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 ±9.5% (10.20–12.33) · ATM IV 59.2% · P/C open interest 0.59
| 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 | |
| 4.85 | 6.35 | 272.6% | 0.98 | 0.0126 | -0.006 | 6 | 0 | 0.7500 | 312.4% | -0.02 | 0.0126 | -0.006 | ||||
| 4.40 | 5.90 | 259.0% | 0.98 | 0.0163 | -0.007 | 6.5 | 0 | 0.7500 | 281.4% | -0.02 | 0.0163 | -0.007 | ||||
| 3.85 | 5.40 | 2 | 225.2% | 0.97 | 0.0211 | -0.007 | 7 | 0 | 0.7500 | 252.6% | -0.03 | 0.0212 | -0.007 | |||
| 3.30 | 4.90 | 1 | 193.9% | 0.97 | 0.0277 | -0.007 | 7.5 | 0 | 0.7500 | 10 | 225.7% | -0.04 | 0.0277 | -0.007 | ||
| 2.75 | 4.40 | 164.8% | 0.96 | 0.0368 | -0.008 | 8 | 0 | 0.1200 | 194 | 117.4% | -0.04 | 0.0369 | -0.008 | |||
| 2.43 | 3.90 | 8 | 162.3% | 0.95 | 0.0498 | -0.008 | 8.5 | 0 | 0.5500 | 143 | 156.5% | -0.05 | 0.0500 | -0.008 | ||
| 2.12 | 2.46 | 9 | 4 | 0.93 | 0.0697 | -0.009 | 9 | 0 | 0.2700 | 299 | 105.6% | -0.07 | 0.0699 | -0.009 | ||
| 1.70 | 3.05 | 3 | 151.2% | 0.91 | 0.1026 | -0.010 | 9.5 | 0.0200 | 0.1300 | 366 | 71.8% | -0.09 | 0.1030 | -0.010 | ||
| 1.34 | 1.59 | 3 | 50 | 62.7% | 0.85 | 0.1560 | -0.012 | 10 | 0.0400 | 0.2500 | 36 | 299 | 71.3% | -0.15 | 0.1567 | -0.012 |
| 0.9500 | 1.15 | 55 | 203 | 59.0% | 0.76 | 0.2235 | -0.015 | 10.5 | 0.0900 | 0.3200 | 36 | 72 | 61.9% | -0.24 | 0.2247 | -0.015 |
| 0.6000 | 0.8000 | 744 | 189 | 56.8% | 0.63 | 0.2785 | -0.018 | 11 | 0.2300 | 0.4900 | 5 | 152 | 59.7% | -0.37 | 0.2802 | -0.018 |
| 0.3500 | 0.5400 | 79 | 439 | 57.0% | 0.49 | 0.2956 | -0.019 | 11.5 | 0.5500 | 0.6900 | 5 | 182 | 61.4% | -0.52 | 0.2975 | -0.019 |
| 0.2100 | 0.4100 | 107 | 1,302 | 62.7% | 0.35 | 0.2711 | -0.018 | 12 | 0.8500 | 1.06 | 5 | 1,226 | 63.7% | -0.66 | 0.2733 | -0.018 |
| 0.1000 | 0.2300 | 308 | 1,325 | 59.9% | 0.24 | 0.2225 | -0.015 | 12.5 | 1.27 | 1.58 | 6 | 38 | 77.0% | -0.77 | 0.2250 | -0.015 |
| 0.0800 | 0.1900 | 19 | 661 | 68.4% | 0.16 | 0.1693 | -0.012 | 13 | 0.9900 | 2.16 | 1 | -0.85 | 0.1720 | -0.013 | ||
| 0.0400 | 0.0800 | 25 | 289 | 63.9% | 0.11 | 0.1250 | -0.010 | 13.5 | 2.14 | 2.66 | 1 | 1 | 101.6% | -0.90 | 0.1277 | -0.010 |
| 0.0200 | 0.1300 | 2 | 98 | 77.7% | 0.08 | 0.0937 | -0.008 | 14 | 1.71 | 3.15 | -0.92 | 0.0959 | -0.009 | |||
| 0.0100 | 0.1500 | 2 | 10 | 88.4% | 0.06 | 0.0725 | -0.007 | 14.5 | 1.98 | 3.65 | 1 | -0.94 | 0.0742 | -0.008 | ||
| 0 | 0.1000 | 411 | 87.7% | 0.05 | 0.0577 | -0.007 | 15 | 2.60 | 4.10 | 1 | -0.95 | 0.0589 | -0.007 | |||
| 0 | 0.2100 | 22 | 112.6% | 0.04 | 0.0472 | -0.006 | 15.5 | 2.75 | 4.90 | 2 | -0.96 | 0.0480 | -0.006 | |||
| 0 | 0.1800 | 45 | 116.6% | 0.04 | 0.0394 | -0.006 | 16 | 3.25 | 5.50 | 1 | -0.97 | 0.0398 | -0.006 | |||
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 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs