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American Bitcoin Corp. Class A Common Stock ABTC

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Market dataready · fetched 2026-11-04T00:30:48.163Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-04T00:24:06.695467292Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T00:30:47.755492+00:00

Share price$6.50
1D+1.8%
AH$6.22$6.33$6.45$6.56$6.675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMABTC
Sold putSold callAH

American Bitcoin Corp. Class A Common Stock options

Live interpolated ABTC call and put midpoint premiums by absolute delta.American Bitcoin Corp. Class A Common Stock$0.08$0.32$0.57$0.81$1.06$5.28$5.91$6.55$7.18$7.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ABTC spot · $6.50ABTC PRICE$0.10$0.14$0.18$0.22$0.28$0.33$0.39$0.46$0.55$0.65$0.75$0.86$0.98$0.15$0.21$0.27$0.31$0.35$0.39$0.43$0.47$0.52$0.57$0.61$0.77$0.99
PutsExpensive1.15×
CallsExpensive1.46×
SkewBullish-15.73 pp
Implied moveBearish±$0.82
TiltBalanced1.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.48172.7%16.7%5.70195.5%14.7%
25Δ7.32173.7%14.9%5.84204.8%13.4%
30Δ7.16174.8%13.0%5.98214.2%12.1%
35Δ7.00175.9%11.2%6.14203.0%10.3%
40Δ6.87177.1%9.9%6.29189.4%8.6%
45Δ6.73178.4%8.6%6.44175.8%6.8%
50Δ6.59179.7%7.4%6.56165.5%5.6%
55Δ6.45182.7%6.3%6.67157.1%4.8%
60Δ6.30189.0%5.5%6.77148.8%3.9%
65Δ6.15195.4%4.7%6.87140.4%3.0%
70Δ6.01201.8%3.9%6.97132.1%2.2%
75Δ5.84201.6%3.1%7.16133.5%1.7%
80Δ5.67201.1%2.3%7.40139.5%1.3%

20Δ

Calls
Pseudo strike
7.48
IV
172.7%
B/E move
16.7%
Puts
Pseudo strike
5.70
IV
195.5%
B/E move
14.7%

25Δ

Calls
Pseudo strike
7.32
IV
173.7%
B/E move
14.9%
Puts
Pseudo strike
5.84
IV
204.8%
B/E move
13.4%

30Δ

Calls
Pseudo strike
7.16
IV
174.8%
B/E move
13.0%
Puts
Pseudo strike
5.98
IV
214.2%
B/E move
12.1%

35Δ

Calls
Pseudo strike
7.00
IV
175.9%
B/E move
11.2%
Puts
Pseudo strike
6.14
IV
203.0%
B/E move
10.3%

40Δ

Calls
Pseudo strike
6.87
IV
177.1%
B/E move
9.9%
Puts
Pseudo strike
6.29
IV
189.4%
B/E move
8.6%

45Δ

Calls
Pseudo strike
6.73
IV
178.4%
B/E move
8.6%
Puts
Pseudo strike
6.44
IV
175.8%
B/E move
6.8%

50Δ

Calls
Pseudo strike
6.59
IV
179.7%
B/E move
7.4%
Puts
Pseudo strike
6.56
IV
165.5%
B/E move
5.6%

55Δ

Calls
Pseudo strike
6.45
IV
182.7%
B/E move
6.3%
Puts
Pseudo strike
6.67
IV
157.1%
B/E move
4.8%

60Δ

Calls
Pseudo strike
6.30
IV
189.0%
B/E move
5.5%
Puts
Pseudo strike
6.77
IV
148.8%
B/E move
3.9%

65Δ

Calls
Pseudo strike
6.15
IV
195.4%
B/E move
4.7%
Puts
Pseudo strike
6.87
IV
140.4%
B/E move
3.0%

70Δ

Calls
Pseudo strike
6.01
IV
201.8%
B/E move
3.9%
Puts
Pseudo strike
6.97
IV
132.1%
B/E move
2.2%

75Δ

Calls
Pseudo strike
5.84
IV
201.6%
B/E move
3.1%
Puts
Pseudo strike
7.16
IV
133.5%
B/E move
1.7%

80Δ

Calls
Pseudo strike
5.67
IV
201.1%
B/E move
2.3%
Puts
Pseudo strike
7.40
IV
139.5%
B/E move
1.3%

Options history

IV · four-Friday blend128.55%
Daily close
ABTC83.4%141.5%199.5%2026-08-05: 165.90%2026-08-06: 191.54%2026-08-07: 130.56%2026-08-10: 134.57%2026-08-11: 131.80%2026-08-12: 122.43%2026-08-13: 126.19%2026-08-14: 116.06%2026-08-17: 125.71%2026-08-18: 124.91%2026-08-19: 134.09%2026-08-20: 133.37%2026-08-21: 121.34%2026-08-24: 140.35%2026-08-25: 131.09%2026-08-26: 128.27%2026-08-27: 131.04%2026-08-28: 122.40%2026-08-31: 134.15%2026-09-01: 129.35%2026-09-02: 125.56%2026-09-03: 145.33%2026-09-04: 117.58%2026-09-08: 119.07%2026-09-09: 109.30%2026-09-10: 114.86%2026-09-11: 107.55%2026-09-14: 111.09%2026-09-15: 115.00%2026-09-16: 114.63%2026-09-17: 118.71%2026-09-18: 107.86%2026-09-21: 111.89%2026-09-22: 112.77%2026-09-23: 103.94%2026-09-24: 111.49%2026-09-25: 101.75%2026-09-28: 104.39%2026-09-29: 101.31%2026-09-30: 104.07%2026-10-01: 112.66%2026-10-02: 92.13%2026-10-05: 100.43%2026-10-06: 94.10%2026-10-07: 98.64%2026-10-08: 104.99%2026-10-09: 91.42%2026-10-12: 103.50%2026-10-13: 105.81%2026-10-14: 109.32%2026-10-15: 116.16%2026-10-16: 106.50%2026-10-19: 106.25%2026-10-20: 116.38%2026-10-21: 118.93%2026-10-22: 125.48%2026-10-23: 113.75%2026-10-26: 114.71%2026-10-27: 128.18%2026-10-28: 128.63%2026-10-29: 129.82%2026-10-30: 128.55%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
165.90%
191.54%
130.56%
134.57%
131.80%
122.43%
126.19%
116.06%
125.71%
124.91%
134.09%
133.37%
121.34%
140.35%
131.09%
128.27%
131.04%
122.40%
134.15%
129.35%
125.56%
145.33%
117.58%
119.07%
109.30%
114.86%
107.55%
111.09%
115.00%
114.63%
118.71%
107.86%
111.89%
112.77%
103.94%
111.49%
101.75%
104.39%
101.31%
104.07%
112.66%
92.13%
100.43%
94.10%
98.64%
104.99%
91.42%
103.50%
105.81%
109.32%
116.16%
106.50%
106.25%
116.38%
118.93%
125.48%
113.75%
114.71%
128.18%
128.63%
129.82%
128.55%