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 ±25.4% (8.24–13.86) · ATM IV 50.4% · 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 | |
| 2.88 | 6.90 | 8 | 63.5% | 0.99 | 0.0155 | -0.001 | 6 | 0 | 2.28 | 1 | 143.3% | -0.05 | 0.0227 | -0.001 | ||
| 1.90 | 5.90 | 4 | 52.7% | 0.97 | 0.0530 | -0.002 | 7 | 0.1000 | 0.1900 | 20 | 51.5% | -0.08 | 0.0390 | -0.002 | ||
| 1.27 | 4.95 | 63 | 58.0% | 0.90 | 0.0906 | -0.003 | 8 | 0.1100 | 0.2700 | 18 | 41.8% | -0.13 | 0.0649 | -0.002 | ||
| 1.27 | 2.65 | 83 | 33.2% | 0.77 | 0.1106 | -0.004 | 9 | 0.1500 | 1.25 | 10 | 54.1% | -0.23 | 0.0920 | -0.003 | ||
| 1.26 | 2.36 | 250 | 55.7% | 0.64 | 0.1204 | -0.004 | 10 | 0 | 1.99 | 10 | 48.5% | -0.35 | 0.1078 | -0.004 | ||
| 0.0100 | 2.00 | 386 | 42.5% | 0.51 | 0.1260 | -0.004 | 11 | 0 | 3.60 | 29 | 58.3% | -0.47 | 0.1165 | -0.004 | ||
| 0 | 0.7900 | 857 | 31.6% | 0.38 | 0.1235 | -0.004 | 12 | 0.1700 | 4.30 | 1 | 50.4% | -0.59 | 0.1165 | -0.004 | ||
| 0.1600 | 0.4700 | 110 | 37.0% | 0.27 | 0.1098 | -0.003 | 13 | 0.9700 | 4.95 | 50.0% | -0.69 | 0.1050 | -0.003 | |||
| 0 | 0.4600 | 1,201 | 41.8% | 0.20 | 0.0897 | -0.003 | 14 | 1.85 | 6.00 | 57.4% | -0.76 | 0.0866 | -0.003 | |||
| 0.1800 | 0.2300 | 2,326 | 46.0% | 0.15 | 0.0720 | -0.002 | 15 | 4.05 | 5.10 | 1 | 47.7% | -0.81 | 0.0701 | -0.002 | ||
| 0.0500 | 0.1700 | 237 | 43.8% | 0.12 | 0.0590 | -0.002 | 16 | 3.70 | 7.50 | 55.9% | -0.83 | 0.0580 | -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 — 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