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 ±23.9% (7.83–12.74) · ATM IV 41.8% · P/C open interest 0.04
| 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 | 5.15 | 5 | 69.7% | 0.91 | 0.0376 | -0.002 | 6 | 0 | 0.9500 | 1 | 82.6% | -0.09 | 0.0310 | -0.002 | ||
| 3.25 | 4.20 | 3 | 65.3% | 0.86 | 0.0536 | -0.002 | 7 | 0.1000 | 1.21 | 17 | 75.1% | -0.14 | 0.0465 | -0.002 | ||
| 2.00 | 3.60 | 32 | 53.1% | 0.79 | 0.0741 | -0.003 | 8 | 0 | 0.7200 | 8 | 43.7% | -0.20 | 0.0670 | -0.003 | ||
| 1.66 | 2.80 | 18 | 54.9% | 0.70 | 0.0970 | -0.003 | 9 | 0.3000 | 1.11 | 11 | 44.3% | -0.28 | 0.0904 | -0.003 | ||
| 1.21 | 1.61 | 2 | 224 | 43.5% | 0.59 | 0.1136 | -0.003 | 10 | 0.8100 | 1.28 | 4 | 1 | 40.1% | -0.39 | 0.1085 | -0.003 |
| 0.7200 | 1.36 | 2 | 236 | 44.8% | 0.47 | 0.1176 | -0.003 | 11 | 1.15 | 2.62 | 1 | 49.0% | -0.50 | 0.1143 | -0.003 | |
| 0.5400 | 0.9700 | 1 | 19 | 45.4% | 0.37 | 0.1105 | -0.003 | 12 | 1.77 | 4.45 | 67.7% | -0.60 | 0.1091 | -0.003 | ||
| 0.1600 | 0.8700 | 49 | 44.7% | 0.29 | 0.0977 | -0.003 | 13 | 2.30 | 5.20 | 64.7% | -0.68 | 0.0979 | -0.002 | |||
| 0 | 0.7500 | 51 | 45.5% | 0.22 | 0.0837 | -0.003 | 14 | 3.15 | 6.05 | 67.4% | -0.75 | 0.0854 | -0.002 | |||
| 0.1800 | 0.4100 | 54 | 47.3% | 0.18 | 0.0707 | -0.002 | 15 | 3.55 | 6.95 | 60.9% | -0.80 | 0.0739 | -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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs