IBIT option chain iShares Bitcoin Trust ETF
Cboe delayed options data · as of 15:39 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 ±7.8% (42.99–50.23) · ATM IV 36.9% · P/C open interest 0.97
| 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 | |
| 21.35 | 21.95 | 0.99 | 0.0015 | -0.001 | 25 | 0.0100 | 0.0200 | 10 | 6 | 94.3% | -0.01 | 0.0015 | -0.004 | |||
| 16.30 | 17.10 | 9 | 0.99 | 0.0037 | -0.004 | 30 | 0.0400 | 0.0600 | 1 | 46 | 80.4% | -0.01 | 0.0037 | -0.007 | ||
| 12.80 | 12.90 | 3 | 66.1% | 0.97 | 0.0080 | -0.008 | 34 | 0.0900 | 0.1000 | 38 | 66.8% | -0.03 | 0.0080 | -0.010 | ||
| 11.80 | 11.90 | 9 | 63.4% | 0.97 | 0.0097 | -0.009 | 35 | 0.1000 | 0.1200 | 2 | 44 | 63.3% | -0.03 | 0.0098 | -0.011 | |
| 10.80 | 10.90 | 7 | 57.9% | 0.96 | 0.0119 | -0.011 | 36 | 0.1200 | 0.1400 | 159 | 60.0% | -0.04 | 0.0120 | -0.012 | ||
| 9.85 | 9.95 | 22 | 56.8% | 0.95 | 0.0147 | -0.012 | 37 | 0.1400 | 0.1600 | 449 | 56.5% | -0.05 | 0.0148 | -0.013 | ||
| 8.85 | 9.00 | 18 | 51.3% | 0.94 | 0.0182 | -0.014 | 38 | 0.1700 | 0.1800 | 434 | 53.0% | -0.06 | 0.0183 | -0.015 | ||
| 7.90 | 8.00 | 15 | 49.1% | 0.93 | 0.0228 | -0.015 | 39 | 0.2000 | 0.2200 | 7 | 1,144 | 49.8% | -0.07 | 0.0229 | -0.017 | |
| 6.95 | 7.05 | 173 | 46.2% | 0.91 | 0.0287 | -0.018 | 40 | 0.2500 | 0.2600 | 229 | 2,314 | 46.7% | -0.09 | 0.0289 | -0.019 | |
| 6.05 | 6.15 | 53 | 43.8% | 0.88 | 0.0362 | -0.020 | 41 | 0.3200 | 0.3300 | 29 | 1,228 | 44.2% | -0.12 | 0.0365 | -0.021 | |
| 5.15 | 5.25 | 94 | 42.4% | 0.85 | 0.0456 | -0.023 | 42 | 0.4200 | 0.4400 | 45 | 937 | 42.1% | -0.15 | 0.0459 | -0.024 | |
| 4.70 | 4.80 | 136 | 40.8% | 0.83 | 0.0508 | -0.025 | 42.5 | 0.4900 | 0.5000 | 23 | 417 | 41.1% | -0.18 | 0.0512 | -0.026 | |
| 4.30 | 4.40 | 15 | 67 | 40.6% | 0.80 | 0.0564 | -0.027 | 43 | 0.5700 | 0.5900 | 40 | 831 | 40.4% | -0.20 | 0.0568 | -0.027 |
| 3.90 | 4.00 | 20 | 39.9% | 0.77 | 0.0620 | -0.028 | 43.5 | 0.6600 | 0.6800 | 270 | 39.5% | -0.23 | 0.0625 | -0.029 | ||
| 3.50 | 3.60 | 14 | 93 | 38.9% | 0.74 | 0.0676 | -0.030 | 44 | 0.7800 | 0.8000 | 81 | 653 | 39.0% | -0.26 | 0.0682 | -0.031 |
| 3.15 | 3.25 | 54 | 38.1% | 0.71 | 0.0729 | -0.032 | 44.5 | 0.9100 | 0.9300 | 31 | 414 | 38.4% | -0.30 | 0.0736 | -0.032 | |
| 2.81 | 2.86 | 37 | 37.8% | 0.67 | 0.0778 | -0.033 | 45 | 1.06 | 1.09 | 52 | 1,970 | 38.0% | -0.33 | 0.0786 | -0.034 | |
| 2.50 | 2.53 | 13 | 37.4% | 0.63 | 0.0819 | -0.034 | 45.5 | 1.24 | 1.26 | 43 | 454 | 37.5% | -0.37 | 0.0829 | -0.035 | |
| 2.20 | 2.23 | 15 | 1,688 | 37.1% | 0.59 | 0.0852 | -0.035 | 46 | 1.44 | 1.47 | 217 | 1,002 | 37.2% | -0.42 | 0.0863 | -0.036 |
| 1.93 | 1.96 | 5 | 413 | 36.7% | 0.54 | 0.0874 | -0.035 | 46.5 | 1.66 | 1.69 | 92 | 449 | 37.0% | -0.46 | 0.0886 | -0.036 |
| 1.68 | 1.70 | 96 | 311 | 36.6% | 0.50 | 0.0885 | -0.035 | 47 | 1.91 | 1.94 | 1 | 573 | 36.7% | -0.50 | 0.0898 | -0.036 |
| 1.45 | 1.47 | 88 | 1,357 | 36.4% | 0.46 | 0.0884 | -0.035 | 47.5 | 2.18 | 2.21 | 97 | 36.6% | -0.55 | 0.0899 | -0.036 | |
| 1.25 | 1.27 | 78 | 636 | 36.4% | 0.41 | 0.0871 | -0.034 | 48 | 2.48 | 2.51 | 1 | 328 | 36.4% | -0.59 | 0.0888 | -0.035 |
| 1.07 | 1.09 | 150 | 568 | 36.2% | 0.37 | 0.0848 | -0.033 | 48.5 | 2.80 | 2.83 | 15 | 149 | 36.3% | -0.64 | 0.0867 | -0.034 |
| 0.9100 | 0.9300 | 10 | 640 | 36.2% | 0.33 | 0.0815 | -0.032 | 49 | 3.10 | 3.20 | 1 | 64 | 36.0% | -0.68 | 0.0835 | -0.032 |
| 0.7600 | 0.7800 | 41 | 186 | 36.0% | 0.29 | 0.0774 | -0.030 | 49.5 | 3.50 | 3.55 | 36 | 36.2% | -0.72 | 0.0796 | -0.030 | |
| 0.6400 | 0.6600 | 180 | 1,113 | 36.0% | 0.26 | 0.0727 | -0.028 | 50 | 3.85 | 3.95 | 34 | 36.1% | -0.75 | 0.0750 | -0.029 | |
| 0.5400 | 0.5500 | 201 | 634 | 36.0% | 0.23 | 0.0676 | -0.026 | 50.5 | 4.25 | 4.35 | 20 | 36.1% | -0.79 | 0.0700 | -0.027 | |
| 0.4500 | 0.4600 | 22 | 627 | 36.1% | 0.20 | 0.0622 | -0.024 | 51 | 4.65 | 4.75 | 21 | 35.7% | -0.82 | 0.0648 | -0.025 | |
| 0.3700 | 0.3900 | 7 | 149 | 36.2% | 0.17 | 0.0567 | -0.022 | 51.5 | 5.10 | 5.20 | 43 | 36.5% | -0.84 | 0.0594 | -0.022 | |
| 0.3100 | 0.3300 | 134 | 3,251 | 36.2% | 0.15 | 0.0512 | -0.020 | 52 | 5.50 | 5.65 | 21 | 37.0% | -0.87 | 0.0541 | -0.020 | |
| 0.2600 | 0.2700 | 179 | 36.6% | 0.13 | 0.0459 | -0.018 | 52.5 | 6.00 | 6.10 | 17 | 37.1% | -0.89 | 0.0490 | -0.018 | ||
| 0.2100 | 0.2300 | 300 | 36.7% | 0.11 | 0.0411 | -0.016 | 53 | 6.45 | 6.55 | 18 | 36.8% | -0.91 | 0.0442 | -0.017 | ||
| 0.1500 | 0.1600 | 41 | 590 | 37.2% | 0.08 | 0.0324 | -0.013 | 54 | 7.40 | 7.50 | 5 | 37.6% | -0.94 | 0.0354 | -0.014 | |
| 0.1100 | 0.1200 | 65 | 1,013 | 38.3% | 0.06 | 0.0254 | -0.011 | 55 | 8.35 | 8.45 | 1 | 36.3% | -0.96 | 0.0292 | -0.011 | |
| 0.0300 | 0.0500 | 53 | 600 | 45.1% | 0.02 | 0.0092 | -0.005 | 60 | 13.20 | 13.65 | 54.8% | -1.00 | 0.0046 | -0.007 | ||
| 0.0200 | 0.0300 | 2 | 58 | 53.6% | 0.01 | 0.0046 | -0.004 | 65 | 18.20 | 18.65 | 68.5% | -1.00 | 0.0000 | -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 — Nov 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs