CLSK option chain CleanSpark, Inc.
Cboe delayed options data · as of 21:53 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 ±43.2% (4.82–12.14) · ATM IV 87.2% · P/C open interest 0.45
| 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 | |
| 3.70 | 4.45 | 1,272 | 104.2% | 0.89 | 0.0377 | -0.003 | 5 | 0.0800 | 0.7500 | 806 | 97.5% | -0.12 | 0.0381 | -0.003 | ||
| 2.90 | 3.70 | 784 | 93.7% | 0.83 | 0.0531 | -0.004 | 6 | 0.5100 | 0.7500 | 602 | 89.1% | -0.18 | 0.0538 | -0.004 | ||
| 2.36 | 2.92 | 6 | 638 | 87.9% | 0.75 | 0.0667 | -0.005 | 7 | 0.8700 | 1.13 | 11 | 93 | 86.8% | -0.26 | 0.0680 | -0.005 |
| 1.92 | 2.44 | 2 | 121 | 88.9% | 0.67 | 0.0768 | -0.005 | 8 | 1.34 | 1.62 | 17 | 539 | 85.5% | -0.34 | 0.0786 | -0.006 |
| 1.58 | 1.80 | 9 | 1,177 | 84.4% | 0.59 | 0.0827 | -0.006 | 9 | 1.98 | 2.13 | 13 | 781 | 84.8% | -0.42 | 0.0852 | -0.006 |
| 1.31 | 1.47 | 10 | 4,099 | 85.4% | 0.51 | 0.0848 | -0.006 | 10 | 2.40 | 3.00 | 20 | 2,494 | 83.7% | -0.50 | 0.0880 | -0.006 |
| 1.05 | 1.24 | 5 | 1,137 | 86.2% | 0.45 | 0.0839 | -0.006 | 11 | 3.30 | 3.60 | 16 | 2,294 | 84.6% | -0.57 | 0.0879 | -0.006 |
| 0.6900 | 1.23 | 119 | 1,932 | 87.5% | 0.39 | 0.0809 | -0.006 | 12 | 4.05 | 4.50 | 168 | 165 | 86.5% | -0.64 | 0.0856 | -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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs