BITO option chain ProShares Bitcoin ETF
Cboe delayed options data · as of 09:34 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 ±35.3% (7.07–14.77) · ATM IV 41.5% · P/C open interest 0.15
| 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 | 8.00 | 57 | 84.8% | 0.93 | 0.0527 | -0.002 | 6 | 0 | 2.83 | 387 | 92.8% | -0.11 | 0.0262 | -0.001 | ||
| 2.50 | 7.00 | 76 | 77.9% | 0.85 | 0.0614 | -0.002 | 7 | 0.0500 | 1.15 | 32 | 47.2% | -0.16 | 0.0353 | -0.002 | ||
| 3.05 | 3.65 | 160 | 50.0% | 0.77 | 0.0676 | -0.002 | 8 | 0.9600 | 3.25 | 190 | 81.2% | -0.21 | 0.0442 | -0.002 | ||
| 2.45 | 2.95 | 16 | 1,805 | 48.0% | 0.69 | 0.0733 | -0.003 | 9 | 0.0500 | 3.50 | 407 | 56.8% | -0.27 | 0.0524 | -0.002 | |
| 1.90 | 2.25 | 2 | 2,670 | 44.4% | 0.60 | 0.0765 | -0.003 | 10 | 1.38 | 2.00 | 1 | 741 | 44.4% | -0.34 | 0.0586 | -0.002 |
| 1.70 | 1.80 | 1 | 1,768 | 46.2% | 0.52 | 0.0766 | -0.002 | 11 | 0 | 4.20 | 951 | 36.9% | -0.40 | 0.0620 | -0.002 | |
| 1.21 | 2.18 | 1,648 | 52.2% | 0.45 | 0.0744 | -0.002 | 12 | 0 | 4.85 | 207 | 28.7% | -0.47 | 0.0629 | -0.002 | ||
| 0.9500 | 1.35 | 778 | 45.8% | 0.38 | 0.0707 | -0.002 | 13 | 2.00 | 5.50 | 349 | 43.6% | -0.52 | 0.0621 | -0.002 | ||
| 0.7000 | 0.9300 | 1,860 | 1,425 | 42.7% | 0.33 | 0.0661 | -0.002 | 14 | 3.80 | 5.45 | 203 | 50.2% | -0.57 | 0.0600 | -0.002 | |
| 0.6000 | 0.7500 | 2 | 4,670 | 43.3% | 0.28 | 0.0609 | -0.002 | 15 | 4.80 | 7.00 | 338 | 47.5% | -0.61 | 0.0572 | -0.001 | |
| 0.5100 | 0.8000 | 4 | 853 | 46.4% | 0.24 | 0.0556 | -0.002 | 16 | 3.00 | 8.00 | 59 | -0.65 | 0.0540 | -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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs