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 ±28.8% (10.12–18.32) · ATM IV 90.0% · P/C open interest 0.87
| 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 | |
| 6.05 | 6.65 | 77 | 79.1% | 0.95 | 0.0181 | -0.004 | 8 | 0.1000 | 0.1900 | 4 | 361 | 100.3% | -0.05 | 0.0182 | -0.005 | |
| 5.15 | 5.80 | 27 | 85.9% | 0.92 | 0.0274 | -0.006 | 9 | 0.2100 | 0.3100 | 917 | 97.6% | -0.08 | 0.0275 | -0.007 | ||
| 4.25 | 4.95 | 526 | 82.3% | 0.87 | 0.0385 | -0.009 | 10 | 0.3700 | 0.4800 | 98.2K | 94.8% | -0.13 | 0.0387 | -0.009 | ||
| 3.65 | 4.15 | 152 | 87.2% | 0.82 | 0.0499 | -0.011 | 11 | 0.6200 | 0.7500 | 944 | 94.3% | -0.19 | 0.0502 | -0.012 | ||
| 3.20 | 3.40 | 313 | 90.8% | 0.75 | 0.0602 | -0.014 | 12 | 0.9600 | 0.9900 | 5 | 2,538 | 91.2% | -0.25 | 0.0607 | -0.014 | |
| 2.63 | 2.82 | 85 | 90.6% | 0.68 | 0.0687 | -0.015 | 13 | 1.36 | 1.40 | 89 | 7,983 | 90.0% | -0.33 | 0.0693 | -0.016 | |
| 2.14 | 2.35 | 7 | 355 | 91.0% | 0.60 | 0.0745 | -0.016 | 14 | 1.81 | 1.90 | 1 | 6,595 | 88.9% | -0.40 | 0.0753 | -0.017 |
| 1.74 | 1.84 | 120 | 1,681 | 89.2% | 0.53 | 0.0773 | -0.017 | 15 | 2.39 | 2.47 | 9,349 | 88.6% | -0.48 | 0.0783 | -0.017 | |
| 1.41 | 1.46 | 44 | 2,818 | 88.8% | 0.45 | 0.0772 | -0.017 | 16 | 3.05 | 3.15 | 1 | 3,519 | 89.4% | -0.55 | 0.0784 | -0.017 |
| 1.12 | 1.16 | 319 | 8,280 | 88.3% | 0.39 | 0.0747 | -0.016 | 17 | 3.70 | 3.95 | 3,554 | 89.9% | -0.62 | 0.0761 | -0.016 | |
| 0.8800 | 0.9300 | 1,065 | 1,531 | 88.1% | 0.33 | 0.0705 | -0.015 | 18 | 4.50 | 4.65 | 11 | 4,205 | 89.2% | -0.68 | 0.0722 | -0.015 |
| 0.7000 | 0.7500 | 37 | 48.0K | 88.4% | 0.28 | 0.0652 | -0.014 | 19 | 5.30 | 5.50 | 3 | 5,921 | 89.9% | -0.73 | 0.0671 | -0.014 |
| 0.5700 | 0.6000 | 177 | 6,552 | 89.0% | 0.23 | 0.0593 | -0.013 | 20 | 6.15 | 6.35 | 2,407 | 90.0% | -0.78 | 0.0615 | -0.013 | |
| 0.4400 | 0.4800 | 178 | 18.1K | 88.8% | 0.19 | 0.0532 | -0.011 | 21 | 6.95 | 7.25 | 1,274 | 88.1% | -0.82 | 0.0556 | -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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs