AI option chain C3.ai, Inc.
Cboe delayed options data · as of 06:33 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 ±16.9% (8.64–12.16) · ATM IV 83.7% · P/C open interest 0.47
| 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 | |
| 3.05 | 7.35 | 196.3% | 0.98 | 0.0123 | -0.003 | 5.5 | 0 | 0.9500 | 276.5% | -0.02 | 0.0123 | -0.003 | ||||
| 2.63 | 6.90 | 2 | 191.9% | 0.98 | 0.0170 | -0.003 | 6 | 0 | 0.0700 | 21 | 227.3% | -0.02 | 0.0170 | -0.004 | ||
| 2.80 | 5.20 | 1 | 0.97 | 0.0240 | -0.004 | 6.5 | 0 | 0.0800 | 8 | 112.3% | -0.03 | 0.0241 | -0.004 | |||
| 3.25 | 4.25 | 1 | 145.9% | 0.95 | 0.0346 | -0.005 | 7 | 0 | 0.2300 | 4 | 10 | 123.9% | -0.05 | 0.0346 | -0.006 | |
| 2.75 | 4.20 | 2 | 2 | 166.7% | 0.93 | 0.0497 | -0.007 | 7.5 | 0.0500 | 0.2100 | 1 | 79 | 110.9% | -0.07 | 0.0498 | -0.007 |
| 2.04 | 3.50 | 16 | 112.4% | 0.90 | 0.0699 | -0.009 | 8 | 0.0300 | 0.2000 | 7 | 565 | 91.3% | -0.10 | 0.0701 | -0.009 | |
| 1.63 | 3.20 | 1 | 116.3% | 0.85 | 0.0943 | -0.012 | 8.5 | 0.0500 | 0.3000 | 2 | 43 | 87.1% | -0.15 | 0.0946 | -0.012 | |
| 0.8900 | 2.69 | 2 | 39 | 80.2% | 0.79 | 0.1205 | -0.014 | 9 | 0.2000 | 0.4200 | 5 | 217 | 90.0% | -0.21 | 0.1209 | -0.015 |
| 1.14 | 2.10 | 11 | 100.8% | 0.72 | 0.1446 | -0.017 | 9.5 | 0.1600 | 0.6500 | 15 | 38 | 82.7% | -0.28 | 0.1452 | -0.017 | |
| 0.9600 | 1.34 | 25 | 255 | 77.2% | 0.64 | 0.1629 | -0.019 | 10 | 0.2600 | 0.8600 | 28 | 15 | 78.6% | -0.36 | 0.1636 | -0.019 |
| 0.8700 | 1.02 | 117 | 368 | 87.3% | 0.55 | 0.1727 | -0.020 | 10.5 | 0.5300 | 1.10 | 37 | 19 | 80.0% | -0.45 | 0.1736 | -0.020 |
| 0.6200 | 0.8200 | 41 | 486 | 86.0% | 0.47 | 0.1733 | -0.020 | 11 | 0.5700 | 1.73 | 7 | 6 | 84.5% | -0.53 | 0.1743 | -0.020 |
| 0.3800 | 0.8000 | 28 | 124 | 90.1% | 0.39 | 0.1660 | -0.019 | 11.5 | 0.9200 | 1.79 | 1 | 72.0% | -0.61 | 0.1672 | -0.019 | |
| 0.0600 | 0.8800 | 23 | 98 | 92.1% | 0.32 | 0.1532 | -0.018 | 12 | 1.27 | 2.26 | 3 | 75.8% | -0.68 | 0.1545 | -0.018 | |
| 0.2700 | 0.4000 | 4 | 39 | 89.5% | 0.26 | 0.1373 | -0.017 | 12.5 | 1.66 | 2.70 | 4 | 77.1% | -0.74 | 0.1387 | -0.017 | |
| 0.1500 | 0.4500 | 1 | 140 | 95.9% | 0.22 | 0.1207 | -0.015 | 13 | 2.09 | 3.20 | 2 | 82.4% | -0.79 | 0.1222 | -0.015 | |
| 0.0900 | 0.4100 | 2 | 20 | 99.0% | 0.18 | 0.1049 | -0.014 | 13.5 | 2.35 | 4.15 | 1 | 106.3% | -0.83 | 0.1065 | -0.014 | |
| 0.0700 | 0.4100 | 91 | 106.3% | 0.15 | 0.0908 | -0.013 | 14 | 2.80 | 4.80 | 1 | 122.1% | -0.86 | 0.0924 | -0.013 | ||
| 0.0100 | 0.2000 | 31 | 428 | 97.9% | 0.11 | 0.0683 | -0.011 | 15 | 3.75 | 5.65 | 124.8% | -0.90 | 0.0698 | -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 — Sep 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs