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 ±17.9% (9.25–13.29) · ATM IV 61.1% · P/C open interest 0.08
| 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 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 6 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 6.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 7 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.55 | 4.30 | 7 | 91.8% | 0.94 | 0.0348 | -0.005 | 7.5 | 0 | 0.1100 | 53 | 83.8% | -0.06 | 0.0349 | -0.005 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 8 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 8.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 9 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 9.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.59 | 1.75 | 104 | 6,081 | 62.7% | 0.78 | 0.1384 | -0.009 | 10 | 0.2200 | 0.3300 | 21 | 598 | 58.6% | -0.22 | 0.1393 | -0.009 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 10.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 11 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 11.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 12 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.3300 | 0.5000 | 333 | 3,043 | 59.2% | 0.34 | 0.1716 | -0.011 | 12.5 | 1.57 | 1.64 | 1,674 | 132 | 63.0% | -0.66 | 0.1747 | -0.011 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 13 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 13.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 14 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 14.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0500 | 0.1400 | 157 | 692 | 64.2% | 0.10 | 0.0770 | -0.005 | 15 | 2.75 | 4.35 | 6 | -0.91 | 0.0821 | -0.006 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 15.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 16 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
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 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs