BITO option chain ProShares Bitcoin ETF
Cboe delayed options data · as of 00:33 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 ±17.7% (8.46–12.12) · ATM IV 41.3% · P/C open interest 0.34
| 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 | |
| 3.95 | 5.10 | 154 | 82.1% | 0.96 | 0.0295 | -0.001 | 6 | 0 | 0.4300 | 44 | 86.1% | -0.05 | 0.0252 | -0.002 | ||
| 3.05 | 4.25 | 28 | 75.3% | 0.93 | 0.0494 | -0.002 | 7 | 0 | 0.2600 | 64 | 57.4% | -0.08 | 0.0443 | -0.002 | ||
| 2.10 | 3.20 | 215 | 56.1% | 0.86 | 0.0824 | -0.003 | 8 | 0.1200 | 0.3000 | 1 | 573 | 49.0% | -0.13 | 0.0772 | -0.003 | |
| 1.71 | 1.83 | 16 | 336 | 45.5% | 0.76 | 0.1279 | -0.003 | 9 | 0.1600 | 0.4600 | 440 | 39.2% | -0.24 | 0.1235 | -0.003 | |
| 0.9900 | 1.26 | 35 | 1,043 | 42.8% | 0.60 | 0.1638 | -0.004 | 10 | 0.6200 | 0.7800 | 8 | 623 | 39.7% | -0.39 | 0.1610 | -0.004 |
| 0.6300 | 0.7000 | 65 | 1,464 | 41.4% | 0.43 | 0.1676 | -0.004 | 11 | 0.5900 | 2.43 | 144 | 51.1% | -0.55 | 0.1665 | -0.004 | |
| 0.2900 | 0.4700 | 8 | 442 | 41.2% | 0.29 | 0.1450 | -0.004 | 12 | 0.8900 | 3.10 | 56 | 40.9% | -0.69 | 0.1456 | -0.004 | |
| 0.2000 | 0.2700 | 50 | 453 | 43.0% | 0.20 | 0.1127 | -0.003 | 13 | 1.90 | 4.85 | 26 | 71.4% | -0.79 | 0.1148 | -0.003 | |
| 0.1200 | 0.2200 | 1 | 195 | 46.4% | 0.14 | 0.0846 | -0.003 | 14 | 3.05 | 5.75 | 64 | 82.8% | -0.85 | 0.0880 | -0.002 | |
| 0 | 0.3000 | 679 | 51.6% | 0.10 | 0.0647 | -0.002 | 15 | 3.85 | 6.70 | 85.4% | -0.89 | 0.0689 | -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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs