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DERIVATIVES / 14

Derivatives · TradFi (BTC ETF)

Options on US spot Bitcoin ETFs — how the institutional side looks at BTC through a regulated exchange (CBOE, delayed).
OverviewLevelsTermVolatilityFuturesChainFlowWhale BlocksOpen InterestSkewHeatCross-venueCalculatorTradFi (ETF)Glossary
IBITFBTCBITBARKB
FBTC PRICE
$67.43
-1.72%
ATM IV
48.0%
EXPIRIES
11
CALL OI
67.1K
PUT OI
41.5K
PUT/CALL
0.62
04.09.26 3d11.09.26 10d18.09.26 17d25.09.26 24d02.10.26 31d09.10.26 38d16.10.26 45d18.12.26 108d15.01.27 136d19.03.27 199d21.01.28 507d
IV Smile · selected expiry
CBOE0s ago
How is this computed?
Implied volatility of the ETF options by strike. Compared with BTC spot options, it shows how the institutional (ETF) side prices the same risk.
Option Chain · max pain $30.00
FBTC $67.43
CBOE0s ago
CALLSTRIKEPUT
OIIVΔLast·LastΔIVOI
1.2K47%0.502$11.42$85.00$34.34-0.55647%11
23447%0.546$12.60$80.00$20.28-0.50347%14
50147%0.593$16.04$75.00$23.40-0.44947%462
24347%0.641$16.00$70.00$18.39-0.39447%55
15748%0.69$18.24$65.00$16.92-0.33948%48
3548%0.7$20.20$64.00$18.20-0.32848%4
1K48%0.71$19.67$63.00$16.84-0.31748%6
3649%0.72$21.12$62.00$10.88-0.30748%3
249%0.729$13.30$61.00$0.00-0.29648%·
13749%0.739$21.58$60.00$9.90-0.28548%100
749%0.748$12.80$59.00$10.64-0.27548%5
53149%0.758$21.78$58.00$12.78-0.26549%1
1249%0.767$23.80$57.00$0.00-0.25549%·
1649%0.776$14.75$56.00$0.00-0.24449%·
19850%0.786$23.53$55.00$7.08-0.23549%72
1550%0.795$24.40$54.00$9.94-0.22550%5
950%0.804$14.68$53.00$13.47-0.21550%5
37650%0.812$25.70$52.00$6.70-0.20650%20
447%0.821$25.80$51.00$11.10-0.19750%2
11150%0.829$26.74$50.00$6.00-0.18850%154
12051%0.838$27.92$49.00$10.10-0.17951%1
251%0.846$18.48$48.00$5.40-0.1751%5
How is this computed?
Calls and puts at every strike: open interest (OI), implied volatility, delta and last price. CBOE data is delayed by roughly 15 minutes. Calls on the left, puts on the right.