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 ±9.6% (42.15–51.08) · ATM IV 36.6% · P/C open interest 0.16
| 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 | |
| 21.15 | 22.25 | 1 | 2 | 0.99 | 0.0020 | -0.002 | 25 | 0.0300 | 0.0500 | 2 | 17 | 85.5% | -0.01 | 0.0020 | -0.004 | |
| 16.80 | 16.95 | 73.3% | 0.98 | 0.0047 | -0.005 | 30 | 0.0900 | 0.1100 | 2 | 38 | 72.3% | -0.02 | 0.0047 | -0.007 | ||
| 12.90 | 13.00 | 3 | 59.8% | 0.96 | 0.0097 | -0.009 | 34 | 0.1500 | 0.1800 | 4 | 16 | 59.9% | -0.04 | 0.0098 | -0.010 | |
| 11.90 | 12.05 | 174 | 56.6% | 0.95 | 0.0116 | -0.010 | 35 | 0.1700 | 0.2000 | 73 | 59 | 56.7% | -0.05 | 0.0117 | -0.011 | |
| 10.95 | 11.10 | 54.8% | 0.94 | 0.0139 | -0.011 | 36 | 0.1900 | 0.2200 | 2 | 11 | 53.4% | -0.06 | 0.0140 | -0.012 | ||
| 9.95 | 10.10 | 49.9% | 0.93 | 0.0167 | -0.012 | 37 | 0.2300 | 0.2500 | 19 | 9 | 50.7% | -0.07 | 0.0168 | -0.013 | ||
| 9.00 | 9.15 | 47.5% | 0.92 | 0.0203 | -0.013 | 38 | 0.2700 | 0.2900 | 28 | 17 | 48.0% | -0.08 | 0.0204 | -0.014 | ||
| 8.10 | 8.20 | 11 | 45.7% | 0.90 | 0.0246 | -0.014 | 39 | 0.3200 | 0.3500 | 30 | 39 | 45.6% | -0.10 | 0.0248 | -0.015 | |
| 7.15 | 7.30 | 28 | 43.4% | 0.88 | 0.0300 | -0.016 | 40 | 0.4000 | 0.4200 | 32 | 49 | 43.4% | -0.12 | 0.0302 | -0.017 | |
| 6.30 | 6.40 | 42 | 42.0% | 0.85 | 0.0363 | -0.018 | 41 | 0.5000 | 0.5300 | 37 | 234 | 41.6% | -0.15 | 0.0366 | -0.019 | |
| 5.40 | 5.55 | 1 | 163 | 39.9% | 0.81 | 0.0435 | -0.020 | 42 | 0.6400 | 0.6800 | 50 | 61 | 40.1% | -0.19 | 0.0439 | -0.021 |
| 5.00 | 5.15 | 28 | 39.5% | 0.79 | 0.0474 | -0.021 | 42.5 | 0.7400 | 0.7700 | 13 | 946 | 39.6% | -0.21 | 0.0478 | -0.022 | |
| 4.60 | 4.75 | 26 | 38.8% | 0.77 | 0.0512 | -0.023 | 43 | 0.8300 | 0.8700 | 26 | 89 | 38.8% | -0.23 | 0.0517 | -0.023 | |
| 4.25 | 4.40 | 3 | 38.9% | 0.74 | 0.0550 | -0.024 | 43.5 | 0.9500 | 0.9800 | 37 | 23 | 38.2% | -0.26 | 0.0556 | -0.024 | |
| 3.90 | 4.00 | 20 | 38.2% | 0.71 | 0.0586 | -0.025 | 44 | 1.09 | 1.12 | 12 | 166 | 37.9% | -0.29 | 0.0593 | -0.025 | |
| 3.55 | 3.65 | 22 | 37.7% | 0.68 | 0.0619 | -0.026 | 44.5 | 1.24 | 1.27 | 11 | 1,885 | 37.5% | -0.32 | 0.0627 | -0.026 | |
| 3.20 | 3.35 | 20 | 129 | 37.4% | 0.65 | 0.0648 | -0.027 | 45 | 1.41 | 1.44 | 40 | 357 | 37.1% | -0.35 | 0.0658 | -0.027 |
| 2.93 | 2.98 | 14 | 37.0% | 0.62 | 0.0673 | -0.027 | 45.5 | 1.60 | 1.63 | 46 | 520 | 36.8% | -0.39 | 0.0684 | -0.028 | |
| 2.65 | 2.70 | 129 | 36.7% | 0.58 | 0.0693 | -0.028 | 46 | 1.81 | 1.85 | 25 | 968 | 36.7% | -0.42 | 0.0704 | -0.028 | |
| 2.38 | 2.42 | 69 | 36.5% | 0.55 | 0.0707 | -0.028 | 46.5 | 2.04 | 2.09 | 1,343 | 956 | 36.6% | -0.46 | 0.0720 | -0.029 | |
| 2.13 | 2.17 | 42 | 117 | 36.3% | 0.51 | 0.0715 | -0.028 | 47 | 2.29 | 2.34 | 6 | 81 | 36.5% | -0.49 | 0.0729 | -0.029 |
| 1.90 | 1.93 | 21 | 261 | 36.2% | 0.48 | 0.0717 | -0.028 | 47.5 | 2.56 | 2.61 | 618 | 11 | 36.3% | -0.53 | 0.0733 | -0.029 |
| 1.69 | 1.72 | 334 | 992 | 36.2% | 0.44 | 0.0713 | -0.028 | 48 | 2.85 | 2.90 | 28 | 36.2% | -0.56 | 0.0730 | -0.028 | |
| 1.49 | 1.53 | 915 | 97 | 36.1% | 0.41 | 0.0703 | -0.027 | 48.5 | 3.15 | 3.25 | 116 | 36.4% | -0.60 | 0.0722 | -0.028 | |
| 1.33 | 1.35 | 14 | 7,777 | 36.0% | 0.38 | 0.0688 | -0.027 | 49 | 3.45 | 3.55 | 2 | 1 | 35.9% | -0.63 | 0.0708 | -0.027 |
| 1.17 | 1.20 | 25 | 7,122 | 36.2% | 0.34 | 0.0668 | -0.026 | 49.5 | 3.80 | 3.90 | 10 | 35.9% | -0.67 | 0.0690 | -0.026 | |
| 1.01 | 1.05 | 138 | 232 | 35.9% | 0.31 | 0.0643 | -0.025 | 50 | 4.15 | 4.25 | 21 | 35.7% | -0.70 | 0.0667 | -0.025 | |
| 0.9000 | 0.9300 | 111 | 74 | 36.2% | 0.28 | 0.0615 | -0.024 | 50.5 | 4.50 | 4.65 | 35.7% | -0.73 | 0.0640 | -0.024 | ||
| 0.7800 | 0.8100 | 62 | 81 | 36.1% | 0.26 | 0.0584 | -0.022 | 51 | 4.90 | 5.05 | 7 | 35.9% | -0.76 | 0.0610 | -0.023 | |
| 0.6800 | 0.7100 | 27 | 20 | 36.1% | 0.23 | 0.0551 | -0.021 | 51.5 | 5.30 | 5.45 | 35.9% | -0.78 | 0.0579 | -0.022 | ||
| 0.5900 | 0.6200 | 67 | 225 | 36.2% | 0.21 | 0.0516 | -0.020 | 52 | 5.70 | 5.85 | 35.5% | -0.81 | 0.0546 | -0.021 | ||
| 0.5200 | 0.5400 | 112 | 5,624 | 36.3% | 0.19 | 0.0482 | -0.019 | 52.5 | 6.15 | 6.30 | 36.1% | -0.83 | 0.0513 | -0.019 | ||
| 0.4500 | 0.4800 | 82 | 2,901 | 36.5% | 0.17 | 0.0447 | -0.018 | 53 | 6.60 | 6.75 | 36.6% | -0.85 | 0.0480 | -0.018 | ||
| 0.3400 | 0.3700 | 8 | 1,094 | 36.9% | 0.13 | 0.0382 | -0.015 | 54 | 7.50 | 7.65 | 36.9% | -0.89 | 0.0417 | -0.016 | ||
| 0.2600 | 0.2800 | 20 | 14.9K | 37.2% | 0.11 | 0.0322 | -0.013 | 55 | 8.40 | 8.55 | 35.8% | -0.92 | 0.0360 | -0.014 | ||
| 0.0800 | 0.1100 | 17 | 294 | 41.4% | 0.04 | 0.0139 | -0.007 | 60 | 12.95 | 14.10 | 52.2% | -0.99 | 0.0140 | -0.007 | ||
| 0.0400 | 0.0700 | 10 | 47.7% | 0.02 | 0.0069 | -0.004 | 65 | 17.95 | 19.05 | 63.0% | -1.00 | 0.0004 | -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 — Nov 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs