ETFs ETFs - Sector Reference Data Updated 2026-05-31

BITO Gamma Exposure, IV Rank & Implied Volatility

ProShares Bitcoin Strategy ETF (BITO) options data — GEX, IV rank, options chain & Greeks

BITO options trade with implied volatility typically in the 35% - 90% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.

IV Rank 81.2 /100
IV 36.9%
Simulated data for display · open live BITO on the platform →

An IV rank near 81.2 (the value shown here is illustrative) would mean implied volatility is in roughly the 81.2th percentile of its 1-year range — elevated, premium-selling regime for credit spreads, iron condors, and short strangles. For today's live BITO IV rank from ORATS, open the dashboard.

IV History (Simulated · Illustrative Only) Range 24.23%55.82%

Chart shows simulated data for display purposes. View the real BITO IV history on the live platform →

Comprehensive options market data for ProShares Bitcoin Strategy ETF (BITO).

BITO Options at a Glance

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 35% - 90%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Good
IV Range
35% - 90%
Market Cap
$2B+
Weeklies
Yes

1 About ProShares Bitcoin Strategy ETF (BITO)

The ProShares Bitcoin Strategy ETF provides Bitcoin exposure through futures contracts. As one of the first crypto ETFs, it offers price exposure without direct ownership.

Company Profile

Sector ETFs
Industry Crypto ETFs
Market Cap $2B+
Exchange NYSE

Key Dates

Next Earnings See earnings calendar
Earnings Frequency Quarterly
Dividend Schedule See company page
Fiscal Year End December

ProShares Bitcoin Strategy ETF operates in the ETFs sector.

2 BITO Options Market Overview

BITO options provide good liquidity for options traders.

Average Daily Volume N/A
Total Open Interest N/A
Put/Call Ratio N/A
Typical ATM Spread N/A
Weekly Options Available
LEAPS Available Yes

Liquidity Assessment: Good

BITO options are available for trading across multiple expirations.

3 BITO Implied Volatility & IV Rank

BITO implied volatility reflects the aggregate volatility of its underlying holdings. As an ETF, IV tends to be lower than individual components due to diversification.

Low IV Environment
35% - 48%
Below average volatility
Typical IV Range
48% - 76%
Normal conditions
Elevated IV
76% - 90%
Above average volatility

Earnings Impact

IV typically expands before earnings and contracts after the announcement.

The post-earnings volatility drop is known as IV crush. Holders of short BITO options should also understand early assignment risk around dividends and expiration.

Historical Volatility vs IV

BITO IV generally trades near historical volatility, with premiums expanding around earnings.

Term Structure

Typically upward sloping under normal conditions.

View BITO Volatility Lab

BITO Gamma Exposure (GEX)

Gamma Exposure analysis for BITO reveals dealer hedging dynamics at key strike levels.

Typical GEX Profile: BITO tends to operate in a positive gamma environment during normal conditions.

Key Levels:

Dealer Hedging:

View Live BITO GEX

4 Common BITO Options Strategies

These are strategies commonly used by traders on BITO options, based on typical market characteristics. This is not investment advice.

Popular for BITO shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on BITO.

Range-bound strategy for BITO between events.

Key Considerations for BITO Options

  • BITO options liquidity varies by expiration - prefer near-term and monthly expirations for tighter spreads
  • Monitor earnings dates for IV expansion/contraction patterns
  • Consider the stock's beta when sizing positions

Frequently Asked Questions: BITO Options

What is BITO's typical implied volatility?

BITO implied volatility typically ranges from 35% - 90%.

Does BITO have weekly options?

BITO offers weekly options.

What is BITO's options trading profile?

BITO (ProShares Bitcoin Strategy ETF) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 35% - 90% range. The position sits in the ETFs category for portfolio diversification and options strategy design.

How does BITO implied volatility behave around earnings?

IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.

What options strategies work well on BITO?

Popular strategies on BITO options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 35% - 90% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.

What is BITO's gamma exposure (GEX)?

Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence BITO's intraday price action. BITO tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live BITO GEX levels and the gamma-flip point on ApexVol.

What is BITO's IV rank?

BITO's IV rank shows where BITO's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. BITO implied volatility typically ranges from 35% - 90%. Check BITO's live IV rank and percentile on ApexVol's IV analytics.

AV
Written by
ApexVol Research Team
Quantitative options research
All calculations use live ORATS institutional data — the same source used by professional volatility desks.
RS
Technical reviewer
Ryan Silk, ApexVol Founder
Reviewed for technical accuracy
10+ years trading options. Built ApexVol's pricing engine, Greeks model, and IV-rank methodology.
This guide is updated as market conditions and ORATS data change. Last revised 2026-05-31. How we research →

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