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 ±4.9% (9.79–10.79) · ATM IV 35.6% · P/C open interest 0.44
| 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 | 1 | 270.1% | 1.00 | 0.0031 | -0.000 | 5.5 | 0 | 0.7500 | 379.7% | -0.00 | 0.0027 | -0.001 | |||
| 4.20 | 4.90 | 1 | 262.2% | 1.00 | 0.0044 | -0.000 | 6 | 0 | 0.3300 | 262.1% | -0.00 | 0.0040 | -0.001 | |||
| 3.40 | 4.60 | 209.6% | 1.00 | 0.0065 | -0.001 | 6.5 | 0 | 0.7500 | 301.3% | -0.00 | 0.0062 | -0.001 | ||||
| 2.90 | 4.10 | 1 | 182.4% | 0.99 | 0.0100 | -0.001 | 7 | 0 | 0.5000 | 1 | 230.3% | -0.01 | 0.0097 | -0.001 | ||
| 2.60 | 3.60 | 8 | 8 | 189.8% | 0.99 | 0.0163 | -0.001 | 7.5 | 0 | 0.7500 | 3 | 233.3% | -0.01 | 0.0162 | -0.002 | |
| 2.00 | 3.20 | 1 | 6 | 162.1% | 0.98 | 0.0285 | -0.002 | 8 | 0 | 0.0800 | 14 | 101.9% | -0.01 | 0.0285 | -0.002 | |
| 1.78 | 2.03 | 28 | 32 | 69.4% | 0.97 | 0.0538 | -0.003 | 8.5 | 0 | 0.0600 | 84 | 77.3% | -0.03 | 0.0538 | -0.003 | |
| 1.29 | 1.54 | 6 | 348 | 57.7% | 0.95 | 0.1103 | -0.004 | 9 | 0 | 0.1100 | 21 | 69.0% | -0.05 | 0.1104 | -0.004 | |
| 0.7900 | 1.10 | 5 | 120 | 49.3% | 0.89 | 0.2406 | -0.007 | 9.5 | 0 | 0.0600 | 2 | 69 | 41.2% | -0.11 | 0.2410 | -0.007 |
| 0.2700 | 0.5700 | 27 | 83 | 22.6% | 0.73 | 0.4855 | -0.011 | 10 | 0.0600 | 0.1600 | 30 | 207 | 38.6% | -0.27 | 0.4867 | -0.011 |
| 0.1500 | 0.2300 | 40 | 213 | 34.9% | 0.44 | 0.6208 | -0.013 | 10.5 | 0.2300 | 0.3900 | 4 | 25 | 36.4% | -0.56 | 0.6227 | -0.013 |
| 0.0600 | 0.0800 | 47 | 497 | 38.7% | 0.19 | 0.4155 | -0.009 | 11 | 0.5700 | 0.7800 | 7 | 41 | 37.5% | -0.81 | 0.4174 | -0.009 |
| 0.0200 | 0.1000 | 860 | 53.3% | 0.09 | 0.2102 | -0.006 | 11.5 | 1.00 | 1.30 | 7 | 49 | 47.4% | -0.91 | 0.2136 | -0.006 | |
| 0 | 0.0400 | 1 | 78 | 52.7% | 0.05 | 0.1169 | -0.004 | 12 | 1.50 | 1.82 | 26 | 64.9% | -0.95 | 0.1205 | -0.004 | |
| 0 | 0.2700 | 19 | 102.5% | 0.03 | 0.0734 | -0.004 | 12.5 | 1.93 | 2.25 | 5 | 211 | -0.97 | 0.0763 | -0.004 | ||
| 0 | 0.1000 | 7 | 90.0% | 0.02 | 0.0497 | -0.003 | 13 | 2.50 | 2.92 | 1 | 163 | 107.1% | -0.98 | 0.0525 | -0.003 | |
| 0 | 0.0500 | 88.3% | 0.02 | 0.0356 | -0.003 | 13.5 | 2.25 | 3.85 | -0.98 | 0.0384 | -0.002 | |||||
| 0 | 0.7500 | 195.7% | 0.01 | 0.0266 | -0.002 | 14 | 2.95 | 5.15 | 208.5% | -0.99 | 0.0293 | -0.002 | ||||
| 0 | 0.4600 | 5 | 189.2% | 0.01 | 0.0164 | -0.002 | 15 | 4.25 | 4.90 | 1 | 85 | -0.99 | 0.0181 | -0.001 | ||
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 11, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs