IBIT option chain iShares Bitcoin Trust ETF
Cboe delayed options data · as of 15:35 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 ±11.9% (40.26–51.09) · ATM IV 40.1% · P/C open interest —
| 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 | |
| 7.30 | 7.60 | 43.3% | 0.86 | 0.0297 | -0.012 | 39 | 0.5100 | 0.6300 | 92 | 44.1% | -0.14 | 0.0299 | -0.016 | |||
| 6.85 | 7.15 | 42.1% | 0.85 | 0.0322 | -0.013 | 39.5 | 0.5900 | 0.7000 | 43.6% | -0.15 | 0.0325 | -0.017 | ||||
| 6.45 | 6.70 | 5 | 41.5% | 0.83 | 0.0349 | -0.014 | 40 | 0.6200 | 0.7800 | 42.5% | -0.17 | 0.0353 | -0.018 | |||
| 6.05 | 6.35 | 1 | 41.8% | 0.81 | 0.0377 | -0.015 | 40.5 | 0.7600 | 0.8800 | 2 | 42.6% | -0.19 | 0.0381 | -0.019 | ||
| 5.60 | 5.90 | 40.3% | 0.79 | 0.0405 | -0.017 | 41 | 0.8200 | 0.9800 | 1 | 41.7% | -0.21 | 0.0409 | -0.020 | |||
| 5.25 | 5.50 | 40.2% | 0.77 | 0.0432 | -0.018 | 41.5 | 0.9400 | 1.10 | 41.5% | -0.23 | 0.0437 | -0.021 | ||||
| 4.85 | 5.15 | 39.8% | 0.75 | 0.0459 | -0.019 | 42 | 1.07 | 1.24 | 41.2% | -0.25 | 0.0464 | -0.022 | ||||
| 4.55 | 4.80 | 40.1% | 0.72 | 0.0484 | -0.020 | 42.5 | 1.17 | 1.39 | 40.6% | -0.28 | 0.0490 | -0.022 | ||||
| 4.25 | 4.45 | 6 | 40.1% | 0.70 | 0.0507 | -0.021 | 43 | 1.32 | 1.49 | 1 | 39.9% | -0.31 | 0.0514 | -0.023 | ||
| 3.90 | 4.15 | 40.0% | 0.67 | 0.0528 | -0.022 | 43.5 | 1.49 | 1.74 | 40.3% | -0.33 | 0.0535 | -0.024 | ||||
| 3.60 | 3.85 | 39.9% | 0.64 | 0.0545 | -0.023 | 44 | 1.71 | 1.94 | 40.4% | -0.36 | 0.0553 | -0.025 | ||||
| 3.35 | 3.55 | 40.1% | 0.61 | 0.0559 | -0.024 | 44.5 | 1.93 | 2.15 | 40.4% | -0.39 | 0.0568 | -0.025 | ||||
| 3.05 | 3.30 | 149 | 40.0% | 0.59 | 0.0570 | -0.025 | 45 | 2.16 | 2.38 | 40.4% | -0.42 | 0.0579 | -0.026 | |||
| 2.81 | 3.00 | 145 | 39.8% | 0.56 | 0.0577 | -0.025 | 45.5 | 2.41 | 2.62 | 40.4% | -0.45 | 0.0587 | -0.026 | |||
| 2.58 | 2.76 | 6 | 39.8% | 0.53 | 0.0581 | -0.025 | 46 | 2.67 | 2.89 | 40.5% | -0.48 | 0.0592 | -0.026 | |||
| 2.36 | 2.54 | 39.9% | 0.50 | 0.0581 | -0.026 | 46.5 | 2.95 | 3.20 | 40.8% | -0.51 | 0.0593 | -0.026 | ||||
| 2.20 | 2.34 | 51 | 40.4% | 0.47 | 0.0578 | -0.026 | 47 | 3.25 | 3.50 | 40.9% | -0.54 | 0.0591 | -0.026 | |||
| 1.98 | 2.16 | 50 | 40.3% | 0.44 | 0.0573 | -0.026 | 47.5 | 3.55 | 3.80 | 40.9% | -0.56 | 0.0586 | -0.025 | |||
| 1.84 | 1.98 | 104 | 40.7% | 0.42 | 0.0564 | -0.026 | 48 | 3.85 | 4.15 | 41.0% | -0.59 | 0.0578 | -0.025 | |||
| 1.67 | 1.82 | 23 | 40.8% | 0.39 | 0.0554 | -0.025 | 48.5 | 4.20 | 4.45 | 40.9% | -0.62 | 0.0568 | -0.025 | |||
| 1.53 | 1.65 | 101 | 40.9% | 0.37 | 0.0541 | -0.025 | 49 | 4.55 | 4.80 | 41.1% | -0.64 | 0.0556 | -0.024 | |||
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 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs