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 ±13.8% (9.71–12.82) · ATM IV 61.4% · P/C open interest 0.14
| 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 | |
| 4.65 | 6.40 | 178.8% | 0.97 | 0.0158 | -0.005 | 6 | 0 | 0.7500 | 220.7% | -0.03 | 0.0159 | -0.005 | ||||
| 4.15 | 5.90 | 159.8% | 0.97 | 0.0201 | -0.005 | 6.5 | 0 | 0.7500 | 198.8% | -0.04 | 0.0201 | -0.005 | ||||
| 3.65 | 5.40 | 142.2% | 0.96 | 0.0256 | -0.005 | 7 | 0 | 0.7500 | 178.5% | -0.04 | 0.0256 | -0.005 | ||||
| 3.35 | 4.95 | 148.5% | 0.95 | 0.0329 | -0.005 | 7.5 | 0 | 0.7500 | 159.5% | -0.05 | 0.0330 | -0.005 | ||||
| 2.69 | 4.45 | 1 | 5 | 118.1% | 0.94 | 0.0429 | -0.006 | 8 | 0 | 0.7500 | 141.5% | -0.06 | 0.0430 | -0.006 | ||
| 2.49 | 3.95 | 4 | 124.1% | 0.93 | 0.0572 | -0.006 | 8.5 | 0.0200 | 0.1600 | 78.4% | -0.07 | 0.0574 | -0.006 | |||
| 2.00 | 3.65 | 10 | 120.0% | 0.90 | 0.0786 | -0.007 | 9 | 0.0200 | 0.1400 | 13 | 64.1% | -0.10 | 0.0789 | -0.007 | ||
| 1.53 | 3.40 | 117.5% | 0.86 | 0.1092 | -0.008 | 9.5 | 0.0400 | 0.1900 | 7 | 29 | 58.5% | -0.14 | 0.1097 | -0.008 | ||
| 1.09 | 2.64 | 97 | 89.8% | 0.80 | 0.1469 | -0.010 | 10 | 0.1500 | 0.2900 | 10 | 28 | 59.3% | -0.20 | 0.1477 | -0.010 | |
| 0.9100 | 1.42 | 21 | 54.0% | 0.71 | 0.1832 | -0.011 | 10.5 | 0.3100 | 0.4500 | 10 | 60.9% | -0.29 | 0.1844 | -0.011 | ||
| 0.7900 | 1.02 | 7 | 85 | 57.9% | 0.61 | 0.2082 | -0.013 | 11 | 0.5300 | 0.8200 | 2 | 26 | 68.1% | -0.39 | 0.2100 | -0.013 |
| 0.5500 | 0.7700 | 6 | 93 | 57.9% | 0.50 | 0.2169 | -0.013 | 11.5 | 0.7000 | 1.09 | 38 | 38 | 65.0% | -0.50 | 0.2192 | -0.013 |
| 0.4400 | 0.5200 | 5 | 174 | 58.9% | 0.40 | 0.2096 | -0.013 | 12 | 1.09 | 1.21 | 26 | 60.9% | -0.61 | 0.2124 | -0.013 | |
| 0.2500 | 0.3800 | 5 | 130 | 57.2% | 0.31 | 0.1902 | -0.012 | 12.5 | 1.23 | 1.58 | 10 | 2 | 51.8% | -0.70 | 0.1936 | -0.012 |
| 0.2100 | 0.2500 | 12 | 310 | 59.8% | 0.23 | 0.1633 | -0.010 | 13 | 0.8500 | 2.31 | -0.78 | 0.1672 | -0.010 | |||
| 0.1100 | 0.2400 | 6 | 121 | 62.1% | 0.17 | 0.1345 | -0.009 | 13.5 | 2.06 | 2.54 | 1 | 2 | 58.8% | -0.84 | 0.1388 | -0.009 |
| 0.0300 | 0.2100 | 13 | 168 | 62.5% | 0.13 | 0.1090 | -0.007 | 14 | 1.69 | 3.15 | -0.88 | 0.1135 | -0.008 | |||
| 0.0400 | 0.2000 | 14 | 68.8% | 0.11 | 0.0887 | -0.007 | 14.5 | 2.19 | 3.85 | -0.91 | 0.0930 | -0.007 | ||||
| 0.0300 | 0.1500 | 10 | 31 | 70.9% | 0.09 | 0.0729 | -0.006 | 15 | 2.50 | 4.15 | -0.93 | 0.0770 | -0.006 | |||
| 0.0200 | 0.1300 | 2 | 4 | 73.8% | 0.07 | 0.0608 | -0.005 | 15.5 | 3.10 | 4.70 | 1 | -0.94 | 0.0645 | -0.006 | ||
| 0.0200 | 0.0900 | 2 | 6 | 74.4% | 0.06 | 0.0515 | -0.005 | 16 | 3.65 | 5.20 | -0.95 | 0.0547 | -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 — Nov 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs