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 ±43.2% (8.07–20.36) · ATM IV 85.9% · P/C open interest 1.49
| 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 | |
| 6.50 | 7.15 | 11 | 84.2% | 0.91 | 0.0201 | -0.004 | 8 | 0.4700 | 0.5500 | 100 | 76 | 92.8% | -0.10 | 0.0203 | -0.005 | |
| 5.90 | 6.35 | 3 | 86.8% | 0.87 | 0.0256 | -0.005 | 9 | 0.6900 | 0.8400 | 112 | 92.0% | -0.13 | 0.0259 | -0.006 | ||
| 5.35 | 5.60 | 1 | 69 | 87.8% | 0.83 | 0.0310 | -0.006 | 10 | 0.9600 | 1.15 | 1,393 | 90.3% | -0.18 | 0.0314 | -0.007 | |
| 4.55 | 5.05 | 3 | 85.2% | 0.78 | 0.0360 | -0.007 | 11 | 1.31 | 1.55 | 244 | 89.8% | -0.22 | 0.0366 | -0.008 | ||
| 4.10 | 4.50 | 17 | 86.9% | 0.74 | 0.0404 | -0.008 | 12 | 1.76 | 2.04 | 313 | 90.6% | -0.27 | 0.0411 | -0.009 | ||
| 3.65 | 3.95 | 1 | 48 | 86.6% | 0.69 | 0.0439 | -0.009 | 13 | 2.21 | 2.54 | 1 | 237 | 89.6% | -0.32 | 0.0448 | -0.009 |
| 3.20 | 3.45 | 486 | 85.4% | 0.64 | 0.0466 | -0.010 | 14 | 2.67 | 2.97 | 176 | 86.4% | -0.37 | 0.0477 | -0.010 | ||
| 2.76 | 3.10 | 227 | 85.2% | 0.59 | 0.0485 | -0.010 | 15 | 3.35 | 3.55 | 50 | 7,701 | 87.2% | -0.41 | 0.0498 | -0.010 | |
| 2.39 | 2.78 | 263 | 85.2% | 0.55 | 0.0495 | -0.010 | 16 | 4.00 | 4.40 | 1,444 | 90.0% | -0.46 | 0.0510 | -0.010 | ||
| 2.10 | 2.50 | 3 | 183 | 85.6% | 0.51 | 0.0499 | -0.010 | 17 | 4.70 | 5.05 | 10 | 104 | 89.6% | -0.51 | 0.0517 | -0.011 |
| 1.87 | 2.15 | 1 | 2,276 | 85.0% | 0.46 | 0.0497 | -0.010 | 18 | 5.40 | 5.85 | 505 | 90.3% | -0.55 | 0.0517 | -0.010 | |
| 1.75 | 1.88 | 67 | 439 | 86.1% | 0.43 | 0.0490 | -0.010 | 19 | 6.15 | 6.60 | 1,163 | 90.2% | -0.59 | 0.0513 | -0.010 | |
| 1.48 | 1.76 | 2 | 1,209 | 86.5% | 0.39 | 0.0480 | -0.010 | 20 | 6.90 | 7.45 | 2,361 | 90.7% | -0.62 | 0.0505 | -0.010 | |
| 1.31 | 1.53 | 262 | 86.0% | 0.36 | 0.0466 | -0.010 | 21 | 7.75 | 8.30 | 134 | 91.9% | -0.66 | 0.0494 | -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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs