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VanEck Bitcoin ETF HODL

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Market datapartial · fetched 2026-10-23T00:22:25.608Z

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 · 2026-10-23T00:00:03.342676075Z

FundamentalsAlpha Vantage · unavailable

Share price$23.00
1D-0.5%
AH$22.85$22.94$23.02$23.11$23.195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHODL
Sold putSold callAH

VanEck Bitcoin ETF options

Live interpolated HODL call and put midpoint premiums by absolute delta.VanEck Bitcoin ETF$0.24$0.96$1.67$2.39$3.11$19.50$21.21$22.93$24.64$26.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HODL spot · $23.00HODL PRICE$0.32$0.45$0.59$0.69$0.77$0.88$0.98$1.09$1.22$1.35$1.48$1.89$2.33$0.53$0.58$0.66$0.75$0.82$0.90$1.06$1.26$1.47$1.71$1.99$2.27$2.90
PutsExpensive1.25×
CallsExpensive1.25×
SkewBearish+2.24 pp
Implied moveBearish±$2.04
TiltBearish9.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.7242.9%13.2%20.0566.6%15.1%
25Δ25.4146.6%12.4%21.0255.2%11.1%
30Δ25.0950.2%11.6%21.6050.3%9.0%
35Δ24.5948.6%9.9%22.1145.8%7.1%
40Δ24.0244.9%7.8%22.4942.1%5.8%
45Δ23.6342.8%6.6%22.8738.5%4.5%
50Δ23.2540.7%5.4%23.2137.5%3.7%
55Δ22.9038.8%4.3%23.5438.0%3.1%
60Δ22.6137.3%3.6%23.8738.5%2.6%
65Δ22.3235.8%3.0%24.2338.7%2.1%
70Δ22.0434.3%2.3%24.6138.8%1.7%
75Δ21.5637.5%1.9%24.9938.8%1.2%
80Δ21.0541.3%1.7%25.6941.8%0.9%

20Δ

Calls
Pseudo strike
25.72
IV
42.9%
B/E move
13.2%
Puts
Pseudo strike
20.05
IV
66.6%
B/E move
15.1%

25Δ

Calls
Pseudo strike
25.41
IV
46.6%
B/E move
12.4%
Puts
Pseudo strike
21.02
IV
55.2%
B/E move
11.1%

30Δ

Calls
Pseudo strike
25.09
IV
50.2%
B/E move
11.6%
Puts
Pseudo strike
21.60
IV
50.3%
B/E move
9.0%

35Δ

Calls
Pseudo strike
24.59
IV
48.6%
B/E move
9.9%
Puts
Pseudo strike
22.11
IV
45.8%
B/E move
7.1%

40Δ

Calls
Pseudo strike
24.02
IV
44.9%
B/E move
7.8%
Puts
Pseudo strike
22.49
IV
42.1%
B/E move
5.8%

45Δ

Calls
Pseudo strike
23.63
IV
42.8%
B/E move
6.6%
Puts
Pseudo strike
22.87
IV
38.5%
B/E move
4.5%

50Δ

Calls
Pseudo strike
23.25
IV
40.7%
B/E move
5.4%
Puts
Pseudo strike
23.21
IV
37.5%
B/E move
3.7%

55Δ

Calls
Pseudo strike
22.90
IV
38.8%
B/E move
4.3%
Puts
Pseudo strike
23.54
IV
38.0%
B/E move
3.1%

60Δ

Calls
Pseudo strike
22.61
IV
37.3%
B/E move
3.6%
Puts
Pseudo strike
23.87
IV
38.5%
B/E move
2.6%

65Δ

Calls
Pseudo strike
22.32
IV
35.8%
B/E move
3.0%
Puts
Pseudo strike
24.23
IV
38.7%
B/E move
2.1%

70Δ

Calls
Pseudo strike
22.04
IV
34.3%
B/E move
2.3%
Puts
Pseudo strike
24.61
IV
38.8%
B/E move
1.7%

75Δ

Calls
Pseudo strike
21.56
IV
37.5%
B/E move
1.9%
Puts
Pseudo strike
24.99
IV
38.8%
B/E move
1.2%

80Δ

Calls
Pseudo strike
21.05
IV
41.3%
B/E move
1.7%
Puts
Pseudo strike
25.69
IV
41.8%
B/E move
0.9%

Options history

No recorded observations