IntraAlpha
Create free account Start free

ProShares UltraShort Bitcoin ETF SBIT

i

Market datapartial · fetched 2026-10-23T18:45:35.273Z

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 · 2026-10-23T18:44:44.086379503Z

FundamentalsAlpha Vantage · unavailable

Share price$31.88
1D+0.6%
$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$0.53$4.01$7.49$10.96$14.44$22.46$26.91$31.36$35.82$40.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SBIT spot · $31.88SBIT PRICE$0.91$1.04$1.21$1.35$1.64$1.95$2.27$2.58$2.90$3.22$0.94$1.23$1.51$1.85$2.47$3.09$3.71$4.34$4.97$6.02$7.08$9.15$13.44
PutsExpensive1.13×
CallsExpensive1.12×
SkewBearish+11.70 pp
Implied moveBearish±$5.98
TiltBearish51.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.71105.3%36.8%26.7781.9%19.0%
25Δ38.8988.3%25.2%27.9180.1%16.3%
30Δ37.0380.9%20.0%29.0478.4%13.6%
35Δ35.3072.4%15.0%30.1577.2%11.2%
40Δ34.3470.2%12.8%31.1279.3%10.1%
45Δ33.5469.3%11.3%32.1081.3%9.0%
50Δ32.7468.4%9.8%33.0783.4%7.9%
55Δ31.9467.5%8.3%34.0485.5%6.8%
60Δ31.1466.6%6.8%35.0287.6%5.7%
65Δ30.3465.7%5.3%36.3789.4%4.8%
70Δ37.7291.2%3.9%
75Δ40.0099.6%3.2%
80Δ44.44118.2%2.7%

20Δ

Calls
Pseudo strike
42.71
IV
105.3%
B/E move
36.8%
Puts
Pseudo strike
26.77
IV
81.9%
B/E move
19.0%

25Δ

Calls
Pseudo strike
38.89
IV
88.3%
B/E move
25.2%
Puts
Pseudo strike
27.91
IV
80.1%
B/E move
16.3%

30Δ

Calls
Pseudo strike
37.03
IV
80.9%
B/E move
20.0%
Puts
Pseudo strike
29.04
IV
78.4%
B/E move
13.6%

35Δ

Calls
Pseudo strike
35.30
IV
72.4%
B/E move
15.0%
Puts
Pseudo strike
30.15
IV
77.2%
B/E move
11.2%

40Δ

Calls
Pseudo strike
34.34
IV
70.2%
B/E move
12.8%
Puts
Pseudo strike
31.12
IV
79.3%
B/E move
10.1%

45Δ

Calls
Pseudo strike
33.54
IV
69.3%
B/E move
11.3%
Puts
Pseudo strike
32.10
IV
81.3%
B/E move
9.0%

50Δ

Calls
Pseudo strike
32.74
IV
68.4%
B/E move
9.8%
Puts
Pseudo strike
33.07
IV
83.4%
B/E move
7.9%

55Δ

Calls
Pseudo strike
31.94
IV
67.5%
B/E move
8.3%
Puts
Pseudo strike
34.04
IV
85.5%
B/E move
6.8%

60Δ

Calls
Pseudo strike
31.14
IV
66.6%
B/E move
6.8%
Puts
Pseudo strike
35.02
IV
87.6%
B/E move
5.7%

65Δ

Calls
Pseudo strike
30.34
IV
65.7%
B/E move
5.3%
Puts
Pseudo strike
36.37
IV
89.4%
B/E move
4.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.72
IV
91.2%
B/E move
3.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.00
IV
99.6%
B/E move
3.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.44
IV
118.2%
B/E move
2.7%

Options history

No recorded observations