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Grayscale Bitcoin Trust ETF GBTC

i

Market dataready · fetched 2026-10-21T17:53:00.651Z

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 · 2026-10-21T17:51:45.51468276Z

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$0.46$3.02$5.57$8.12$10.68$55.91$60.40$64.90$69.40$73.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GBTC spot · $65.33GBTC PRICE$0.74$0.95$1.23$1.43$1.84$2.11$2.55$3.02$3.26$3.83$4.25$4.75$5.49$0.89$1.22$1.53$1.88$2.18$2.58$3.27$3.83$4.50$5.17$5.64$7.59$9.94
PutsExpensive1.28×
CallsFair0.97×
SkewBearish+5.68 pp
Implied moveBearish±$5.82
TiltBearish17.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.0937.1%11.5%59.8940.1%9.7%
25Δ70.5735.5%9.5%60.9641.0%8.5%
30Δ69.6336.5%8.5%62.0940.4%7.3%
35Δ68.4034.3%6.9%63.1239.9%6.3%
40Δ67.6536.4%6.4%64.1338.2%5.2%
45Δ66.7335.3%5.4%65.0438.0%4.4%
50Δ65.9136.4%4.8%65.9940.6%4.0%
55Δ65.0337.0%4.2%66.9640.6%3.4%
60Δ64.2334.5%3.3%67.9941.0%2.8%
65Δ63.3535.3%2.8%69.0340.8%2.2%
70Δ62.5734.2%2.3%69.8938.6%1.7%
75Δ61.7533.1%1.8%71.9844.3%1.4%
80Δ60.7633.2%1.4%74.5549.0%1.1%

20Δ

Calls
Pseudo strike
72.09
IV
37.1%
B/E move
11.5%
Puts
Pseudo strike
59.89
IV
40.1%
B/E move
9.7%

25Δ

Calls
Pseudo strike
70.57
IV
35.5%
B/E move
9.5%
Puts
Pseudo strike
60.96
IV
41.0%
B/E move
8.5%

30Δ

Calls
Pseudo strike
69.63
IV
36.5%
B/E move
8.5%
Puts
Pseudo strike
62.09
IV
40.4%
B/E move
7.3%

35Δ

Calls
Pseudo strike
68.40
IV
34.3%
B/E move
6.9%
Puts
Pseudo strike
63.12
IV
39.9%
B/E move
6.3%

40Δ

Calls
Pseudo strike
67.65
IV
36.4%
B/E move
6.4%
Puts
Pseudo strike
64.13
IV
38.2%
B/E move
5.2%

45Δ

Calls
Pseudo strike
66.73
IV
35.3%
B/E move
5.4%
Puts
Pseudo strike
65.04
IV
38.0%
B/E move
4.4%

50Δ

Calls
Pseudo strike
65.91
IV
36.4%
B/E move
4.8%
Puts
Pseudo strike
65.99
IV
40.6%
B/E move
4.0%

55Δ

Calls
Pseudo strike
65.03
IV
37.0%
B/E move
4.2%
Puts
Pseudo strike
66.96
IV
40.6%
B/E move
3.4%

60Δ

Calls
Pseudo strike
64.23
IV
34.5%
B/E move
3.3%
Puts
Pseudo strike
67.99
IV
41.0%
B/E move
2.8%

65Δ

Calls
Pseudo strike
63.35
IV
35.3%
B/E move
2.8%
Puts
Pseudo strike
69.03
IV
40.8%
B/E move
2.2%

70Δ

Calls
Pseudo strike
62.57
IV
34.2%
B/E move
2.3%
Puts
Pseudo strike
69.89
IV
38.6%
B/E move
1.7%

75Δ

Calls
Pseudo strike
61.75
IV
33.1%
B/E move
1.8%
Puts
Pseudo strike
71.98
IV
44.3%
B/E move
1.4%

80Δ

Calls
Pseudo strike
60.76
IV
33.2%
B/E move
1.4%
Puts
Pseudo strike
74.55
IV
49.0%
B/E move
1.1%

Options history

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