Bitwise Bitcoin ETF Trust (BITB) Options History
Historical options analytics archive for BITB with monthly max pain, implied volatility, gamma exposure, and put/call data.
20 months of complete options data available.
BITB monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for BITB. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 42.9% | 20.2% | $33.00 | $39.9K | -$832.4K | 0.75 |
| 2026-05 | 20 | 36.7% | 11.7% | $40.00 | $194.7K | -$6.1M | 0.32 |
| 2026-04 | 21 | 43.1% | 20.4% | $40.00 | $371.6K | -$10.1M | 0.20 |
| 2026-03 | 22 | 54.0% | 35.4% | $37.00 | $140.8K | -$4.9M | 0.21 |
| 2026-02 | 19 | 56.9% | 43.4% | $41.00 | $127.5K | -$2.7M | 0.64 |
| 2026-01 | 20 | 40.8% | 29.5% | $50.00 | $264.8K | -$8.5M | 0.31 |
This archive aggregates BITB's daily end-of-day options snapshots into monthly summaries, spanning 2024-11 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how BITB option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 42.9%, a month-end max-pain strike around $33.00, an average put/call ratio of 0.75.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Frequently asked BITB history questions
- How much options history is available for BITB?
- This archive holds 20 months of BITB options analytics, spanning 2024-11 through 2026-06. Each entry is a monthly rollup of BITB's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the BITB archive.
- What data does each monthly BITB aggregate contain?
- Every monthly row summarizes that month of BITB option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 42.9%, an average IV rank of 20.2%, a month-end max-pain strike around $33.00, an average put/call ratio of 0.75.
- How is the BITB options-history archive built and how often does it update?
- The archive is derived from BITB's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how BITB's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.