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Grayscale Bitcoin Mini Trust ETF BTC

i

Market dataready · fetched 2026-11-04T03:21:10.014Z

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 · 2026-11-04T01:00:00.183039927Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T03:21:07.478658+00:00

Share price$34.38
1D+0.2%
AH$34.00$34.11$34.22$34.32$34.435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBTC
Sold putSold callAH

Grayscale Bitcoin Mini Trust ETF options

Live interpolated BTC call and put midpoint premiums by absolute delta.Grayscale Bitcoin Mini Trust ETF$0.21$1.14$2.07$2.99$3.92$30.23$32.23$34.24$36.24$38.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BTC spot · $34.38BTC PRICE$0.31$0.42$0.52$0.65$0.78$0.91$1.07$1.23$1.39$1.56$1.73$3.30$3.65$0.37$0.51$0.65$0.85$1.07$1.26$1.42$1.57$2.09$2.54$2.83$3.13$3.49
PutsExpensive1.14×
CallsExpensive1.31×
SkewBearish+5.41 pp
Implied moveBearish±$2.49
TiltBearish10.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.1539.5%9.0%31.9943.1%8.0%
25Δ36.6038.7%7.7%32.4643.4%7.1%
30Δ36.1238.6%6.6%32.9243.7%6.1%
35Δ35.7038.4%5.7%33.3445.2%5.5%
40Δ35.3038.1%4.9%33.7546.9%4.9%
45Δ34.9237.9%4.2%34.1747.1%4.3%
50Δ34.5637.6%3.7%34.5845.0%3.5%
55Δ34.2137.3%3.1%34.9942.9%2.8%
60Δ33.8736.6%2.6%35.5947.8%2.6%
65Δ33.5535.4%2.1%36.1450.7%2.3%
70Δ33.2334.2%1.7%36.6148.9%1.7%
75Δ31.8659.0%2.3%37.0847.1%1.3%
80Δ31.3355.2%1.8%37.5744.9%0.9%

20Δ

Calls
Pseudo strike
37.15
IV
39.5%
B/E move
9.0%
Puts
Pseudo strike
31.99
IV
43.1%
B/E move
8.0%

25Δ

Calls
Pseudo strike
36.60
IV
38.7%
B/E move
7.7%
Puts
Pseudo strike
32.46
IV
43.4%
B/E move
7.1%

30Δ

Calls
Pseudo strike
36.12
IV
38.6%
B/E move
6.6%
Puts
Pseudo strike
32.92
IV
43.7%
B/E move
6.1%

35Δ

Calls
Pseudo strike
35.70
IV
38.4%
B/E move
5.7%
Puts
Pseudo strike
33.34
IV
45.2%
B/E move
5.5%

40Δ

Calls
Pseudo strike
35.30
IV
38.1%
B/E move
4.9%
Puts
Pseudo strike
33.75
IV
46.9%
B/E move
4.9%

45Δ

Calls
Pseudo strike
34.92
IV
37.9%
B/E move
4.2%
Puts
Pseudo strike
34.17
IV
47.1%
B/E move
4.3%

50Δ

Calls
Pseudo strike
34.56
IV
37.6%
B/E move
3.7%
Puts
Pseudo strike
34.58
IV
45.0%
B/E move
3.5%

55Δ

Calls
Pseudo strike
34.21
IV
37.3%
B/E move
3.1%
Puts
Pseudo strike
34.99
IV
42.9%
B/E move
2.8%

60Δ

Calls
Pseudo strike
33.87
IV
36.6%
B/E move
2.6%
Puts
Pseudo strike
35.59
IV
47.8%
B/E move
2.6%

65Δ

Calls
Pseudo strike
33.55
IV
35.4%
B/E move
2.1%
Puts
Pseudo strike
36.14
IV
50.7%
B/E move
2.3%

70Δ

Calls
Pseudo strike
33.23
IV
34.2%
B/E move
1.7%
Puts
Pseudo strike
36.61
IV
48.9%
B/E move
1.7%

75Δ

Calls
Pseudo strike
31.86
IV
59.0%
B/E move
2.3%
Puts
Pseudo strike
37.08
IV
47.1%
B/E move
1.3%

80Δ

Calls
Pseudo strike
31.33
IV
55.2%
B/E move
1.8%
Puts
Pseudo strike
37.57
IV
44.9%
B/E move
0.9%

Options history

IV · four-Friday blend40.76%
Daily EOD
BTC35.5%38.3%41.1%2026-10-19: 35.93%2026-10-20: 38.21%2026-10-21: 38.04%2026-10-22: 39.28%2026-10-23: 38.04%2026-10-26: 38.37%2026-10-27: 38.96%2026-10-28: 38.93%2026-10-29: 38.65%2026-10-30: 40.76%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
35.93%
38.21%
38.04%
39.28%
38.04%
38.37%
38.96%
38.93%
38.65%
40.76%