CLSK option chain CleanSpark, Inc.
Cboe delayed options data · as of 12:35 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 ±29.7% (5.78–10.64) · ATM IV 90.7% · P/C open interest 0.27
| 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 | |
| 3.15 | 4.25 | 15 | 117.7% | 0.93 | 0.0377 | -0.004 | 5 | 0.0500 | 0.1400 | 132 | 95.4% | -0.07 | 0.0378 | -0.004 | ||
| 2.60 | 3.30 | 51 | 117.1% | 0.86 | 0.0661 | -0.006 | 6 | 0.2000 | 0.3200 | 8 | 306 | 94.2% | -0.14 | 0.0664 | -0.006 | |
| 1.71 | 2.45 | 38 | 94.7% | 0.76 | 0.0961 | -0.008 | 7 | 0.4600 | 0.5900 | 2,271 | 90.8% | -0.24 | 0.0968 | -0.008 | ||
| 1.41 | 1.59 | 80 | 92.5% | 0.64 | 0.1189 | -0.010 | 8 | 0.8700 | 1.00 | 55 | 2,195 | 88.9% | -0.36 | 0.1199 | -0.010 | |
| 0.9300 | 1.09 | 20 | 622 | 87.9% | 0.52 | 0.1286 | -0.010 | 9 | 1.41 | 1.76 | 232 | 4,132 | 95.1% | -0.49 | 0.1301 | -0.010 |
| 0.6400 | 0.8100 | 289 | 1,484 | 90.1% | 0.40 | 0.1255 | -0.010 | 10 | 2.09 | 2.30 | 31 | 1,648 | 89.8% | -0.61 | 0.1276 | -0.010 |
| 0.2900 | 0.5800 | 1,058 | 11.8K | 84.6% | 0.30 | 0.1135 | -0.009 | 11 | 2.80 | 3.35 | 10 | 1,455 | 98.6% | -0.70 | 0.1164 | -0.009 |
| 0.3000 | 0.4100 | 146 | 2,203 | 91.4% | 0.23 | 0.0975 | -0.008 | 12 | 3.45 | 4.05 | 6 | 2,397 | 83.4% | -0.78 | 0.1011 | -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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs