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ProShares Bitcoin ETF BITO

i

Market dataready · fetched 2026-11-03T20:14:38.853Z

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 · 2026-11-03T20:13:56.718313179Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T20:14:38.404585+00:00

Share price$10.34
1D-0.0%
$10.25$10.28$10.31$10.34$10.375:30 AM6:30 AM9:00 AM1:00 PMBITO
Sold putSold call

ProShares Bitcoin ETF options

Live interpolated BITO call and put midpoint premiums by absolute delta.ProShares Bitcoin ETF$0.04$0.17$0.30$0.44$0.57$9.77$10.06$10.35$10.64$10.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BITO spot · $10.34BITO PRICE$0.06$0.07$0.09$0.10$0.14$0.18$0.22$0.26$0.30$0.34$0.38$0.42$0.53$0.06$0.08$0.10$0.12$0.14$0.17$0.19$0.21$0.23$0.26$0.34$0.42$0.50
PutsExpensive2.31×
CallsExpensive2.29×
SkewBullish-3.63 pp
Implied moveBullish±$0.41
TiltBullish4.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.7947.4%4.9%9.8955.5%4.9%
25Δ10.7047.5%4.2%10.0252.4%3.8%
30Δ10.6247.5%3.6%10.0851.2%3.4%
35Δ10.5347.6%2.9%10.1450.0%3.1%
40Δ10.4648.4%2.5%10.2048.8%2.7%
45Δ10.3949.6%2.3%10.2647.6%2.3%
50Δ10.3350.8%2.0%10.3246.4%2.0%
55Δ10.2652.0%1.8%10.3845.2%1.6%
60Δ10.2053.2%1.5%10.4444.0%1.2%
65Δ10.1354.4%1.3%10.5042.9%0.9%
70Δ10.0655.6%1.1%10.6044.2%0.7%
75Δ10.0056.8%0.8%10.6945.5%0.6%
80Δ9.8757.1%0.6%10.7946.8%0.5%

20Δ

Calls
Pseudo strike
10.79
IV
47.4%
B/E move
4.9%
Puts
Pseudo strike
9.89
IV
55.5%
B/E move
4.9%

25Δ

Calls
Pseudo strike
10.70
IV
47.5%
B/E move
4.2%
Puts
Pseudo strike
10.02
IV
52.4%
B/E move
3.8%

30Δ

Calls
Pseudo strike
10.62
IV
47.5%
B/E move
3.6%
Puts
Pseudo strike
10.08
IV
51.2%
B/E move
3.4%

35Δ

Calls
Pseudo strike
10.53
IV
47.6%
B/E move
2.9%
Puts
Pseudo strike
10.14
IV
50.0%
B/E move
3.1%

40Δ

Calls
Pseudo strike
10.46
IV
48.4%
B/E move
2.5%
Puts
Pseudo strike
10.20
IV
48.8%
B/E move
2.7%

45Δ

Calls
Pseudo strike
10.39
IV
49.6%
B/E move
2.3%
Puts
Pseudo strike
10.26
IV
47.6%
B/E move
2.3%

50Δ

Calls
Pseudo strike
10.33
IV
50.8%
B/E move
2.0%
Puts
Pseudo strike
10.32
IV
46.4%
B/E move
2.0%

55Δ

Calls
Pseudo strike
10.26
IV
52.0%
B/E move
1.8%
Puts
Pseudo strike
10.38
IV
45.2%
B/E move
1.6%

60Δ

Calls
Pseudo strike
10.20
IV
53.2%
B/E move
1.5%
Puts
Pseudo strike
10.44
IV
44.0%
B/E move
1.2%

65Δ

Calls
Pseudo strike
10.13
IV
54.4%
B/E move
1.3%
Puts
Pseudo strike
10.50
IV
42.9%
B/E move
0.9%

70Δ

Calls
Pseudo strike
10.06
IV
55.6%
B/E move
1.1%
Puts
Pseudo strike
10.60
IV
44.2%
B/E move
0.7%

75Δ

Calls
Pseudo strike
10.00
IV
56.8%
B/E move
0.8%
Puts
Pseudo strike
10.69
IV
45.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
9.87
IV
57.1%
B/E move
0.6%
Puts
Pseudo strike
10.79
IV
46.8%
B/E move
0.5%

Options history

IV · four-Friday blend94.73%
Daily close
BITO26.3%69.7%113.1%2026-08-14: 49.15%2026-08-21: 55.93%2026-08-24: 57.92%2026-08-25: 63.35%2026-08-26: 57.24%2026-08-28: 45.97%2026-08-31: 87.95%2026-09-01: 37.86%2026-09-03: 51.99%2026-09-04: 46.96%2026-09-08: 45.01%2026-09-09: 50.65%2026-09-11: 53.32%2026-09-14: 56.30%2026-09-15: 55.66%2026-09-18: 49.47%2026-09-21: 69.54%2026-09-22: 69.22%2026-09-25: 58.07%2026-09-28: 83.53%2026-09-29: 107.15%2026-09-30: 105.02%2026-10-02: 32.27%2026-10-05: 35.22%2026-10-06: 40.38%2026-10-08: 51.47%2026-10-09: 33.22%2026-10-12: 50.90%2026-10-16: 38.10%2026-10-19: 40.04%2026-10-20: 52.48%2026-10-23: 38.96%2026-10-26: 60.55%2026-10-30: 94.73%Aug 14Sep 21Oct 30
34 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
49.15%
55.93%
57.92%
63.35%
57.24%
45.97%
87.95%
37.86%
51.99%
46.96%
45.01%
50.65%
53.32%
56.30%
55.66%
49.47%
69.54%
69.22%
58.07%
83.53%
107.15%
105.02%
32.27%
35.22%
40.38%
51.47%
33.22%
50.90%
38.10%
40.04%
52.48%
38.96%
60.55%
94.73%