CLSK option chain CleanSpark, Inc.
Cboe delayed options data · as of 03:33 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 ±21.0% (8.91–13.65) · ATM IV 81.9% · P/C open interest 0.07
| 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 | |
| 3.95 | 5.90 | 0.98 | 0.0138 | -0.002 | 6 | 0 | 0.7500 | 192.7% | -0.02 | 0.0138 | -0.003 | |||||
| 2.31 | 6.25 | 0.96 | 0.0260 | -0.004 | 7 | 0 | 0.7500 | 155.9% | -0.04 | 0.0261 | -0.004 | |||||
| 2.61 | 4.75 | 0.94 | 0.0355 | -0.005 | 7.5 | 0 | 0.7500 | 139.3% | -0.06 | 0.0356 | -0.005 | |||||
| 2.16 | 3.65 | 0.92 | 0.0475 | -0.006 | 8 | 0 | 0.7500 | 123.7% | -0.08 | 0.0477 | -0.006 | |||||
| 1.74 | 4.25 | 75.0% | 0.89 | 0.0623 | -0.008 | 8.5 | 0.0100 | 0.4700 | 2 | 1 | 92.1% | -0.11 | 0.0625 | -0.008 | ||
| 1.93 | 3.05 | 62.5% | 0.85 | 0.0791 | -0.009 | 9 | 0.0100 | 0.5400 | 4 | 3 | 83.3% | -0.15 | 0.0794 | -0.009 | ||
| 1.49 | 2.98 | 79.1% | 0.80 | 0.0966 | -0.011 | 9.5 | 0.1500 | 0.6800 | 3 | 30 | 84.4% | -0.20 | 0.0971 | -0.011 | ||
| 1.24 | 2.38 | 72.0% | 0.74 | 0.1131 | -0.013 | 10 | 0.2800 | 0.6900 | 29 | 5 | 76.4% | -0.26 | 0.1136 | -0.013 | ||
| 1.23 | 1.81 | 1 | 73.9% | 0.67 | 0.1266 | -0.014 | 10.5 | 0.5900 | 0.7800 | 57 | 120 | 77.2% | -0.33 | 0.1273 | -0.014 | |
| 0.9000 | 1.40 | 4 | 17 | 67.0% | 0.60 | 0.1357 | -0.015 | 11 | 0.6500 | 1.10 | 53 | 24 | 74.5% | -0.40 | 0.1366 | -0.015 |
| 0.6100 | 1.62 | 15 | 13 | 81.2% | 0.53 | 0.1399 | -0.015 | 11.5 | 0.9600 | 1.55 | 9 | 82.6% | -0.47 | 0.1410 | -0.015 | |
| 0.5500 | 1.11 | 1 | 10 | 75.2% | 0.47 | 0.1394 | -0.015 | 12 | 1.06 | 2.04 | 1 | 24 | 82.3% | -0.54 | 0.1407 | -0.015 |
| 0.3400 | 0.9900 | 1 | 32 | 75.4% | 0.40 | 0.1351 | -0.015 | 12.5 | 1.32 | 2.34 | 78.7% | -0.60 | 0.1365 | -0.015 | ||
| 0.0100 | 0.7100 | 1 | 7 | 62.3% | 0.35 | 0.1278 | -0.014 | 13 | 1.90 | 2.54 | 6 | 81.1% | -0.66 | 0.1294 | -0.014 | |
| 0.0200 | 0.8000 | 12 | 4 | 75.0% | 0.30 | 0.1188 | -0.013 | 13.5 | 2.26 | 2.77 | 6 | 1 | 73.9% | -0.71 | 0.1205 | -0.013 |
| 0.0100 | 0.8500 | 1 | 3,013 | 84.8% | 0.25 | 0.1086 | -0.013 | 14 | 2.80 | 3.85 | 107.1% | -0.75 | 0.1106 | -0.013 | ||
| 0.0100 | 0.4500 | 2 | 2 | 73.2% | 0.21 | 0.0982 | -0.012 | 14.5 | 2.85 | 4.55 | 3 | 105.2% | -0.79 | 0.1003 | -0.011 | |
| 0.0700 | 0.3900 | 1 | 16 | 79.6% | 0.18 | 0.0880 | -0.011 | 15 | 3.70 | 4.45 | 101.9% | -0.82 | 0.0902 | -0.010 | ||
| 0.0100 | 0.3000 | 1 | 76.3% | 0.15 | 0.0782 | -0.009 | 15.5 | 3.75 | 5.35 | 2 | 106.3% | -0.85 | 0.0805 | -0.009 | ||
| 0.0100 | 0.4500 | 3 | 91.2% | 0.13 | 0.0691 | -0.009 | 16 | 3.50 | 6.15 | 88.5% | -0.88 | 0.0715 | -0.008 | |||
| 0 | 0.7500 | 112.4% | 0.11 | 0.0608 | -0.008 | 16.5 | 4.65 | 6.65 | 127.9% | -0.90 | 0.0632 | -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 09, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs