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 ±10.3% (9.23–11.35) · ATM IV 39.4% · P/C open interest 0.12
| 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 | |
| 4.45 | 5.60 | 144.0% | 0.97 | 0.0169 | -0.003 | 5.5 | 0 | 0.9500 | 212.8% | -0.03 | 0.0164 | -0.003 | ||||
| 3.95 | 5.10 | 127.2% | 0.97 | 0.0218 | -0.003 | 6 | 0 | 0.9500 | 190.5% | -0.03 | 0.0213 | -0.003 | ||||
| 3.45 | 4.60 | 111.6% | 0.96 | 0.0286 | -0.003 | 6.5 | 0 | 0.9500 | 169.9% | -0.04 | 0.0281 | -0.003 | ||||
| 2.90 | 4.10 | 91.7% | 0.95 | 0.0381 | -0.003 | 7 | 0 | 0.9500 | 150.7% | -0.05 | 0.0376 | -0.004 | ||||
| 2.45 | 3.60 | 83.4% | 0.93 | 0.0517 | -0.004 | 7.5 | 0 | 0.7500 | 120.3% | -0.06 | 0.0513 | -0.004 | ||||
| 2.25 | 2.65 | 1 | 1 | 55.4% | 0.91 | 0.0718 | -0.004 | 8 | 0 | 0.2900 | 73.6% | -0.08 | 0.0716 | -0.004 | ||
| 1.65 | 2.40 | 57.9% | 0.88 | 0.1019 | -0.004 | 8.5 | 0 | 0.7500 | 88.6% | -0.11 | 0.1019 | -0.005 | ||||
| 1.26 | 1.88 | 1 | 1 | 51.3% | 0.84 | 0.1467 | -0.005 | 9 | 0 | 0.5300 | 1 | 62.3% | -0.16 | 0.1471 | -0.005 | |
| 0.8700 | 1.43 | 1 | 46.2% | 0.76 | 0.2081 | -0.006 | 9.5 | 0.0400 | 0.6500 | 55.5% | -0.24 | 0.2089 | -0.006 | |||
| 0.6100 | 0.8600 | 1 | 1 | 38.6% | 0.64 | 0.2732 | -0.007 | 10 | 0 | 0.7500 | 42.4% | -0.35 | 0.2745 | -0.007 | ||
| 0.3900 | 0.5600 | 5 | 24 | 38.7% | 0.50 | 0.3073 | -0.007 | 10.5 | 0.4900 | 0.6800 | 1 | 40.1% | -0.50 | 0.3094 | -0.007 | |
| 0 | 0.4000 | 31.5% | 0.35 | 0.2878 | -0.006 | 11 | 0.0100 | 2.95 | 2 | 84.8% | -0.65 | 0.2907 | -0.006 | |||
| 0 | 0.3100 | 37.8% | 0.23 | 0.2331 | -0.005 | 11.5 | 0.0100 | 3.30 | 72.8% | -0.77 | 0.2368 | -0.005 | ||||
| 0 | 0.3000 | 46.1% | 0.16 | 0.1741 | -0.004 | 12 | 0.4300 | 3.75 | 78.4% | -0.85 | 0.1784 | -0.004 | ||||
| 0 | 0.2500 | 51.0% | 0.11 | 0.1277 | -0.004 | 12.5 | 1.32 | 4.20 | 102.2% | -0.89 | 0.1321 | -0.003 | ||||
| 0 | 0.7500 | 85.2% | 0.08 | 0.0963 | -0.003 | 13 | 1.34 | 4.70 | 90.8% | -0.92 | 0.1005 | -0.003 | ||||
| 0 | 0.7500 | 92.9% | 0.07 | 0.0757 | -0.003 | 13.5 | 1.83 | 5.15 | 96.1% | -0.94 | 0.0800 | -0.003 | ||||
| 0 | 0.7500 | 100.1% | 0.06 | 0.0616 | -0.003 | 14 | 2.55 | 5.65 | 113.9% | -0.95 | 0.0659 | -0.003 | ||||
| 0 | 0.7500 | 106.9% | 0.05 | 0.0515 | -0.003 | 14.5 | 2.80 | 6.15 | 109.0% | -0.96 | 0.0561 | -0.002 | ||||
| 0 | 0.3800 | 4 | 91.6% | 0.04 | 0.0438 | -0.002 | 15 | 4.00 | 6.65 | 148.1% | -0.96 | 0.0483 | -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 09, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs