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 ±11.4% (9.12–11.46) · ATM IV 39.6% · P/C open interest 0.26
| 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 | |
| 3.70 | 5.30 | 113.4% | 0.98 | 0.0137 | -0.000 | 6 | 0 | 0.8700 | 6 | 169.2% | -0.01 | 0.0128 | -0.001 | |||
| 2.95 | 4.15 | 2 | 95.4% | 0.97 | 0.0275 | -0.001 | 7 | 0 | 0.7500 | 1 | 126.0% | -0.03 | 0.0266 | -0.001 | ||
| 2.28 | 2.71 | 15 | 20 | 61.3% | 0.94 | 0.0623 | -0.002 | 8 | 0 | 0.1300 | 244 | 54.0% | -0.06 | 0.0619 | -0.002 | |
| 1.42 | 1.59 | 101 | 40.5% | 0.85 | 0.1488 | -0.004 | 9 | 0.0500 | 0.1800 | 13 | 601 | 41.1% | -0.15 | 0.1491 | -0.004 | |
| 0.6700 | 0.8600 | 362 | 38.1% | 0.64 | 0.2613 | -0.006 | 10 | 0.3500 | 0.4600 | 83 | 349 | 41.0% | -0.36 | 0.2627 | -0.006 | |
| 0.2400 | 0.3600 | 20 | 941 | 36.6% | 0.36 | 0.2695 | -0.006 | 11 | 0.7500 | 1.08 | 49 | 38.0% | -0.64 | 0.2726 | -0.006 | |
| 0.0900 | 0.2500 | 20 | 3,122 | 44.5% | 0.16 | 0.1741 | -0.004 | 12 | 1.37 | 2.55 | 90 | 61.6% | -0.84 | 0.1791 | -0.004 | |
| 0.0300 | 0.1200 | 2 | 212 | 46.6% | 0.08 | 0.0956 | -0.003 | 13 | 2.39 | 4.45 | 20 | 20 | 106.7% | -0.92 | 0.1008 | -0.002 |
| 0.0200 | 0.1100 | 4 | 181 | 55.6% | 0.06 | 0.0610 | -0.002 | 14 | 2.75 | 5.65 | 1 | 112.6% | -0.95 | 0.0662 | -0.002 | |
| 0.0200 | 0.0500 | 224 | 57.7% | 0.04 | 0.0445 | -0.002 | 15 | 3.10 | 6.65 | 95.7% | -0.96 | 0.0498 | -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 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs