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 ±17.8% (15.30–21.93) · ATM IV 76.8% · P/C open interest 0.57
| 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 | |
| 7.55 | 9.50 | 0.98 | 0.0071 | -0.003 | 10 | 0 | 0.2000 | 3 | 131.0% | -0.02 | 0.0071 | -0.004 | ||||
| 5.80 | 9.80 | 122.0% | 0.98 | 0.0104 | -0.004 | 11 | 0 | 1.00 | 172.2% | -0.02 | 0.0104 | -0.005 | ||||
| 5.40 | 8.10 | 94.5% | 0.97 | 0.0157 | -0.005 | 12 | 0 | 0.1300 | 13 | 89.5% | -0.04 | 0.0158 | -0.006 | |||
| 4.45 | 7.20 | 6 | 91.9% | 0.95 | 0.0242 | -0.007 | 13 | 0.0500 | 0.2500 | 9 | 14 | 90.9% | -0.05 | 0.0243 | -0.008 | |
| 3.60 | 5.50 | 11 | 0.91 | 0.0367 | -0.011 | 14 | 0.0800 | 0.2800 | 6 | 240 | 79.7% | -0.09 | 0.0369 | -0.011 | ||
| 3.85 | 5.45 | 1 | 124.7% | 0.86 | 0.0526 | -0.015 | 15 | 0.1900 | 0.5600 | 3 | 228 | 82.5% | -0.14 | 0.0528 | -0.015 | |
| 3.05 | 3.80 | 3 | 49 | 90.0% | 0.79 | 0.0692 | -0.020 | 16 | 0.3800 | 0.8300 | 8 | 7,124 | 81.2% | -0.21 | 0.0695 | -0.020 |
| 2.09 | 2.98 | 8 | 23 | 76.4% | 0.70 | 0.0830 | -0.024 | 17 | 0.5900 | 1.07 | 23 | 185 | 75.1% | -0.30 | 0.0835 | -0.024 |
| 1.56 | 2.40 | 24 | 72 | 77.3% | 0.61 | 0.0920 | -0.026 | 18 | 1.09 | 1.58 | 207 | 131 | 79.1% | -0.39 | 0.0925 | -0.027 |
| 1.12 | 1.97 | 419 | 483 | 79.0% | 0.52 | 0.0953 | -0.028 | 19 | 1.40 | 2.13 | 87 | 87 | 74.6% | -0.49 | 0.0960 | -0.028 |
| 1.02 | 1.28 | 50 | 252 | 78.4% | 0.43 | 0.0934 | -0.027 | 20 | 2.06 | 2.69 | 82 | 74.1% | -0.58 | 0.0943 | -0.027 | |
| 0.7400 | 0.9800 | 59 | 165 | 78.9% | 0.34 | 0.0874 | -0.026 | 21 | 3.00 | 3.30 | 4 | 77.6% | -0.66 | 0.0884 | -0.026 | |
| 0.3900 | 0.9400 | 147 | 58 | 81.0% | 0.27 | 0.0786 | -0.023 | 22 | 3.40 | 4.45 | 1 | 11 | 77.8% | -0.73 | 0.0798 | -0.023 |
| 0.2700 | 0.5200 | 146 | 122 | 75.1% | 0.22 | 0.0685 | -0.021 | 23 | 4.25 | 5.15 | 5 | 74.2% | -0.79 | 0.0698 | -0.020 | |
| 0.3100 | 0.4200 | 168 | 12.4K | 82.1% | 0.17 | 0.0583 | -0.018 | 24 | 4.55 | 5.95 | 3 | 6 | -0.84 | 0.0596 | -0.018 | |
| 0.1600 | 0.3100 | 141 | 294 | 79.6% | 0.13 | 0.0489 | -0.015 | 25 | 5.35 | 7.70 | 2 | 8 | 76.5% | -0.87 | 0.0503 | -0.015 |
| 0.1100 | 0.3700 | 10 | 83 | 87.4% | 0.11 | 0.0407 | -0.013 | 26 | 7.10 | 7.80 | 4 | 74.2% | -0.90 | 0.0420 | -0.013 | |
| 0.0800 | 0.2800 | 3 | 95 | 87.9% | 0.08 | 0.0339 | -0.011 | 27 | 7.15 | 9.70 | 76.2% | -0.92 | 0.0353 | -0.011 | ||
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 — Oct 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs