CLSK option chain CleanSpark, Inc.
Cboe delayed options data · as of 21:51 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 ±18.0% (7.07–10.17) · ATM IV 89.4% · P/C open interest 1.12
| 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 | |
| 3.20 | 4.60 | 1 | 16 | 243.1% | 0.96 | 0.0324 | -0.005 | 5 | 0 | 0.9500 | 251.7% | -0.04 | 0.0325 | -0.006 | ||
| 2.19 | 3.70 | 9 | 189.5% | 0.91 | 0.0675 | -0.008 | 6 | 0.0400 | 0.2500 | 2 | 7 | 120.5% | -0.09 | 0.0677 | -0.009 | |
| 1.33 | 2.08 | 7 | 95.7% | 0.81 | 0.1254 | -0.012 | 7 | 0.0200 | 0.3700 | 24 | 34 | 88.6% | -0.19 | 0.1260 | -0.013 | |
| 0.9900 | 1.31 | 17 | 98 | 106.5% | 0.64 | 0.1868 | -0.016 | 8 | 0.5100 | 0.7800 | 97 | 83 | 102.4% | -0.36 | 0.1879 | -0.016 |
| 0.6800 | 0.9600 | 14 | 194 | 96.2% | 0.54 | 0.2032 | -0.016 | 8.5 | 0.5000 | 0.9600 | 41 | 274 | 82.6% | -0.46 | 0.2047 | -0.016 |
| 0.3200 | 0.8000 | 2 | 16 | 89.2% | 0.44 | 0.2043 | -0.016 | 9 | 0.8000 | 1.31 | 50 | 325 | 85.4% | -0.56 | 0.2062 | -0.016 |
| 0.3600 | 0.4900 | 1 | 80 | 91.7% | 0.35 | 0.1920 | -0.015 | 9.5 | 0.9100 | 1.53 | 149 | 60.9% | -0.65 | 0.1943 | -0.015 | |
| 0.2100 | 0.4800 | 13 | 140 | 97.0% | 0.28 | 0.1713 | -0.013 | 10 | 1.40 | 1.95 | 9 | 238 | 67.3% | -0.73 | 0.1740 | -0.013 |
| 0.0100 | 0.2700 | 10 | 165 | 78.6% | 0.21 | 0.1473 | -0.012 | 10.5 | 1.67 | 2.56 | 1 | 191 | 66.3% | -0.79 | 0.1503 | -0.012 |
| 0 | 0.2500 | 7 | 228 | 86.4% | 0.17 | 0.1237 | -0.010 | 11 | 2.24 | 2.83 | 2 | 198 | -0.84 | 0.1269 | -0.010 | |
| 0.0800 | 0.1300 | 4 | 22 | 91.6% | 0.13 | 0.1024 | -0.009 | 11.5 | 2.72 | 3.20 | 8 | 82 | -0.88 | 0.1058 | -0.009 | |
| 0.0100 | 0.1200 | 22 | 53 | 89.5% | 0.10 | 0.0841 | -0.007 | 12 | 3.00 | 3.85 | 3 | 69 | -0.91 | 0.0877 | -0.007 | |
| 0 | 0.7500 | 54 | 158.7% | 0.08 | 0.0689 | -0.006 | 12.5 | 3.00 | 5.25 | 7 | 105.0% | -0.93 | 0.0729 | -0.006 | ||
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 — Nov 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs