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 ±20.7% (11.28–17.16) · ATM IV 99.2% · P/C open interest 1.41
| 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 | |
| 5.05 | 7.90 | 169.4% | 0.96 | 0.0158 | -0.007 | 8 | 0 | 0.1000 | 11 | 123.3% | -0.04 | 0.0158 | -0.008 | |||
| 4.05 | 6.60 | 104.2% | 0.95 | 0.0239 | -0.009 | 9 | 0.0100 | 0.1000 | 3 | 103.2% | -0.05 | 0.0239 | -0.009 | |||
| 3.15 | 6.25 | 145.9% | 0.92 | 0.0373 | -0.011 | 10 | 0.0900 | 0.3000 | 14 | 112.7% | -0.08 | 0.0374 | -0.012 | |||
| 3.45 | 3.70 | 2 | 2 | 103.2% | 0.87 | 0.0566 | -0.016 | 11 | 0.2700 | 0.3200 | 19 | 61 | 102.4% | -0.14 | 0.0568 | -0.016 |
| 2.69 | 2.88 | 1 | 98.9% | 0.79 | 0.0777 | -0.021 | 12 | 0.4800 | 0.5500 | 5 | 100 | 99.5% | -0.21 | 0.0780 | -0.022 | |
| 2.03 | 2.26 | 30 | 99.4% | 0.69 | 0.0956 | -0.026 | 13 | 0.8300 | 0.9000 | 21 | 389 | 99.3% | -0.31 | 0.0960 | -0.026 | |
| 1.55 | 1.63 | 57 | 141 | 97.8% | 0.58 | 0.1067 | -0.028 | 14 | 1.27 | 1.43 | 3 | 275 | 100.6% | -0.42 | 0.1073 | -0.028 |
| 1.12 | 1.19 | 37 | 219 | 97.2% | 0.48 | 0.1095 | -0.029 | 15 | 1.83 | 1.94 | 6 | 162 | 97.9% | -0.53 | 0.1103 | -0.029 |
| 0.7900 | 0.8600 | 62 | 802 | 97.0% | 0.38 | 0.1046 | -0.027 | 16 | 2.49 | 2.64 | 2 | 128 | 98.5% | -0.63 | 0.1056 | -0.027 |
| 0.5400 | 0.6100 | 15 | 150 | 96.5% | 0.29 | 0.0944 | -0.024 | 17 | 3.20 | 3.45 | 4 | 319 | 99.0% | -0.71 | 0.0956 | -0.024 |
| 0.3800 | 0.4400 | 19 | 308 | 97.7% | 0.22 | 0.0814 | -0.021 | 18 | 4.05 | 4.25 | 7 | 1,994 | 99.5% | -0.79 | 0.0828 | -0.021 |
| 0.2600 | 0.3200 | 16 | 98 | 98.6% | 0.16 | 0.0675 | -0.018 | 19 | 4.70 | 5.50 | 68 | 107.8% | -0.84 | 0.0690 | -0.017 | |
| 0.1900 | 0.2300 | 2 | 242 | 100.1% | 0.12 | 0.0548 | -0.015 | 20 | 5.70 | 6.05 | 93 | 91.5% | -0.89 | 0.0565 | -0.014 | |
| 0.1100 | 0.1800 | 2 | 69 | 100.4% | 0.09 | 0.0445 | -0.012 | 21 | 6.70 | 7.75 | 2 | 27 | 143.1% | -0.91 | 0.0463 | -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 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs