AI option chain C3.ai, Inc.
Cboe delayed options data · as of 12:33 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 ±24.2% (8.65–14.17) · ATM IV 66.5% · P/C open interest 0.42
| 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 | |
| 3.55 | 4.10 | 10 | 361 | 0.94 | 0.0361 | -0.003 | 7.5 | 0.0800 | 0.1300 | 3 | 2,538 | 73.1% | -0.06 | 0.0362 | -0.003 | |
| 1.88 | 2.13 | 56 | 1,855 | 66.6% | 0.73 | 0.1045 | -0.008 | 10 | 0.5600 | 0.6500 | 5 | 2,047 | 66.9% | -0.27 | 0.1055 | -0.008 |
| 0.7900 | 0.8800 | 142 | 4,666 | 66.4% | 0.43 | 0.1253 | -0.010 | 12.5 | 1.77 | 2.08 | 3 | 696 | 66.6% | -0.58 | 0.1278 | -0.010 |
| 0.2800 | 0.3600 | 180 | 4,580 | 67.7% | 0.21 | 0.0888 | -0.007 | 15 | 2.99 | 4.30 | 138 | -0.81 | 0.0932 | -0.008 | ||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs