV
40.0%
B/E move
2.4%

30Δ

Calls
Pseudo strike
66.29
IV
35.8%
B/E move
2.0%
Puts
Pseudo strike
64.37
IV
39.3%
B/E move
2.0%

35Δ

Calls
Pseudo strike
66.02
IV
35.0%
B/E move
1.7%
Puts
Pseudo strike
64.66
IV
37.5%
B/E move
1.7%

40Δ

Calls
Pseudo strike
65.79
IV
33.9%
B/E move
1.4%
Puts
Pseudo strike
64.93
IV
34.8%
B/E move
1.4%

45Δ

Calls
Pseudo strike
65.57
IV
32.7%
B/E move
1.2%
Puts
Pseudo strike
65.18
IV
39.4%
B/E move
1.3%

50Δ

Calls
Pseudo strike
65.36
IV
33.0%
B/E move
1.0%
Puts
Pseudo strike
65.41
IV
46.3%
B/E move
1.3%

55Δ

Calls
Pseudo strike
65.15
IV
33.9%
B/E move
0.9%
Puts
Pseudo strike
65.69
IV
49.2%
B/E move
1.2%

60Δ

Calls
Pseudo strike
64.94
IV
34.6%
B/E move
0.8%
Puts
Pseudo strike
66.00
IV
49.6%
B/E move
1.0%

65Δ

Calls
Pseudo strike
64.71
IV
34.8%
B/E move
0.6%
Puts
Pseudo strike
66.43
IV
54.4%
B/E move
0.9%

70Δ

Calls
Pseudo strike
64.48
IV
35.0%
B/E move
0.5%
Puts
Pseudo strike
67.12
IV
65.7%
B/E move
0.9%

75Δ

Calls
Pseudo strike
64.20
IV
34.8%
B/E move
0.4%
Puts
Pseudo strike
68.03
IV
75.6%
B/E move
0.8%

80Δ

Calls
Pseudo strike
63.91
IV
34.6%
B/E move
0.3%
Puts
Pseudo strike
IV
B/E move

Options history

GBTC35.7937.4839.172026-10-19: 36.02%2026-10-20: 38.94%Oct 19Oct 20
Table
DateIV
36.02%
38.94%