IBIT option chain iShares Bitcoin Trust ETF
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 ±9.9% (41.14–50.21) · ATM IV 39.5% · P/C open interest 0.63
| 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 | |
| 20.70 | 20.90 | 1 | 78.2% | 0.99 | 0.0020 | 0.000 | 25 | 0.0300 | 0.0400 | 71 | 24 | 84.9% | -0.01 | 0.0020 | -0.004 | |
| 15.75 | 16.00 | 68.2% | 0.98 | 0.0048 | 0.000 | 30 | 0.0700 | 0.0800 | 916 | 68.9% | -0.02 | 0.0048 | -0.006 | |||
| 14.75 | 15.00 | 62.8% | 0.98 | 0.0057 | -0.001 | 31 | 0.0800 | 0.0900 | 130 | 65.6% | -0.02 | 0.0057 | -0.007 | |||
| 13.80 | 14.00 | 61.1% | 0.97 | 0.0068 | -0.002 | 32 | 0.0900 | 0.1000 | 5 | 31 | 62.1% | -0.03 | 0.0068 | -0.007 | ||
| 12.80 | 13.00 | 56.0% | 0.97 | 0.0082 | -0.003 | 33 | 0.1000 | 0.1200 | 5 | 58 | 59.1% | -0.03 | 0.0083 | -0.008 | ||
| 11.80 | 12.05 | 53.8% | 0.96 | 0.0100 | -0.004 | 34 | 0.1100 | 0.1300 | 6 | 55.5% | -0.04 | 0.0100 | -0.009 | |||
| 10.95 | 11.05 | 15 | 54.9% | 0.96 | 0.0122 | -0.005 | 35 | 0.1300 | 0.1500 | 122 | 1,416 | 52.5% | -0.04 | 0.0123 | -0.009 | |
| 9.95 | 10.05 | 49.9% | 0.95 | 0.0150 | -0.006 | 36 | 0.1600 | 0.1800 | 222 | 50.0% | -0.05 | 0.0151 | -0.011 | |||
| 9.00 | 9.10 | 2 | 47.9% | 0.93 | 0.0187 | -0.008 | 37 | 0.1900 | 0.2100 | 1 | 527 | 47.1% | -0.07 | 0.0188 | -0.012 | |
| 8.05 | 8.15 | 4 | 10 | 45.3% | 0.92 | 0.0233 | -0.010 | 38 | 0.2500 | 0.2600 | 15 | 854 | 45.1% | -0.08 | 0.0234 | -0.013 |
| 7.15 | 7.25 | 15 | 44.3% | 0.90 | 0.0290 | -0.012 | 39 | 0.3100 | 0.3300 | 28 | 43.0% | -0.11 | 0.0292 | -0.015 | ||
| 6.70 | 6.80 | 214 | 43.4% | 0.88 | 0.0324 | -0.014 | 39.5 | 0.3600 | 0.3800 | 3 | 72 | 42.3% | -0.12 | 0.0326 | -0.017 | |
| 6.25 | 6.35 | 37 | 42.4% | 0.87 | 0.0360 | -0.015 | 40 | 0.4200 | 0.4400 | 8 | 150 | 41.7% | -0.14 | 0.0363 | -0.018 | |
| 5.80 | 5.90 | 1 | 3 | 41.1% | 0.85 | 0.0398 | -0.017 | 40.5 | 0.4800 | 0.5000 | 4 | 402 | 40.8% | -0.15 | 0.0402 | -0.019 |
| 5.40 | 5.50 | 208 | 41.1% | 0.83 | 0.0438 | -0.018 | 41 | 0.5600 | 0.5800 | 72 | 81 | 40.4% | -0.17 | 0.0442 | -0.021 | |
| 5.00 | 5.10 | 1 | 3 | 40.8% | 0.80 | 0.0479 | -0.020 | 41.5 | 0.6600 | 0.6800 | 9 | 223 | 40.1% | -0.20 | 0.0483 | -0.022 |
| 4.60 | 4.70 | 55 | 40.1% | 0.78 | 0.0519 | -0.022 | 42 | 0.7700 | 0.7900 | 33 | 56 | 39.8% | -0.22 | 0.0524 | -0.024 | |
| 4.20 | 4.30 | 200 | 39.2% | 0.75 | 0.0557 | -0.023 | 42.5 | 0.8900 | 0.9200 | 12 | 29 | 39.5% | -0.25 | 0.0562 | -0.025 | |
| 3.85 | 3.95 | 4 | 9 | 39.1% | 0.72 | 0.0592 | -0.025 | 43 | 1.04 | 1.06 | 71 | 133 | 39.3% | -0.28 | 0.0598 | -0.026 |
| 3.55 | 3.65 | 1 | 89 | 39.7% | 0.69 | 0.0623 | -0.026 | 43.5 | 1.21 | 1.23 | 15 | 150 | 39.3% | -0.31 | 0.0630 | -0.028 |
| 3.25 | 3.35 | 43 | 20 | 39.9% | 0.65 | 0.0649 | -0.028 | 44 | 1.39 | 1.42 | 20 | 52 | 39.2% | -0.35 | 0.0657 | -0.029 |
| 2.95 | 3.05 | 193 | 306 | 39.8% | 0.62 | 0.0670 | -0.029 | 44.5 | 1.60 | 1.62 | 88 | 56 | 39.2% | -0.38 | 0.0678 | -0.030 |
| 2.69 | 2.72 | 141 | 46 | 39.3% | 0.59 | 0.0685 | -0.030 | 45 | 1.83 | 1.85 | 36 | 64 | 39.3% | -0.42 | 0.0694 | -0.030 |
| 2.44 | 2.46 | 217 | 59 | 39.5% | 0.55 | 0.0694 | -0.030 | 45.5 | 2.07 | 2.10 | 10 | 6 | 39.4% | -0.45 | 0.0704 | -0.031 |
| 2.21 | 2.23 | 548 | 38 | 39.7% | 0.52 | 0.0697 | -0.031 | 46 | 2.34 | 2.36 | 16 | 53 | 39.5% | -0.49 | 0.0708 | -0.031 |
| 1.99 | 2.01 | 279 | 18 | 39.8% | 0.48 | 0.0694 | -0.031 | 46.5 | 2.62 | 2.65 | 37 | 20 | 39.6% | -0.52 | 0.0706 | -0.031 |
| 1.79 | 1.82 | 478 | 122 | 40.0% | 0.45 | 0.0686 | -0.031 | 47 | 2.92 | 2.96 | 3 | 62 | 39.9% | -0.56 | 0.0699 | -0.031 |
| 1.61 | 1.63 | 379 | 115 | 40.1% | 0.42 | 0.0673 | -0.031 | 47.5 | 3.20 | 3.30 | 2 | 40.3% | -0.59 | 0.0687 | -0.031 | |
| 1.45 | 1.47 | 58 | 170 | 40.4% | 0.39 | 0.0656 | -0.030 | 48 | 3.55 | 3.65 | 10 | 28 | 40.3% | -0.62 | 0.0670 | -0.030 |
| 1.30 | 1.32 | 68 | 12 | 40.6% | 0.36 | 0.0636 | -0.030 | 48.5 | 3.90 | 4.00 | 1 | 40.4% | -0.65 | 0.0651 | -0.029 | |
| 1.17 | 1.19 | 285 | 314 | 40.9% | 0.33 | 0.0612 | -0.029 | 49 | 4.30 | 4.35 | 31 | 40.8% | -0.68 | 0.0628 | -0.028 | |
| 1.05 | 1.07 | 20 | 31 | 41.2% | 0.30 | 0.0587 | -0.028 | 49.5 | 4.65 | 4.75 | 41.0% | -0.71 | 0.0603 | -0.028 | ||
| 0.9400 | 0.9700 | 902 | 222 | 41.5% | 0.28 | 0.0560 | -0.027 | 50 | 5.05 | 5.15 | 10 | 41.4% | -0.73 | 0.0577 | -0.026 | |
| 0.8500 | 0.8700 | 2 | 6 | 41.9% | 0.26 | 0.0532 | -0.026 | 50.5 | 5.45 | 5.55 | 41.6% | -0.75 | 0.0549 | -0.025 | ||
| 0.7600 | 0.7900 | 5 | 48 | 42.2% | 0.23 | 0.0503 | -0.025 | 51 | 5.85 | 6.00 | 42.1% | -0.78 | 0.0521 | -0.024 | ||
| 0.6200 | 0.6400 | 217 | 4,540 | 43.0% | 0.20 | 0.0447 | -0.023 | 52 | 6.70 | 6.85 | 42.5% | -0.81 | 0.0466 | -0.022 | ||
| 0.5100 | 0.5300 | 13 | 97 | 43.9% | 0.17 | 0.0394 | -0.021 | 53 | 7.60 | 7.75 | 43.5% | -0.85 | 0.0413 | -0.019 | ||
| 0.4200 | 0.4400 | 8 | 21 | 44.9% | 0.14 | 0.0345 | -0.019 | 54 | 8.50 | 8.65 | 43.8% | -0.87 | 0.0363 | -0.017 | ||
| 0.3500 | 0.3700 | 5 | 304 | 45.9% | 0.12 | 0.0301 | -0.018 | 55 | 9.45 | 9.60 | 45.2% | -0.90 | 0.0319 | -0.015 | ||
| 0.1700 | 0.1800 | 290 | 2,001 | 51.7% | 0.06 | 0.0158 | -0.012 | 60 | 14.30 | 14.45 | 1 | 50.8% | -0.96 | 0.0183 | -0.006 | |
| 0.1000 | 0.1100 | 150 | 57.9% | 0.04 | 0.0092 | -0.009 | 65 | 19.25 | 19.45 | 59.5% | -0.99 | 0.0115 | -0.005 | |||
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 — Oct 09, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.