RIOT option chain Riot Platforms, Inc.
Cboe delayed options data · as of 00:38 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 ±12.4% (16.32–20.91) · ATM IV 74.0% · P/C open interest 0.42
| 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 | |
| 7.45 | 10.20 | 2 | 332 | 204.5% | 0.99 | 0.0039 | -0.002 | 10 | 0 | 0.0200 | 30 | 1,120 | 125.1% | -0.01 | 0.0039 | -0.003 |
| 6.85 | 8.05 | 275 | 0.99 | 0.0061 | -0.003 | 11 | 0 | 0.0500 | 2,645 | 121.8% | -0.01 | 0.0061 | -0.004 | |||
| 5.75 | 7.70 | 6 | 171 | 127.6% | 0.98 | 0.0098 | -0.004 | 12 | 0 | 0.0600 | 41 | 523 | 106.8% | -0.02 | 0.0098 | -0.005 |
| 5.00 | 6.75 | 2 | 199 | 138.6% | 0.97 | 0.0162 | -0.006 | 13 | 0.0200 | 0.1500 | 7,512 | 108.9% | -0.03 | 0.0163 | -0.006 | |
| 4.50 | 5.55 | 1 | 3,023 | 136.3% | 0.96 | 0.0280 | -0.009 | 14 | 0.0300 | 0.0900 | 16 | 3,210 | 83.8% | -0.04 | 0.0281 | -0.009 |
| 3.00 | 4.75 | 15 | 2,077 | 94.5% | 0.92 | 0.0488 | -0.014 | 15 | 0.0600 | 0.1700 | 43 | 9,917 | 78.0% | -0.08 | 0.0489 | -0.014 |
| 2.50 | 4.05 | 2 | 3 | 70.3% | 0.89 | 0.0627 | -0.017 | 15.5 | 0.1300 | 0.3000 | 2 | 76 | 82.9% | -0.11 | 0.0629 | -0.018 |
| 2.73 | 3.25 | 4 | 589 | 85.9% | 0.85 | 0.0780 | -0.022 | 16 | 0.2000 | 0.3500 | 125 | 2,753 | 79.3% | -0.15 | 0.0782 | -0.022 |
| 2.11 | 2.99 | 2 | 80.1% | 0.80 | 0.0933 | -0.026 | 16.5 | 0.2400 | 0.4800 | 10 | 131 | 76.7% | -0.20 | 0.0936 | -0.026 | |
| 1.94 | 2.52 | 25 | 2,054 | 82.8% | 0.74 | 0.1071 | -0.030 | 17 | 0.3500 | 0.6000 | 220 | 5,630 | 74.8% | -0.26 | 0.1075 | -0.030 |
| 1.57 | 2.09 | 38 | 114 | 77.1% | 0.68 | 0.1183 | -0.034 | 17.5 | 0.4900 | 0.8700 | 242 | 274 | 77.4% | -0.32 | 0.1188 | -0.034 |
| 1.37 | 1.72 | 256 | 4,435 | 77.8% | 0.62 | 0.1262 | -0.036 | 18 | 0.6500 | 1.00 | 143 | 6,440 | 73.4% | -0.38 | 0.1268 | -0.036 |
| 1.07 | 1.48 | 83 | 119 | 77.1% | 0.55 | 0.1305 | -0.038 | 18.5 | 0.8800 | 1.17 | 25 | 430 | 71.0% | -0.45 | 0.1312 | -0.038 |
| 0.8300 | 1.23 | 198 | 2,422 | 76.0% | 0.49 | 0.1314 | -0.038 | 19 | 1.27 | 1.61 | 74 | 5,226 | 80.2% | -0.51 | 0.1321 | -0.038 |
| 0.7900 | 1.03 | 39 | 129 | 80.9% | 0.43 | 0.1290 | -0.037 | 19.5 | 1.40 | 1.95 | 1 | 42 | 75.7% | -0.58 | 0.1298 | -0.037 |
| 0.6100 | 0.7300 | 8,437 | 19.9K | 76.1% | 0.37 | 0.1238 | -0.036 | 20 | 1.76 | 2.22 | 16 | 8,085 | 74.3% | -0.64 | 0.1246 | -0.036 |
| 0.3900 | 0.7100 | 59 | 426 | 77.4% | 0.31 | 0.1161 | -0.034 | 20.5 | 2.08 | 2.66 | 24 | 23 | 75.5% | -0.69 | 0.1170 | -0.034 |
| 0.3300 | 0.5200 | 210 | 7,251 | 76.6% | 0.26 | 0.1067 | -0.031 | 21 | 2.56 | 2.92 | 3 | 1,168 | 74.0% | -0.74 | 0.1076 | -0.031 |
| 0.2200 | 0.4800 | 101 | 271 | 78.2% | 0.22 | 0.0962 | -0.028 | 21.5 | 2.76 | 3.60 | 1 | 28 | 76.7% | -0.78 | 0.0971 | -0.028 |
| 0.2100 | 0.3200 | 119 | 9,369 | 77.5% | 0.18 | 0.0855 | -0.025 | 22 | 2.92 | 4.55 | 10 | 4,818 | 88.9% | -0.82 | 0.0864 | -0.025 |
| 0.2100 | 0.2900 | 275 | 82.5% | 0.15 | 0.0751 | -0.022 | 22.5 | 3.55 | 5.00 | 131 | 99.6% | -0.85 | 0.0760 | -0.022 | ||
| 0.1500 | 0.3200 | 511 | 12.3K | 87.1% | 0.13 | 0.0655 | -0.020 | 23 | 3.70 | 5.10 | 2 | 971 | 57.0% | -0.88 | 0.0664 | -0.020 |
| 0.0800 | 0.2300 | 2 | 53 | 83.0% | 0.11 | 0.0569 | -0.018 | 23.5 | 4.65 | 6.15 | 124.2% | -0.90 | 0.0578 | -0.018 | ||
| 0.1000 | 0.2400 | 103 | 9,030 | 90.4% | 0.09 | 0.0494 | -0.016 | 24 | 4.90 | 6.30 | 8 | 1,350 | 100.7% | -0.92 | 0.0505 | -0.015 |
| 0.0500 | 0.1600 | 90 | 85.3% | 0.08 | 0.0429 | -0.014 | 24.5 | 5.30 | 7.35 | 130.0% | -0.93 | 0.0442 | -0.014 | |||
| 0.0700 | 0.1000 | 22 | 17.4K | 86.1% | 0.07 | 0.0374 | -0.013 | 25 | 6.10 | 7.15 | 293 | 1,509 | 114.7% | -0.94 | 0.0390 | -0.013 |
| 0.0200 | 0.1100 | 1 | 40 | 85.9% | 0.06 | 0.0327 | -0.012 | 25.5 | 5.95 | 8.35 | 123.0% | -0.95 | 0.0344 | -0.011 | ||
| 0 | 0.3100 | 9 | 9,579 | 107.9% | 0.05 | 0.0288 | -0.011 | 26 | 6.45 | 8.55 | 275 | 1,343 | 107.1% | -0.96 | 0.0306 | -0.011 |
| 0 | 0.1300 | 10 | 140 | 94.1% | 0.04 | 0.0255 | -0.010 | 26.5 | 6.65 | 9.60 | 130.0% | -0.96 | 0.0274 | -0.010 | ||
| 0.0300 | 0.1200 | 17 | 3,870 | 100.7% | 0.04 | 0.0226 | -0.009 | 27 | 7.80 | 9.65 | 6 | 653 | 146.9% | -0.97 | 0.0249 | -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 — Sep 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs