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VanEck Bitcoin ETF HODL

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Market datapartial · fetched 2026-10-22T20:33:40.610Z

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 · 2026-10-22T20:16:10.88471468Z

FundamentalsAlpha Vantage · unavailable

Share price$22.97
1D-0.4%
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$0.25$0.92$1.59$2.27$2.94$19.51$21.22$22.94$24.66$26.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HODL spot · $22.97HODL PRICE$0.32$0.46$0.59$0.69$0.78$0.88$0.99$1.11$1.24$1.37$1.52$1.97$2.45$0.53$0.58$0.66$0.74$0.82$0.89$1.04$1.24$1.44$1.67$1.94$2.21$2.75
PutsExpensive1.24×
CallsExpensive1.28×
SkewBearish+0.87 pp
Implied moveBearish±$2.02
TiltBearish6.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.7243.3%13.4%20.0366.5%15.1%
25Δ25.4047.0%12.6%21.0055.0%11.1%
30Δ25.0850.7%11.8%21.5750.1%9.0%
35Δ24.5748.9%10.0%22.0945.6%7.1%
40Δ23.9945.2%7.8%22.4641.9%5.8%
45Δ23.6143.2%6.6%22.8338.3%4.5%
50Δ23.2241.1%5.4%23.1836.9%3.6%
55Δ22.8739.3%4.4%23.5037.3%3.1%
60Δ22.5837.9%3.7%23.8237.7%2.6%
65Δ22.2836.4%3.0%24.1637.9%2.1%
70Δ21.9735.3%2.3%24.5337.8%1.6%
75Δ21.4639.4%2.0%24.9137.7%1.2%
80Δ20.9243.7%1.7%25.5239.8%0.8%

20Δ

Calls
Pseudo strike
25.72
IV
43.3%
B/E move
13.4%
Puts
Pseudo strike
20.03
IV
66.5%
B/E move
15.1%

25Δ

Calls
Pseudo strike
25.40
IV
47.0%
B/E move
12.6%
Puts
Pseudo strike
21.00
IV
55.0%
B/E move
11.1%

30Δ

Calls
Pseudo strike
25.08
IV
50.7%
B/E move
11.8%
Puts
Pseudo strike
21.57
IV
50.1%
B/E move
9.0%

35Δ

Calls
Pseudo strike
24.57
IV
48.9%
B/E move
10.0%
Puts
Pseudo strike
22.09
IV
45.6%
B/E move
7.1%

40Δ

Calls
Pseudo strike
23.99
IV
45.2%
B/E move
7.8%
Puts
Pseudo strike
22.46
IV
41.9%
B/E move
5.8%

45Δ

Calls
Pseudo strike
23.61
IV
43.2%
B/E move
6.6%
Puts
Pseudo strike
22.83
IV
38.3%
B/E move
4.5%

50Δ

Calls
Pseudo strike
23.22
IV
41.1%
B/E move
5.4%
Puts
Pseudo strike
23.18
IV
36.9%
B/E move
3.6%

55Δ

Calls
Pseudo strike
22.87
IV
39.3%
B/E move
4.4%
Puts
Pseudo strike
23.50
IV
37.3%
B/E move
3.1%

60Δ

Calls
Pseudo strike
22.58
IV
37.9%
B/E move
3.7%
Puts
Pseudo strike
23.82
IV
37.7%
B/E move
2.6%

65Δ

Calls
Pseudo strike
22.28
IV
36.4%
B/E move
3.0%
Puts
Pseudo strike
24.16
IV
37.9%
B/E move
2.1%

70Δ

Calls
Pseudo strike
21.97
IV
35.3%
B/E move
2.3%
Puts
Pseudo strike
24.53
IV
37.8%
B/E move
1.6%

75Δ

Calls
Pseudo strike
21.46
IV
39.4%
B/E move
2.0%
Puts
Pseudo strike
24.91
IV
37.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
20.92
IV
43.7%
B/E move
1.7%
Puts
Pseudo strike
25.52
IV
39.8%
B/E move
0.8%

Options history

No recorded observations