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 ±11.8% (9.94–12.60) · ATM IV 60.5% · P/C open interest 0.46
| 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 | |
| 4.45 | 6.40 | 169.3% | 0.97 | 0.0153 | -0.006 | 6 | 0 | 0.9500 | 276.7% | -0.03 | 0.0153 | -0.006 | ||||
| 4.15 | 5.90 | 183.3% | 0.97 | 0.0194 | -0.006 | 6.5 | 0 | 0.0600 | 124.2% | -0.03 | 0.0195 | -0.006 | ||||
| 3.80 | 5.40 | 181.0% | 0.96 | 0.0248 | -0.007 | 7 | 0 | 0.0700 | 112.8% | -0.04 | 0.0248 | -0.007 | ||||
| 3.30 | 4.80 | 1 | 11 | 150.0% | 0.95 | 0.0319 | -0.007 | 7.5 | 0 | 0.0700 | 98.8% | -0.05 | 0.0320 | -0.007 | ||
| 2.75 | 4.40 | 15 | 136.8% | 0.94 | 0.0417 | -0.007 | 8 | 0 | 0.7500 | 163.3% | -0.06 | 0.0418 | -0.007 | |||
| 2.30 | 3.95 | 4 | 127.6% | 0.93 | 0.0555 | -0.007 | 8.5 | 0 | 0.2000 | 93.1% | -0.07 | 0.0557 | -0.007 | |||
| 2.00 | 2.52 | 13 | 0.91 | 0.0764 | -0.008 | 9 | 0.0200 | 0.0900 | 1 | 114 | 67.4% | -0.09 | 0.0767 | -0.008 | ||
| 1.80 | 3.15 | 136.5% | 0.88 | 0.1084 | -0.009 | 9.5 | 0.0300 | 0.1600 | 2 | 11 | 63.7% | -0.12 | 0.1089 | -0.009 | ||
| 1.19 | 2.48 | 23 | 100.1% | 0.82 | 0.1527 | -0.011 | 10 | 0.1000 | 0.3200 | 491 | 67.1% | -0.18 | 0.1535 | -0.011 | ||
| 0.9400 | 1.31 | 35 | 178 | 57.8% | 0.73 | 0.2004 | -0.013 | 10.5 | 0.2200 | 0.5200 | 60 | 6 | 68.7% | -0.27 | 0.2016 | -0.013 |
| 0.7300 | 0.8900 | 255 | 105 | 58.1% | 0.62 | 0.2360 | -0.015 | 11 | 0.4200 | 0.6000 | 52 | 60 | 62.9% | -0.39 | 0.2377 | -0.015 |
| 0.4800 | 0.6700 | 3 | 174 | 58.9% | 0.49 | 0.2480 | -0.015 | 11.5 | 0.6500 | 0.8600 | 119 | 13 | 62.1% | -0.51 | 0.2503 | -0.015 |
| 0.3200 | 0.4800 | 70 | 228 | 60.3% | 0.38 | 0.2355 | -0.015 | 12 | 0.8000 | 1.12 | 16 | 19 | 51.8% | -0.63 | 0.2383 | -0.015 |
| 0.1900 | 0.3400 | 10 | 368 | 60.6% | 0.28 | 0.2058 | -0.013 | 12.5 | 1.17 | 1.58 | 19 | 56.5% | -0.73 | 0.2090 | -0.013 | |
| 0.0800 | 0.2400 | 31 | 203 | 59.5% | 0.20 | 0.1681 | -0.011 | 13 | 1.56 | 2.16 | 11 | 66.2% | -0.81 | 0.1718 | -0.011 | |
| 0.0600 | 0.2200 | 61 | 66.5% | 0.14 | 0.1317 | -0.009 | 13.5 | 1.15 | 2.63 | -0.87 | 0.1356 | -0.009 | ||||
| 0.0300 | 0.4700 | 230 | 91.3% | 0.11 | 0.1028 | -0.008 | 14 | 1.60 | 3.40 | -0.90 | 0.1065 | -0.008 | ||||
| 0.0200 | 0.4300 | 2 | 97.0% | 0.08 | 0.0816 | -0.007 | 14.5 | 1.90 | 3.65 | -0.92 | 0.0850 | -0.007 | ||||
| 0.0100 | 0.1400 | 1 | 2 | 78.4% | 0.07 | 0.0664 | -0.006 | 15 | 2.68 | 4.10 | -0.94 | 0.0693 | -0.006 | |||
| 0.0100 | 0.1500 | 2 | 86.4% | 0.06 | 0.0552 | -0.006 | 15.5 | 2.98 | 4.60 | -0.95 | 0.0576 | -0.006 | ||||
| 0 | 0.1300 | 4 | 1 | 88.8% | 0.05 | 0.0469 | -0.005 | 16 | 3.85 | 5.15 | -0.96 | 0.0487 | -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 — Nov 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs