BITO option chain ProShares Bitcoin ETF
Cboe delayed options data · as of 21:52 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 ±9.8% (9.88–12.03) · ATM IV 46.9% · P/C open interest 1.00
| 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 | |
| 3.80 | 7.55 | 229.0% | 0.98 | 0.0150 | -0.004 | 5.5 | 0 | 1.35 | 311.8% | -0.03 | 0.0138 | -0.005 | ||||
| 3.80 | 7.05 | 256.2% | 0.97 | 0.0187 | -0.004 | 6 | 0 | 1.37 | 283.1% | -0.03 | 0.0174 | -0.005 | ||||
| 3.80 | 6.55 | 271.3% | 0.97 | 0.0237 | -0.004 | 6.5 | 0 | 1.37 | 255.2% | -0.03 | 0.0222 | -0.005 | ||||
| 3.00 | 5.45 | 172.0% | 0.96 | 0.0304 | -0.005 | 7 | 0 | 2.15 | 285.8% | -0.04 | 0.0286 | -0.005 | ||||
| 1.39 | 4.05 | 0.95 | 0.0395 | -0.005 | 7.5 | 0 | 2.15 | 257.8% | -0.05 | 0.0375 | -0.005 | |||||
| 1.13 | 4.05 | 0.94 | 0.0526 | -0.005 | 8 | 0 | 1.14 | 167.2% | -0.06 | 0.0503 | -0.005 | |||||
| 0.8000 | 3.85 | 0.93 | 0.0723 | -0.005 | 8.5 | 0 | 1.13 | 145.9% | -0.07 | 0.0695 | -0.005 | |||||
| 0.7600 | 3.55 | 88.1% | 0.91 | 0.1032 | -0.006 | 9 | 0 | 1.14 | 126.6% | -0.10 | 0.0999 | -0.006 | ||||
| 0.6300 | 2.75 | 76.1% | 0.86 | 0.1539 | -0.006 | 9.5 | 0 | 0.2500 | 53.8% | -0.14 | 0.1500 | -0.006 | ||||
| 0.3500 | 2.25 | 10 | 70.8% | 0.78 | 0.2299 | -0.007 | 10 | 0.0100 | 0.3100 | 83 | 44.1% | -0.22 | 0.2258 | -0.007 | ||
| 0.3500 | 1.45 | 10 | 61.3% | 0.65 | 0.2971 | -0.009 | 10.5 | 0.1500 | 0.9200 | 10 | 64.2% | -0.35 | 0.2939 | -0.009 | ||
| 0.1600 | 0.4700 | 14 | 31.9% | 0.49 | 0.3215 | -0.010 | 11 | 0.3400 | 1.18 | 13 | 62.0% | -0.51 | 0.3193 | -0.010 | ||
| 0.0600 | 0.4500 | 1 | 387 | 32.8% | 0.34 | 0.2982 | -0.009 | 11.5 | 0.6000 | 1.98 | 1 | 82.3% | -0.66 | 0.2967 | -0.009 | |
| 0 | 0.2000 | 21 | 38.0% | 0.20 | 0.2370 | -0.007 | 12 | 0.5600 | 1.96 | 45.4% | -0.79 | 0.2360 | -0.006 | |||
| 0 | 0.1500 | 81 | 43.8% | 0.11 | 0.1601 | -0.004 | 12.5 | 0.4100 | 3.65 | 85.7% | -0.89 | 0.1595 | -0.004 | |||
| 0 | 0.0600 | 42.0% | 0.05 | 0.0912 | -0.002 | 13 | 0.9100 | 3.65 | 2 | 68.5% | -0.94 | 0.0909 | -0.002 | |||
| 0 | 2.14 | 1 | 168.7% | 0.02 | 0.0496 | -0.001 | 13.5 | 0.6500 | 3.95 | -0.97 | 0.0495 | -0.001 | ||||
| 0 | 0.0100 | 26 | 41.8% | 0.02 | 0.0327 | -0.001 | 14 | 2.80 | 4.65 | 137.2% | -0.98 | 0.0328 | -0.001 | |||
| 0 | 2.14 | 189.0% | 0.01 | 0.0252 | -0.001 | 14.5 | 1.64 | 5.80 | 155 | 84.4% | -0.98 | 0.0256 | -0.000 | |||
| 0 | 0.0200 | 3 | 51.5% | 0.01 | 0.0204 | -0.001 | 15 | 3.80 | 5.60 | 5 | 152.8% | -0.98 | 0.0210 | -0.000 | ||
| 0 | 0.0200 | 61.2% | 0.01 | 0.0168 | -0.001 | 15.5 | 2.64 | 6.80 | 283 | 98.2% | -0.99 | 0.0178 | -0.000 | |||
| 0 | 0.0200 | 65.8% | 0.01 | 0.0142 | -0.001 | 16 | 3.10 | 7.30 | 1 | 100.6% | -0.99 | 0.0155 | -0.000 | |||
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 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs