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VanEck Bitcoin ETF HODL

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Market datapartial · fetched 2026-10-22T18:11:24.596Z

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 · 2026-10-22T18:10:51.255257386Z

FundamentalsAlpha Vantage · unavailable

Share price$22.90
1D-0.7%
$22.85$22.94$23.02$23.11$23.195:30 AM6:30 AM9:00 AM1:00 PMHODL
Sold putSold call

VanEck Bitcoin ETF options

Live interpolated HODL call and put midpoint premiums by absolute delta.VanEck Bitcoin ETF$0.25$0.93$1.61$2.28$2.96$19.41$21.21$23.00$24.79$26.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HODL spot · $22.90HODL PRICE$0.33$0.46$0.60$0.70$0.79$0.90$1.01$1.21$1.46$1.71$1.97$2.24$2.76$0.52$0.57$0.65$0.74$0.88$1.01$1.15$1.28$1.42$1.56$1.81$2.07$2.38
PutsExpensive1.24×
CallsExpensive1.40×
SkewBullish-3.11 pp
Implied moveBearish±$2.16
TiltBalanced0.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.7044.3%13.7%19.9766.4%15.1%
25Δ25.3848.1%12.9%20.9355.0%11.1%
30Δ25.0651.9%12.1%21.5149.7%8.9%
35Δ24.5249.6%10.1%22.0445.3%7.0%
40Δ23.9546.1%8.0%22.3743.7%6.2%
45Δ23.5544.1%6.8%22.7042.2%5.3%
50Δ23.1542.1%5.5%23.0340.7%4.5%
55Δ22.7742.6%4.7%23.3639.1%3.6%
60Δ22.4044.6%4.2%23.6937.6%2.8%
65Δ22.0246.6%3.6%24.0236.1%1.9%
70Δ21.6246.5%3.0%24.3635.7%1.5%
75Δ21.2146.1%2.4%24.7135.2%1.1%
80Δ20.5849.8%1.9%25.1135.2%0.7%

20Δ

Calls
Pseudo strike
25.70
IV
44.3%
B/E move
13.7%
Puts
Pseudo strike
19.97
IV
66.4%
B/E move
15.1%

25Δ

Calls
Pseudo strike
25.38
IV
48.1%
B/E move
12.9%
Puts
Pseudo strike
20.93
IV
55.0%
B/E move
11.1%

30Δ

Calls
Pseudo strike
25.06
IV
51.9%
B/E move
12.1%
Puts
Pseudo strike
21.51
IV
49.7%
B/E move
8.9%

35Δ

Calls
Pseudo strike
24.52
IV
49.6%
B/E move
10.1%
Puts
Pseudo strike
22.04
IV
45.3%
B/E move
7.0%

40Δ

Calls
Pseudo strike
23.95
IV
46.1%
B/E move
8.0%
Puts
Pseudo strike
22.37
IV
43.7%
B/E move
6.2%

45Δ

Calls
Pseudo strike
23.55
IV
44.1%
B/E move
6.8%
Puts
Pseudo strike
22.70
IV
42.2%
B/E move
5.3%

50Δ

Calls
Pseudo strike
23.15
IV
42.1%
B/E move
5.5%
Puts
Pseudo strike
23.03
IV
40.7%
B/E move
4.5%

55Δ

Calls
Pseudo strike
22.77
IV
42.6%
B/E move
4.7%
Puts
Pseudo strike
23.36
IV
39.1%
B/E move
3.6%

60Δ

Calls
Pseudo strike
22.40
IV
44.6%
B/E move
4.2%
Puts
Pseudo strike
23.69
IV
37.6%
B/E move
2.8%

65Δ

Calls
Pseudo strike
22.02
IV
46.6%
B/E move
3.6%
Puts
Pseudo strike
24.02
IV
36.1%
B/E move
1.9%

70Δ

Calls
Pseudo strike
21.62
IV
46.5%
B/E move
3.0%
Puts
Pseudo strike
24.36
IV
35.7%
B/E move
1.5%

75Δ

Calls
Pseudo strike
21.21
IV
46.1%
B/E move
2.4%
Puts
Pseudo strike
24.71
IV
35.2%
B/E move
1.1%

80Δ

Calls
Pseudo strike
20.58
IV
49.8%
B/E move
1.9%
Puts
Pseudo strike
25.11
IV
35.2%
B/E move
0.7%

Options history

No recorded observations