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 ±9.8% (41.77–50.89) · ATM IV 36.3% · P/C open interest 0.60
| 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 | |
| 21.25 | 21.85 | 245 | 91.4% | 0.99 | 0.0021 | -0.000 | 25 | 0.0400 | 0.0500 | 10 | 1,431 | 83.1% | -0.01 | 0.0021 | -0.004 | |
| 20.25 | 21.25 | 2 | 106.7% | 0.99 | 0.0025 | -0.001 | 26 | 0.0500 | 0.0600 | 303 | 80.5% | -0.01 | 0.0025 | -0.005 | ||
| 19.50 | 19.60 | 28 | 79.6% | 0.99 | 0.0030 | -0.002 | 27 | 0.0600 | 0.0700 | 590 | 77.7% | -0.01 | 0.0030 | -0.005 | ||
| 18.50 | 18.60 | 1 | 74.0% | 0.98 | 0.0035 | -0.002 | 28 | 0.0700 | 0.0800 | 2,844 | 74.7% | -0.02 | 0.0035 | -0.006 | ||
| 17.55 | 17.65 | 6 | 72.2% | 0.98 | 0.0042 | -0.003 | 29 | 0.0800 | 0.0900 | 1,414 | 71.5% | -0.02 | 0.0042 | -0.006 | ||
| 16.55 | 16.65 | 184 | 70.0% | 0.98 | 0.0050 | -0.004 | 30 | 0.1000 | 0.1100 | 50 | 4,435 | 69.5% | -0.02 | 0.0050 | -0.007 | |
| 15.60 | 15.65 | 33 | 64.9% | 0.97 | 0.0060 | -0.005 | 31 | 0.1100 | 0.1200 | 42 | 806 | 66.0% | -0.03 | 0.0061 | -0.008 | |
| 14.60 | 14.70 | 20 | 64.6% | 0.97 | 0.0072 | -0.006 | 32 | 0.1300 | 0.1400 | 3,027 | 63.4% | -0.03 | 0.0073 | -0.008 | ||
| 13.60 | 13.70 | 23 | 59.7% | 0.96 | 0.0087 | -0.007 | 33 | 0.1500 | 0.1600 | 103 | 1,084 | 60.6% | -0.04 | 0.0087 | -0.009 | |
| 12.65 | 12.75 | 109 | 58.6% | 0.96 | 0.0103 | -0.008 | 34 | 0.1700 | 0.1800 | 1,160 | 57.6% | -0.04 | 0.0104 | -0.010 | ||
| 11.65 | 11.75 | 5,760 | 53.8% | 0.95 | 0.0123 | -0.009 | 35 | 0.1900 | 0.2000 | 8 | 4,294 | 54.4% | -0.05 | 0.0124 | -0.011 | |
| 10.70 | 10.80 | 1,218 | 51.9% | 0.94 | 0.0148 | -0.009 | 36 | 0.2200 | 0.2300 | 6 | 1,272 | 51.7% | -0.06 | 0.0148 | -0.011 | |
| 9.75 | 9.85 | 245 | 49.6% | 0.93 | 0.0178 | -0.011 | 37 | 0.2500 | 0.2700 | 55 | 1,356 | 48.9% | -0.07 | 0.0179 | -0.013 | |
| 8.80 | 8.90 | 679 | 46.9% | 0.91 | 0.0215 | -0.012 | 38 | 0.3000 | 0.3200 | 2 | 1,282 | 46.6% | -0.09 | 0.0217 | -0.014 | |
| 7.85 | 7.95 | 5,897 | 44.0% | 0.89 | 0.0262 | -0.014 | 39 | 0.3700 | 0.3800 | 1 | 2,084 | 44.3% | -0.11 | 0.0263 | -0.015 | |
| 6.95 | 7.05 | 138 | 3,210 | 42.3% | 0.87 | 0.0317 | -0.016 | 40 | 0.4600 | 0.4700 | 92 | 4,593 | 42.4% | -0.13 | 0.0319 | -0.017 |
| 6.10 | 6.20 | 108 | 1,670 | 41.3% | 0.84 | 0.0381 | -0.018 | 41 | 0.5800 | 0.5900 | 104 | 1,935 | 40.9% | -0.16 | 0.0384 | -0.019 |
| 5.25 | 5.35 | 269 | 2,823 | 39.5% | 0.80 | 0.0452 | -0.020 | 42 | 0.7400 | 0.7600 | 123 | 2,088 | 39.5% | -0.20 | 0.0456 | -0.021 |
| 4.45 | 4.55 | 108 | 1,528 | 38.0% | 0.75 | 0.0524 | -0.022 | 43 | 0.9500 | 0.9700 | 44 | 4,040 | 38.3% | -0.25 | 0.0530 | -0.023 |
| 3.75 | 3.85 | 77 | 3,452 | 37.6% | 0.69 | 0.0592 | -0.024 | 44 | 1.23 | 1.24 | 99 | 9,082 | 37.5% | -0.31 | 0.0599 | -0.025 |
| 3.10 | 3.15 | 59 | 3,538 | 36.5% | 0.63 | 0.0647 | -0.025 | 45 | 1.57 | 1.59 | 85 | 1,405 | 36.8% | -0.37 | 0.0657 | -0.026 |
| 2.55 | 2.57 | 78 | 1,664 | 36.3% | 0.56 | 0.0684 | -0.026 | 46 | 1.99 | 2.01 | 23 | 1,208 | 36.2% | -0.44 | 0.0697 | -0.027 |
| 2.05 | 2.08 | 18 | 1,681 | 36.0% | 0.50 | 0.0700 | -0.027 | 47 | 2.49 | 2.52 | 6 | 915 | 36.0% | -0.51 | 0.0716 | -0.027 |
| 1.63 | 1.65 | 5 | 1,841 | 35.7% | 0.43 | 0.0694 | -0.026 | 48 | 3.05 | 3.10 | 3 | 1,200 | 35.6% | -0.58 | 0.0712 | -0.026 |
| 1.28 | 1.30 | 99 | 4,792 | 35.7% | 0.36 | 0.0667 | -0.025 | 49 | 3.70 | 3.75 | 380 | 35.5% | -0.65 | 0.0689 | -0.025 | |
| 0.9900 | 1.01 | 368 | 28.0K | 35.6% | 0.30 | 0.0621 | -0.023 | 50 | 4.40 | 4.50 | 1,092 | 35.6% | -0.71 | 0.0647 | -0.023 | |
| 0.2600 | 0.2700 | 362 | 11.3K | 36.7% | 0.10 | 0.0310 | -0.012 | 55 | 8.70 | 8.80 | 236 | 35.6% | -0.92 | 0.0351 | -0.012 | |
| 0.1000 | 0.1100 | 155 | 11.8K | 41.5% | 0.04 | 0.0138 | -0.007 | 60 | 13.40 | 14.05 | 105 | 46.9% | -0.99 | 0.0134 | -0.008 | |
| 0.0500 | 0.0600 | 325 | 2,917 | 46.7% | 0.02 | 0.0071 | -0.004 | 65 | 18.40 | 19.15 | 1 | 61.9% | -1.00 | 0.0002 | -0.009 | |
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 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.