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Bitwise Bitcoin ETF BITB

i

Market dataready · fetched 2026-11-07T01:05:31.105Z

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 · 2026-11-07T01:00:00.016159703Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T01:05:30.565230+00:00

Share price$41.11
1D+0.1%
AH$40.62$40.77$40.92$41.07$41.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBITB
Sold putSold callAH

Bitwise Bitcoin ETF options

Live interpolated BITB call and put midpoint premiums by absolute delta.Bitwise Bitcoin ETF$0.25$1.39$2.54$3.68$4.82$36.82$38.90$40.98$43.06$45.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BITB spot · $41.11BITB PRICE$0.38$0.45$0.56$0.72$0.88$1.04$1.20$1.40$1.67$1.95$2.24$2.53$2.90$0.46$0.59$0.74$0.89$1.10$1.32$1.43$1.52$1.60$1.99$2.39$3.10$4.49
PutsExpensive1.14×
CallsExpensive1.05×
SkewBearish+3.64 pp
Implied moveBearish±$2.64
TiltBearish9.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.4444.0%9.0%38.1648.5%8.3%
25Δ43.5039.0%6.9%38.8447.1%7.0%
30Δ42.9137.6%5.7%39.4145.8%5.9%
35Δ42.5238.7%5.2%39.9644.6%5.0%
40Δ42.1239.7%4.6%40.4244.9%4.4%
45Δ41.7139.6%4.0%40.8845.4%3.8%
50Δ41.3039.0%3.4%41.2742.8%3.1%
55Δ40.8938.9%2.9%41.6339.0%2.4%
60Δ40.4640.1%2.5%41.9935.2%1.7%
65Δ40.0441.2%2.1%42.4937.1%1.5%
70Δ39.6040.8%1.8%42.9939.1%1.2%
75Δ39.1540.3%1.4%43.7843.3%1.1%
80Δ38.6539.8%1.1%45.2153.3%0.9%

20Δ

Calls
Pseudo strike
44.44
IV
44.0%
B/E move
9.0%
Puts
Pseudo strike
38.16
IV
48.5%
B/E move
8.3%

25Δ

Calls
Pseudo strike
43.50
IV
39.0%
B/E move
6.9%
Puts
Pseudo strike
38.84
IV
47.1%
B/E move
7.0%

30Δ

Calls
Pseudo strike
42.91
IV
37.6%
B/E move
5.7%
Puts
Pseudo strike
39.41
IV
45.8%
B/E move
5.9%

35Δ

Calls
Pseudo strike
42.52
IV
38.7%
B/E move
5.2%
Puts
Pseudo strike
39.96
IV
44.6%
B/E move
5.0%

40Δ

Calls
Pseudo strike
42.12
IV
39.7%
B/E move
4.6%
Puts
Pseudo strike
40.42
IV
44.9%
B/E move
4.4%

45Δ

Calls
Pseudo strike
41.71
IV
39.6%
B/E move
4.0%
Puts
Pseudo strike
40.88
IV
45.4%
B/E move
3.8%

50Δ

Calls
Pseudo strike
41.30
IV
39.0%
B/E move
3.4%
Puts
Pseudo strike
41.27
IV
42.8%
B/E move
3.1%

55Δ

Calls
Pseudo strike
40.89
IV
38.9%
B/E move
2.9%
Puts
Pseudo strike
41.63
IV
39.0%
B/E move
2.4%

60Δ

Calls
Pseudo strike
40.46
IV
40.1%
B/E move
2.5%
Puts
Pseudo strike
41.99
IV
35.2%
B/E move
1.7%

65Δ

Calls
Pseudo strike
40.04
IV
41.2%
B/E move
2.1%
Puts
Pseudo strike
42.49
IV
37.1%
B/E move
1.5%

70Δ

Calls
Pseudo strike
39.60
IV
40.8%
B/E move
1.8%
Puts
Pseudo strike
42.99
IV
39.1%
B/E move
1.2%

75Δ

Calls
Pseudo strike
39.15
IV
40.3%
B/E move
1.4%
Puts
Pseudo strike
43.78
IV
43.3%
B/E move
1.1%

80Δ

Calls
Pseudo strike
38.65
IV
39.8%
B/E move
1.1%
Puts
Pseudo strike
45.21
IV
53.3%
B/E move
0.9%

Options history

IV · four-Friday blend41.51%
Daily close
BITB34.7%40.0%45.2%2026-08-10: 36.69%2026-08-11: 37.30%2026-08-12: 35.58%2026-08-13: 35.62%2026-08-14: 35.46%2026-08-17: 36.13%2026-08-18: 40.10%2026-08-19: 43.37%2026-08-20: 43.52%2026-08-21: 43.05%2026-08-24: 44.30%2026-08-25: 44.48%2026-08-26: 41.62%2026-08-27: 41.90%2026-08-28: 39.69%2026-08-31: 38.87%2026-09-01: 39.16%2026-09-02: 36.55%2026-09-03: 43.70%2026-09-04: 38.46%2026-09-08: 41.69%2026-09-09: 41.96%2026-09-10: 39.12%2026-09-11: 38.08%2026-09-14: 39.54%2026-09-15: 43.52%2026-09-16: 40.74%2026-09-17: 41.73%2026-09-18: 37.50%2026-09-22: 41.23%2026-09-23: 40.29%2026-09-24: 40.09%2026-09-25: 38.99%2026-09-28: 39.30%2026-09-29: 38.64%2026-09-30: 37.50%2026-10-01: 37.78%2026-10-02: 37.41%2026-10-05: 38.12%2026-10-06: 36.84%2026-10-07: 37.64%2026-10-08: 37.99%2026-10-09: 36.58%2026-10-12: 37.97%2026-10-13: 36.41%2026-10-14: 41.51%2026-10-15: 43.21%2026-10-16: 39.22%2026-10-19: 38.77%2026-10-20: 38.16%2026-10-21: 38.80%2026-10-22: 41.06%2026-10-23: 38.78%2026-10-26: 39.00%2026-10-27: 39.08%2026-10-28: 38.59%2026-10-29: 38.53%2026-10-30: 41.51%Aug 10Sep 18Oct 30
58 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
36.69%
37.30%
35.58%
35.62%
35.46%
36.13%
40.10%
43.37%
43.52%
43.05%
44.30%
44.48%
41.62%
41.90%
39.69%
38.87%
39.16%
36.55%
43.70%
38.46%
41.69%
41.96%
39.12%
38.08%
39.54%
43.52%
40.74%
41.73%
37.50%
41.23%
40.29%
40.09%
38.99%
39.30%
38.64%
37.50%
37.78%
37.41%
38.12%
36.84%
37.64%
37.99%
36.58%
37.97%
36.41%
41.51%
43.21%
39.22%
38.77%
38.16%
38.80%
41.06%
38.78%
39.00%
39.08%
38.59%
38.53%
41.51%