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 ±20.1% (6.89–10.36) · ATM IV 79.8% · P/C open interest 1.67
| 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 | |
| 2.30 | 4.55 | 0.94 | 0.0357 | -0.004 | 5 | 0 | 0.7500 | 182.6% | -0.06 | 0.0358 | -0.005 | |||||
| 1.63 | 3.60 | 96.5% | 0.89 | 0.0689 | -0.007 | 6 | 0 | 0.7500 | 135.8% | -0.12 | 0.0692 | -0.007 | ||||
| 1.47 | 2.80 | 82.7% | 0.84 | 0.0907 | -0.008 | 6.5 | 0.1800 | 0.2700 | 8 | 5 | 92.7% | -0.16 | 0.0911 | -0.009 | ||
| 1.32 | 2.42 | 30 | 97.4% | 0.78 | 0.1142 | -0.010 | 7 | 0.1400 | 0.4000 | 5 | 81.1% | -0.22 | 0.1148 | -0.010 | ||
| 1.07 | 1.75 | 81.7% | 0.71 | 0.1365 | -0.011 | 7.5 | 0.2300 | 0.5500 | 11 | 37 | 76.7% | -0.29 | 0.1373 | -0.011 | ||
| 0.9500 | 1.34 | 4 | 14 | 94.0% | 0.64 | 0.1544 | -0.012 | 8 | 0.6200 | 0.7700 | 8 | 118 | 86.7% | -0.37 | 0.1555 | -0.012 |
| 0.5800 | 1.10 | 7 | 452 | 78.3% | 0.56 | 0.1652 | -0.012 | 8.5 | 0.7400 | 1.05 | 42 | 49 | 81.3% | -0.45 | 0.1667 | -0.013 |
| 0.7200 | 0.8400 | 109 | 33 | 91.3% | 0.47 | 0.1679 | -0.012 | 9 | 1.11 | 1.34 | 50 | 212 | 84.1% | -0.53 | 0.1697 | -0.013 |
| 0.5100 | 0.7300 | 1 | 3 | 91.7% | 0.40 | 0.1632 | -0.012 | 9.5 | 1.15 | 1.69 | 138 | 70.1% | -0.61 | 0.1654 | -0.012 | |
| 0.2500 | 0.5900 | 8 | 95 | 84.9% | 0.33 | 0.1528 | -0.011 | 10 | 1.80 | 2.11 | 7 | 373 | 86.2% | -0.68 | 0.1554 | -0.011 |
| 0.1400 | 0.4800 | 3 | 14 | 84.0% | 0.27 | 0.1390 | -0.010 | 10.5 | 1.96 | 2.62 | 1 | 165 | 78.8% | -0.74 | 0.1421 | -0.010 |
| 0.2100 | 0.4500 | 1 | 39 | 96.0% | 0.22 | 0.1238 | -0.009 | 11 | 2.55 | 3.10 | 53 | 109 | 92.7% | -0.79 | 0.1273 | -0.009 |
| 0.0100 | 0.3200 | 136 | 11 | 82.8% | 0.18 | 0.1086 | -0.008 | 11.5 | 2.83 | 3.35 | 20 | 13 | 60.7% | -0.83 | 0.1124 | -0.008 |
| 0.1200 | 0.2000 | 1 | 22 | 89.5% | 0.15 | 0.0942 | -0.007 | 12 | 3.10 | 4.00 | 1 | 2 | -0.86 | 0.0983 | -0.007 | |
| 0.0600 | 0.1700 | 1 | 4 | 87.4% | 0.12 | 0.0812 | -0.006 | 12.5 | 3.00 | 4.50 | 4 | -0.89 | 0.0854 | -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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs