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 ±7.1% (43.27–49.89) · ATM IV 37.1% · P/C open interest 0.78
| 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 | |
| 19.00 | 23.50 | 117.6% | 0.99 | 0.0015 | -0.005 | 25 | 0.0100 | 0.0300 | 20 | 59 | 105.1% | -0.01 | 0.0015 | -0.005 | ||
| 14.00 | 18.75 | 7 | 104.7% | 0.99 | 0.0038 | -0.008 | 30 | 0.0400 | 0.0600 | 1,065 | 86.2% | -0.01 | 0.0038 | -0.008 | ||
| 12.25 | 12.40 | 2 | 71.7% | 0.97 | 0.0082 | -0.011 | 34 | 0.0700 | 0.1000 | 15 | 113 | 69.7% | -0.03 | 0.0082 | -0.011 | |
| 11.25 | 11.40 | 65.6% | 0.97 | 0.0101 | -0.012 | 35 | 0.0900 | 0.1100 | 292 | 66.0% | -0.03 | 0.0102 | -0.012 | |||
| 10.25 | 10.45 | 15 | 21 | 62.5% | 0.96 | 0.0125 | -0.014 | 36 | 0.1100 | 0.1300 | 305 | 62.6% | -0.04 | 0.0126 | -0.014 | |
| 9.30 | 9.45 | 29 | 38 | 58.9% | 0.95 | 0.0156 | -0.015 | 37 | 0.1300 | 0.1500 | 8 | 140 | 58.7% | -0.05 | 0.0157 | -0.015 |
| 8.30 | 8.50 | 1 | 107 | 54.9% | 0.94 | 0.0197 | -0.017 | 38 | 0.1600 | 0.1800 | 54 | 215 | 55.3% | -0.06 | 0.0198 | -0.017 |
| 7.35 | 7.50 | 121 | 39 | 50.6% | 0.92 | 0.0250 | -0.019 | 39 | 0.1900 | 0.2200 | 768 | 881 | 51.8% | -0.08 | 0.0251 | -0.019 |
| 6.40 | 6.55 | 1 | 75 | 47.4% | 0.90 | 0.0318 | -0.022 | 40 | 0.2400 | 0.2600 | 321 | 707 | 48.3% | -0.10 | 0.0320 | -0.022 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 40.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 5.50 | 5.65 | 130 | 67 | 45.9% | 0.87 | 0.0406 | -0.025 | 41 | 0.3200 | 0.3400 | 193 | 646 | 45.8% | -0.13 | 0.0408 | -0.025 |
| 5.05 | 5.20 | 112 | 42 | 44.6% | 0.86 | 0.0458 | -0.026 | 41.5 | 0.3700 | 0.3900 | 51 | 424 | 44.5% | -0.14 | 0.0461 | -0.027 |
| 4.60 | 4.75 | 32 | 108 | 43.0% | 0.83 | 0.0514 | -0.028 | 42 | 0.4300 | 0.4500 | 256 | 570 | 43.4% | -0.17 | 0.0519 | -0.029 |
| 4.20 | 4.35 | 189 | 88 | 43.0% | 0.81 | 0.0575 | -0.030 | 42.5 | 0.5000 | 0.5300 | 77 | 363 | 42.4% | -0.19 | 0.0580 | -0.030 |
| 3.75 | 3.90 | 134 | 85 | 40.8% | 0.78 | 0.0639 | -0.032 | 43 | 0.5800 | 0.6100 | 623 | 682 | 41.2% | -0.22 | 0.0645 | -0.032 |
| 3.40 | 3.50 | 162 | 198 | 40.6% | 0.75 | 0.0704 | -0.034 | 43.5 | 0.6900 | 0.7200 | 216 | 379 | 40.6% | -0.25 | 0.0710 | -0.034 |
| 3.00 | 3.15 | 42 | 68 | 39.9% | 0.72 | 0.0768 | -0.036 | 44 | 0.8100 | 0.8400 | 579 | 711 | 39.8% | -0.29 | 0.0775 | -0.036 |
| 2.68 | 2.76 | 78 | 33 | 39.3% | 0.68 | 0.0827 | -0.037 | 44.5 | 0.9500 | 0.9900 | 370 | 1,174 | 39.2% | -0.33 | 0.0835 | -0.038 |
| 2.35 | 2.43 | 41 | 259 | 38.8% | 0.63 | 0.0879 | -0.038 | 45 | 1.12 | 1.16 | 801 | 1,735 | 38.7% | -0.37 | 0.0889 | -0.039 |
| 2.05 | 2.10 | 4 | 59 | 38.0% | 0.59 | 0.0921 | -0.039 | 45.5 | 1.31 | 1.35 | 208 | 269 | 38.1% | -0.41 | 0.0932 | -0.040 |
| 1.76 | 1.81 | 59 | 286 | 37.5% | 0.54 | 0.0951 | -0.040 | 46 | 1.52 | 1.56 | 615 | 2,035 | 37.5% | -0.46 | 0.0963 | -0.040 |
| 1.50 | 1.55 | 158 | 300 | 37.1% | 0.49 | 0.0966 | -0.039 | 46.5 | 1.76 | 1.81 | 262 | 910 | 37.2% | -0.51 | 0.0980 | -0.040 |
| 1.27 | 1.32 | 249 | 2,919 | 36.8% | 0.45 | 0.0965 | -0.039 | 47 | 2.03 | 2.08 | 56 | 247 | 36.8% | -0.56 | 0.0981 | -0.039 |
| 1.07 | 1.11 | 49 | 590 | 36.5% | 0.40 | 0.0949 | -0.037 | 47.5 | 2.32 | 2.38 | 25 | 617 | 36.6% | -0.61 | 0.0966 | -0.038 |
| 0.8900 | 0.9300 | 197 | 880 | 36.3% | 0.35 | 0.0918 | -0.036 | 48 | 2.65 | 2.70 | 2 | 470 | 36.4% | -0.65 | 0.0936 | -0.037 |
| 0.7400 | 0.7800 | 271 | 236 | 36.3% | 0.31 | 0.0874 | -0.034 | 48.5 | 2.97 | 3.05 | 1 | 380 | 35.9% | -0.70 | 0.0894 | -0.035 |
| 0.6100 | 0.6400 | 133 | 682 | 36.1% | 0.27 | 0.0820 | -0.032 | 49 | 3.30 | 3.45 | 34 | 35.6% | -0.74 | 0.0842 | -0.032 | |
| 0.5000 | 0.5300 | 15 | 281 | 36.1% | 0.23 | 0.0759 | -0.029 | 49.5 | 3.70 | 3.85 | 38 | 35.8% | -0.78 | 0.0782 | -0.030 | |
| 0.4100 | 0.4400 | 193 | 2,643 | 36.3% | 0.20 | 0.0693 | -0.026 | 50 | 4.10 | 4.25 | 4 | 258 | 35.5% | -0.81 | 0.0717 | -0.027 |
| 0.3300 | 0.3600 | 131 | 1,118 | 36.3% | 0.17 | 0.0625 | -0.024 | 50.5 | 4.55 | 4.70 | 24 | 36.4% | -0.84 | 0.0651 | -0.025 | |
| 0.2700 | 0.2900 | 29 | 2,628 | 36.4% | 0.14 | 0.0558 | -0.021 | 51 | 4.95 | 5.15 | 35 | 35.8% | -0.87 | 0.0585 | -0.022 | |
| 0.2200 | 0.2400 | 7 | 294 | 36.6% | 0.12 | 0.0493 | -0.019 | 51.5 | 5.40 | 5.60 | 29 | 35.7% | -0.90 | 0.0519 | -0.020 | |
| 0.1700 | 0.2000 | 84 | 564 | 36.7% | 0.10 | 0.0432 | -0.017 | 52 | 5.90 | 6.05 | 20 | 36.5% | -0.92 | 0.0457 | -0.018 | |
| 0.1400 | 0.1600 | 6 | 1,269 | 37.0% | 0.08 | 0.0376 | -0.015 | 52.5 | 6.35 | 6.50 | 11 | 34.9% | -0.93 | 0.0398 | -0.016 | |
| 0.1100 | 0.1300 | 14 | 532 | 37.1% | 0.07 | 0.0327 | -0.013 | 53 | 6.85 | 7.00 | 9 | 36.9% | -0.95 | 0.0342 | -0.014 | |
| 0.0800 | 0.0900 | 162 | 935 | 38.1% | 0.05 | 0.0246 | -0.010 | 54 | 7.80 | 7.95 | 16 | 32.4% | -0.97 | 0.0247 | -0.010 | |
| 0.0500 | 0.0700 | 332 | 1,748 | 39.1% | 0.04 | 0.0187 | -0.008 | 55 | 8.80 | 8.95 | 24 | 35.5% | -0.98 | 0.0174 | -0.007 | |
| 0.0100 | 0.0300 | 103 | 1,058 | 46.7% | 0.01 | 0.0069 | -0.004 | 60 | 12.95 | 16.10 | 95.3% | -1.00 | 0.0040 | -0.002 | ||
| 0.0100 | 0.0300 | 41 | 207 | 58.9% | 0.01 | 0.0037 | -0.003 | 65 | 17.80 | 21.10 | 110.9% | -1.00 | 0.0015 | -0.001 | ||
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 — Nov 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.