RIOT option chain Riot Platforms, Inc.
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 ±8.8% (16.97–20.26) · ATM IV 70.4% · P/C open interest 0.45
| 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 | |
| 7.15 | 10.50 | 41 | 275.3% | 1.00 | 0.0023 | -0.001 | 10 | 0 | 0.0200 | 333 | 166.5% | -0.00 | 0.0023 | -0.002 | ||
| 6.55 | 9.20 | 1 | 253.6% | 0.99 | 0.0043 | -0.003 | 11 | 0 | 0.5100 | 256.8% | -0.01 | 0.0043 | -0.003 | |||
| 5.15 | 8.55 | 212.8% | 0.99 | 0.0074 | -0.004 | 12 | 0 | 0.4000 | 50 | 61 | 208.3% | -0.01 | 0.0074 | -0.005 | ||
| 4.35 | 7.05 | 137.4% | 0.98 | 0.0121 | -0.006 | 13 | 0 | 0.0900 | 53 | 128.0% | -0.02 | 0.0121 | -0.006 | |||
| 4.05 | 6.75 | 7 | 7 | 241.5% | 0.98 | 0.0200 | -0.007 | 14 | 0 | 0.5300 | 91 | 161.6% | -0.02 | 0.0200 | -0.008 | |
| 2.70 | 5.15 | 42 | 11 | 136.1% | 0.96 | 0.0358 | -0.010 | 15 | 0.0200 | 0.1100 | 9 | 93 | 90.5% | -0.04 | 0.0359 | -0.011 |
| 1.42 | 4.95 | 74.0% | 0.94 | 0.0501 | -0.013 | 15.5 | 0.0400 | 0.0800 | 26 | 28 | 78.0% | -0.06 | 0.0503 | -0.013 | ||
| 2.00 | 2.90 | 4 | 14 | 0.92 | 0.0714 | -0.017 | 16 | 0.0500 | 0.1200 | 163 | 7,191 | 73.2% | -0.08 | 0.0716 | -0.018 | |
| 1.38 | 2.55 | 3 | 6 | 0.87 | 0.0994 | -0.023 | 16.5 | 0.0600 | 0.1700 | 157 | 65 | 67.4% | -0.13 | 0.0998 | -0.024 | |
| 1.59 | 2.59 | 479 | 489 | 96.7% | 0.81 | 0.1305 | -0.031 | 17 | 0.1900 | 0.2200 | 78 | 985 | 68.0% | -0.19 | 0.1310 | -0.031 |
| 1.16 | 1.70 | 72 | 46 | 63.7% | 0.73 | 0.1584 | -0.038 | 17.5 | 0.2400 | 0.4300 | 91 | 133 | 68.5% | -0.27 | 0.1590 | -0.038 |
| 1.05 | 1.36 | 503 | 1,744 | 73.8% | 0.64 | 0.1781 | -0.044 | 18 | 0.3600 | 0.6200 | 245 | 685 | 66.8% | -0.36 | 0.1788 | -0.044 |
| 0.7800 | 1.09 | 153 | 472 | 74.1% | 0.55 | 0.1872 | -0.047 | 18.5 | 0.5100 | 0.9100 | 209 | 482 | 66.8% | -0.45 | 0.1880 | -0.048 |
| 0.6700 | 0.7100 | 262 | 433 | 72.7% | 0.46 | 0.1860 | -0.048 | 19 | 0.8400 | 1.07 | 84 | 396 | 64.4% | -0.54 | 0.1867 | -0.048 |
| 0.4600 | 0.6800 | 208 | 272 | 78.5% | 0.37 | 0.1758 | -0.046 | 19.5 | 1.16 | 1.53 | 39 | 66 | 70.6% | -0.63 | 0.1765 | -0.046 |
| 0.3100 | 0.4200 | 388 | 1,217 | 73.0% | 0.29 | 0.1589 | -0.042 | 20 | 1.40 | 1.90 | 43 | 310 | 65.0% | -0.71 | 0.1594 | -0.042 |
| 0.1500 | 0.4100 | 99 | 102 | 75.7% | 0.23 | 0.1379 | -0.036 | 20.5 | 1.72 | 2.48 | 2 | 81 | 70.8% | -0.78 | 0.1384 | -0.036 |
| 0.1300 | 0.2500 | 372 | 1,348 | 75.0% | 0.17 | 0.1158 | -0.031 | 21 | 2.10 | 2.90 | 42 | 166 | 67.2% | -0.83 | 0.1163 | -0.031 |
| 0.0800 | 0.2200 | 28 | 334 | 78.3% | 0.13 | 0.0949 | -0.026 | 21.5 | 2.50 | 4.10 | 99 | 114.6% | -0.87 | 0.0957 | -0.026 | |
| 0.1000 | 0.1300 | 109 | 665 | 80.7% | 0.10 | 0.0766 | -0.021 | 22 | 2.79 | 3.60 | 5 | 37 | -0.90 | 0.0779 | -0.021 | |
| 0.0700 | 0.0800 | 26 | 1,103 | 79.8% | 0.08 | 0.0614 | -0.018 | 22.5 | 3.60 | 5.15 | 27 | 142.8% | -0.93 | 0.0632 | -0.018 | |
| 0.0500 | 0.1000 | 157 | 11.6K | 86.8% | 0.06 | 0.0493 | -0.015 | 23 | 3.80 | 5.65 | 4 | 13 | 134.0% | -0.94 | 0.0514 | -0.015 |
| 0 | 0.3400 | 11 | 110 | 113.6% | 0.05 | 0.0398 | -0.013 | 23.5 | 3.95 | 6.75 | 161 | 158.1% | -0.96 | 0.0420 | -0.013 | |
| 0.0100 | 0.2400 | 10 | 328 | 111.9% | 0.04 | 0.0324 | -0.011 | 24 | 4.15 | 7.05 | 64 | 132.3% | -0.97 | 0.0351 | -0.011 | |
| 0.0100 | 0.2700 | 3 | 27 | 121.8% | 0.03 | 0.0266 | -0.009 | 24.5 | 5.55 | 7.75 | 2 | 209.1% | -0.97 | 0.0292 | -0.010 | |
| 0.0100 | 0.0400 | 52 | 4,647 | 92.5% | 0.03 | 0.0221 | -0.008 | 25 | 4.95 | 8.35 | 43 | 110 | 154.8% | -0.98 | 0.0245 | -0.008 |
| 0 | 0.0800 | 30 | 105.3% | 0.02 | 0.0185 | -0.007 | 25.5 | 5.35 | 8.20 | 8 | 8 | -0.99 | 0.0207 | -0.007 | ||
| 0.0100 | 0.0400 | 29 | 323 | 102.6% | 0.02 | 0.0156 | -0.006 | 26 | 6.40 | 8.95 | 8 | 172.6% | -0.99 | 0.0173 | -0.006 | |
| 0 | 0.0100 | 6 | 32 | 87.6% | 0.02 | 0.0133 | -0.005 | 26.5 | 6.50 | 9.45 | 139.8% | -0.99 | 0.0140 | -0.005 | ||
| 0 | 0.0100 | 2 | 481 | 91.7% | 0.01 | 0.0114 | -0.005 | 27 | 7.10 | 9.90 | 2 | 151.9% | -0.99 | 0.0114 | -0.004 | |
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 11, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.