BITO option chain ProShares Bitcoin ETF
Cboe delayed options data · as of 12:34 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 ±13.5% (9.56–12.54) · ATM IV 42.0% · P/C open interest 0.87
| 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 | |
| 3.00 | 6.30 | 153 | 0.98 | 0.0240 | -0.003 | 6 | 0 | 2.14 | 49 | 218.4% | -0.04 | 0.0198 | -0.002 | |||
| 1.81 | 5.05 | 20 | 0.96 | 0.0396 | -0.003 | 7 | 0 | 0.1000 | 85 | 64.2% | -0.05 | 0.0327 | -0.003 | |||
| 1.00 | 4.25 | 213 | 0.93 | 0.0681 | -0.003 | 8 | 0 | 0.1000 | 12 | 635 | 47.4% | -0.08 | 0.0579 | -0.003 | ||
| 1.40 | 2.26 | 242 | 0.86 | 0.1212 | -0.004 | 9 | 0.1400 | 0.4000 | 454 | 55.0% | -0.14 | 0.1091 | -0.004 | |||
| 0.5500 | 2.00 | 1,073 | 46.9% | 0.71 | 0.1945 | -0.005 | 10 | 0.3300 | 0.4200 | 759 | 41.0% | -0.29 | 0.1842 | -0.005 | ||
| 0.4800 | 0.7300 | 22 | 1,378 | 40.4% | 0.49 | 0.2244 | -0.006 | 11 | 0.1600 | 1.61 | 276 | 43.6% | -0.50 | 0.2181 | -0.006 | |
| 0.0500 | 0.3300 | 59 | 831 | 32.8% | 0.27 | 0.1971 | -0.004 | 12 | 0.2800 | 2.15 | 90 | 16.7% | -0.71 | 0.1935 | -0.004 | |
| 0.0500 | 0.1300 | 63 | 2,092 | 34.1% | 0.12 | 0.1244 | -0.003 | 13 | 0.5400 | 4.70 | 118 | 63.2% | -0.86 | 0.1227 | -0.003 | |
| 0.0200 | 0.0700 | 268 | 39.8% | 0.06 | 0.0700 | -0.002 | 14 | 2.00 | 4.95 | 357 | 65.3% | -0.92 | 0.0693 | -0.002 | ||
| 0 | 0.0400 | 1 | 813 | 40.4% | 0.04 | 0.0454 | -0.001 | 15 | 2.76 | 5.40 | 983 | -0.94 | 0.0451 | -0.001 | ||
| 0.0100 | 0.0300 | 170 | 48.5% | 0.03 | 0.0330 | -0.001 | 16 | 3.45 | 7.50 | 85.6% | -0.95 | 0.0331 | -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 — 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