RIOT option chain Riot Platforms, Inc.
Cboe delayed options data · as of 22:01 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 ±34.1% (9.24–18.82) · ATM IV 88.3% · P/C open interest 0.43
| 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 | |
| 5.30 | 7.40 | 3 | 100.0% | 0.93 | 0.0216 | -0.004 | 8 | 0.0800 | 0.3000 | 89 | 87.0% | -0.07 | 0.0217 | -0.005 | ||
| 5.25 | 5.95 | 22 | 101.8% | 0.89 | 0.0301 | -0.006 | 9 | 0.3300 | 0.5100 | 298 | 92.1% | -0.11 | 0.0303 | -0.007 | ||
| 4.60 | 5.60 | 2 | 8,788 | 112.8% | 0.84 | 0.0390 | -0.008 | 10 | 0.3800 | 0.7100 | 5 | 5,419 | 84.1% | -0.16 | 0.0393 | -0.009 |
| 3.80 | 4.60 | 132 | 98.0% | 0.78 | 0.0473 | -0.010 | 11 | 0.7400 | 0.9800 | 41 | 276 | 84.6% | -0.22 | 0.0477 | -0.010 | |
| 3.20 | 3.90 | 4 | 1,966 | 94.4% | 0.72 | 0.0546 | -0.011 | 12 | 1.20 | 1.46 | 17 | 1,754 | 88.3% | -0.28 | 0.0552 | -0.012 |
| 2.69 | 3.25 | 3 | 169 | 91.5% | 0.66 | 0.0604 | -0.012 | 13 | 1.39 | 2.00 | 7 | 2,783 | 84.0% | -0.35 | 0.0612 | -0.013 |
| 2.25 | 2.60 | 125 | 362 | 87.7% | 0.59 | 0.0644 | -0.013 | 14 | 2.20 | 2.53 | 7 | 704 | 88.9% | -0.41 | 0.0654 | -0.013 |
| 1.96 | 2.29 | 110 | 11.0K | 90.9% | 0.53 | 0.0664 | -0.013 | 15 | 2.76 | 2.98 | 65 | 6,004 | 85.1% | -0.48 | 0.0677 | -0.013 |
| 1.57 | 1.81 | 385 | 21.1K | 87.0% | 0.47 | 0.0667 | -0.013 | 16 | 3.40 | 3.65 | 34 | 1,202 | 84.7% | -0.54 | 0.0681 | -0.013 |
| 1.27 | 1.61 | 186 | 5,707 | 88.0% | 0.41 | 0.0654 | -0.013 | 17 | 4.05 | 4.60 | 1 | 4,626 | 87.8% | -0.59 | 0.0670 | -0.013 |
| 1.05 | 1.31 | 170 | 1,006 | 87.1% | 0.36 | 0.0629 | -0.013 | 18 | 4.80 | 5.30 | 1,119 | 86.3% | -0.65 | 0.0649 | -0.012 | |
| 0.9000 | 1.17 | 195 | 1,070 | 89.2% | 0.32 | 0.0597 | -0.012 | 19 | 5.60 | 6.30 | 4 | 2,150 | 90.3% | -0.69 | 0.0619 | -0.011 |
| 0.7500 | 0.9500 | 225 | 13.7K | 88.4% | 0.28 | 0.0559 | -0.011 | 20 | 6.40 | 6.80 | 3 | 7,727 | 82.1% | -0.74 | 0.0584 | -0.011 |
| 0.4800 | 0.7800 | 11 | 1,611 | 84.6% | 0.24 | 0.0519 | -0.010 | 21 | 7.20 | 7.75 | 1,971 | 82.2% | -0.78 | 0.0547 | -0.010 | |
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs