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Morgan Stanley Bitcoin Trust MSBT

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Market datapartial · fetched 2026-10-22T21:32:06.765Z

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 · 2026-10-22T21:16:18.51897477Z

FundamentalsAlpha Vantage · unavailable

Share price$23.43
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$0.81$1.44$2.06$2.69$19.64$21.51$23.38$25.25$27.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSBT spot · $23.43MSBT PRICE$0.25$0.31$0.41$0.53$0.65$0.77$0.88$0.99$1.10$1.27$1.46$1.65$1.91$0.42$0.50$0.59$0.68$0.78$1.12$1.47$1.73$1.91$2.09$2.51
PutsExpensive1.10×
CallsCheap0.75×
SkewBearish+12.78 pp
Implied moveBearish±$2.35
TiltBearish6.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.7535.6%11.0%20.9653.2%12.3%
25Δ25.1632.9%8.7%21.6348.1%9.9%
30Δ24.7933.1%7.6%22.1844.1%7.9%
35Δ24.5134.4%6.9%22.5941.4%6.5%
40Δ24.2335.7%6.2%23.0038.7%5.2%
45Δ23.9536.5%5.5%23.4044.1%4.9%
50Δ23.6535.3%4.7%23.7949.4%4.7%
55Δ23.3634.0%3.9%24.1751.1%4.2%
60Δ23.0732.8%3.1%24.5548.7%3.4%
65Δ22.7832.4%2.6%24.9246.2%2.6%
70Δ22.4832.2%2.2%25.4747.3%2.0%
75Δ22.1932.0%1.7%
80Δ21.8432.2%1.4%

20Δ

Calls
Pseudo strike
25.75
IV
35.6%
B/E move
11.0%
Puts
Pseudo strike
20.96
IV
53.2%
B/E move
12.3%

25Δ

Calls
Pseudo strike
25.16
IV
32.9%
B/E move
8.7%
Puts
Pseudo strike
21.63
IV
48.1%
B/E move
9.9%

30Δ

Calls
Pseudo strike
24.79
IV
33.1%
B/E move
7.6%
Puts
Pseudo strike
22.18
IV
44.1%
B/E move
7.9%

35Δ

Calls
Pseudo strike
24.51
IV
34.4%
B/E move
6.9%
Puts
Pseudo strike
22.59
IV
41.4%
B/E move
6.5%

40Δ

Calls
Pseudo strike
24.23
IV
35.7%
B/E move
6.2%
Puts
Pseudo strike
23.00
IV
38.7%
B/E move
5.2%

45Δ

Calls
Pseudo strike
23.95
IV
36.5%
B/E move
5.5%
Puts
Pseudo strike
23.40
IV
44.1%
B/E move
4.9%

50Δ

Calls
Pseudo strike
23.65
IV
35.3%
B/E move
4.7%
Puts
Pseudo strike
23.79
IV
49.4%
B/E move
4.7%

55Δ

Calls
Pseudo strike
23.36
IV
34.0%
B/E move
3.9%
Puts
Pseudo strike
24.17
IV
51.1%
B/E move
4.2%

60Δ

Calls
Pseudo strike
23.07
IV
32.8%
B/E move
3.1%
Puts
Pseudo strike
24.55
IV
48.7%
B/E move
3.4%

65Δ

Calls
Pseudo strike
22.78
IV
32.4%
B/E move
2.6%
Puts
Pseudo strike
24.92
IV
46.2%
B/E move
2.6%

70Δ

Calls
Pseudo strike
22.48
IV
32.2%
B/E move
2.2%
Puts
Pseudo strike
25.47
IV
47.3%
B/E move
2.0%

75Δ

Calls
Pseudo strike
22.19
IV
32.0%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
21.84
IV
32.2%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations