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 ±24.0% (10.80–17.63) · ATM IV 92.7% · P/C open interest 0.86
| 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 | |
| 5.55 | 8.30 | 193.7% | 0.96 | 0.0165 | -0.005 | 8 | 0 | 1.14 | 185.9% | -0.04 | 0.0165 | -0.006 | ||||
| 4.10 | 7.30 | 139.1% | 0.94 | 0.0255 | -0.007 | 9 | 0.0500 | 0.2200 | 1 | 101.2% | -0.06 | 0.0256 | -0.008 | |||
| 3.15 | 5.65 | 76.4% | 0.90 | 0.0387 | -0.010 | 10 | 0.0900 | 0.4100 | 12 | 98.0% | -0.10 | 0.0388 | -0.010 | |||
| 2.63 | 4.35 | 1 | 71.0% | 0.84 | 0.0542 | -0.014 | 11 | 0.3600 | 0.5500 | 61 | 97.5% | -0.16 | 0.0544 | -0.014 | ||
| 2.87 | 3.15 | 4 | 93.9% | 0.77 | 0.0693 | -0.017 | 12 | 0.6000 | 0.8400 | 13 | 46 | 95.2% | -0.24 | 0.0697 | -0.017 | |
| 2.24 | 2.50 | 1 | 92.1% | 0.68 | 0.0819 | -0.020 | 13 | 0.9400 | 1.24 | 20 | 94.0% | -0.32 | 0.0824 | -0.020 | ||
| 1.97 | 2.23 | 11 | 92.1% | 0.64 | 0.0866 | -0.021 | 13.5 | 1.17 | 1.50 | 1 | 6 | 94.9% | -0.37 | 0.0872 | -0.021 | |
| 1.71 | 1.99 | 117 | 91.9% | 0.59 | 0.0902 | -0.021 | 14 | 1.41 | 1.72 | 1 | 6 | 93.5% | -0.41 | 0.0909 | -0.021 | |
| 1.48 | 1.82 | 212 | 93.1% | 0.55 | 0.0925 | -0.022 | 14.5 | 1.70 | 2.04 | 1 | 25 | 95.0% | -0.46 | 0.0932 | -0.022 | |
| 1.24 | 1.59 | 2 | 127 | 91.2% | 0.50 | 0.0934 | -0.022 | 15 | 1.70 | 2.31 | 111 | 86.2% | -0.50 | 0.0942 | -0.022 | |
| 1.11 | 1.38 | 20 | 25 | 91.7% | 0.46 | 0.0930 | -0.022 | 15.5 | 2.32 | 2.63 | 6 | 94.3% | -0.55 | 0.0940 | -0.022 | |
| 0.9600 | 1.18 | 3 | 9 | 90.8% | 0.41 | 0.0915 | -0.021 | 16 | 2.51 | 2.87 | 65 | 87.4% | -0.59 | 0.0925 | -0.021 | |
| 0.8200 | 0.9900 | 1 | 10 | 89.5% | 0.37 | 0.0890 | -0.021 | 16.5 | 3.00 | 3.35 | 11 | 94.5% | -0.63 | 0.0902 | -0.021 | |
| 0.6600 | 0.9800 | 1 | 42 | 91.7% | 0.34 | 0.0858 | -0.020 | 17 | 3.30 | 3.90 | 54 | 97.5% | -0.67 | 0.0871 | -0.020 | |
| 0.5900 | 0.7500 | 1 | 17 | 89.3% | 0.30 | 0.0819 | -0.019 | 17.5 | 3.75 | 4.05 | 14 | 92.3% | -0.70 | 0.0834 | -0.019 | |
| 0.5200 | 0.6000 | 6 | 38 | 88.2% | 0.27 | 0.0777 | -0.018 | 18 | 4.00 | 4.60 | 8 | 55 | 92.1% | -0.74 | 0.0793 | -0.018 |
| 0.4300 | 0.6300 | 2 | 1 | 91.8% | 0.24 | 0.0731 | -0.017 | 18.5 | 4.35 | 5.85 | 73 | 116.9% | -0.77 | 0.0748 | -0.017 | |
| 0.3800 | 0.5400 | 3 | 57 | 92.1% | 0.21 | 0.0684 | -0.016 | 19 | 4.70 | 5.90 | 32 | 103.3% | -0.79 | 0.0702 | -0.016 | |
| 0.3000 | 0.5300 | 2 | 3 | 93.6% | 0.19 | 0.0636 | -0.015 | 19.5 | 5.20 | 6.95 | 1 | 101 | 126.6% | -0.82 | 0.0656 | -0.015 |
| 0.2400 | 0.3700 | 16 | 78 | 89.0% | 0.17 | 0.0589 | -0.014 | 20 | 5.65 | 6.25 | 7 | 85.1% | -0.84 | 0.0610 | -0.013 | |
| 0.2500 | 0.4600 | 1 | 2 | 97.7% | 0.15 | 0.0543 | -0.013 | 20.5 | 6.30 | 6.75 | 1 | 10 | 96.5% | -0.86 | 0.0565 | -0.013 |
| 0.1700 | 0.4000 | 13 | 95.5% | 0.13 | 0.0499 | -0.012 | 21 | 5.95 | 9.00 | 135.1% | -0.88 | 0.0522 | -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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs