BITO option chain ProShares Bitcoin ETF
Cboe delayed options data · as of 09:34 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 ±4.0% (10.45–11.31) · ATM IV 34.6% · P/C open interest 0.21
| 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 | |
| 4.00 | 7.00 | 340.2% | 0.99 | 0.0057 | -0.003 | 5.5 | 0 | 0.9500 | 512.8% | -0.01 | 0.0057 | -0.003 | ||||
| 3.65 | 6.60 | 368.7% | 0.99 | 0.0075 | -0.004 | 6 | 0 | 0.7500 | 423.8% | -0.01 | 0.0075 | -0.004 | ||||
| 3.65 | 6.40 | 468.3% | 0.99 | 0.0101 | -0.004 | 6.5 | 0 | 0.7500 | 379.5% | -0.01 | 0.0101 | -0.004 | ||||
| 2.88 | 5.90 | 380.6% | 0.99 | 0.0138 | -0.004 | 7 | 0 | 0.7500 | 338.4% | -0.01 | 0.0138 | -0.004 | ||||
| 2.85 | 4.75 | 312.7% | 0.99 | 0.0194 | -0.004 | 7.5 | 0 | 0.2500 | 210.4% | -0.01 | 0.0194 | -0.004 | ||||
| 2.51 | 3.50 | 1 | 31 | 180.5% | 0.98 | 0.0281 | -0.005 | 8 | 0 | 0.7500 | 263.1% | -0.02 | 0.0280 | -0.005 | ||
| 1.78 | 3.15 | 5 | 136.8% | 0.97 | 0.0424 | -0.005 | 8.5 | 0 | 0.7500 | 3 | 228.1% | -0.03 | 0.0421 | -0.005 | ||
| 1.53 | 2.18 | 2 | 3 | 0.96 | 0.0676 | -0.006 | 9 | 0 | 0.7500 | 4 | 194.1% | -0.04 | 0.0672 | -0.006 | ||
| 1.10 | 1.50 | 2 | 5 | 0.95 | 0.1177 | -0.007 | 9.5 | 0 | 0.0800 | 12 | 19 | 71.8% | -0.06 | 0.1170 | -0.007 | |
| 0.6200 | 1.00 | 102 | 54 | 0.90 | 0.2368 | -0.009 | 10 | 0.0300 | 0.0400 | 163 | 35 | 48.6% | -0.10 | 0.2355 | -0.009 | |
| 0.4000 | 0.5000 | 164 | 54 | 34.4% | 0.77 | 0.5544 | -0.012 | 10.5 | 0.0600 | 0.1400 | 22 | 67 | 41.5% | -0.23 | 0.5521 | -0.012 |
| 0.1000 | 0.1700 | 842 | 187 | 31.0% | 0.42 | 0.7726 | -0.015 | 11 | 0.2300 | 0.3600 | 223 | 89 | 38.3% | -0.58 | 0.7705 | -0.015 |
| 0.0100 | 0.0300 | 627 | 497 | 30.0% | 0.12 | 0.3995 | -0.007 | 11.5 | 0.4400 | 0.8000 | 4 | 32 | 20.4% | -0.88 | 0.3988 | -0.007 |
| 0 | 0.0200 | 69 | 296 | 35.6% | 0.04 | 0.1347 | -0.003 | 12 | 0.8300 | 1.53 | 49 | 62.3% | -0.96 | 0.1346 | -0.003 | |
| 0 | 0.0200 | 115 | 53.2% | 0.03 | 0.0771 | -0.003 | 12.5 | 1.31 | 3.10 | 5 | 191.4% | -0.97 | 0.0771 | -0.003 | ||
| 0 | 0.0100 | 111 | 59.0% | 0.02 | 0.0523 | -0.003 | 13 | 1.25 | 2.80 | 1 | -0.98 | 0.0526 | -0.003 | |||
| 0 | 1.00 | 2 | 216.3% | 0.02 | 0.0384 | -0.003 | 13.5 | 1.65 | 3.85 | 133.4% | -0.98 | 0.0389 | -0.003 | |||
| 0 | 0.2100 | 110 | 138.6% | 0.01 | 0.0297 | -0.003 | 14 | 2.26 | 3.75 | -0.99 | 0.0302 | -0.003 | ||||
| 0 | 0.5000 | 13 | 195.1% | 0.01 | 0.0238 | -0.003 | 14.5 | 2.09 | 4.85 | -0.99 | 0.0243 | -0.003 | ||||
| 0 | 0.2500 | 22 | 172.0% | 0.01 | 0.0196 | -0.003 | 15 | 2.79 | 6.15 | 235.3% | -0.99 | 0.0200 | -0.003 | |||
| 0 | 0.0900 | 122.8% | 0.01 | 0.0165 | -0.002 | 15.5 | 2.85 | 6.65 | 3 | 188.0% | -0.99 | 0.0168 | -0.003 | |||
| 0 | 0.0500 | 142.7% | 0.01 | 0.0141 | -0.002 | 16 | 4.40 | 5.60 | -0.99 | 0.0144 | -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 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs