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 ±3.0% (9.98–10.60) · ATM IV 38.7% · P/C open interest 0.42
| 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 | |
| 4.70 | 5.15 | 8 | 6 | 374.8% | 1.00 | 0.0007 | 0.000 | 5.5 | 0 | 0.0100 | 289.9% | -0.00 | 0.0006 | -0.000 | ||
| 4.15 | 4.70 | 12 | 10 | 329.0% | 1.00 | 0.0012 | 0.000 | 6 | 0 | 0.0100 | 253.4% | -0.00 | 0.0010 | -0.000 | ||
| 3.70 | 4.15 | 1 | 2 | 286.6% | 1.00 | 0.0020 | 0.000 | 6.5 | 0 | 0.2100 | 219.6% | -0.00 | 0.0018 | -0.000 | ||
| 3.25 | 3.75 | 1 | 2 | 325.1% | 1.00 | 0.0036 | -0.000 | 7 | 0 | 0.0100 | 1 | 1 | 188.0% | -0.00 | 0.0033 | -0.001 |
| 2.65 | 3.05 | 1 | 1 | 1.00 | 0.0066 | -0.001 | 7.5 | 0 | 0.0200 | 505 | 174.5% | -0.00 | 0.0064 | -0.001 | ||
| 2.20 | 2.57 | 3 | 3 | 0.99 | 0.0134 | -0.001 | 8 | 0 | 0.0600 | 313 | 175.1% | -0.01 | 0.0133 | -0.002 | ||
| 1.77 | 1.95 | 3 | 3 | 0.99 | 0.0300 | -0.003 | 8.5 | 0 | 0.0100 | 8 | 143 | 103.4% | -0.01 | 0.0300 | -0.003 | |
| 1.25 | 1.61 | 2 | 2 | 111.3% | 0.97 | 0.0739 | -0.005 | 9 | 0 | 0.0700 | 7 | 71 | 112.3% | -0.02 | 0.0739 | -0.005 |
| 0.7600 | 1.06 | 2 | 16 | 62.4% | 0.94 | 0.1990 | -0.011 | 9.5 | 0 | 0.0500 | 101 | 398 | 72.0% | -0.06 | 0.1991 | -0.011 |
| 0.3300 | 0.5100 | 127 | 216 | 38.1% | 0.81 | 0.5752 | -0.021 | 10 | 0.0300 | 0.0500 | 429 | 1,368 | 45.8% | -0.19 | 0.5761 | -0.021 |
| 0.0100 | 0.2100 | 253 | 560 | 41.1% | 0.40 | 1.0332 | -0.026 | 10.5 | 0.1700 | 0.2200 | 217 | 446 | 36.2% | -0.60 | 1.0373 | -0.026 |
| 0.0100 | 0.0200 | 1,464 | 3,580 | 43.8% | 0.09 | 0.3756 | -0.010 | 11 | 0.6000 | 0.6500 | 51 | 85 | 47.9% | -0.91 | 0.3760 | -0.010 |
| 0 | 0.0100 | 9 | 2,825 | 56.1% | 0.03 | 0.1286 | -0.005 | 11.5 | 1.03 | 1.27 | 14 | 89.9% | -0.97 | 0.1292 | -0.005 | |
| 0 | 0.0100 | 1,288 | 75.4% | 0.02 | 0.0619 | -0.003 | 12 | 1.33 | 2.01 | 2 | 9 | 127.4% | -0.98 | 0.0628 | -0.003 | |
| 0 | 0.0100 | 38 | 93.2% | 0.01 | 0.0374 | -0.003 | 12.5 | 1.74 | 2.34 | 1 | 115 | -0.99 | 0.0382 | -0.002 | ||
| 0 | 0.0100 | 20 | 109.8% | 0.01 | 0.0261 | -0.002 | 13 | 2.43 | 2.78 | 7 | 112 | -0.99 | 0.0267 | -0.002 | ||
| 0 | 0.0100 | 12 | 125.5% | 0.01 | 0.0197 | -0.002 | 13.5 | 2.55 | 3.30 | 1 | 1 | -0.99 | 0.0202 | -0.002 | ||
| 0 | 0.0100 | 14 | 140.3% | 0.01 | 0.0157 | -0.002 | 14 | 3.50 | 3.70 | 5 | 1 | -0.99 | 0.0161 | -0.002 | ||
| 0 | 0.0100 | 5 | 167.8% | 0.01 | 0.0109 | -0.002 | 15 | 4.35 | 4.75 | 5 | 2 | -1.00 | 0.0111 | -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 04, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs