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 ±8.4% (10.03–11.87) · ATM IV 32.5% · P/C open interest 0.27
| 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 | 7.00 | 0.97 | 0.0166 | -0.004 | 5.5 | 0 | 1.60 | 296.3% | -0.03 | 0.0152 | -0.004 | |||||
| 2.91 | 6.30 | 1 | 0.97 | 0.0207 | -0.004 | 6 | 0 | 0.2100 | 83.3% | -0.03 | 0.0190 | -0.004 | ||||
| 2.38 | 6.00 | 0.96 | 0.0259 | -0.004 | 6.5 | 0 | 1.45 | 231.3% | -0.04 | 0.0240 | -0.004 | |||||
| 2.91 | 4.25 | 0.96 | 0.0329 | -0.004 | 7 | 0 | 0.0100 | 63.4% | -0.05 | 0.0306 | -0.004 | |||||
| 1.38 | 4.80 | 0.95 | 0.0423 | -0.004 | 7.5 | 0 | 1.20 | 170.7% | -0.05 | 0.0397 | -0.005 | |||||
| 1.57 | 4.20 | 134 | 0.94 | 0.0557 | -0.004 | 8 | 0 | 0.2300 | 83.2% | -0.06 | 0.0526 | -0.005 | ||||
| 1.00 | 4.00 | 69.3% | 0.92 | 0.0756 | -0.005 | 8.5 | 0 | 1.55 | 151.6% | -0.08 | 0.0718 | -0.005 | ||||
| 1.40 | 2.35 | 226 | 0.90 | 0.1064 | -0.005 | 9 | 0 | 0.1900 | 207 | 54.9% | -0.10 | 0.1019 | -0.005 | |||
| 0.1000 | 3.60 | 84.1% | 0.86 | 0.1559 | -0.005 | 9.5 | 0 | 2.09 | 138.2% | -0.15 | 0.1506 | -0.005 | ||||
| 0.4600 | 1.70 | 80 | 41.9% | 0.78 | 0.2288 | -0.006 | 10 | 0.0500 | 0.2700 | 483 | 38.9% | -0.22 | 0.2233 | -0.006 | ||
| 0 | 1.60 | 46.3% | 0.65 | 0.3013 | -0.007 | 10.5 | 0 | 1.17 | 60.6% | -0.35 | 0.2968 | -0.007 | ||||
| 0.3500 | 0.5000 | 81 | 1,251 | 37.0% | 0.49 | 0.3296 | -0.007 | 11 | 0.2400 | 0.7500 | 5 | 49 | 28.1% | -0.51 | 0.3262 | -0.007 |
| 0 | 0.3500 | 31.0% | 0.33 | 0.3033 | -0.007 | 11.5 | 0 | 1.55 | 30.2% | -0.67 | 0.3011 | -0.007 | ||||
| 0.0700 | 0.1300 | 411 | 1,353 | 33.7% | 0.20 | 0.2367 | -0.005 | 12 | 0.5600 | 1.74 | 262 | 25.9% | -0.80 | 0.2353 | -0.005 | |
| 0 | 0.5200 | 60.1% | 0.11 | 0.1604 | -0.003 | 12.5 | 0.0300 | 3.45 | 46.8% | -0.88 | 0.1596 | -0.003 | ||||
| 0.0200 | 0.0400 | 47 | 514 | 38.5% | 0.07 | 0.1036 | -0.002 | 13 | 0.2600 | 3.65 | 40 | -0.93 | 0.1031 | -0.002 | ||
| 0 | 1.00 | 101.2% | 0.05 | 0.0719 | -0.002 | 13.5 | 0.6500 | 3.95 | -0.95 | 0.0717 | -0.002 | |||||
| 0 | 0.0500 | 27 | 156 | 47.4% | 0.04 | 0.0547 | -0.002 | 14 | 2.57 | 4.60 | 108.3% | -0.96 | 0.0547 | -0.001 | ||
| 0 | 1.55 | 142.5% | 0.03 | 0.0438 | -0.002 | 14.5 | 1.64 | 5.80 | 74.1% | -0.96 | 0.0441 | -0.001 | ||||
| 0 | 0.0200 | 143 | 50.0% | 0.03 | 0.0361 | -0.002 | 15 | 2.13 | 6.25 | 75.2% | -0.97 | 0.0367 | -0.001 | |||
| 0 | 1.15 | 139.3% | 0.02 | 0.0303 | -0.002 | 15.5 | 2.63 | 6.80 | 85.6% | -0.97 | 0.0312 | -0.001 | ||||
| 0 | 0.0100 | 53.4% | 0.02 | 0.0259 | -0.002 | 16 | 3.10 | 6.65 | 1 | -0.97 | 0.0270 | -0.001 | ||||
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 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs