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 ±15.5% (9.54–13.03) · ATM IV 76.2% · P/C open interest 0.69
| 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 | |
| 4.35 | 7.25 | 29 | 262.5% | 0.99 | 0.0095 | -0.002 | 6 | 0 | 0.7500 | 243.6% | -0.01 | 0.0095 | -0.002 | |||
| 3.60 | 4.60 | 28 | 0.97 | 0.0200 | -0.003 | 7 | 0 | 1.15 | 4 | 231.8% | -0.03 | 0.0200 | -0.004 | |||
| 2.85 | 4.05 | 17 | 0.96 | 0.0290 | -0.004 | 7.5 | 0 | 0.7500 | 14 | 176.0% | -0.04 | 0.0290 | -0.005 | |||
| 2.13 | 4.70 | 5 | 95.8% | 0.94 | 0.0416 | -0.006 | 8 | 0.0300 | 0.1100 | 2 | 38 | 94.7% | -0.06 | 0.0417 | -0.006 | |
| 1.89 | 3.45 | 0.92 | 0.0589 | -0.008 | 8.5 | 0.0100 | 0.2200 | 29 | 92.4% | -0.08 | 0.0590 | -0.008 | ||||
| 1.82 | 3.05 | 3 | 73.2% | 0.88 | 0.0810 | -0.010 | 9 | 0.0100 | 0.2200 | 1 | 219 | 78.2% | -0.12 | 0.0812 | -0.010 | |
| 1.17 | 2.89 | 1 | 75.7% | 0.83 | 0.1070 | -0.012 | 9.5 | 0.1800 | 0.2500 | 69 | 5,222 | 80.2% | -0.17 | 0.1073 | -0.013 | |
| 1.36 | 2.07 | 245 | 83 | 83.0% | 0.77 | 0.1341 | -0.015 | 10 | 0.2900 | 0.4500 | 19 | 627 | 83.2% | -0.23 | 0.1346 | -0.015 |
| 1.08 | 1.63 | 60 | 79.4% | 0.69 | 0.1580 | -0.017 | 10.5 | 0.4300 | 0.5800 | 19 | 789 | 79.2% | -0.31 | 0.1586 | -0.017 | |
| 0.8300 | 1.22 | 325 | 155 | 75.2% | 0.60 | 0.1743 | -0.018 | 11 | 0.4700 | 0.7300 | 26 | 438 | 68.2% | -0.40 | 0.1750 | -0.019 |
| 0.6000 | 1.12 | 25 | 365 | 81.8% | 0.51 | 0.1805 | -0.019 | 11.5 | 0.3700 | 1.40 | 22 | 423 | 70.7% | -0.49 | 0.1814 | -0.019 |
| 0.3200 | 0.7400 | 17 | 302 | 69.8% | 0.43 | 0.1768 | -0.019 | 12 | 0.8600 | 1.49 | 7 | 165 | 69.3% | -0.57 | 0.1778 | -0.019 |
| 0.3600 | 0.7100 | 26 | 1,075 | 84.6% | 0.35 | 0.1654 | -0.018 | 12.5 | 1.28 | 2.03 | 112 | 81.8% | -0.65 | 0.1666 | -0.018 | |
| 0.2800 | 0.4000 | 40 | 870 | 77.7% | 0.28 | 0.1492 | -0.017 | 13 | 1.43 | 2.69 | 13 | 274 | 85.0% | -0.72 | 0.1506 | -0.017 |
| 0.1200 | 0.4500 | 45 | 476 | 82.3% | 0.23 | 0.1309 | -0.015 | 13.5 | 2.04 | 3.05 | 30 | 129 | 94.5% | -0.78 | 0.1324 | -0.015 |
| 0.1000 | 0.2500 | 66 | 522 | 77.5% | 0.18 | 0.1125 | -0.013 | 14 | 2.45 | 3.20 | 1 | 234 | 77.5% | -0.82 | 0.1141 | -0.013 |
| 0.0600 | 0.2100 | 25 | 479 | 79.5% | 0.14 | 0.0952 | -0.011 | 14.5 | 2.83 | 4.30 | 8 | 116.4% | -0.86 | 0.0969 | -0.011 | |
| 0.1000 | 0.2100 | 30 | 1,420 | 90.3% | 0.11 | 0.0797 | -0.010 | 15 | 3.60 | 4.60 | 9 | 129.3% | -0.89 | 0.0813 | -0.009 | |
| 0.0500 | 0.3200 | 7 | 619 | 102.4% | 0.09 | 0.0662 | -0.008 | 15.5 | 3.40 | 5.10 | 3 | 86.9% | -0.92 | 0.0678 | -0.008 | |
| 0.0500 | 0.0700 | 15 | 5,337 | 83.7% | 0.07 | 0.0547 | -0.007 | 16 | 4.30 | 6.05 | 8 | 154.3% | -0.93 | 0.0566 | -0.007 | |
| 0 | 0.4500 | 63 | 122.4% | 0.06 | 0.0450 | -0.006 | 16.5 | 5.00 | 6.15 | 1 | 8 | 150.2% | -0.95 | 0.0474 | -0.005 | |
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 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs