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 ±22.2% (11.05–17.38) · ATM IV 94.4% · P/C open interest 0.36
| 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 | |
| 5.85 | 8.15 | 374 | 223.5% | 0.96 | 0.0155 | -0.005 | 8 | 0 | 0.1800 | 1,769 | 122.7% | -0.04 | 0.0155 | -0.006 | ||
| 4.90 | 7.20 | 13 | 194.6% | 0.95 | 0.0241 | -0.007 | 9 | 0.0900 | 0.1200 | 3 | 18 | 104.8% | -0.05 | 0.0242 | -0.008 | |
| 4.35 | 4.80 | 485 | 112.4% | 0.91 | 0.0380 | -0.010 | 10 | 0.1800 | 0.2700 | 1 | 13.1K | 104.3% | -0.09 | 0.0381 | -0.011 | |
| 3.50 | 3.75 | 4 | 7 | 94.9% | 0.85 | 0.0555 | -0.015 | 11 | 0.3500 | 0.3800 | 32 | 141 | 98.3% | -0.15 | 0.0557 | -0.015 |
| 2.81 | 2.98 | 2 | 112 | 95.1% | 0.77 | 0.0730 | -0.019 | 12 | 0.6000 | 0.6400 | 41 | 1,189 | 96.8% | -0.23 | 0.0734 | -0.019 |
| 2.17 | 2.34 | 669 | 94.4% | 0.68 | 0.0878 | -0.022 | 13 | 0.9500 | 1.02 | 23 | 690 | 96.3% | -0.32 | 0.0882 | -0.022 | |
| 1.90 | 2.04 | 7 | 93.8% | 0.64 | 0.0934 | -0.023 | 13.5 | 1.16 | 1.22 | 2 | 95.0% | -0.37 | 0.0939 | -0.024 | ||
| 1.69 | 1.76 | 79 | 1,295 | 94.0% | 0.59 | 0.0975 | -0.024 | 14 | 1.41 | 1.46 | 43 | 603 | 94.7% | -0.42 | 0.0981 | -0.024 |
| 1.43 | 1.53 | 134 | 92.8% | 0.54 | 0.0999 | -0.024 | 14.5 | 1.63 | 1.75 | 4 | 93.5% | -0.47 | 0.1006 | -0.025 | ||
| 1.25 | 1.32 | 3,018 | 7,759 | 93.1% | 0.49 | 0.1006 | -0.024 | 15 | 1.95 | 2.03 | 12 | 2,244 | 93.6% | -0.51 | 0.1015 | -0.025 |
| 1.00 | 1.15 | 12 | 91.1% | 0.44 | 0.0998 | -0.024 | 15.5 | 2.24 | 2.42 | 94.7% | -0.56 | 0.1007 | -0.024 | |||
| 0.9100 | 0.9600 | 238 | 5,307 | 92.1% | 0.40 | 0.0975 | -0.024 | 16 | 2.62 | 2.73 | 5 | 818 | 94.8% | -0.61 | 0.0985 | -0.024 |
| 0.7400 | 0.8400 | 50 | 91.6% | 0.36 | 0.0941 | -0.023 | 16.5 | 2.89 | 3.15 | 10 | 93.8% | -0.65 | 0.0952 | -0.023 | ||
| 0.6500 | 0.7200 | 117 | 22.2K | 92.5% | 0.32 | 0.0898 | -0.022 | 17 | 3.30 | 3.50 | 2 | 3,969 | 93.8% | -0.69 | 0.0911 | -0.022 |
| 0.5500 | 0.6000 | 92.0% | 0.28 | 0.0850 | -0.021 | 17.5 | 3.65 | 4.20 | 1 | 102.7% | -0.72 | 0.0864 | -0.021 | |||
| 0.4800 | 0.5000 | 113 | 9,760 | 93.0% | 0.25 | 0.0797 | -0.019 | 18 | 4.10 | 4.35 | 1 | 1,496 | 95.2% | -0.76 | 0.0812 | -0.019 |
| 0.3900 | 0.4500 | 468 | 92.7% | 0.22 | 0.0742 | -0.018 | 18.5 | 4.45 | 5.85 | 131.3% | -0.79 | 0.0758 | -0.018 | |||
| 0.3400 | 0.3900 | 63 | 1,109 | 93.7% | 0.19 | 0.0685 | -0.017 | 19 | 4.95 | 5.15 | 3 | 967 | 92.5% | -0.82 | 0.0702 | -0.016 |
| 0.2700 | 0.4000 | 96.2% | 0.17 | 0.0628 | -0.015 | 19.5 | 5.30 | 7.45 | 158.7% | -0.84 | 0.0647 | -0.015 | ||||
| 0.2400 | 0.2700 | 50 | 2,534 | 93.2% | 0.15 | 0.0573 | -0.014 | 20 | 5.85 | 6.10 | 3 | 601 | 95.3% | -0.86 | 0.0592 | -0.014 |
| 0.1900 | 0.7400 | 117.6% | 0.13 | 0.0521 | -0.013 | 20.5 | 6.20 | 7.55 | 135.2% | -0.88 | 0.0541 | -0.012 | ||||
| 0.1800 | 0.2100 | 6 | 2,659 | 95.2% | 0.11 | 0.0472 | -0.011 | 21 | 6.70 | 7.50 | 1 | 345 | 117.2% | -0.90 | 0.0494 | -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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs