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ProShares UltraShort Bitcoin ETF SBIT

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Market datapartial · fetched 2026-10-23T16:41:34.348Z

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 · 2026-10-23T16:41:04.691309375Z

FundamentalsAlpha Vantage · unavailable

Share price$31.69
1D+0.0%
$31.42$31.61$31.80$31.99$32.185:30 AM6:30 AM9:00 AM1:00 PMSBIT
Sold putSold call

ProShares UltraShort Bitcoin ETF options

Live interpolated SBIT call and put midpoint premiums by absolute delta.ProShares UltraShort Bitcoin ETF$0.28$4.81$9.34$13.86$18.39$21.67$26.34$31.01$35.69$40.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SBIT spot · $31.69SBIT PRICE$0.77$0.96$1.14$1.33$1.67$2.00$2.34$2.68$3.01$3.35$2.35$2.93$3.51$4.09$4.67$6.91$10.30$13.69$17.08
PutsExpensive1.21×
CallsExpensive1.15×
SkewBearish+15.35 pp
Implied moveBearish±$5.85
TiltBearish54.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.83106.7%66.0%
25Δ46.1894.9%48.8%
30Δ40.5383.0%31.5%
35Δ34.9871.4%14.6%
40Δ34.1671.2%13.1%30.8977.5%9.9%
45Δ33.3471.0%11.5%31.8278.7%8.8%
50Δ32.5270.8%10.0%32.7679.8%7.7%
55Δ31.7070.5%8.5%33.6981.0%6.6%
60Δ30.8870.3%7.0%34.6282.2%5.5%
65Δ30.0670.1%5.4%37.1390.5%4.6%
70Δ40.73103.6%4.0%
75Δ44.32116.8%3.4%
80Δ47.91130.0%2.7%

20Δ

Calls
Pseudo strike
51.83
IV
106.7%
B/E move
66.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
46.18
IV
94.9%
B/E move
48.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
40.53
IV
83.0%
B/E move
31.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
34.98
IV
71.4%
B/E move
14.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
34.16
IV
71.2%
B/E move
13.1%
Puts
Pseudo strike
30.89
IV
77.5%
B/E move
9.9%

45Δ

Calls
Pseudo strike
33.34
IV
71.0%
B/E move
11.5%
Puts
Pseudo strike
31.82
IV
78.7%
B/E move
8.8%

50Δ

Calls
Pseudo strike
32.52
IV
70.8%
B/E move
10.0%
Puts
Pseudo strike
32.76
IV
79.8%
B/E move
7.7%

55Δ

Calls
Pseudo strike
31.70
IV
70.5%
B/E move
8.5%
Puts
Pseudo strike
33.69
IV
81.0%
B/E move
6.6%

60Δ

Calls
Pseudo strike
30.88
IV
70.3%
B/E move
7.0%
Puts
Pseudo strike
34.62
IV
82.2%
B/E move
5.5%

65Δ

Calls
Pseudo strike
30.06
IV
70.1%
B/E move
5.4%
Puts
Pseudo strike
37.13
IV
90.5%
B/E move
4.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.73
IV
103.6%
B/E move
4.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.32
IV
116.8%
B/E move
3.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.91
IV
130.0%
B/E move
2.7%

Options history

No recorded observations