RIOT option chain Riot Platforms, Inc.
Cboe delayed options data · as of 00:38 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 ±39.1% (11.34–25.89) · ATM IV 80.8% · P/C open interest 0.53
| 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 | |
| 8.85 | 9.60 | 47 | 6,375 | 89.9% | 0.93 | 0.0138 | -0.003 | 10 | 0.2100 | 0.4600 | 1 | 5,903 | 83.5% | -0.07 | 0.0139 | -0.005 |
| 7.40 | 8.75 | 6 | 137 | 68.6% | 0.90 | 0.0176 | -0.004 | 11 | 0.4000 | 0.6700 | 20 | 199 | 84.5% | -0.10 | 0.0177 | -0.006 |
| 7.50 | 8.45 | 3 | 1,982 | 99.9% | 0.87 | 0.0216 | -0.005 | 12 | 0.7000 | 0.9400 | 13 | 1,445 | 86.6% | -0.13 | 0.0218 | -0.007 |
| 6.05 | 7.95 | 6 | 10 | 88.2% | 0.84 | 0.0256 | -0.007 | 13 | 0.9000 | 1.24 | 277 | 483 | 84.9% | -0.16 | 0.0259 | -0.008 |
| 5.90 | 6.55 | 34 | 83.6% | 0.80 | 0.0295 | -0.008 | 14 | 1.16 | 1.51 | 276 | 272 | 82.5% | -0.20 | 0.0299 | -0.009 | |
| 5.45 | 6.15 | 42 | 11.0K | 88.5% | 0.76 | 0.0330 | -0.009 | 15 | 1.55 | 1.89 | 58 | 2,359 | 82.5% | -0.24 | 0.0335 | -0.010 |
| 4.55 | 5.60 | 2 | 404 | 83.5% | 0.72 | 0.0360 | -0.010 | 16 | 1.89 | 2.38 | 9 | 358 | 81.9% | -0.28 | 0.0366 | -0.011 |
| 4.20 | 5.05 | 8 | 4,484 | 84.7% | 0.68 | 0.0385 | -0.011 | 17 | 2.37 | 2.80 | 21 | 4,196 | 81.0% | -0.32 | 0.0392 | -0.012 |
| 3.60 | 4.30 | 7 | 229 | 79.4% | 0.64 | 0.0404 | -0.012 | 18 | 2.89 | 3.30 | 1 | 780 | 80.5% | -0.37 | 0.0412 | -0.012 |
| 3.20 | 4.10 | 80 | 400 | 82.0% | 0.60 | 0.0417 | -0.012 | 19 | 3.35 | 3.90 | 5 | 2,066 | 79.5% | -0.41 | 0.0426 | -0.013 |
| 3.00 | 3.70 | 306 | 9,385 | 83.7% | 0.56 | 0.0424 | -0.013 | 20 | 4.00 | 4.65 | 23 | 5,255 | 81.4% | -0.45 | 0.0435 | -0.013 |
| 2.66 | 3.35 | 3 | 1,119 | 83.5% | 0.52 | 0.0427 | -0.013 | 21 | 4.55 | 5.30 | 2 | 860 | 80.2% | -0.49 | 0.0439 | -0.013 |
| 2.39 | 2.71 | 27 | 1,815 | 80.1% | 0.48 | 0.0426 | -0.013 | 22 | 5.50 | 5.85 | 1,636 | 81.5% | -0.53 | 0.0440 | -0.013 | |
| 2.17 | 2.58 | 18 | 237 | 82.2% | 0.45 | 0.0422 | -0.013 | 23 | 5.90 | 6.65 | 3,166 | 78.8% | -0.56 | 0.0437 | -0.012 | |
| 1.77 | 2.49 | 8 | 374 | 82.2% | 0.42 | 0.0415 | -0.013 | 24 | 6.65 | 7.30 | 265 | 77.6% | -0.60 | 0.0432 | -0.012 | |
| 1.75 | 2.17 | 89 | 6,641 | 83.3% | 0.39 | 0.0406 | -0.013 | 25 | 7.55 | 8.25 | 689 | 81.0% | -0.63 | 0.0424 | -0.012 | |
| 1.48 | 2.00 | 6 | 183 | 82.8% | 0.36 | 0.0395 | -0.013 | 26 | 8.50 | 8.90 | 157 | 80.9% | -0.66 | 0.0415 | -0.011 | |
| 1.29 | 1.90 | 2 | 2,697 | 83.6% | 0.33 | 0.0383 | -0.012 | 27 | 9.20 | 9.90 | 200 | 81.6% | -0.69 | 0.0404 | -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 — 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