Grayscale Bitcoin Trust E... (GBTC)
AMEX: GBTC
· Real-Time Price · USD
96.37
1.44 (1.52%)
At close: Oct 03, 2025, 3:59 PM
96.31
-0.06%
After-hours: Oct 03, 2025, 07:55 PM EDT
Grayscale Bitcoin Trust ETF (BTC) Greeks
Delta, Gamma, Theta, and Vega Greek Charts for GBTC options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 55.00 | 0.8544 | 0.0055 | -0.9257 | 0.0319 |
| 60.00 | 0.8247 | 0.0076 | -0.9224 | 0.0373 |
| 65.00 | 0.8082 | 0.0091 | -0.8486 | 0.0388 |
| 70.00 | 0.7743 | 0.0125 | -0.8066 | 0.0438 |
| 71.00 | 0.7705 | 0.0130 | -0.788 | 0.0439 |
| 72.00 | 0.7631 | 0.0139 | -0.7766 | 0.0448 |
| 73.00 | 0.7547 | 0.0148 | -0.7694 | 0.0460 |
| 74.00 | 0.7464 | 0.0158 | -0.7571 | 0.0469 |
| 75.00 | 0.7466 | 0.0158 | -0.7289 | 0.0459 |
| 76.00 | 0.7284 | 0.0183 | -0.7308 | 0.0491 |
| 77.00 | 0.7178 | 0.0198 | -0.7213 | 0.0503 |
| 78.00 | 0.6948 | 0.0230 | -0.7213 | 0.0542 |
| 79.00 | 0.6785 | 0.0255 | -0.7115 | 0.0565 |
| 80.00 | 0.6645 | 0.0278 | -0.699 | 0.0581 |
| 81.00 | 0.6499 | 0.0307 | -0.6814 | 0.0596 |
| 82.00 | 0.6487 | 0.0323 | -0.6503 | 0.0585 |
| 82.50 | 0.6067 | 0.0374 | -0.6765 | 0.0655 |
| 83.00 | 0.6206 | 0.0376 | -0.642 | 0.0623 |
| 83.50 | 0.6007 | 0.0411 | -0.6416 | 0.0652 |
| 84.00 | 0.5955 | 0.0433 | -0.6261 | 0.0653 |
| 84.50 | 0.6094 | 0.0430 | -0.5987 | 0.0620 |
| 85.00 | 0.5993 | 0.0465 | -0.5837 | 0.0631 |
| 85.50 | 0.5725 | 0.0524 | -0.5864 | 0.0668 |
| 86.00 | 0.5600 | 0.0571 | -0.5705 | 0.0681 |
| 86.50 | 0.5459 | 0.0626 | -0.558 | 0.0694 |
| 87.00 | 0.5295 | 0.0689 | -0.5525 | 0.0709 |
| 87.50 | 0.4969 | 0.0781 | -0.5468 | 0.0749 |
| 88.00 | 0.4767 | 0.0879 | -0.5321 | 0.0767 |
| 88.50 | 0.4388 | 0.1002 | -0.5233 | 0.0807 |
| 89.00 | 0.3973 | 0.1143 | -0.5161 | 0.0844 |
| 89.50 | 0.3639 | 0.1345 | -0.4976 | 0.0871 |
| 90.00 | 0.3094 | 0.1579 | -0.4896 | 0.0910 |
| 90.50 | 0.2497 | 0.1938 | -0.4727 | 0.0947 |
| 91.00 | 0.1607 | 0.2361 | -0.4561 | 0.0986 |
| 91.50 | 0.0385 | 0.3137 | -0.4311 | 0.1009 |
| 92.00 | -0.2043 | 0.4397 | -0.3976 | 0.0932 |
| 92.50 | -0.5026 | 0.0312 | -0.3591 | 0.0505 |
| 93.00 | -0.5206 | 0.0323 | -0.3453 | 0.0505 |
| 93.50 | -0.5391 | 0.0331 | -0.3338 | 0.0503 |
| 94.00 | -0.5599 | 0.0344 | -0.3172 | 0.0500 |
| 94.50 | -0.581 | 0.0353 | -0.3025 | 0.0495 |
| 95.00 | -0.6038 | 0.0362 | -0.2862 | 0.0488 |
| 95.50 | -0.6264 | 0.0368 | -0.2717 | 0.0480 |
| 96.00 | -0.6505 | 0.0373 | -0.2554 | 0.0469 |
| 96.50 | -0.675 | 0.0376 | -0.2389 | 0.0456 |
| 97.00 | -0.6901 | 0.0364 | -0.2367 | 0.0447 |
| 98.00 | -0.7508 | 0.0367 | -0.1878 | 0.0402 |
| 99.00 | -0.791 | 0.0342 | -0.1639 | 0.0364 |
| 100.00 | -0.8311 | 0.0312 | -0.1366 | 0.0319 |
| 101.00 | -0.8676 | 0.0275 | -0.1098 | 0.0271 |
| 102.00 | -0.8901 | 0.0241 | -0.0952 | 0.0238 |
| 103.00 | -0.9175 | 0.0201 | -0.072 | 0.0193 |
| 105.00 | -0.9503 | 0.0138 | -0.044 | 0.0130 |
| 110.00 | -0.9696 | 0.0079 | -0.0317 | 0.0087 |
| 115.00 | -0.9454 | 0.0088 | -0.0872 | 0.0140 |
| 120.00 | -0.9234 | 0.0088 | -0.1559 | 0.0182 |
| 125.00 | -0.9679 | 0.0049 | -0.0629 | 0.0091 |