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 ±15.6% (9.51–13.02) · ATM IV 56.8% · P/C open interest 0.15
| 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 | 6.80 | 195.3% | 0.96 | 0.0178 | -0.004 | 6 | 0 | 0.8700 | 190.6% | -0.04 | 0.0179 | -0.004 | ||||
| 4.40 | 5.90 | 149.6% | 0.96 | 0.0224 | -0.005 | 6.5 | 0 | 0.9300 | 176.2% | -0.04 | 0.0225 | -0.005 | ||||
| 3.85 | 5.40 | 129.8% | 0.95 | 0.0283 | -0.005 | 7 | 0 | 1.21 | 176.1% | -0.05 | 0.0284 | -0.005 | ||||
| 3.30 | 4.80 | 1 | 103.5% | 0.94 | 0.0360 | -0.005 | 7.5 | 0 | 0.9900 | 145.7% | -0.06 | 0.0361 | -0.005 | |||
| 2.90 | 4.45 | 30 | 107.8% | 0.92 | 0.0464 | -0.005 | 8 | 0 | 1.19 | 140.7% | -0.08 | 0.0466 | -0.005 | |||
| 2.23 | 4.00 | 5 | 87.0% | 0.90 | 0.0608 | -0.006 | 8.5 | 0.0500 | 0.1000 | 61.7% | -0.10 | 0.0611 | -0.006 | |||
| 2.15 | 2.80 | 10 | 12 | 56.2% | 0.87 | 0.0802 | -0.006 | 9 | 0.0600 | 0.2300 | 62.7% | -0.13 | 0.0806 | -0.006 | ||
| 1.58 | 3.50 | 1 | 100.8% | 0.83 | 0.1046 | -0.007 | 9.5 | 0.1300 | 0.3400 | 1 | 62.1% | -0.17 | 0.1053 | -0.007 | ||
| 1.44 | 1.81 | 1 | 58 | 51.4% | 0.77 | 0.1317 | -0.008 | 10 | 0.2400 | 0.4600 | 2 | 52 | 60.7% | -0.23 | 0.1326 | -0.008 |
| 1.23 | 1.47 | 56.8% | 0.70 | 0.1568 | -0.009 | 10.5 | 0.3000 | 0.8200 | 63.5% | -0.31 | 0.1582 | -0.009 | ||||
| 0.9800 | 1.11 | 10 | 3 | 55.7% | 0.61 | 0.1755 | -0.010 | 11 | 0.6100 | 0.9700 | 10 | 5 | 64.3% | -0.39 | 0.1773 | -0.010 |
| 0.6800 | 0.9500 | 56 | 35 | 56.5% | 0.52 | 0.1845 | -0.010 | 11.5 | 0.8400 | 1.04 | 60 | 1 | 57.1% | -0.49 | 0.1870 | -0.010 |
| 0.5000 | 0.7600 | 99 | 57.4% | 0.43 | 0.1830 | -0.010 | 12 | 1.17 | 1.35 | 5 | 58.3% | -0.58 | 0.1862 | -0.010 | ||
| 0.3600 | 0.5400 | 210 | 44 | 55.9% | 0.35 | 0.1721 | -0.009 | 12.5 | 1.53 | 1.70 | 59.3% | -0.66 | 0.1759 | -0.010 | ||
| 0.2700 | 0.4300 | 14 | 62 | 57.6% | 0.28 | 0.1544 | -0.009 | 13 | 1.83 | 2.09 | 57.0% | -0.73 | 0.1589 | -0.009 | ||
| 0.0900 | 0.4800 | 26 | 60.3% | 0.22 | 0.1340 | -0.008 | 13.5 | 1.34 | 2.79 | -0.79 | 0.1390 | -0.008 | ||||
| 0.1000 | 0.4400 | 66.1% | 0.18 | 0.1143 | -0.007 | 14 | 1.56 | 3.55 | -0.83 | 0.1196 | -0.007 | |||||
| 0 | 0.4900 | 70.2% | 0.15 | 0.0972 | -0.006 | 14.5 | 1.83 | 4.00 | -0.86 | 0.1026 | -0.007 | |||||
| 0 | 0.5300 | 3 | 78.2% | 0.13 | 0.0833 | -0.006 | 15 | 2.59 | 4.80 | 51.5% | -0.89 | 0.0887 | -0.006 | |||
| 0 | 0.8100 | 8 | 97.1% | 0.11 | 0.0720 | -0.006 | 15.5 | 2.80 | 5.40 | -0.91 | 0.0772 | -0.006 | ||||
| 0 | 0.5000 | 87.8% | 0.10 | 0.0629 | -0.005 | 16 | 3.45 | 6.15 | 79.7% | -0.92 | 0.0679 | -0.006 | ||||
| 0 | 0.8800 | 111.5% | 0.09 | 0.0556 | -0.005 | 16.5 | 3.95 | 6.60 | 81.1% | -0.93 | 0.0603 | -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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs