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 ±18.4% (11.60–16.84) · ATM IV 103.9% · P/C open interest 0.48
| 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 | |
| 5.45 | 6.90 | 0.96 | 0.0161 | -0.011 | 8 | 0 | 0.7500 | 235.1% | -0.04 | 0.0161 | -0.011 | |||||
| 4.60 | 5.80 | 8 | 0.95 | 0.0242 | -0.012 | 9 | 0 | 0.8100 | 202.4% | -0.05 | 0.0242 | -0.013 | ||||
| 3.70 | 4.85 | 77.1% | 0.92 | 0.0373 | -0.016 | 10 | 0.0600 | 0.2400 | 9 | 122.9% | -0.08 | 0.0374 | -0.016 | |||
| 2.80 | 4.00 | 7 | 94.3% | 0.87 | 0.0570 | -0.021 | 11 | 0.1900 | 0.2400 | 6 | 76 | 107.9% | -0.13 | 0.0571 | -0.021 | |
| 2.51 | 3.20 | 7 | 124.7% | 0.80 | 0.0813 | -0.026 | 12 | 0.3800 | 0.5400 | 5 | 370 | 110.6% | -0.20 | 0.0816 | -0.027 | |
| 1.89 | 2.05 | 2 | 8 | 102.0% | 0.70 | 0.1047 | -0.032 | 13 | 0.6700 | 0.8300 | 144 | 106.1% | -0.30 | 0.1051 | -0.032 | |
| 1.58 | 1.76 | 101.2% | 0.64 | 0.1137 | -0.034 | 13.5 | 0.8700 | 1.02 | 3 | 104.7% | -0.36 | 0.1142 | -0.034 | |||
| 1.38 | 1.51 | 10 | 161 | 104.0% | 0.58 | 0.1200 | -0.035 | 14 | 1.10 | 1.25 | 5 | 144 | 103.7% | -0.42 | 0.1205 | -0.035 |
| 1.06 | 1.29 | 37 | 100.6% | 0.52 | 0.1231 | -0.035 | 14.5 | 1.31 | 1.54 | 102.0% | -0.48 | 0.1237 | -0.036 | |||
| 0.9300 | 1.00 | 4 | 603 | 99.7% | 0.46 | 0.1230 | -0.035 | 15 | 1.65 | 1.82 | 1 | 264 | 102.7% | -0.54 | 0.1238 | -0.035 |
| 0.7200 | 0.9300 | 102.2% | 0.40 | 0.1202 | -0.034 | 15.5 | 1.97 | 2.15 | 5 | 102.4% | -0.60 | 0.1211 | -0.034 | |||
| 0.6200 | 0.7000 | 34 | 274 | 100.6% | 0.35 | 0.1151 | -0.033 | 16 | 2.30 | 2.49 | 34 | 759 | 100.8% | -0.66 | 0.1160 | -0.033 |
| 0.4800 | 0.5800 | 3 | 99.9% | 0.30 | 0.1083 | -0.030 | 16.5 | 2.58 | 2.88 | 96.9% | -0.71 | 0.1093 | -0.030 | |||
| 0.3900 | 0.4900 | 13 | 611 | 101.1% | 0.25 | 0.1001 | -0.028 | 17 | 2.95 | 3.55 | 15 | 330 | 108.5% | -0.75 | 0.1012 | -0.028 |
| 0.3000 | 0.4000 | 43 | 100.6% | 0.21 | 0.0912 | -0.025 | 17.5 | 3.10 | 4.30 | 112.7% | -0.79 | 0.0923 | -0.025 | |||
| 0.2600 | 0.3100 | 42 | 319 | 101.1% | 0.18 | 0.0818 | -0.022 | 18 | 3.90 | 4.20 | 24 | 2,373 | 104.7% | -0.83 | 0.0830 | -0.022 |
| 0.1900 | 0.2700 | 101.5% | 0.15 | 0.0726 | -0.020 | 18.5 | 4.30 | 4.80 | 2 | 112.3% | -0.86 | 0.0740 | -0.020 | |||
| 0.1700 | 0.1900 | 31 | 2,229 | 101.0% | 0.13 | 0.0640 | -0.018 | 19 | 4.75 | 5.65 | 167 | 136.8% | -0.88 | 0.0654 | -0.018 | |
| 0.0600 | 0.6600 | 131.6% | 0.11 | 0.0563 | -0.016 | 19.5 | 4.90 | 6.10 | 119.7% | -0.90 | 0.0578 | -0.016 | ||||
| 0.1200 | 0.1300 | 32 | 1,110 | 103.6% | 0.09 | 0.0496 | -0.015 | 20 | 5.45 | 6.15 | 228 | 86.6% | -0.92 | 0.0511 | -0.014 | |
| 0.0300 | 0.5700 | 136.8% | 0.08 | 0.0439 | -0.013 | 20.5 | 5.70 | 7.20 | 124.7% | -0.93 | 0.0454 | -0.013 | ||||
| 0.0700 | 0.1500 | 1,163 | 111.2% | 0.07 | 0.0390 | -0.012 | 21 | 5.95 | 7.85 | 29 | 121.8% | -0.94 | 0.0405 | -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 — Nov 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs