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 ±29.8% (7.92–14.64) · ATM IV 81.3% · P/C open interest 0.15
| 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 | |
| 4.65 | 6.20 | 77.7% | 0.95 | 0.0198 | -0.003 | 6 | 0.0100 | 0.1900 | 2 | 92.1% | -0.05 | 0.0199 | -0.003 | |||
| 4.15 | 5.45 | 110.8% | 0.92 | 0.0324 | -0.004 | 7 | 0.1400 | 0.2400 | 13 | 51 | 86.5% | -0.08 | 0.0326 | -0.005 | ||
| 3.35 | 3.90 | 41 | 71.3% | 0.86 | 0.0485 | -0.006 | 8 | 0.1500 | 0.4000 | 13 | 99 | 76.3% | -0.14 | 0.0488 | -0.006 | |
| 2.41 | 3.20 | 1 | 66.8% | 0.79 | 0.0657 | -0.008 | 9 | 0.2100 | 0.8600 | 1 | 412 | 76.7% | -0.21 | 0.0662 | -0.008 | |
| 2.30 | 2.51 | 1 | 203 | 81.5% | 0.71 | 0.0802 | -0.009 | 10 | 0.9600 | 1.02 | 317 | 371 | 81.6% | -0.29 | 0.0810 | -0.009 |
| 1.52 | 2.41 | 20 | 49 | 84.9% | 0.62 | 0.0896 | -0.010 | 11 | 1.11 | 1.68 | 207 | 77.7% | -0.39 | 0.0907 | -0.010 | |
| 1.32 | 1.53 | 76 | 1,085 | 78.9% | 0.53 | 0.0932 | -0.011 | 12 | 1.82 | 2.22 | 4 | 96 | 80.0% | -0.48 | 0.0947 | -0.011 |
| 0.9900 | 1.22 | 7 | 401 | 79.5% | 0.44 | 0.0918 | -0.011 | 13 | 2.48 | 2.87 | 20 | 79.6% | -0.56 | 0.0937 | -0.011 | |
| 0.6700 | 1.00 | 412 | 455 | 79.0% | 0.37 | 0.0870 | -0.010 | 14 | 3.30 | 3.60 | 29 | 64 | 81.7% | -0.64 | 0.0892 | -0.010 |
| 0.6500 | 0.7300 | 59 | 3,524 | 82.2% | 0.31 | 0.0802 | -0.010 | 15 | 3.80 | 4.60 | 102 | 79.3% | -0.70 | 0.0827 | -0.009 | |
| 0.4900 | 0.6200 | 93 | 129 | 83.7% | 0.25 | 0.0724 | -0.009 | 16 | 4.55 | 5.35 | 1 | 85 | 73.0% | -0.76 | 0.0753 | -0.009 |
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 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs