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ProShares UltraShort Bitcoin ETF SBIT

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Market dataready · fetched 2026-11-13T01:38:36.865Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T01:00:00.028112574Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:38:36.183895+00:00

Share price$40.59
1D+2.8%
AH$39.20$39.61$40.02$40.43$40.845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSBIT
Sold putSold callAH

ProShares UltraShort Bitcoin ETF options

Live interpolated SBIT call and put midpoint premiums by absolute delta.ProShares UltraShort Bitcoin ETF$0.58$1.71$2.84$3.97$5.10$30.70$34.85$39.00$43.15$47.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive SBIT spot · $40.59SBIT PRICE$1.01$0.99$1.22$1.50$1.77$1.91$2.15$2.52$2.80$3.04$0.70$0.90$1.12$1.38$1.75$1.98$2.00$2.52$3.36$4.33$4.70$4.77
Puts——
Calls——
Skew——
Implied moveBearish±$3.77
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.2495.9%12.4%
25Δ37.2693.0%10.4%
30Δ44.1195.0%11.2%38.2090.7%8.7%
35Δ42.6173.3%7.4%38.9390.1%7.5%
40Δ42.0675.9%6.6%39.6193.5%6.7%
45Δ41.4978.3%5.9%40.2690.3%5.7%
50Δ40.9279.4%5.2%40.8777.8%4.2%
55Δ40.3473.6%4.1%41.5982.1%3.7%
60Δ39.7770.9%3.3%42.5193.5%3.5%
65Δ39.1972.6%2.8%43.61103.2%3.2%
70Δ38.6970.3%2.2%44.2498.4%2.6%
75Δ38.2266.1%1.7%44.6187.6%1.8%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.24
IV
95.9%
B/E move
12.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.26
IV
93.0%
B/E move
10.4%

30Δ

Calls
Pseudo strike
44.11
IV
95.0%
B/E move
11.2%
Puts
Pseudo strike
38.20
IV
90.7%
B/E move
8.7%

35Δ

Calls
Pseudo strike
42.61
IV
73.3%
B/E move
7.4%
Puts
Pseudo strike
38.93
IV
90.1%
B/E move
7.5%

40Δ

Calls
Pseudo strike
42.06
IV
75.9%
B/E move
6.6%
Puts
Pseudo strike
39.61
IV
93.5%
B/E move
6.7%

45Δ

Calls
Pseudo strike
41.49
IV
78.3%
B/E move
5.9%
Puts
Pseudo strike
40.26
IV
90.3%
B/E move
5.7%

50Δ

Calls
Pseudo strike
40.92
IV
79.4%
B/E move
5.2%
Puts
Pseudo strike
40.87
IV
77.8%
B/E move
4.2%

55Δ

Calls
Pseudo strike
40.34
IV
73.6%
B/E move
4.1%
Puts
Pseudo strike
41.59
IV
82.1%
B/E move
3.7%

60Δ

Calls
Pseudo strike
39.77
IV
70.9%
B/E move
3.3%
Puts
Pseudo strike
42.51
IV
93.5%
B/E move
3.5%

65Δ

Calls
Pseudo strike
39.19
IV
72.6%
B/E move
2.8%
Puts
Pseudo strike
43.61
IV
103.2%
B/E move
3.2%

70Δ

Calls
Pseudo strike
38.69
IV
70.3%
B/E move
2.2%
Puts
Pseudo strike
44.24
IV
98.4%
B/E move
2.6%

75Δ

Calls
Pseudo strike
38.22
IV
66.1%
B/E move
1.7%
Puts
Pseudo strike
44.61
IV
87.6%
B/E move
1.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend84.76%
Daily EOD
SBIT77.0%81.2%85.3%2026-10-19: 77.60%2026-10-20: 79.37%2026-10-21: 81.25%2026-10-22: 82.55%2026-10-23: 80.11%2026-10-26: 80.27%2026-10-27: 79.13%2026-10-28: 81.11%2026-10-29: 79.85%2026-10-30: 84.76%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
77.60%
79.37%
81.25%
82.55%
80.11%
80.27%
79.13%
81.11%
79.85%
84.76%