RIOT option chain Riot Platforms, Inc.
Cboe delayed options data · as of 18:38 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 ±12.9% (18.24–23.66) · ATM IV 79.7% · P/C open interest 0.43
| 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 | |
| 9.20 | 10.05 | 275 | 1.00 | 0.0018 | 0.000 | 11 | 0 | 0.0100 | 2,645 | 121.5% | -0.00 | 0.0018 | -0.001 | |||
| 7.65 | 9.05 | 1 | 165 | 0.99 | 0.0031 | 0.000 | 12 | 0 | 0.0800 | 523 | 139.3% | -0.01 | 0.0031 | -0.002 | ||
| 6.75 | 8.10 | 199 | 0.99 | 0.0054 | 0.000 | 13 | 0 | 0.0300 | 17 | 7,512 | 105.2% | -0.01 | 0.0054 | -0.003 | ||
| 6.20 | 7.10 | 1 | 3,022 | 0.99 | 0.0091 | -0.001 | 14 | 0.0100 | 0.0300 | 18 | 3,211 | 94.2% | -0.01 | 0.0091 | -0.005 | |
| 5.35 | 6.10 | 2 | 2,062 | 0.97 | 0.0157 | -0.004 | 15 | 0.0300 | 0.0400 | 138 | 9,903 | 87.3% | -0.03 | 0.0157 | -0.007 | |
| 5.05 | 5.60 | 3 | 0.97 | 0.0208 | -0.006 | 15.5 | 0.0300 | 0.1000 | 4 | 78 | 89.6% | -0.03 | 0.0208 | -0.009 | ||
| 4.85 | 5.15 | 3 | 587 | 66.8% | 0.95 | 0.0275 | -0.009 | 16 | 0.0600 | 0.0800 | 73 | 2,751 | 83.0% | -0.05 | 0.0276 | -0.011 |
| 3.90 | 4.70 | 1 | 2 | 0.94 | 0.0359 | -0.012 | 16.5 | 0.0900 | 0.1600 | 23 | 135 | 86.0% | -0.06 | 0.0360 | -0.014 | |
| 3.90 | 4.20 | 24 | 2,063 | 67.4% | 0.91 | 0.0460 | -0.016 | 17 | 0.1400 | 0.1600 | 365 | 5,668 | 81.4% | -0.09 | 0.0461 | -0.018 |
| 3.25 | 3.80 | 12 | 105 | 54.1% | 0.88 | 0.0573 | -0.020 | 17.5 | 0.2000 | 0.2300 | 611 | 387 | 81.1% | -0.12 | 0.0574 | -0.022 |
| 3.10 | 3.35 | 92 | 4,380 | 75.0% | 0.85 | 0.0692 | -0.025 | 18 | 0.2800 | 0.3100 | 220 | 6,446 | 80.3% | -0.15 | 0.0695 | -0.027 |
| 2.55 | 2.94 | 153 | 132 | 67.5% | 0.80 | 0.0812 | -0.030 | 18.5 | 0.3800 | 0.4600 | 105 | 431 | 81.6% | -0.20 | 0.0814 | -0.031 |
| 2.33 | 2.56 | 443 | 2,461 | 74.3% | 0.76 | 0.0923 | -0.034 | 19 | 0.5100 | 0.5600 | 296 | 5,225 | 79.9% | -0.24 | 0.0926 | -0.035 |
| 2.01 | 2.21 | 207 | 148 | 74.9% | 0.70 | 0.1020 | -0.038 | 19.5 | 0.6700 | 0.7600 | 137 | 41 | 81.0% | -0.30 | 0.1023 | -0.039 |
| 1.82 | 1.90 | 1,638 | 18.7K | 78.9% | 0.65 | 0.1096 | -0.041 | 20 | 0.8500 | 0.9100 | 265 | 8,078 | 79.2% | -0.35 | 0.1100 | -0.042 |
| 1.51 | 1.60 | 131 | 480 | 77.2% | 0.59 | 0.1148 | -0.043 | 20.5 | 1.10 | 1.18 | 181 | 36 | 81.5% | -0.41 | 0.1153 | -0.044 |
| 1.26 | 1.40 | 795 | 7,179 | 78.6% | 0.53 | 0.1174 | -0.044 | 21 | 1.31 | 1.45 | 37 | 1,169 | 80.7% | -0.47 | 0.1179 | -0.045 |
| 1.04 | 1.18 | 91 | 355 | 78.5% | 0.47 | 0.1174 | -0.045 | 21.5 | 1.57 | 1.75 | 27 | 80.6% | -0.53 | 0.1180 | -0.045 | |
| 0.9000 | 0.9800 | 271 | 9,380 | 79.7% | 0.42 | 0.1150 | -0.044 | 22 | 1.88 | 2.08 | 49 | 4,819 | 81.3% | -0.58 | 0.1156 | -0.044 |
| 0.7500 | 0.7800 | 53 | 275 | 79.1% | 0.37 | 0.1105 | -0.042 | 22.5 | 2.21 | 2.48 | 131 | 83.2% | -0.64 | 0.1112 | -0.042 | |
| 0.6000 | 0.6400 | 165 | 12.1K | 78.8% | 0.32 | 0.1043 | -0.040 | 23 | 2.56 | 2.81 | 25 | 969 | 82.1% | -0.69 | 0.1050 | -0.039 |
| 0.4800 | 0.5500 | 16 | 53 | 79.7% | 0.27 | 0.0969 | -0.037 | 23.5 | 3.00 | 3.40 | 91.5% | -0.73 | 0.0977 | -0.036 | ||
| 0.3800 | 0.4300 | 672 | 9,106 | 78.9% | 0.23 | 0.0887 | -0.034 | 24 | 3.40 | 3.80 | 1,354 | 92.3% | -0.77 | 0.0895 | -0.033 | |
| 0.3300 | 0.3500 | 2 | 90 | 80.4% | 0.20 | 0.0802 | -0.031 | 24.5 | 3.80 | 6.00 | 152.8% | -0.81 | 0.0810 | -0.030 | ||
| 0.2700 | 0.2900 | 638 | 17.4K | 81.2% | 0.17 | 0.0717 | -0.028 | 25 | 4.30 | 5.30 | 1,471 | 121.1% | -0.84 | 0.0726 | -0.027 | |
| 0.2200 | 0.2600 | 15 | 40 | 83.1% | 0.14 | 0.0636 | -0.025 | 25.5 | 4.65 | 6.85 | 158.5% | -0.86 | 0.0644 | -0.023 | ||
| 0.1800 | 0.2000 | 38 | 9,575 | 82.9% | 0.12 | 0.0560 | -0.023 | 26 | 5.10 | 6.00 | 1,168 | 115.5% | -0.89 | 0.0568 | -0.020 | |
| 0.1300 | 0.1600 | 1 | 140 | 82.2% | 0.10 | 0.0491 | -0.020 | 26.5 | 5.60 | 7.80 | 169.0% | -0.90 | 0.0498 | -0.018 | ||
| 0.0900 | 0.1400 | 109 | 3,867 | 82.4% | 0.08 | 0.0429 | -0.018 | 27 | 6.05 | 7.35 | 653 | 139.5% | -0.92 | 0.0434 | -0.015 | |
| 0.0700 | 0.0900 | 63 | 5,189 | 84.6% | 0.06 | 0.0327 | -0.014 | 28 | 7.00 | 7.60 | 24 | 737 | 113.8% | -0.94 | 0.0329 | -0.011 |
| 0.0400 | 0.0800 | 3 | 7,748 | 87.7% | 0.04 | 0.0248 | -0.011 | 29 | 8.00 | 10.20 | 641 | 192.3% | -0.96 | 0.0264 | -0.007 | |
| 0.0300 | 0.0600 | 71 | 14.9K | 90.5% | 0.03 | 0.0190 | -0.009 | 30 | 8.95 | 10.30 | 152 | 165.3% | -0.97 | 0.0223 | -0.005 | |
| 0.0200 | 0.0600 | 100 | 1,501 | 95.4% | 0.03 | 0.0146 | -0.007 | 31 | 9.95 | 12.20 | 143 | 211.4% | -0.98 | 0.0188 | -0.003 | |
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