RIOT option chain Riot Platforms, Inc.
Cboe delayed options data · as of 15:43 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 ±8.5% (13.01–15.43) · ATM IV 98.8% · P/C open interest 0.74
| 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 | |
| 6.00 | 6.50 | 1 | 1 | 249.2% | 1.00 | 0.0042 | -0.003 | 8 | 0 | 0.1100 | 2 | 306.0% | -0.00 | 0.0042 | -0.004 | |
| 4.95 | 5.70 | 3 | 278.0% | 0.99 | 0.0079 | -0.005 | 9 | 0 | 0.0300 | 127 | 202.2% | -0.01 | 0.0079 | -0.005 | ||
| 3.75 | 4.55 | 20 | 0.99 | 0.0155 | -0.008 | 10 | 0 | 0.0400 | 24 | 167.9% | -0.01 | 0.0155 | -0.008 | |||
| 3.00 | 3.55 | 14 | 144.4% | 0.97 | 0.0341 | -0.014 | 11 | 0.0100 | 0.0300 | 16 | 530 | 128.1% | -0.03 | 0.0341 | -0.014 | |
| 1.51 | 2.78 | 79 | 0.92 | 0.0810 | -0.028 | 12 | 0.0500 | 0.0700 | 292 | 545 | 114.6% | -0.08 | 0.0812 | -0.028 | ||
| 1.32 | 1.48 | 21 | 119 | 100.2% | 0.80 | 0.1707 | -0.054 | 13 | 0.1700 | 0.1900 | 1,119 | 3,931 | 104.5% | -0.20 | 0.1712 | -0.054 |
| 0.9700 | 1.09 | 13 | 34 | 99.2% | 0.70 | 0.2200 | -0.067 | 13.5 | 0.2900 | 0.3300 | 283 | 5,891 | 102.6% | -0.30 | 0.2207 | -0.067 |
| 0.7000 | 0.7500 | 1,301 | 3,541 | 98.9% | 0.58 | 0.2552 | -0.075 | 14 | 0.4700 | 0.5000 | 100 | 3,027 | 98.6% | -0.42 | 0.2562 | -0.075 |
| 0.4500 | 0.5100 | 279 | 1,717 | 97.8% | 0.45 | 0.2642 | -0.075 | 14.5 | 0.7300 | 0.7700 | 5 | 4,047 | 99.0% | -0.55 | 0.2653 | -0.075 |
| 0.2800 | 0.3200 | 524 | 1,152 | 96.8% | 0.33 | 0.2438 | -0.066 | 15 | 1.01 | 1.10 | 12 | 4,628 | 94.4% | -0.67 | 0.2450 | -0.066 |
| 0.1700 | 0.2000 | 695 | 2,069 | 97.9% | 0.22 | 0.2019 | -0.053 | 15.5 | 1.35 | 1.52 | 5 | 108 | 94.8% | -0.78 | 0.2028 | -0.053 |
| 0.1000 | 0.1100 | 1,047 | 6,016 | 97.4% | 0.14 | 0.1527 | -0.039 | 16 | 1.77 | 2.01 | 94 | 1,189 | 103.0% | -0.86 | 0.1534 | -0.039 |
| 0.0500 | 0.0700 | 362 | 6,789 | 98.5% | 0.09 | 0.1092 | -0.028 | 16.5 | 1.32 | 4.00 | 38 | 183.7% | -0.91 | 0.1097 | -0.027 | |
| 0.0300 | 0.0400 | 2,169 | 966 | 100.5% | 0.06 | 0.0765 | -0.020 | 17 | 2.70 | 3.00 | 66 | 5,658 | 122.7% | -0.94 | 0.0771 | -0.019 |
| 0.0200 | 0.0400 | 68 | 464 | 109.9% | 0.04 | 0.0540 | -0.014 | 17.5 | 3.10 | 3.65 | 1 | 234 | 146.4% | -0.96 | 0.0548 | -0.014 |
| 0.0100 | 0.0200 | 14 | 5,176 | 108.4% | 0.03 | 0.0390 | -0.011 | 18 | 3.60 | 3.90 | 48 | 1,813 | -0.97 | 0.0396 | -0.010 | |
| 0.0100 | 0.0200 | 274 | 1,990 | 118.8% | 0.02 | 0.0289 | -0.008 | 18.5 | 4.15 | 4.55 | 4 | 276 | 163.3% | -0.98 | 0.0293 | -0.008 |
| 0.0100 | 0.0200 | 55 | 816 | 128.8% | 0.02 | 0.0219 | -0.007 | 19 | 3.85 | 5.05 | 1 | 98 | -0.99 | 0.0220 | -0.006 | |
| 0 | 0.0100 | 70 | 1,240 | 120.0% | 0.01 | 0.0170 | -0.005 | 19.5 | 4.60 | 6.20 | 1 | 11 | 208.8% | -0.99 | 0.0166 | -0.005 |
| 0 | 0.0300 | 38 | 1,767 | 147.6% | 0.01 | 0.0134 | -0.005 | 20 | 5.55 | 5.90 | 2 | 214 | -0.99 | 0.0127 | -0.004 | |
| 0 | 0.0500 | 217 | 168.7% | 0.01 | 0.0107 | -0.004 | 20.5 | 5.45 | 6.80 | 1 | 11 | -0.99 | 0.0098 | -0.004 | ||
| 0 | 0.0300 | 8 | 339 | 165.1% | 0.01 | 0.0086 | -0.003 | 21 | 6.65 | 7.40 | 4 | 122 | 287.3% | -1.00 | 0.0075 | -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 — Oct 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs