Cryp2Nova

Derivatives Ibit Options Delta Cones Ibit Options Delta Cones

Bitcoin

This shows the options-implied probability that IBIT expires below given price levels, as probability cones.

Why it matters

It translates option pricing into a forward distribution of likely price outcomes.

How it is built

Delta values from IBIT options are mapped into probabilities of finishing below each strike.

What to watch

It quantifies market-implied downside risk, a probabilistic view of where price may land.

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