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BTCS Inc. Common Stock BTCS

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Market dataready · fetched 2026-11-07T06:57:38.490Z

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 · 2026-11-06T23:54:59.482295291Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-07T06:57:38.084932+00:00

Share price$0.95
1D+6.6%
AH$0.86$0.88$0.91$0.93$0.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBTCS
Sold putSold callAH

BTCS Inc. Common Stock options

Live interpolated BTCS call and put midpoint premiums by absolute delta.BTCS Inc. Common Stock$0.04$1.44$2.84$4.24$5.64$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEBTCS PRICE$0.19$0.23$0.26$0.30$0.33$0.37$0.40$0.44$0.47$5.23
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ1.16283.5%43.1%
45Δ1.09301.1%39.5%
50Δ1.02318.8%35.8%
55Δ0.95336.4%32.2%
60Δ0.89354.1%28.5%
65Δ0.82371.7%24.9%
70Δ0.75389.4%21.2%6.03755.3%15.6%
75Δ0.68407.0%17.6%
80Δ0.61424.6%14.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
1.16
IV
283.5%
B/E move
43.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
1.09
IV
301.1%
B/E move
39.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
1.02
IV
318.8%
B/E move
35.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
0.95
IV
336.4%
B/E move
32.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
0.89
IV
354.1%
B/E move
28.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
0.82
IV
371.7%
B/E move
24.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
0.75
IV
389.4%
B/E move
21.2%
Puts
Pseudo strike
6.03
IV
755.3%
B/E move
15.6%

75Δ

Calls
Pseudo strike
0.68
IV
407.0%
B/E move
17.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
0.61
IV
424.6%
B/E move
14.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend303.02%
Daily EOD
BTCS284.7%333.7%382.7%2026-10-19: 291.42%2026-10-20: 298.04%2026-10-21: 330.67%2026-10-22: 296.83%2026-10-23: 310.83%2026-10-26: 366.95%2026-10-27: 299.86%2026-10-28: 356.15%2026-10-29: 375.97%2026-10-30: 303.02%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
291.42%
298.04%
330.67%
296.83%
310.83%
366.95%
299.86%
356.15%
375.97%
303.02%