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Morgan Stanley Bitcoin Trust MSBT

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Market datapartial · fetched 2026-10-22T22:57:18.417Z

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 · 2026-10-22T22:30:00.001527599Z

FundamentalsAlpha Vantage · unavailable

Share price$23.33
1D-0.6%
AH$23.16$23.24$23.33$23.42$23.505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMSBT
Sold putSold callAH

Morgan Stanley Bitcoin Trust options

Live interpolated MSBT call and put midpoint premiums by absolute delta.Morgan Stanley Bitcoin Trust$0.18$0.86$1.54$2.22$2.90$19.69$21.51$23.34$25.16$26.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSBT spot · $23.33MSBT PRICE$0.25$0.32$0.43$0.55$0.68$0.80$0.92$1.03$1.17$1.38$1.58$1.81$2.25$0.41$0.49$0.57$0.66$0.75$1.02$1.36$1.67$1.84$2.00$2.24$2.71
PutsExpensive1.08×
CallsCheap0.80×
SkewBearish+8.65 pp
Implied moveBearish±$2.28
TiltBearish8.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.7036.6%11.3%20.8952.6%12.3%
25Δ25.0933.8%8.9%21.5547.5%9.8%
30Δ24.7534.7%7.9%22.1143.2%7.7%
35Δ24.4636.1%7.2%22.5040.5%6.4%
40Δ24.1737.6%6.5%22.8937.8%5.1%
45Δ23.8738.0%5.7%23.2840.7%4.6%
50Δ23.5636.9%4.9%23.6745.8%4.4%
55Δ23.2435.8%4.1%24.0549.8%4.1%
60Δ22.9335.1%3.3%24.4047.2%3.3%
65Δ22.6135.3%2.8%24.7444.7%2.5%
70Δ22.2935.6%2.3%25.1543.1%1.8%
75Δ21.9636.0%1.9%25.7044.5%1.4%
80Δ21.4538.3%1.6%

20Δ

Calls
Pseudo strike
25.70
IV
36.6%
B/E move
11.3%
Puts
Pseudo strike
20.89
IV
52.6%
B/E move
12.3%

25Δ

Calls
Pseudo strike
25.09
IV
33.8%
B/E move
8.9%
Puts
Pseudo strike
21.55
IV
47.5%
B/E move
9.8%

30Δ

Calls
Pseudo strike
24.75
IV
34.7%
B/E move
7.9%
Puts
Pseudo strike
22.11
IV
43.2%
B/E move
7.7%

35Δ

Calls
Pseudo strike
24.46
IV
36.1%
B/E move
7.2%
Puts
Pseudo strike
22.50
IV
40.5%
B/E move
6.4%

40Δ

Calls
Pseudo strike
24.17
IV
37.6%
B/E move
6.5%
Puts
Pseudo strike
22.89
IV
37.8%
B/E move
5.1%

45Δ

Calls
Pseudo strike
23.87
IV
38.0%
B/E move
5.7%
Puts
Pseudo strike
23.28
IV
40.7%
B/E move
4.6%

50Δ

Calls
Pseudo strike
23.56
IV
36.9%
B/E move
4.9%
Puts
Pseudo strike
23.67
IV
45.8%
B/E move
4.4%

55Δ

Calls
Pseudo strike
23.24
IV
35.8%
B/E move
4.1%
Puts
Pseudo strike
24.05
IV
49.8%
B/E move
4.1%

60Δ

Calls
Pseudo strike
22.93
IV
35.1%
B/E move
3.3%
Puts
Pseudo strike
24.40
IV
47.2%
B/E move
3.3%

65Δ

Calls
Pseudo strike
22.61
IV
35.3%
B/E move
2.8%
Puts
Pseudo strike
24.74
IV
44.7%
B/E move
2.5%

70Δ

Calls
Pseudo strike
22.29
IV
35.6%
B/E move
2.3%
Puts
Pseudo strike
25.15
IV
43.1%
B/E move
1.8%

75Δ

Calls
Pseudo strike
21.96
IV
36.0%
B/E move
1.9%
Puts
Pseudo strike
25.70
IV
44.5%
B/E move
1.4%

80Δ

Calls
Pseudo strike
21.45
IV
38.3%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations