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Invesco Galaxy Bitcoin ETF BTCO

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Market dataready · fetched 2026-11-03T22:32:59.908Z

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 · 2026-11-03T21:45:02.080937592Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T22:32:58.593889+00:00

Share price$77.50
1D+1.0%
AH$76.61$76.85$77.09$77.33$77.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBTCO
Sold putSold callAH

Invesco Galaxy Bitcoin ETF options

Live interpolated BTCO call and put midpoint premiums by absolute delta.Invesco Galaxy Bitcoin ETF$0.60$2.74$4.89$7.03$9.18$68.21$72.64$77.07$81.50$85.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BTCO spot · $77.50BTCO PRICE$0.83$0.97$1.14$1.38$1.65$1.98$2.35$2.72$3.16$3.65$4.19$4.78$5.41$1.00$1.23$1.53$1.88$2.26$2.59$3.04$3.56$4.22$4.96$5.71$6.95$8.56
PutsExpensive1.13×
CallsExpensive1.43×
SkewBearish+7.56 pp
Implied moveBearish±$5.39
TiltBearish16.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ84.9446.6%10.7%71.2450.9%9.4%
25Δ82.7540.9%8.0%72.8946.9%7.5%
30Δ81.2837.4%6.3%74.0945.6%6.4%
35Δ80.3036.6%5.4%75.1445.1%5.5%
40Δ79.4536.2%4.6%76.1144.8%4.7%
45Δ78.6536.3%4.0%77.0743.0%3.9%
50Δ77.8937.0%3.5%77.9742.9%3.3%
55Δ77.1136.8%3.0%78.8943.0%2.8%
60Δ76.3336.9%2.6%79.8843.8%2.4%
65Δ75.5237.1%2.2%80.9444.5%2.0%
70Δ74.6837.1%1.8%82.0244.4%1.5%
75Δ73.8136.8%1.4%83.5046.4%1.2%
80Δ72.9236.2%1.1%85.3548.9%0.9%

20Δ

Calls
Pseudo strike
84.94
IV
46.6%
B/E move
10.7%
Puts
Pseudo strike
71.24
IV
50.9%
B/E move
9.4%

25Δ

Calls
Pseudo strike
82.75
IV
40.9%
B/E move
8.0%
Puts
Pseudo strike
72.89
IV
46.9%
B/E move
7.5%

30Δ

Calls
Pseudo strike
81.28
IV
37.4%
B/E move
6.3%
Puts
Pseudo strike
74.09
IV
45.6%
B/E move
6.4%

35Δ

Calls
Pseudo strike
80.30
IV
36.6%
B/E move
5.4%
Puts
Pseudo strike
75.14
IV
45.1%
B/E move
5.5%

40Δ

Calls
Pseudo strike
79.45
IV
36.2%
B/E move
4.6%
Puts
Pseudo strike
76.11
IV
44.8%
B/E move
4.7%

45Δ

Calls
Pseudo strike
78.65
IV
36.3%
B/E move
4.0%
Puts
Pseudo strike
77.07
IV
43.0%
B/E move
3.9%

50Δ

Calls
Pseudo strike
77.89
IV
37.0%
B/E move
3.5%
Puts
Pseudo strike
77.97
IV
42.9%
B/E move
3.3%

55Δ

Calls
Pseudo strike
77.11
IV
36.8%
B/E move
3.0%
Puts
Pseudo strike
78.89
IV
43.0%
B/E move
2.8%

60Δ

Calls
Pseudo strike
76.33
IV
36.9%
B/E move
2.6%
Puts
Pseudo strike
79.88
IV
43.8%
B/E move
2.4%

65Δ

Calls
Pseudo strike
75.52
IV
37.1%
B/E move
2.2%
Puts
Pseudo strike
80.94
IV
44.5%
B/E move
2.0%

70Δ

Calls
Pseudo strike
74.68
IV
37.1%
B/E move
1.8%
Puts
Pseudo strike
82.02
IV
44.4%
B/E move
1.5%

75Δ

Calls
Pseudo strike
73.81
IV
36.8%
B/E move
1.4%
Puts
Pseudo strike
83.50
IV
46.4%
B/E move
1.2%

80Δ

Calls
Pseudo strike
72.92
IV
36.2%
B/E move
1.1%
Puts
Pseudo strike
85.35
IV
48.9%
B/E move
0.9%

Options history

IV · four-Friday blend41.64%
Daily close
BTCO35.5%41.0%46.4%2026-08-05: 36.87%2026-08-06: 36.74%2026-08-07: 36.59%2026-08-10: 37.56%2026-08-11: 36.55%2026-08-12: 36.78%2026-08-13: 36.26%2026-08-14: 36.59%2026-08-17: 36.82%2026-08-18: 38.52%2026-08-19: 42.89%2026-08-20: 45.67%2026-08-24: 45.04%2026-08-25: 44.62%2026-08-26: 42.27%2026-08-27: 42.34%2026-08-28: 39.74%2026-08-31: 39.34%2026-09-01: 39.76%2026-09-02: 39.05%2026-09-03: 42.27%2026-09-04: 40.34%2026-09-08: 41.32%2026-09-09: 41.99%2026-09-10: 40.98%2026-09-11: 39.46%2026-09-14: 41.15%2026-09-15: 44.31%2026-09-16: 41.66%2026-09-17: 41.21%2026-09-18: 38.08%2026-09-22: 40.76%2026-09-23: 40.09%2026-09-24: 39.60%2026-09-25: 38.55%2026-09-28: 38.84%2026-09-29: 38.21%2026-09-30: 38.10%2026-10-01: 37.98%2026-10-02: 37.71%2026-10-05: 37.04%2026-10-06: 37.21%2026-10-07: 37.79%2026-10-08: 39.00%2026-10-09: 37.20%2026-10-12: 38.10%2026-10-13: 38.82%2026-10-14: 40.26%2026-10-15: 41.38%2026-10-16: 39.23%2026-10-19: 38.60%2026-10-20: 38.71%2026-10-21: 39.02%2026-10-22: 39.71%2026-10-23: 39.45%2026-10-26: 39.58%2026-10-27: 39.35%2026-10-28: 38.82%2026-10-29: 38.44%2026-10-30: 41.64%Aug 5Sep 17Oct 30
60 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
36.87%
36.74%
36.59%
37.56%
36.55%
36.78%
36.26%
36.59%
36.82%
38.52%
42.89%
45.67%
45.04%
44.62%
42.27%
42.34%
39.74%
39.34%
39.76%
39.05%
42.27%
40.34%
41.32%
41.99%
40.98%
39.46%
41.15%
44.31%
41.66%
41.21%
38.08%
40.76%
40.09%
39.60%
38.55%
38.84%
38.21%
38.10%
37.98%
37.71%
37.04%
37.21%
37.79%
39.00%
37.20%
38.10%
38.82%
40.26%
41.38%
39.23%
38.60%
38.71%
39.02%
39.71%
39.45%
39.58%
39.35%
38.82%
38.44%
41.64%