BITO option chain ProShares Bitcoin ETF
Cboe delayed options data · as of 15:34 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 ±7.8% (10.19–11.91) · ATM IV 40.6% · P/C open interest 0.18
| 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 | |
| 3.40 | 6.60 | 1 | 178.8% | 0.97 | 0.0195 | -0.007 | 6 | 0 | 1.21 | 292.7% | -0.03 | 0.0187 | -0.006 | |||
| 2.70 | 6.15 | 128.7% | 0.96 | 0.0246 | -0.007 | 6.5 | 0 | 1.40 | 280.4% | -0.04 | 0.0236 | -0.006 | ||||
| 2.22 | 5.65 | 117.2% | 0.96 | 0.0313 | -0.007 | 7 | 0 | 1.55 | 264.2% | -0.04 | 0.0302 | -0.006 | ||||
| 2.22 | 5.40 | 184.1% | 0.95 | 0.0405 | -0.007 | 7.5 | 0 | 1.20 | 210.1% | -0.05 | 0.0392 | -0.006 | ||||
| 2.22 | 3.80 | 107.5% | 0.94 | 0.0536 | -0.007 | 8 | 0 | 1.18 | 184.7% | -0.06 | 0.0520 | -0.006 | ||||
| 1.84 | 3.05 | 75.8% | 0.93 | 0.0731 | -0.007 | 8.5 | 0 | 0.6500 | 124.0% | -0.08 | 0.0711 | -0.006 | ||||
| 1.25 | 2.80 | 78.1% | 0.91 | 0.1037 | -0.007 | 9 | 0 | 0.4600 | 91.0% | -0.10 | 0.1013 | -0.007 | ||||
| 1.08 | 2.02 | 10 | 66.1% | 0.87 | 0.1557 | -0.007 | 9.5 | 0 | 0.3800 | 2 | 68.1% | -0.13 | 0.1527 | -0.007 | ||
| 0.6400 | 1.58 | 10 | 57.1% | 0.80 | 0.2454 | -0.008 | 10 | 0.0100 | 0.2500 | 70 | 43.5% | -0.20 | 0.2420 | -0.008 | ||
| 0.3600 | 0.8300 | 10 | 5 | 37.0% | 0.66 | 0.3624 | -0.009 | 10.5 | 0.1300 | 0.3800 | 23 | 40.6% | -0.34 | 0.3590 | -0.009 | |
| 0.0500 | 0.5800 | 28 | 35.8% | 0.47 | 0.4087 | -0.009 | 11 | 0.4400 | 0.6500 | 5 | 28 | 45.3% | -0.53 | 0.4062 | -0.009 | |
| 0.0500 | 0.1600 | 158 | 524 | 30.6% | 0.28 | 0.3495 | -0.008 | 11.5 | 0.1800 | 1.70 | 34 | 53.7% | -0.72 | 0.3480 | -0.008 | |
| 0.0500 | 0.0700 | 33 | 117 | 36.5% | 0.14 | 0.2332 | -0.005 | 12 | 0.0300 | 3.25 | 1 | 89.6% | -0.86 | 0.2324 | -0.005 | |
| 0 | 0.0700 | 108 | 40.9% | 0.07 | 0.1335 | -0.003 | 12.5 | 0.4700 | 3.80 | 102.9% | -0.93 | 0.1332 | -0.003 | |||
| 0.0100 | 0.0300 | 18 | 44.6% | 0.04 | 0.0829 | -0.002 | 13 | 0.6900 | 2.60 | -0.95 | 0.0828 | -0.002 | ||||
| 0 | 0.1000 | 4 | 59.9% | 0.03 | 0.0598 | -0.002 | 13.5 | 1.39 | 4.20 | 83.8% | -0.96 | 0.0600 | -0.002 | |||
| 0 | 0.1500 | 15 | 73.8% | 0.03 | 0.0463 | -0.002 | 14 | 1.23 | 5.35 | 92.1% | -0.97 | 0.0468 | -0.002 | |||
| 0 | 1.60 | 179.0% | 0.02 | 0.0371 | -0.002 | 14.5 | 1.73 | 5.85 | 100.5% | -0.97 | 0.0380 | -0.002 | ||||
| 0 | 0.0200 | 21 | 61.9% | 0.02 | 0.0306 | -0.002 | 15 | 2.23 | 6.00 | -0.98 | 0.0316 | -0.002 | ||||
| 0 | 0.0200 | 67.1% | 0.02 | 0.0257 | -0.002 | 15.5 | 2.73 | 6.75 | 2 | 106.3% | -0.98 | 0.0269 | -0.002 | |||
| 0 | 0.0200 | 72.1% | 0.02 | 0.0219 | -0.002 | 16 | 3.20 | 7.35 | 120.4% | -0.98 | 0.0232 | -0.002 | ||||
| 0 | 0.0200 | 2 | 77.0% | 0.02 | 0.0189 | -0.002 | 16.5 | 3.75 | 7.85 | 132.0% | -0.98 | 0.0203 | -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 — Nov 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs