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Morgan Stanley Bitcoin Trust MSBT

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Market datapartial · fetched 2026-10-22T16:55:36.151Z

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 · 2026-10-22T16:55:34.633226675Z

FundamentalsAlpha Vantage · unavailable

Share price$23.20
1D-0.9%
$23.16$23.24$23.33$23.42$23.505:30 AM6:30 AM9:00 AM1:00 PMMSBT
Sold putSold call

Morgan Stanley Bitcoin Trust options

Live interpolated MSBT call and put midpoint premiums by absolute delta.Morgan Stanley Bitcoin Trust$0.31$0.96$1.61$2.26$2.91$19.72$21.49$23.27$25.05$26.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSBT spot · $23.20MSBT PRICE$0.38$0.47$0.56$0.66$0.80$0.94$1.08$1.29$1.51$1.74$2.06$2.41$0.40$0.48$0.56$0.64$0.72$0.89$1.23$1.58$1.77$1.91$2.05$2.31$2.72
PutsFair0.99×
CallsCheap0.88×
SkewBearish+2.80 pp
Implied moveBearish±$2.18
TiltBearish10.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.7951.6%12.1%
25Δ25.3741.1%11.0%21.4546.5%9.6%
30Δ24.8439.4%9.1%22.0341.8%7.4%
35Δ24.4438.6%7.8%22.3939.2%6.2%
40Δ24.0537.8%6.5%22.7536.6%5.0%
45Δ23.7237.8%5.7%23.1336.5%4.1%
50Δ23.4037.9%5.0%23.5141.7%4.0%
55Δ23.0938.0%4.2%23.9046.8%3.8%
60Δ22.7538.6%3.6%24.2246.1%3.2%
65Δ22.4139.4%3.1%24.5343.1%2.5%
70Δ22.0640.2%2.6%24.8340.2%1.8%
75Δ21.6341.2%2.1%25.2238.7%1.2%
80Δ21.1742.2%1.7%25.7239.1%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.79
IV
51.6%
B/E move
12.1%

25Δ

Calls
Pseudo strike
25.37
IV
41.1%
B/E move
11.0%
Puts
Pseudo strike
21.45
IV
46.5%
B/E move
9.6%

30Δ

Calls
Pseudo strike
24.84
IV
39.4%
B/E move
9.1%
Puts
Pseudo strike
22.03
IV
41.8%
B/E move
7.4%

35Δ

Calls
Pseudo strike
24.44
IV
38.6%
B/E move
7.8%
Puts
Pseudo strike
22.39
IV
39.2%
B/E move
6.2%

40Δ

Calls
Pseudo strike
24.05
IV
37.8%
B/E move
6.5%
Puts
Pseudo strike
22.75
IV
36.6%
B/E move
5.0%

45Δ

Calls
Pseudo strike
23.72
IV
37.8%
B/E move
5.7%
Puts
Pseudo strike
23.13
IV
36.5%
B/E move
4.1%

50Δ

Calls
Pseudo strike
23.40
IV
37.9%
B/E move
5.0%
Puts
Pseudo strike
23.51
IV
41.7%
B/E move
4.0%

55Δ

Calls
Pseudo strike
23.09
IV
38.0%
B/E move
4.2%
Puts
Pseudo strike
23.90
IV
46.8%
B/E move
3.8%

60Δ

Calls
Pseudo strike
22.75
IV
38.6%
B/E move
3.6%
Puts
Pseudo strike
24.22
IV
46.1%
B/E move
3.2%

65Δ

Calls
Pseudo strike
22.41
IV
39.4%
B/E move
3.1%
Puts
Pseudo strike
24.53
IV
43.1%
B/E move
2.5%

70Δ

Calls
Pseudo strike
22.06
IV
40.2%
B/E move
2.6%
Puts
Pseudo strike
24.83
IV
40.2%
B/E move
1.8%

75Δ

Calls
Pseudo strike
21.63
IV
41.2%
B/E move
2.1%
Puts
Pseudo strike
25.22
IV
38.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
21.17
IV
42.2%
B/E move
1.7%
Puts
Pseudo strike
25.72
IV
39.1%
B/E move
0.8%

Options history

No recorded observations