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30-day Implied Volatility (IV30) Climbs to its Highest Mark in 2 months

BITO ProShares Bitcoin Strategy ETF17.50-1.89 (-9.8%)

The IV30 rose to 56.8, the highest level since Jan 27, 2025 when it reached 56.0. Stock Option traders are pricing in an average daily move of ±3.6%. The 52-Week historical volatility is 51.3 with an average daily move of ±3.2%. View Implied Vol
30-Day Downside Put Protection goes to its Highest Mark in 2 months

BITO ProShares Bitcoin Strategy ETF17.55-1.84 (-9.5%)

The cost to protect downside risk climbed to 6.3%, the highest level since Jan 27, 2025 when it was at 6.2%. The 52-Week average is 6.4% and the 52-Week range is 4.3% - 10.5%.
30-day Implied Volatility (IV30) Falls to Lowest Level in 12 months

BITO ProShares Bitcoin Strategy ETF17.42-1.97 (-10.2%)

The IV30 fell to 38.5, the lowest level since Mar 10, 2024 when it traded at 38.9. Stock Option traders are pricing in an average daily move of ±2.4%. The 52-Week historical volatility is 51.3 with an average daily move of ±3.2%. View Implied Vol
30-Day Downside Put Protection Falls to Lowest Level in 12 months

BITO ProShares Bitcoin Strategy ETF17.44-1.95 (-10.1%)

The cost to protect downside risk fell to 4.2%, the lowest level since Mar 10, 2024 when it was at 4.3%. The 52-Week average is 6.4% and the 52-Week range is 4.2% - 10.5%.

BITO 17.68-1.71 (-8.8%)ProShares Bitcoin Strategy ETF

  • ATM straddle for 14-Mar-25 expiration returned a positive 54.4% from the previous business day
  • The upside wing (25 delta calls) declined -85.4%
  • Downside put (25 delta puts) gained 270.7%
  • The option volume for 14-Mar-25 expiration is 8,176
30-day Implied Volatility (IV30) Climbs to its Highest Mark in 2 months

BITO ProShares Bitcoin Strategy ETF19.56-0.31 (-1.6%)

The IV30 rose to 56.5, the highest level since Jan 27, 2025 when it reached 56.0. Stock Option traders are pricing in an average daily move of ±3.6%. The 52-Week historical volatility is 52.0 with an average daily move of ±3.3%. View Implied Vol
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