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 ±10.7% (9.19–11.39) · ATM IV 46.1% · P/C open interest 0.45
| 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 | |
| 2.71 | 5.80 | 1 | 0.99 | 0.0112 | -0.001 | 6 | 0 | 0.0100 | 2 | 449 | 81.8% | -0.01 | 0.0107 | -0.001 | ||
| 2.72 | 3.95 | 67 | 0.98 | 0.0240 | -0.001 | 7 | 0 | 0.8100 | 168 | 161.5% | -0.02 | 0.0235 | -0.002 | |||
| 2.23 | 2.60 | 2 | 677 | 54.8% | 0.95 | 0.0577 | -0.003 | 8 | 0 | 0.1400 | 241 | 68.4% | -0.05 | 0.0575 | -0.003 | |
| 1.21 | 1.74 | 1,305 | 45.8% | 0.87 | 0.1486 | -0.005 | 9 | 0.0400 | 0.2100 | 1,401 | 52.6% | -0.12 | 0.1488 | -0.005 | ||
| 0.6600 | 0.8400 | 1 | 1,050 | 46.2% | 0.66 | 0.3246 | -0.007 | 10 | 0.2000 | 0.5000 | 1 | 1,132 | 45.9% | -0.34 | 0.3258 | -0.007 |
| 0.1500 | 0.3400 | 35 | 487 | 40.7% | 0.31 | 0.3258 | -0.007 | 11 | 0.6900 | 0.9900 | 2 | 242 | 40.0% | -0.69 | 0.3289 | -0.007 |
| 0 | 0.1100 | 21 | 1,099 | 39.0% | 0.13 | 0.1672 | -0.004 | 12 | 1.20 | 2.05 | 139 | 30.7% | -0.88 | 0.1712 | -0.004 | |
| 0 | 0.0600 | 2 | 1,223 | 47.4% | 0.06 | 0.0855 | -0.003 | 13 | 2.00 | 3.30 | 37 | 52.3% | -0.94 | 0.0897 | -0.003 | |
| 0 | 0.2500 | 521 | 81.3% | 0.04 | 0.0513 | -0.002 | 14 | 3.10 | 3.90 | 16 | -0.96 | 0.0558 | -0.002 | |||
| 0 | 0.1500 | 138 | 83.6% | 0.03 | 0.0345 | -0.002 | 15 | 3.95 | 6.00 | 1 | 130.7% | -0.98 | 0.0386 | -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 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs