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DERIVATIVES / 06

Derivatives · Option Chain

Open interest, implied volatility, delta and theoretical price for calls and puts at every strike. The at-the-money row is highlighted in the middle.
OverviewLevelsTermVolatilityFuturesChainFlowWhale BlocksOpen InterestSkewHeatCross-venueCalculatorTradFi (ETF)Glossary
BTCETH
02.09 1d03.09 2d04.09 3d05.09 4d11.09 10d18.09 17d25.09 24d30.10 59d27.11 87d25.12 115d26.03 206d25.06 297d
Chain · 1 days
spot $2,412 · call OI 84.1K · put OI 84.4K
CALLSTRIKEPUT
OIIVΔMark·MarkΔIVOI
1.5K104.0%0.001$02.8K$338-0.999104.0%·
1.8K97.5%0.001$02.7K$288-0.99997.5%·
4K88.6%0.003$02.6K$238-0.99788.6%·
73783.1%0.004$02.6K$213-0.99683.1%·
3.8K77.1%0.006$02.6K$188-0.99477.1%·
4.4K70.5%0.008$02.6K$163-0.99270.5%400
7.9K63.5%0.012$02.5K$138-0.98863.5%256
8.4K56.5%0.018$02.5K$114-0.98256.5%551
5.6K52.5%0.025$02.5K$99-0.97552.5%808
8.1K49.9%0.031$12.5K$89-0.96949.9%1.1K
4.5K47.4%0.041$12.5K$79-0.95947.4%180
4.5K45.2%0.055$12.5K$69-0.94545.2%1.2K
5.1K44.1%0.065$12.5K$64-0.93544.1%3.4K
3.6K41.2%0.107$22.5K$50-0.89341.2%6.8K
5.8K39.5%0.152$32.5K$41-0.84839.5%3K
6.4K38.2%0.216$42.4K$33-0.78438.2%5.8K
1.7K37.1%0.302$72.4K$25-0.69837.1%8.6K
2K36.7%0.352$82.4K$21-0.64836.7%6.6K
2.3K36.4%0.407$102.4KATM$18-0.59336.4%5.7K
1.2K35.9%0.641$202.4K$8-0.35935.9%9.9K
37637.5%0.858$392.4K$3-0.14237.5%8.7K
2041.3%0.949$632.4K$1-0.05141.3%4K
29047.0%0.979$872.3K$0-0.02147.0%3.3K
·53.9%0.989$1122.3K$0-0.01153.9%11K
·69.3%0.996$1622.3K$0-0.00469.3%638
·83.4%0.998$2122.2K$0-0.00283.4%1.9K
·94.5%0.999$2622.1K$0-0.00194.5%410
How is this computed?
The left half is CALLS, the right half PUTS. OI = open interest, IV = implied volatility, Δ = delta, Mark = the Black-Scholes theoretical price from OKX's IV (OKX does not publish a USD mark). The highlighted row is ATM — the strike nearest spot.