AI option chain C3.ai, Inc.
Cboe delayed options data · as of 09:33 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 ±3.9% (10.48–11.34) · ATM IV 88.9% · P/C open interest 0.08
| 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 | |
| 4.90 | 6.05 | 13 | 9 | 836.1% | 1.00 | 0.0003 | 0.000 | 5.5 | 0 | 0.5000 | -0.00 | 0.0003 | -0.000 | |||
| 4.45 | 5.45 | 3 | 9 | 692.3% | 1.00 | 0.0005 | 0.000 | 6 | 0 | 0.0100 | 91 | 466.6% | -0.00 | 0.0005 | -0.000 | |
| 4.00 | 5.00 | 12 | 6 | 698.4% | 1.00 | 0.0009 | 0.000 | 6.5 | 0 | 0.1500 | 30 | 635.1% | -0.00 | 0.0009 | -0.000 | |
| 3.45 | 4.50 | 18 | 15 | 578.5% | 1.00 | 0.0016 | 0.000 | 7 | 0 | 0.0100 | 1 | 1,303 | 355.3% | -0.00 | 0.0016 | -0.000 |
| 3.00 | 3.70 | 16 | 16 | 1.00 | 0.0031 | 0.000 | 7.5 | 0 | 0.0100 | 98 | 226 | 304.9% | -0.00 | 0.0031 | -0.001 | |
| 2.41 | 3.30 | 12 | 89 | 1.00 | 0.0060 | 0.000 | 8 | 0 | 0.0100 | 34 | 1,224 | 257.2% | -0.00 | 0.0060 | -0.001 | |
| 1.98 | 2.62 | 4 | 29 | 1.00 | 0.0124 | -0.000 | 8.5 | 0 | 0.0100 | 102 | 610 | 211.9% | -0.00 | 0.0124 | -0.001 | |
| 1.62 | 2.08 | 151 | 220 | 0.99 | 0.0272 | -0.002 | 9 | 0 | 0.0100 | 733 | 3,908 | 168.4% | -0.01 | 0.0272 | -0.003 | |
| 1.20 | 1.66 | 66 | 233 | 190.7% | 0.98 | 0.0649 | -0.004 | 9.5 | 0 | 0.0100 | 322 | 757 | 126.1% | -0.02 | 0.0649 | -0.005 |
| 0.8600 | 1.06 | 1,674 | 16.0K | 159.0% | 0.95 | 0.1808 | -0.012 | 10 | 0 | 0.0300 | 438 | 838 | 104.1% | -0.05 | 0.1808 | -0.012 |
| 0.4100 | 0.5700 | 5,780 | 43.6K | 110.2% | 0.79 | 0.5698 | -0.061 | 10.5 | 0.0500 | 0.0700 | 2,789 | 1,068 | 87.0% | -0.21 | 0.5698 | -0.061 |
| 0.1400 | 0.1600 | 8,991 | 44.1K | 84.6% | 0.43 | 0.7165 | -0.165 | 11 | 0.1800 | 0.3700 | 245 | 307 | 93.2% | -0.57 | 0.7188 | -0.165 |
| 0.0300 | 0.0600 | 879 | 17.3K | 99.1% | 0.20 | 0.4132 | -0.070 | 11.5 | 0.3400 | 0.7100 | 257 | 3 | -0.80 | 0.4195 | -0.071 | |
| 0.0100 | 0.0200 | 1,374 | 6,662 | 113.2% | 0.10 | 0.2177 | -0.035 | 12 | 0.8800 | 1.54 | 11 | 18 | 188.4% | -0.90 | 0.2230 | -0.036 |
| 0 | 0.0100 | 154 | 2,583 | 124.7% | 0.05 | 0.1177 | -0.018 | 12.5 | 1.44 | 1.89 | 2 | 17 | 198.6% | -0.95 | 0.1199 | -0.020 |
| 0 | 0.0100 | 286 | 1,171 | 154.1% | 0.03 | 0.0662 | -0.010 | 13 | 1.88 | 2.60 | 4 | 303.7% | -0.97 | 0.0659 | -0.013 | |
| 0 | 0.0100 | 209 | 528 | 181.7% | 0.02 | 0.0389 | -0.006 | 13.5 | 2.33 | 3.10 | 2 | 5 | 325.0% | -0.99 | 0.0371 | -0.009 |
| 0 | 0.0200 | 39 | 523 | 228.4% | 0.01 | 0.0238 | -0.004 | 14 | 2.60 | 3.35 | 5 | 5 | -0.99 | 0.0215 | -0.007 | |
| 0 | 0.0100 | 572 | 232.2% | 0.01 | 0.0151 | -0.003 | 14.5 | 3.35 | 4.10 | 1 | 4 | 407.5% | -1.00 | 0.0128 | -0.006 | |
| 0 | 0.0100 | 7 | 611 | 255.6% | 0.00 | 0.0099 | -0.002 | 15 | 4.05 | 4.20 | 9 | 8 | 287.8% | -1.00 | 0.0078 | -0.006 |
| 0 | 0.0100 | 154 | 277.9% | 0.00 | 0.0067 | -0.001 | 15.5 | 4.30 | 5.15 | 2 | 1 | 473.3% | -1.00 | 0.0049 | -0.005 | |
| 0 | 0.0100 | 5 | 77 | 299.3% | 0.00 | 0.0046 | -0.001 | 16 | 4.95 | 5.55 | 6 | 4 | 528.4% | -1.00 | 0.0031 | -0.005 |
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 — Sep 04, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs