RIOT option chain Riot Platforms, Inc.
Cboe delayed options data · as of 09:41 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 ±23.7% (10.46–16.94) · ATM IV 94.7% · P/C open interest 0.23
| 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 | |
| 6.05 | 8.15 | 186.4% | 0.97 | 0.0119 | -0.005 | 7 | 0 | 0.0900 | 13 | 118.8% | -0.03 | 0.0120 | -0.005 | |||
| 5.60 | 7.00 | 374 | 183.2% | 0.96 | 0.0188 | -0.006 | 8 | 0.0500 | 0.1400 | 1,769 | 3 | 113.7% | -0.04 | 0.0188 | -0.006 | |
| 4.00 | 6.05 | 13 | 118.1% | 0.93 | 0.0303 | -0.009 | 9 | 0.1400 | 0.2200 | 4 | 16 | 108.8% | -0.07 | 0.0304 | -0.009 | |
| 3.85 | 4.55 | 485 | 115.0% | 0.88 | 0.0460 | -0.013 | 10 | 0.3000 | 0.3500 | 13.1K | 2,101 | 105.5% | -0.12 | 0.0461 | -0.013 | |
| 3.05 | 3.80 | 4 | 4 | 110.3% | 0.81 | 0.0626 | -0.017 | 11 | 0.4900 | 0.6500 | 20 | 123 | 105.0% | -0.19 | 0.0628 | -0.017 |
| 2.13 | 2.84 | 4 | 108 | 89.0% | 0.73 | 0.0774 | -0.020 | 12 | 0.7400 | 0.9500 | 205 | 1,145 | 100.1% | -0.27 | 0.0778 | -0.021 |
| 1.92 | 2.13 | 139 | 568 | 96.8% | 0.64 | 0.0887 | -0.023 | 13 | 1.09 | 1.43 | 102 | 621 | 98.9% | -0.36 | 0.0892 | -0.023 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 13.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.46 | 1.60 | 1,340 | 118 | 95.2% | 0.54 | 0.0950 | -0.024 | 14 | 1.54 | 1.88 | 47 | 587 | 94.1% | -0.46 | 0.0957 | -0.024 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 14.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.09 | 1.21 | 3,375 | 4,574 | 95.0% | 0.45 | 0.0956 | -0.024 | 15 | 2.22 | 2.56 | 63 | 2,257 | 97.5% | -0.55 | 0.0965 | -0.024 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 15.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.8200 | 0.8700 | 5,019 | 689 | 94.3% | 0.37 | 0.0913 | -0.022 | 16 | 3.00 | 3.25 | 69 | 802 | 99.5% | -0.64 | 0.0924 | -0.022 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 16.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.6000 | 0.6600 | 2,261 | 20.9K | 97.0% | 0.29 | 0.0836 | -0.020 | 17 | 3.75 | 4.20 | 17 | 3,965 | 105.0% | -0.71 | 0.0849 | -0.021 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 17.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.3800 | 0.5000 | 1,969 | 10.0K | 93.4% | 0.23 | 0.0741 | -0.018 | 18 | 4.60 | 4.80 | 416 | 1,209 | 98.3% | -0.77 | 0.0756 | -0.018 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 18.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.2700 | 0.3700 | 317 | 873 | 93.8% | 0.18 | 0.0639 | -0.015 | 19 | 5.45 | 5.90 | 80 | 944 | 107.4% | -0.83 | 0.0657 | -0.016 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 19.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.2200 | 0.2800 | 543 | 2,242 | 96.1% | 0.14 | 0.0540 | -0.013 | 20 | 5.60 | 6.95 | 10 | 605 | 64.6% | -0.87 | 0.0560 | -0.013 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 20.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
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 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs