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 ±57.9% (4.74–17.80) · ATM IV 65.4% · P/C open interest 0.82
| 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 | |
| 4.90 | 6.35 | 274 | 78.7% | 0.85 | 0.0281 | -0.002 | 7.5 | 0.9900 | 1.21 | 495 | 70.8% | -0.16 | 0.0293 | -0.002 | ||
| 3.85 | 4.65 | 3 | 1,049 | 72.8% | 0.74 | 0.0395 | -0.003 | 10 | 2.12 | 2.46 | 51 | 1,203 | 71.1% | -0.28 | 0.0422 | -0.003 |
| 2.71 | 3.15 | 1 | 1,239 | 63.8% | 0.63 | 0.0463 | -0.003 | 12.5 | 3.45 | 3.75 | 1,774 | 67.0% | -0.40 | 0.0507 | -0.004 | |
| 2.13 | 2.50 | 2 | 666 | 65.6% | 0.53 | 0.0487 | -0.004 | 15 | 5.15 | 5.50 | 1,912 | 66.6% | -0.51 | 0.0552 | -0.004 | |
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 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs