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Bit Digital, Inc. Ordinary Shares BTBT

i

Market dataready · fetched 2026-11-07T07:27:00.236Z

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 · 2026-11-07T00:52:55.18805969Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-07T07:26:59.755870+00:00

Share price$0.74
1D-1.3%
AH$0.70$0.72$0.73$0.74$0.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBTBT
Sold putSold callAH

Bit Digital, Inc. Ordinary Shares options

Live interpolated BTBT call and put midpoint premiums by absolute delta.Bit Digital, Inc. Ordinary Shares$0.04$0.10$0.16$0.22$0.28$0.45$0.57$0.69$0.82$0.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BTBT spot · $0.74BTBT PRICE$0.07$0.09$0.10$0.12$0.14$0.16$0.17$0.19$0.21$0.22$0.24$0.05$0.07$0.08$0.10$0.12$0.14$0.16$0.17$0.19$0.21$0.23$0.24$0.26
PutsExpensive1.37×
Calls——
Skew——
Implied moveBearish±$0.29
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ0.56283.8%31.3%
25Δ0.59277.3%29.0%
30Δ0.88210.4%28.8%0.63270.9%26.7%
35Δ0.85219.9%26.6%0.66264.4%24.4%
40Δ0.82229.4%24.4%0.70258.0%22.1%
45Δ0.78238.9%22.1%0.73251.5%19.8%
50Δ0.75248.3%19.9%0.77245.0%17.4%
55Δ0.72257.8%17.7%0.80238.6%15.1%
60Δ0.68267.3%15.5%0.84232.1%12.8%
65Δ0.65276.8%13.3%0.87225.7%10.5%
70Δ0.61286.3%11.0%0.91219.2%8.2%
75Δ0.58295.8%8.8%0.94212.8%5.9%
80Δ0.55305.3%6.6%0.98206.3%3.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.56
IV
283.8%
B/E move
31.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.59
IV
277.3%
B/E move
29.0%

30Δ

Calls
Pseudo strike
0.88
IV
210.4%
B/E move
28.8%
Puts
Pseudo strike
0.63
IV
270.9%
B/E move
26.7%

35Δ

Calls
Pseudo strike
0.85
IV
219.9%
B/E move
26.6%
Puts
Pseudo strike
0.66
IV
264.4%
B/E move
24.4%

40Δ

Calls
Pseudo strike
0.82
IV
229.4%
B/E move
24.4%
Puts
Pseudo strike
0.70
IV
258.0%
B/E move
22.1%

45Δ

Calls
Pseudo strike
0.78
IV
238.9%
B/E move
22.1%
Puts
Pseudo strike
0.73
IV
251.5%
B/E move
19.8%

50Δ

Calls
Pseudo strike
0.75
IV
248.3%
B/E move
19.9%
Puts
Pseudo strike
0.77
IV
245.0%
B/E move
17.4%

55Δ

Calls
Pseudo strike
0.72
IV
257.8%
B/E move
17.7%
Puts
Pseudo strike
0.80
IV
238.6%
B/E move
15.1%

60Δ

Calls
Pseudo strike
0.68
IV
267.3%
B/E move
15.5%
Puts
Pseudo strike
0.84
IV
232.1%
B/E move
12.8%

65Δ

Calls
Pseudo strike
0.65
IV
276.8%
B/E move
13.3%
Puts
Pseudo strike
0.87
IV
225.7%
B/E move
10.5%

70Δ

Calls
Pseudo strike
0.61
IV
286.3%
B/E move
11.0%
Puts
Pseudo strike
0.91
IV
219.2%
B/E move
8.2%

75Δ

Calls
Pseudo strike
0.58
IV
295.8%
B/E move
8.8%
Puts
Pseudo strike
0.94
IV
212.8%
B/E move
5.9%

80Δ

Calls
Pseudo strike
0.55
IV
305.3%
B/E move
6.6%
Puts
Pseudo strike
0.98
IV
206.3%
B/E move
3.6%

Options history

IV · four-Friday blend150.29%
Daily close
BTBT150.1%150.3%150.4%2026-08-13: 150.29%Aug 13
1 observations2026-08-13 — 2026-08-13
Table
DateIV (%)
150.29%