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 ±6.9% (9.59–10.99) · ATM IV 32.8% · P/C open interest 0.30
| 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 | 2 | 171.2% | 0.99 | 0.0063 | -0.000 | 5.5 | 0 | 0.7500 | 245.7% | -0.01 | 0.0058 | -0.001 | |||
| 3.90 | 5.30 | 1 | 180.5% | 0.99 | 0.0088 | -0.001 | 6 | 0 | 0.7500 | 219.3% | -0.01 | 0.0084 | -0.001 | |||
| 3.40 | 4.60 | 1 | 132.4% | 0.99 | 0.0128 | -0.001 | 6.5 | 0 | 0.5000 | 169.7% | -0.01 | 0.0124 | -0.001 | |||
| 2.90 | 4.10 | 115.0% | 0.98 | 0.0193 | -0.001 | 7 | 0 | 0.7500 | 1 | 172.5% | -0.01 | 0.0190 | -0.002 | |||
| 2.40 | 3.60 | 98.6% | 0.98 | 0.0302 | -0.002 | 7.5 | 0 | 0.7500 | 3 | 151.2% | -0.02 | 0.0300 | -0.002 | |||
| 2.20 | 2.63 | 39 | 55.1% | 0.96 | 0.0493 | -0.002 | 8 | 0 | 0.2400 | 51 | 87.4% | -0.04 | 0.0492 | -0.002 | ||
| 1.68 | 2.39 | 1 | 43 | 74.7% | 0.94 | 0.0831 | -0.003 | 8.5 | 0 | 0.1200 | 138 | 59.2% | -0.06 | 0.0832 | -0.003 | |
| 1.31 | 1.61 | 203 | 45.5% | 0.90 | 0.1423 | -0.004 | 9 | 0 | 0.1400 | 1 | 85 | 48.1% | -0.10 | 0.1426 | -0.004 | |
| 0.6900 | 1.24 | 174 | 33.1% | 0.82 | 0.2382 | -0.006 | 9.5 | 0.0300 | 0.1700 | 59 | 39.4% | -0.18 | 0.2389 | -0.006 | ||
| 0.3500 | 1.00 | 1 | 215 | 42.6% | 0.68 | 0.3566 | -0.007 | 10 | 0.0700 | 0.3500 | 3 | 36.3% | -0.32 | 0.3580 | -0.007 | |
| 0.2400 | 0.4000 | 5 | 32 | 34.2% | 0.48 | 0.4146 | -0.008 | 10.5 | 0 | 0.7700 | 13 | 31.4% | -0.52 | 0.4170 | -0.008 | |
| 0.1200 | 0.2100 | 78 | 35.9% | 0.29 | 0.3532 | -0.007 | 11 | 0.4600 | 0.9200 | 13 | 27.9% | -0.71 | 0.3566 | -0.007 | ||
| 0.0500 | 0.1300 | 15 | 330 | 38.8% | 0.17 | 0.2445 | -0.005 | 11.5 | 0.7000 | 2.05 | 2 | 62.4% | -0.83 | 0.2483 | -0.005 | |
| 0 | 0.0600 | 146 | 36.8% | 0.11 | 0.1605 | -0.004 | 12 | 1.46 | 1.81 | 41 | 39.4% | -0.90 | 0.1642 | -0.004 | ||
| 0.0100 | 0.2900 | 22 | 68.1% | 0.07 | 0.1089 | -0.003 | 12.5 | 1.65 | 3.10 | 37 | 85.9% | -0.93 | 0.1128 | -0.003 | ||
| 0 | 0.6500 | 55 | 101.2% | 0.05 | 0.0779 | -0.003 | 13 | 2.00 | 4.65 | 12 | 146.3% | -0.95 | 0.0823 | -0.003 | ||
| 0 | 0.4700 | 107.2% | 0.03 | 0.0452 | -0.002 | 14 | 2.55 | 5.65 | 142.4% | -0.97 | 0.0497 | -0.002 | ||||
| 0 | 0.0200 | 180 | 64.9% | 0.02 | 0.0294 | -0.002 | 15 | 3.80 | 6.65 | 4 | 174.3% | -0.98 | 0.0333 | -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 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs