RIOT option chain Riot Platforms, Inc.
Cboe delayed options data · as of 12:41 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 ±19.9% (14.94–22.38) · ATM IV 77.9% · P/C open interest 0.06
| 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 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 10 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 5.80 | 9.85 | 111.1% | 0.97 | 0.0115 | -0.004 | 11 | 0 | 0.1700 | 99.2% | -0.03 | 0.0115 | -0.005 | ||||
| 5.35 | 8.20 | 86.4% | 0.96 | 0.0173 | -0.005 | 12 | 0 | 0.1300 | 5 | 9 | 80.8% | -0.04 | 0.0173 | -0.006 | ||
| 4.55 | 7.20 | 1 | 86.8% | 0.93 | 0.0260 | -0.008 | 13 | 0.0600 | 0.3400 | 5 | 15 | 88.4% | -0.07 | 0.0261 | -0.008 | |
| 3.60 | 5.35 | 0.90 | 0.0378 | -0.011 | 14 | 0.1600 | 0.3200 | 7 | 26 | 78.2% | -0.10 | 0.0379 | -0.011 | |||
| 3.90 | 4.45 | 1 | 81.9% | 0.84 | 0.0514 | -0.015 | 15 | 0.2800 | 0.5400 | 3 | 18 | 77.1% | -0.16 | 0.0517 | -0.015 | |
| 2.88 | 3.90 | 1 | 2 | 78.2% | 0.77 | 0.0648 | -0.018 | 16 | 0.4200 | 0.9200 | 15 | 20 | 77.1% | -0.23 | 0.0651 | -0.019 |
| 2.43 | 3.25 | 3 | 3 | 82.8% | 0.70 | 0.0757 | -0.022 | 17 | 0.7400 | 1.05 | 23 | 71.2% | -0.31 | 0.0761 | -0.022 | |
| 1.85 | 2.60 | 1 | 39 | 79.8% | 0.61 | 0.0828 | -0.024 | 18 | 1.06 | 1.50 | 25 | 66 | 69.3% | -0.39 | 0.0833 | -0.024 |
| 1.30 | 2.17 | 1 | 14 | 78.7% | 0.53 | 0.0856 | -0.025 | 19 | 1.57 | 2.40 | 2 | 6 | 77.0% | -0.48 | 0.0863 | -0.025 |
| 1.10 | 1.77 | 72 | 45 | 82.3% | 0.45 | 0.0846 | -0.025 | 20 | 2.16 | 3.15 | 1 | 17 | 79.4% | -0.56 | 0.0855 | -0.025 |
| 0.7200 | 1.44 | 1 | 5 | 80.6% | 0.37 | 0.0805 | -0.024 | 21 | 2.83 | 3.70 | 1 | 75.9% | -0.63 | 0.0815 | -0.024 | |
| 0.5300 | 1.10 | 6 | 79.9% | 0.31 | 0.0742 | -0.022 | 22 | 3.55 | 4.65 | 1 | 3 | 79.8% | -0.70 | 0.0754 | -0.022 | |
| 0.5500 | 0.7500 | 28 | 81.6% | 0.25 | 0.0666 | -0.020 | 23 | 4.35 | 5.30 | 75.4% | -0.76 | 0.0680 | -0.020 | |||
| 0.3700 | 0.6900 | 42 | 42 | 83.8% | 0.20 | 0.0587 | -0.018 | 24 | 5.20 | 6.35 | 81.1% | -0.80 | 0.0601 | -0.018 | ||
| 0.2400 | 0.5200 | 3 | 82.2% | 0.16 | 0.0509 | -0.016 | 25 | 6.50 | 6.85 | 2 | 2 | 82.5% | -0.84 | 0.0524 | -0.016 | |
| 0.2200 | 0.3500 | 42 | 3,524 | 82.2% | 0.13 | 0.0437 | -0.014 | 26 | 6.30 | 8.90 | 83.9% | -0.88 | 0.0453 | -0.014 | ||
| 0.1100 | 0.4000 | 1 | 8 | 86.0% | 0.11 | 0.0373 | -0.012 | 27 | 7.15 | 9.80 | 78.2% | -0.90 | 0.0389 | -0.012 | ||
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 09, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs