BITO option chain ProShares Bitcoin ETF
Cboe delayed options data · as of 00:33 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±6.0% (9.67–10.91) · ATM IV 34.2% · P/C open interest 0.41
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 4.40 | 5.60 | 203.3% | 0.99 | 0.0056 | -0.001 | 5.5 | 0 | 0.0100 | 122.2% | -0.00 | 0.0051 | -0.001 | ||||
| 3.90 | 5.10 | 1 | 179.4% | 0.99 | 0.0077 | -0.001 | 6 | 0 | 0.0100 | 14 | 106.8% | -0.01 | 0.0073 | -0.001 | ||
| 3.40 | 4.60 | 1 | 157.4% | 0.99 | 0.0111 | -0.001 | 6.5 | 0 | 0.0100 | 92.6% | -0.01 | 0.0107 | -0.001 | |||
| 2.90 | 4.00 | 45 | 117.2% | 0.99 | 0.0165 | -0.001 | 7 | 0 | 0.0100 | 4,682 | 79.3% | -0.01 | 0.0162 | -0.002 | ||
| 2.45 | 3.60 | 1 | 124.6% | 0.98 | 0.0256 | -0.002 | 7.5 | 0 | 0.9300 | 196.2% | -0.02 | 0.0255 | -0.002 | |||
| 2.26 | 2.59 | 470 | 72.3% | 0.97 | 0.0420 | -0.002 | 8 | 0 | 0.0200 | 2,255 | 60.8% | -0.03 | 0.0420 | -0.003 | ||
| 1.65 | 2.39 | 1 | 8 | 85.7% | 0.95 | 0.0728 | -0.003 | 8.5 | 0.0100 | 0.0800 | 1 | 6 | 65.3% | -0.04 | 0.0729 | -0.003 |
| 1.42 | 1.54 | 97 | 7,809 | 59.4% | 0.92 | 0.1325 | -0.004 | 9 | 0.0100 | 0.0600 | 2,465 | 47.4% | -0.08 | 0.1327 | -0.005 | |
| 0.7200 | 1.19 | 43 | 37.7% | 0.85 | 0.2444 | -0.006 | 9.5 | 0.0300 | 0.0900 | 14 | 33 | 39.1% | -0.15 | 0.2450 | -0.007 | |
| 0.5000 | 0.6400 | 120 | 6,679 | 37.7% | 0.70 | 0.4041 | -0.009 | 10 | 0.1100 | 0.2100 | 29 | 982 | 36.7% | -0.30 | 0.4053 | -0.009 |
| 0.2000 | 0.3200 | 3 | 94 | 34.0% | 0.47 | 0.4837 | -0.010 | 10.5 | 0.2500 | 0.4700 | 11 | 134 | 34.3% | -0.53 | 0.4858 | -0.010 |
| 0.1200 | 0.1800 | 314 | 2,225 | 40.8% | 0.26 | 0.3841 | -0.008 | 11 | 0.5700 | 0.8600 | 122 | 266 | 36.4% | -0.74 | 0.3868 | -0.008 |
| 0 | 0.1000 | 18 | 85 | 38.5% | 0.14 | 0.2398 | -0.006 | 11.5 | 0.9900 | 1.40 | 1 | 12 | 47.6% | -0.86 | 0.2427 | -0.006 |
| 0.0200 | 0.1000 | 213 | 3,373 | 51.9% | 0.08 | 0.1480 | -0.004 | 12 | 1.40 | 1.85 | 258 | 42.8% | -0.92 | 0.1512 | -0.004 | |
| 0.0100 | 0.2900 | 15 | 167 | 81.0% | 0.06 | 0.0983 | -0.004 | 12.5 | 1.65 | 2.40 | -0.95 | 0.1019 | -0.004 | |||
| 0.0100 | 0.0500 | 1 | 1,048 | 57.2% | 0.04 | 0.0698 | -0.003 | 13 | 2.46 | 2.83 | 23 | 64 | 68.3% | -0.96 | 0.0735 | -0.003 |
| 0 | 0.1500 | 50 | 84.8% | 0.03 | 0.0519 | -0.003 | 13.5 | 2.45 | 3.65 | -0.97 | 0.0553 | -0.003 | ||||
| 0.0100 | 0.0300 | 2 | 1,225 | 72.1% | 0.03 | 0.0400 | -0.003 | 14 | 2.95 | 4.10 | -0.98 | 0.0430 | -0.003 | |||
| 0 | 0.0200 | 2,539 | 77.1% | 0.02 | 0.0256 | -0.002 | 15 | 4.40 | 4.90 | 2 | 102.4% | -0.99 | 0.0291 | -0.002 | ||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Sep 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs