CLSK option chain CleanSpark, Inc.
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 ±10.1% (10.14–12.41) · ATM IV 78.8% · P/C open interest 1.03
| 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 | |
| 4.40 | 6.25 | 2 | 12 | 1.00 | 0.0015 | -0.000 | 6 | 0 | 0.7500 | 388.4% | -0.00 | 0.0021 | -0.001 | |||
| 2.73 | 5.05 | 2 | 1.00 | 0.0036 | -0.001 | 6.5 | 0 | 0.7500 | 349.7% | -0.00 | 0.0036 | -0.001 | ||||
| 3.80 | 6.25 | 11 | 2 | 400.6% | 1.00 | 0.0070 | -0.001 | 7 | 0 | 0.7500 | 2 | 313.9% | -0.00 | 0.0062 | -0.001 | |
| 2.85 | 4.35 | 1 | 0.99 | 0.0121 | -0.002 | 7.5 | 0 | 0.7500 | 4 | 280.3% | -0.01 | 0.0109 | -0.002 | |||
| 1.95 | 4.30 | 10 | 0.99 | 0.0203 | -0.003 | 8 | 0 | 0.7400 | 2 | 247.4% | -0.01 | 0.0192 | -0.003 | |||
| 1.65 | 3.40 | 1 | 0.97 | 0.0349 | -0.005 | 8.5 | 0 | 0.8200 | 16 | 69 | 226.5% | -0.03 | 0.0339 | -0.005 | ||
| 1.17 | 3.05 | 1 | 0.95 | 0.0600 | -0.008 | 9 | 0.0100 | 0.0600 | 2 | 49 | 92.5% | -0.05 | 0.0593 | -0.008 | ||
| 0.7300 | 2.46 | 0.92 | 0.1010 | -0.012 | 9.5 | 0.0200 | 0.0800 | 23 | 5,093 | 81.1% | -0.08 | 0.1006 | -0.012 | |||
| 1.35 | 1.54 | 233 | 15 | 80.2% | 0.85 | 0.1603 | -0.018 | 10 | 0.0200 | 0.1700 | 247 | 649 | 75.6% | -0.15 | 0.1600 | -0.018 |
| 0.5100 | 1.30 | 6 | 11 | 49.4% | 0.75 | 0.2286 | -0.024 | 10.5 | 0.1800 | 0.2400 | 141 | 1,456 | 76.7% | -0.25 | 0.2283 | -0.024 |
| 0.6600 | 0.7700 | 167 | 40 | 76.1% | 0.62 | 0.2812 | -0.029 | 11 | 0.3500 | 0.4200 | 86 | 771 | 77.2% | -0.38 | 0.2809 | -0.029 |
| 0.4300 | 0.5400 | 878 | 283 | 79.0% | 0.47 | 0.2941 | -0.030 | 11.5 | 0.4000 | 0.9000 | 37 | 506 | 78.7% | -0.52 | 0.2939 | -0.030 |
| 0.2600 | 0.3200 | 164 | 1,187 | 76.9% | 0.34 | 0.2665 | -0.028 | 12 | 0.8700 | 1.40 | 83 | 268 | 103.4% | -0.66 | 0.2664 | -0.028 |
| 0.0700 | 0.2100 | 120 | 1,616 | 71.3% | 0.23 | 0.2173 | -0.024 | 12.5 | 0.9100 | 1.91 | 22 | 177 | 90.1% | -0.76 | 0.2174 | -0.024 |
| 0.1000 | 0.1100 | 58 | 1,684 | 79.7% | 0.16 | 0.1655 | -0.019 | 13 | 1.48 | 2.04 | 9 | 1,379 | 77.1% | -0.84 | 0.1657 | -0.019 |
| 0.0500 | 0.0700 | 33 | 480 | 80.8% | 0.11 | 0.1212 | -0.015 | 13.5 | 2.00 | 2.50 | 1 | 247 | 88.3% | -0.89 | 0.1214 | -0.014 |
| 0.0300 | 0.0700 | 62 | 313 | 89.0% | 0.07 | 0.0869 | -0.011 | 14 | 2.45 | 3.55 | 60 | 86 | 156.8% | -0.93 | 0.0872 | -0.011 |
| 0.0100 | 0.0800 | 5 | 158 | 97.8% | 0.05 | 0.0617 | -0.008 | 14.5 | 2.33 | 4.15 | 27 | 43 | 109.7% | -0.95 | 0.0622 | -0.008 |
| 0.0100 | 0.0300 | 13 | 816 | 93.2% | 0.03 | 0.0438 | -0.006 | 15 | 3.55 | 4.20 | 1 | 23 | 158.6% | -0.97 | 0.0445 | -0.006 |
| 0 | 0.3500 | 90 | 161.6% | 0.02 | 0.0311 | -0.004 | 15.5 | 4.05 | 5.65 | 61 | 260.7% | -0.98 | 0.0320 | -0.004 | ||
| 0 | 0.1000 | 125 | 129.4% | 0.02 | 0.0222 | -0.003 | 16 | 4.50 | 6.75 | 173 | 318.2% | -0.98 | 0.0234 | -0.003 | ||
| 0 | 0.1400 | 27 | 147.8% | 0.01 | 0.0160 | -0.002 | 16.5 | 4.65 | 6.65 | 251.3% | -0.99 | 0.0173 | -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 — Sep 11, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs