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Bakkt, Inc. BKKT

i

Market datapartial · fetched 2026-11-06T20:54:47.161Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T20:54:10.359239179Z

FundamentalsAlpha Vantage · unavailable

Share price$4.30
1D+1.8%
$4.11$4.20$4.29$4.38$4.485:30 AM6:30 AM9:00 AM1:00 PMBKKT
Sold putSold call

Bakkt, Inc. options

Live interpolated BKKT call and put midpoint premiums by absolute delta.Bakkt, Inc.$0.06$0.38$0.70$1.03$1.35$3.09$3.66$4.22$4.78$5.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BKKT spot · $4.29BKKT PRICE$0.09$0.12$0.15$0.19$0.22$0.25$0.30$0.35$0.39$0.44$0.50$0.57$0.65$0.13$0.18$0.22$0.27$0.33$0.39$0.45$0.52$0.62$0.72$0.82$1.01$1.25
PutsExpensive1.16×
CallsFair0.99×
SkewBearish+26.49 pp
Implied moveBearish±$0.76
TiltBearish24.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.31156.4%25.8%3.61171.5%19.1%
25Δ5.06148.7%20.5%3.75169.7%16.7%
30Δ4.89145.8%17.5%3.90167.9%14.3%
35Δ4.76144.1%15.1%4.04166.2%12.2%
40Δ4.62142.4%12.7%4.16164.9%10.8%
45Δ4.49140.7%10.5%4.28163.6%9.4%
50Δ4.39138.9%9.1%4.41162.3%7.9%
55Δ4.28137.2%7.8%4.54161.2%6.6%
60Δ4.18135.5%6.5%4.67160.6%5.7%
65Δ4.07133.7%5.1%4.81159.9%4.7%
70Δ3.97131.3%4.0%4.95159.3%3.7%
75Δ3.86127.2%3.2%5.18165.8%3.0%
80Δ3.75123.0%2.5%5.45176.3%2.3%

20Δ

Calls
Pseudo strike
5.31
IV
156.4%
B/E move
25.8%
Puts
Pseudo strike
3.61
IV
171.5%
B/E move
19.1%

25Δ

Calls
Pseudo strike
5.06
IV
148.7%
B/E move
20.5%
Puts
Pseudo strike
3.75
IV
169.7%
B/E move
16.7%

30Δ

Calls
Pseudo strike
4.89
IV
145.8%
B/E move
17.5%
Puts
Pseudo strike
3.90
IV
167.9%
B/E move
14.3%

35Δ

Calls
Pseudo strike
4.76
IV
144.1%
B/E move
15.1%
Puts
Pseudo strike
4.04
IV
166.2%
B/E move
12.2%

40Δ

Calls
Pseudo strike
4.62
IV
142.4%
B/E move
12.7%
Puts
Pseudo strike
4.16
IV
164.9%
B/E move
10.8%

45Δ

Calls
Pseudo strike
4.49
IV
140.7%
B/E move
10.5%
Puts
Pseudo strike
4.28
IV
163.6%
B/E move
9.4%

50Δ

Calls
Pseudo strike
4.39
IV
138.9%
B/E move
9.1%
Puts
Pseudo strike
4.41
IV
162.3%
B/E move
7.9%

55Δ

Calls
Pseudo strike
4.28
IV
137.2%
B/E move
7.8%
Puts
Pseudo strike
4.54
IV
161.2%
B/E move
6.6%

60Δ

Calls
Pseudo strike
4.18
IV
135.5%
B/E move
6.5%
Puts
Pseudo strike
4.67
IV
160.6%
B/E move
5.7%

65Δ

Calls
Pseudo strike
4.07
IV
133.7%
B/E move
5.1%
Puts
Pseudo strike
4.81
IV
159.9%
B/E move
4.7%

70Δ

Calls
Pseudo strike
3.97
IV
131.3%
B/E move
4.0%
Puts
Pseudo strike
4.95
IV
159.3%
B/E move
3.7%

75Δ

Calls
Pseudo strike
3.86
IV
127.2%
B/E move
3.2%
Puts
Pseudo strike
5.18
IV
165.8%
B/E move
3.0%

80Δ

Calls
Pseudo strike
3.75
IV
123.0%
B/E move
2.5%
Puts
Pseudo strike
5.45
IV
176.3%
B/E move
2.3%

Options history

IV · four-Friday blend114.26%
Daily close
BKKT75.2%166.7%258.3%2026-08-10: 158.89%2026-08-11: 111.77%2026-08-12: 108.74%2026-08-13: 96.37%2026-08-14: 98.33%2026-08-17: 185.70%2026-08-18: 90.55%2026-08-19: 245.68%2026-08-20: 138.44%2026-08-21: 115.76%2026-08-24: 103.83%2026-08-25: 123.44%2026-08-26: 88.61%2026-08-27: 153.57%2026-08-28: 98.47%2026-08-31: 88.96%2026-09-01: 88.34%2026-09-02: 115.06%2026-09-03: 97.90%2026-09-04: 90.88%2026-09-08: 108.22%2026-09-09: 98.42%2026-09-10: 116.24%2026-09-11: 123.76%2026-09-14: 124.49%2026-09-15: 116.11%2026-09-16: 219.62%2026-09-17: 122.74%2026-09-18: 124.13%2026-09-21: 91.15%2026-09-22: 114.22%2026-09-23: 103.95%2026-09-24: 122.80%2026-09-25: 108.87%2026-09-28: 94.68%2026-09-29: 120.40%2026-09-30: 119.01%2026-10-01: 136.16%2026-10-02: 90.07%2026-10-05: 99.32%2026-10-06: 90.32%2026-10-07: 147.62%2026-10-09: 109.58%2026-10-12: 87.80%2026-10-13: 106.65%2026-10-14: 114.16%2026-10-16: 116.23%2026-10-19: 108.40%2026-10-20: 116.76%2026-10-21: 154.23%2026-10-22: 166.78%2026-10-23: 112.67%2026-10-26: 113.57%2026-10-27: 164.13%2026-10-28: 161.65%2026-10-29: 155.13%2026-10-30: 114.26%Aug 10Sep 18Oct 30
57 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
158.89%
111.77%
108.74%
96.37%
98.33%
185.70%
90.55%
245.68%
138.44%
115.76%
103.83%
123.44%
88.61%
153.57%
98.47%
88.96%
88.34%
115.06%
97.90%
90.88%
108.22%
98.42%
116.24%
123.76%
124.49%
116.11%
219.62%
122.74%
124.13%
91.15%
114.22%
103.95%
122.80%
108.87%
94.68%
120.40%
119.01%
136.16%
90.07%
99.32%
90.32%
147.62%
109.58%
87.80%
106.65%
114.16%
116.23%
108.40%
116.76%
154.23%
166.78%
112.67%
113.57%
164.13%
161.65%
155.13%
114.26%