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 ±9.2% (9.35–11.23) · ATM IV 38.8% · P/C open interest 0.65
| 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 | 151.1% | 0.99 | 0.0095 | -0.001 | 5.5 | 0 | 0.9500 | 235.5% | -0.01 | 0.0089 | -0.001 | ||||
| 3.90 | 5.10 | 133.3% | 0.99 | 0.0131 | -0.001 | 6 | 0 | 0.9900 | 214.2% | -0.01 | 0.0125 | -0.002 | ||||
| 3.40 | 4.60 | 116.8% | 0.98 | 0.0186 | -0.001 | 6.5 | 0 | 0.7600 | 172.6% | -0.02 | 0.0180 | -0.002 | ||||
| 2.90 | 4.10 | 1 | 101.4% | 0.97 | 0.0270 | -0.002 | 7 | 0 | 0.9500 | 166.8% | -0.03 | 0.0265 | -0.002 | |||
| 2.40 | 3.60 | 86.9% | 0.96 | 0.0402 | -0.002 | 7.5 | 0 | 0.7500 | 133.1% | -0.04 | 0.0398 | -0.003 | ||||
| 2.20 | 3.00 | 1 | 1 | 90.6% | 0.94 | 0.0614 | -0.003 | 8 | 0 | 0.3000 | 27 | 82.3% | -0.05 | 0.0612 | -0.003 | |
| 1.65 | 2.60 | 33 | 78.9% | 0.91 | 0.0953 | -0.004 | 8.5 | 0.0200 | 0.2000 | 1 | 101 | 61.8% | -0.08 | 0.0953 | -0.004 | |
| 1.22 | 1.61 | 13 | 28.0% | 0.86 | 0.1480 | -0.005 | 9 | 0.0400 | 0.1200 | 1 | 10 | 44.1% | -0.13 | 0.1483 | -0.005 | |
| 0.8600 | 1.20 | 11 | 37.8% | 0.79 | 0.2245 | -0.006 | 9.5 | 0.0500 | 0.2200 | 15 | 39.0% | -0.21 | 0.2252 | -0.006 | ||
| 0.4200 | 1.01 | 111 | 41.0% | 0.66 | 0.3128 | -0.007 | 10 | 0.0500 | 0.4500 | 17 | 35.7% | -0.34 | 0.3141 | -0.007 | ||
| 0.3500 | 0.4300 | 54 | 117 | 35.8% | 0.49 | 0.3580 | -0.007 | 10.5 | 0.4300 | 0.6800 | 64 | 41.9% | -0.51 | 0.3602 | -0.007 | |
| 0.2000 | 0.2600 | 39 | 72 | 37.6% | 0.32 | 0.3202 | -0.006 | 11 | 0.6000 | 1.74 | 20 | 32 | 67.9% | -0.68 | 0.3233 | -0.006 |
| 0.1000 | 0.4100 | 3 | 4 | 52.2% | 0.20 | 0.2412 | -0.005 | 11.5 | 0.3700 | 3.25 | 2 | 93.7% | -0.80 | 0.2450 | -0.005 | |
| 0.0100 | 0.1900 | 53 | 44.6% | 0.13 | 0.1702 | -0.004 | 12 | 1.32 | 3.70 | 11 | 123.3% | -0.87 | 0.1741 | -0.004 | ||
| 0.0100 | 0.1500 | 49.6% | 0.09 | 0.1203 | -0.004 | 12.5 | 1.29 | 4.20 | 111.6% | -0.91 | 0.1243 | -0.003 | ||||
| 0.0100 | 0.7000 | 1 | 92.2% | 0.07 | 0.0880 | -0.003 | 13 | 1.65 | 4.65 | 1 | 112.9% | -0.94 | 0.0923 | -0.003 | ||
| 0 | 0.5300 | 98.1% | 0.04 | 0.0530 | -0.002 | 14 | 2.57 | 5.65 | 126.7% | -0.96 | 0.0579 | -0.002 | ||||
| 0 | 0.3000 | 11 | 95.1% | 0.03 | 0.0358 | -0.002 | 15 | 3.20 | 6.65 | 121.6% | -0.98 | 0.0402 | -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 — Oct 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs