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 ±23.6% (8.62–13.94) · ATM IV 85.8% · P/C open interest 0.20
| 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 | |
| 4.20 | 6.50 | 0.97 | 0.0148 | -0.002 | 6 | 0 | 0.1100 | 1 | 108.3% | -0.03 | 0.0149 | -0.003 | ||||
| 3.45 | 4.90 | 2 | 0.95 | 0.0277 | -0.004 | 7 | 0 | 0.1100 | 10 | 151 | 85.4% | -0.05 | 0.0278 | -0.004 | ||
| 2.85 | 4.20 | 3 | 85.2% | 0.91 | 0.0488 | -0.006 | 8 | 0.0300 | 0.2000 | 40 | 55 | 77.9% | -0.09 | 0.0490 | -0.006 | |
| 2.26 | 2.82 | 12 | 64.3% | 0.83 | 0.0774 | -0.009 | 9 | 0.2500 | 0.4200 | 55 | 809 | 82.7% | -0.17 | 0.0778 | -0.009 | |
| 1.48 | 2.28 | 36 | 229 | 71.6% | 0.73 | 0.1060 | -0.011 | 10 | 0.5900 | 0.6400 | 134 | 1,546 | 80.1% | -0.27 | 0.1066 | -0.012 |
| 1.31 | 1.91 | 8 | 220 | 91.8% | 0.60 | 0.1244 | -0.013 | 11 | 1.00 | 1.10 | 3 | 1,082 | 79.9% | -0.40 | 0.1253 | -0.013 |
| 0.9600 | 1.02 | 134 | 4,472 | 79.2% | 0.48 | 0.1283 | -0.014 | 12 | 1.35 | 2.00 | 2 | 1,005 | 83.5% | -0.52 | 0.1296 | -0.014 |
| 0.6400 | 0.7200 | 55 | 793 | 79.6% | 0.37 | 0.1202 | -0.013 | 13 | 1.93 | 2.48 | 23 | 282 | 73.3% | -0.64 | 0.1218 | -0.013 |
| 0.4100 | 0.4700 | 188 | 1,128 | 78.5% | 0.28 | 0.1052 | -0.012 | 14 | 2.80 | 3.30 | 25 | 211 | 78.0% | -0.73 | 0.1073 | -0.012 |
| 0.3100 | 0.3200 | 216 | 8,612 | 81.1% | 0.20 | 0.0880 | -0.010 | 15 | 3.80 | 4.55 | 57 | 101.5% | -0.80 | 0.0904 | -0.010 | |
| 0.1800 | 0.2200 | 13 | 711 | 80.3% | 0.15 | 0.0714 | -0.008 | 16 | 4.70 | 5.30 | 1 | 98.9% | -0.86 | 0.0741 | -0.008 | |
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 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs