CLSK option chain CleanSpark, Inc.
Cboe delayed options data · as of 03:33 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 ±34.8% (7.36–15.20) · ATM IV 81.9% · P/C open interest 0.43
| 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 | |
| 4.75 | 6.40 | 41 | 91.8% | 0.94 | 0.0211 | -0.001 | 6 | 0.1300 | 0.2300 | 3 | 290 | 91.8% | -0.06 | 0.0212 | -0.003 | |
| 3.95 | 5.50 | 31 | 87.5% | 0.90 | 0.0328 | -0.003 | 7 | 0.0600 | 0.3900 | 1 | 362 | 78.5% | -0.10 | 0.0330 | -0.004 | |
| 3.40 | 4.10 | 50 | 70.3% | 0.84 | 0.0459 | -0.004 | 8 | 0.4700 | 0.5800 | 1,869 | 84.4% | -0.16 | 0.0463 | -0.006 | ||
| 2.83 | 3.55 | 239 | 79.0% | 0.78 | 0.0585 | -0.006 | 9 | 0.7800 | 0.8500 | 404 | 3,875 | 82.1% | -0.22 | 0.0590 | -0.007 | |
| 2.53 | 2.80 | 77 | 399 | 81.7% | 0.70 | 0.0685 | -0.007 | 10 | 0.9400 | 1.70 | 18 | 1,028 | 86.2% | -0.30 | 0.0694 | -0.008 |
| 1.97 | 2.45 | 16 | 330 | 83.0% | 0.62 | 0.0751 | -0.008 | 11 | 1.60 | 1.82 | 3 | 1,291 | 80.9% | -0.38 | 0.0763 | -0.008 |
| 1.53 | 1.89 | 5 | 1,130 | 79.0% | 0.55 | 0.0783 | -0.009 | 12 | 1.97 | 2.75 | 31 | 1,939 | 83.5% | -0.45 | 0.0797 | -0.009 |
| 1.36 | 1.50 | 26 | 778 | 81.2% | 0.48 | 0.0784 | -0.009 | 13 | 2.80 | 3.45 | 2 | 331 | 87.9% | -0.53 | 0.0802 | -0.009 |
| 1.02 | 1.45 | 1 | 5,149 | 84.6% | 0.41 | 0.0763 | -0.009 | 14 | 3.60 | 4.65 | 3 | 1,043 | 99.7% | -0.59 | 0.0785 | -0.008 |
| 0.8700 | 1.31 | 11 | 3,915 | 88.1% | 0.36 | 0.0726 | -0.009 | 15 | 4.40 | 4.80 | 280 | 87.6% | -0.65 | 0.0752 | -0.008 | |
| 0.7500 | 1.09 | 851 | 3,244 | 89.0% | 0.31 | 0.0680 | -0.008 | 16 | 5.00 | 5.70 | 3 | 275 | 84.9% | -0.70 | 0.0710 | -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