C3.ai, Inc. (AI)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 06:33 UTC · Figures derived from the full chain (504 contracts, 13 expirations) · IV own-history percentile appears after 60 recorded days (28 so far)
Expected move · Nov 20, 2026 (32 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±17.9% (range 9.25–13.29) by Nov 20, 2026. ATM straddle: 2.02 @ strike 12.5 · ATM IV: 61.1%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 10.14 | -10% | 68.9% | 31.1% |
| 10.71 | -5% | 57.6% | 42.4% |
| 11.27 | +0% | 46.4% | 53.6% |
| 11.83 | +5% | 36.0% | 64.0% |
| 12.40 | +10% | 26.8% | 73.2% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | ±7.0% | 61.7% | 9,822 |
| Oct 30, 2026 | 11 | ±9.5% | 59.2% | 8,061 |
| Nov 06, 2026 | 18 | ±11.8% | 60.5% | 2,377 |
| Nov 13, 2026 | 25 | ±13.8% | 61.4% | 1,450 |
| Nov 20, 2026 | 32 | ±17.9% | 61.1% | 10.7K |
| Nov 27, 2026 | 39 | ±15.6% | 56.8% | 444 |
| Dec 18, 2026 | 60 | ±24.5% | 66.5% | 21.5K |
| Jan 15, 2027 | 88 | ±28.0% | 64.5% | 78.1K |
| Mar 19, 2027 | 151 | ±36.4% | 65.9% | 12.7K |
| Apr 16, 2027 | 179 | ±38.5% | 64.4% | 1,943 |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 12.5 C · 10.2K10 C · 8,23815 C · 5,79612 C · 4,80210 P · 3,818
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 93 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 96.8% of the time.
Past earnings reactions
Avg |reaction| 12.8% · median 9.9% (21 reports). Two-session close-to-close window; definition
About C3.ai, Inc.
C3.ai, Inc. is a leading provider of enterprise artificial intelligence (AI) software solutions, serving a global clientele across North America, Europe, the Middle East, Africa, and the Asia Pacific region. Its core offerings include the C3 AI Application Platform, a robust environment for developing, deploying, and operating enterprise-scale AI applications. Complementing this platform are specialized tools such as C3 AI Ex Machina for preparing data for analysis, C3 AI CRM which is tailored for specific industry customer relationship management needs, and C3 AI Data Vision for insightful visualization and understanding of complex data relationships. Furthermore, C3.ai delivers a comprehensive portfolio of pre-built, industry-specific AI applications designed to tackle critical business challenges. These include solutions for optimizing inventory levels (C3 AI Inventory Optimization), mitigating supply chain disruptions (C3 AI Supply Network Risk), proactively managing customer attrition (C3 AI Customer Churn Management), streamlining production schedules (C3 AI Production Schedule Optimization), forecasting equipment failures (C3 AI Predictive Maintenance), identifying financial
Technology · Software - Application · NYSE · Profile: Financial Modeling Prep
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