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 ±10.0% (9.86–12.04) · ATM IV 38.2% · P/C open interest 1.45
| 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 | 7.55 | 137.1% | 0.97 | 0.0173 | -0.004 | 5.5 | 0 | 1.55 | 265.1% | -0.03 | 0.0153 | -0.004 | ||||
| 2.88 | 6.60 | 0.97 | 0.0215 | -0.004 | 6 | 0 | 1.35 | 225.6% | -0.03 | 0.0191 | -0.004 | |||||
| 2.38 | 6.10 | 0.96 | 0.0269 | -0.004 | 6.5 | 0 | 1.15 | 190.0% | -0.04 | 0.0241 | -0.004 | |||||
| 2.26 | 5.60 | 79.0% | 0.96 | 0.0340 | -0.004 | 7 | 0 | 1.00 | 160.7% | -0.05 | 0.0308 | -0.004 | ||||
| 2.26 | 3.65 | 0.95 | 0.0438 | -0.004 | 7.5 | 0 | 1.15 | 151.9% | -0.05 | 0.0401 | -0.004 | |||||
| 2.26 | 3.25 | 0.94 | 0.0577 | -0.004 | 8 | 0 | 2.15 | 185.5% | -0.07 | 0.0534 | -0.004 | |||||
| 1.45 | 3.25 | 0.92 | 0.0783 | -0.004 | 8.5 | 0 | 1.80 | 149.2% | -0.08 | 0.0732 | -0.004 | |||||
| 1.10 | 3.25 | 74.3% | 0.89 | 0.1097 | -0.004 | 9 | 0 | 1.35 | 110.9% | -0.11 | 0.1038 | -0.004 | ||||
| 1.10 | 2.46 | 104 | 70.7% | 0.84 | 0.1566 | -0.005 | 9.5 | 0.0600 | 0.3800 | 1 | 62 | 53.3% | -0.16 | 0.1501 | -0.005 | |
| 0.7100 | 2.45 | 3 | 80.2% | 0.75 | 0.2135 | -0.006 | 10 | 0.1200 | 0.3000 | 113 | 39.8% | -0.25 | 0.2076 | -0.006 | ||
| 0.5000 | 1.12 | 1 | 10 | 43.2% | 0.63 | 0.2560 | -0.007 | 10.5 | 0.0100 | 1.96 | 6 | 84.2% | -0.37 | 0.2514 | -0.007 | |
| 0.0100 | 0.6100 | 1 | 25.7% | 0.49 | 0.2724 | -0.007 | 11 | 0.2600 | 1.30 | 10 | 50.6% | -0.50 | 0.2689 | -0.007 | ||
| 0 | 0.4400 | 2 | 32.0% | 0.36 | 0.2612 | -0.007 | 11.5 | 0.0600 | 2.00 | 46.6% | -0.63 | 0.2586 | -0.007 | |||
| 0 | 0.5000 | 10 | 44.8% | 0.24 | 0.2233 | -0.005 | 12 | 0.4000 | 1.95 | 1 | 25.8% | -0.75 | 0.2215 | -0.005 | ||
| 0 | 1.00 | 74.6% | 0.15 | 0.1681 | -0.004 | 12.5 | 0.3800 | 3.90 | 76.7% | -0.85 | 0.1669 | -0.004 | ||||
| 0 | 0.6000 | 66.7% | 0.08 | 0.1141 | -0.003 | 13 | 0.7700 | 3.95 | 61.9% | -0.91 | 0.1134 | -0.002 | ||||
| 0 | 1.15 | 2 | 98.2% | 0.05 | 0.0770 | -0.002 | 13.5 | 1.21 | 4.00 | -0.94 | 0.0767 | -0.002 | ||||
| 0 | 1.95 | 137.3% | 0.04 | 0.0566 | -0.002 | 14 | 1.14 | 4.95 | -0.95 | 0.0564 | -0.001 | |||||
| 0 | 1.00 | 106.9% | 0.03 | 0.0448 | -0.002 | 14.5 | 2.50 | 5.20 | 82.5% | -0.96 | 0.0448 | -0.001 | ||||
| 0 | 1.00 | 113.7% | 0.03 | 0.0369 | -0.001 | 15 | 2.12 | 6.30 | 70.5% | -0.96 | 0.0371 | -0.001 | ||||
| 0 | 1.55 | 143.5% | 0.03 | 0.0310 | -0.001 | 15.5 | 2.62 | 6.80 | 75.9% | -0.97 | 0.0316 | -0.001 | ||||
| 0 | 0.1500 | 74.3% | 0.02 | 0.0266 | -0.001 | 16 | 3.30 | 7.30 | 94.3% | -0.97 | 0.0274 | -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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs