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 ±20.0% (8.23–12.35) · ATM IV 44.3% · P/C open interest 0.63
| 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 | |
| 3.25 | 5.80 | 79.0% | 0.95 | 0.0315 | -0.001 | 6 | 0.0100 | 0.2400 | 19 | 69.9% | -0.05 | 0.0264 | -0.002 | |||
| 3.05 | 4.15 | 44 | 67.9% | 0.92 | 0.0516 | -0.002 | 7 | 0.0500 | 0.9500 | 26 | 85.9% | -0.08 | 0.0452 | -0.002 | ||
| 2.10 | 3.30 | 141 | 57.4% | 0.86 | 0.0837 | -0.003 | 8 | 0.1300 | 0.3100 | 1 | 741 | 45.3% | -0.14 | 0.0772 | -0.003 | |
| 0.9400 | 2.13 | 465 | 29.8% | 0.75 | 0.1249 | -0.003 | 9 | 0.2100 | 0.5500 | 3 | 624 | 40.7% | -0.24 | 0.1194 | -0.003 | |
| 0.8400 | 1.58 | 464 | 44.6% | 0.60 | 0.1533 | -0.004 | 10 | 0.6200 | 1.08 | 4 | 136 | 43.9% | -0.39 | 0.1497 | -0.004 | |
| 0.6600 | 0.8000 | 259 | 42.2% | 0.44 | 0.1575 | -0.004 | 11 | 0.1000 | 3.00 | 395 | 49.7% | -0.54 | 0.1557 | -0.004 | ||
| 0.2500 | 0.9000 | 290 | 48.5% | 0.30 | 0.1403 | -0.004 | 12 | 1.66 | 4.10 | 20 | 273 | 77.8% | -0.68 | 0.1403 | -0.003 | |
| 0.0100 | 0.5000 | 82 | 42.0% | 0.20 | 0.1116 | -0.003 | 13 | 1.90 | 4.35 | 7 | 55.2% | -0.78 | 0.1132 | -0.003 | ||
| 0.1500 | 0.1900 | 12 | 129 | 44.1% | 0.14 | 0.0842 | -0.002 | 14 | 2.80 | 5.00 | 30 | 51.9% | -0.85 | 0.0872 | -0.002 | |
| 0.1000 | 0.1200 | 61 | 911 | 45.3% | 0.10 | 0.0642 | -0.002 | 15 | 4.15 | 6.70 | 5 | 87.7% | -0.89 | 0.0684 | -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 31, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs