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 ±19.1% (9.12–13.44) · ATM IV 82.8% · P/C open interest 2.31
| 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 | |
| 4.45 | 5.95 | 1 | 0.98 | 0.0120 | -0.002 | 6 | 0 | 0.7500 | 213.7% | -0.02 | 0.0120 | -0.003 | ||||
| 3.50 | 5.00 | 5 | 0.96 | 0.0236 | -0.004 | 7 | 0 | 0.7500 | 2 | 172.9% | -0.04 | 0.0236 | -0.004 | |||
| 2.50 | 4.65 | 0.95 | 0.0329 | -0.005 | 7.5 | 0 | 0.9500 | 4 | 169.1% | -0.05 | 0.0330 | -0.005 | ||||
| 2.45 | 3.65 | 0.93 | 0.0454 | -0.006 | 8 | 0 | 0.7500 | 3 | 137.2% | -0.07 | 0.0455 | -0.007 | ||||
| 1.80 | 3.20 | 0.90 | 0.0613 | -0.008 | 8.5 | 0 | 0.3500 | 3 | 8 | 92.0% | -0.10 | 0.0615 | -0.008 | |||
| 1.88 | 2.74 | 5 | 0.86 | 0.0805 | -0.010 | 9 | 0.0100 | 0.2500 | 25 | 336 | 71.5% | -0.14 | 0.0807 | -0.010 | ||
| 1.83 | 2.53 | 82.3% | 0.81 | 0.1015 | -0.012 | 9.5 | 0.1000 | 0.3600 | 11 | 14.0K | 72.5% | -0.19 | 0.1019 | -0.012 | ||
| 1.36 | 2.07 | 58 | 71.0% | 0.75 | 0.1221 | -0.013 | 10 | 0.3200 | 0.5000 | 29 | 705 | 77.3% | -0.25 | 0.1226 | -0.014 | |
| 0.9500 | 1.94 | 1 | 11 | 76.0% | 0.68 | 0.1395 | -0.015 | 10.5 | 0.3100 | 0.7300 | 9 | 164 | 71.3% | -0.32 | 0.1401 | -0.015 |
| 0.8200 | 1.68 | 1 | 3 | 82.7% | 0.60 | 0.1512 | -0.016 | 11 | 0.4900 | 1.15 | 23 | 217 | 78.0% | -0.40 | 0.1520 | -0.016 |
| 0.8900 | 1.20 | 9 | 16 | 85.0% | 0.53 | 0.1562 | -0.017 | 11.5 | 0.6800 | 1.55 | 20 | 143 | 80.5% | -0.48 | 0.1572 | -0.017 |
| 0.5000 | 1.00 | 388 | 77.6% | 0.45 | 0.1546 | -0.017 | 12 | 0.9600 | 1.90 | 1 | 215 | 81.7% | -0.55 | 0.1558 | -0.017 | |
| 0.3600 | 0.6300 | 86 | 508 | 70.1% | 0.38 | 0.1479 | -0.016 | 12.5 | 1.31 | 2.16 | 3 | 30 | 79.4% | -0.62 | 0.1492 | -0.016 |
| 0.2900 | 0.7800 | 28 | 96 | 84.6% | 0.32 | 0.1375 | -0.015 | 13 | 1.85 | 2.28 | 1 | 262 | 76.3% | -0.68 | 0.1390 | -0.015 |
| 0.3300 | 0.4700 | 213 | 82.6% | 0.27 | 0.1250 | -0.014 | 13.5 | 1.90 | 3.10 | 9 | 33 | 80.1% | -0.74 | 0.1267 | -0.014 | |
| 0.2000 | 0.3600 | 20 | 127 | 79.4% | 0.22 | 0.1118 | -0.013 | 14 | 2.63 | 3.10 | 2 | 42 | 74.7% | -0.78 | 0.1136 | -0.013 |
| 0.1500 | 0.3200 | 1 | 14 | 82.1% | 0.18 | 0.0986 | -0.012 | 14.5 | 3.00 | 4.15 | 2 | 104.6% | -0.82 | 0.1006 | -0.012 | |
| 0.1500 | 0.2100 | 28 | 5,351 | 82.1% | 0.15 | 0.0862 | -0.011 | 15 | 3.15 | 4.30 | 16 | 68.6% | -0.85 | 0.0882 | -0.010 | |
| 0.0100 | 0.4400 | 34 | 94.5% | 0.13 | 0.0747 | -0.009 | 15.5 | 3.00 | 6.40 | 6 | 132.1% | -0.88 | 0.0768 | -0.009 | ||
| 0.0700 | 0.2300 | 1 | 73 | 90.1% | 0.10 | 0.0644 | -0.008 | 16 | 4.60 | 5.80 | 139.3% | -0.90 | 0.0664 | -0.008 | ||
| 0.0500 | 0.3400 | 3 | 2 | 102.6% | 0.09 | 0.0553 | -0.007 | 16.5 | 4.40 | 6.20 | 99.3% | -0.92 | 0.0574 | -0.007 | ||
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 — Oct 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs