AI option chain C3.ai, Inc.
Cboe delayed options data · as of 18:33 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 ±15.6% (9.14–12.53) · ATM IV 61.6% · P/C open interest 0.72
| 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 | |
| 4.50 | 6.10 | 0.97 | 0.0143 | -0.001 | 5.5 | 0 | 0.7500 | 208.2% | -0.03 | 0.0144 | -0.003 | |||||
| 3.60 | 6.60 | 161.7% | 0.97 | 0.0185 | -0.002 | 6 | 0 | 0.7500 | 187.0% | -0.03 | 0.0186 | -0.004 | ||||
| 3.55 | 5.35 | 110.1% | 0.96 | 0.0242 | -0.002 | 6.5 | 0 | 0.7500 | 167.5% | -0.04 | 0.0243 | -0.004 | ||||
| 3.25 | 4.45 | 0.95 | 0.0320 | -0.003 | 7 | 0 | 0.3700 | 118.4% | -0.05 | 0.0321 | -0.004 | |||||
| 2.75 | 3.90 | 0.94 | 0.0430 | -0.004 | 7.5 | 0 | 0.1500 | 81.6% | -0.06 | 0.0431 | -0.005 | |||||
| 2.35 | 3.30 | 1 | 0.92 | 0.0583 | -0.004 | 8 | 0.0600 | 0.1400 | 10 | 75.3% | -0.09 | 0.0585 | -0.006 | |||
| 2.11 | 2.95 | 2 | 72.9% | 0.88 | 0.0789 | -0.006 | 8.5 | 0.1000 | 0.2000 | 181 | 71.8% | -0.12 | 0.0792 | -0.007 | ||
| 1.64 | 2.37 | 1 | 56.8% | 0.84 | 0.1047 | -0.007 | 9 | 0.1700 | 0.2600 | 83 | 67.9% | -0.16 | 0.1052 | -0.008 | ||
| 1.42 | 1.82 | 1 | 1 | 57.8% | 0.78 | 0.1335 | -0.009 | 9.5 | 0.2600 | 0.4000 | 1 | 5 | 66.6% | -0.22 | 0.1343 | -0.009 |
| 1.28 | 1.42 | 4 | 64.3% | 0.70 | 0.1608 | -0.010 | 10 | 0.4200 | 0.5600 | 3 | 7 | 65.8% | -0.30 | 0.1619 | -0.010 | |
| 0.9800 | 1.07 | 23 | 15 | 61.4% | 0.61 | 0.1811 | -0.011 | 10.5 | 0.6000 | 0.7700 | 2 | 64.4% | -0.39 | 0.1826 | -0.011 | |
| 0.7300 | 0.8100 | 2 | 27 | 60.5% | 0.52 | 0.1902 | -0.011 | 11 | 0.8500 | 0.9900 | 2 | 62.7% | -0.49 | 0.1921 | -0.011 | |
| 0.5400 | 0.6300 | 113 | 61.4% | 0.43 | 0.1869 | -0.011 | 11.5 | 1.17 | 1.32 | 7 | 2 | 64.4% | -0.58 | 0.1892 | -0.011 | |
| 0.4000 | 0.4500 | 115 | 61.0% | 0.35 | 0.1734 | -0.011 | 12 | 1.53 | 1.66 | 1 | 65.0% | -0.66 | 0.1761 | -0.010 | ||
| 0.3000 | 0.3700 | 19 | 63.5% | 0.28 | 0.1543 | -0.010 | 12.5 | 1.92 | 2.04 | 65.7% | -0.73 | 0.1572 | -0.009 | |||
| 0.2300 | 0.3400 | 25 | 67.7% | 0.23 | 0.1338 | -0.009 | 13 | 2.00 | 3.20 | 85.4% | -0.78 | 0.1370 | -0.009 | |||
| 0.1800 | 0.2300 | 60 | 67 | 67.3% | 0.19 | 0.1149 | -0.009 | 13.5 | 2.25 | 3.45 | 69.9% | -0.82 | 0.1182 | -0.008 | ||
| 0.1300 | 0.1800 | 5 | 12 | 68.1% | 0.16 | 0.0988 | -0.008 | 14 | 2.75 | 3.95 | 77.1% | -0.85 | 0.1020 | -0.007 | ||
| 0.1000 | 0.1900 | 2 | 73.0% | 0.14 | 0.0854 | -0.007 | 14.5 | 3.25 | 4.45 | 83.9% | -0.87 | 0.0887 | -0.006 | |||
| 0 | 0.3300 | 1 | 7 | 81.7% | 0.12 | 0.0746 | -0.007 | 15 | 3.75 | 4.90 | 87.0% | -0.89 | 0.0777 | -0.006 | ||
| 0 | 0.4900 | 103.4% | 0.10 | 0.0585 | -0.007 | 16 | 4.70 | 5.90 | 95.0% | -0.91 | 0.0613 | -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 — Oct 09, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs