AI option chain C3.ai, Inc.
Cboe delayed options data · as of 18:33 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 ±10.2% (9.72–11.95) · ATM IV 62.2% · P/C open interest 0.56
| 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 | |
| 4.70 | 5.60 | 2 | 0.99 | 0.0048 | 0.000 | 5.5 | 0 | 0.0800 | 184.9% | -0.01 | 0.0048 | -0.001 | ||||
| 4.15 | 5.05 | 0.99 | 0.0067 | 0.000 | 6 | 0 | 0.0800 | 163.9% | -0.01 | 0.0067 | -0.002 | |||||
| 3.70 | 4.55 | 2 | 0.99 | 0.0094 | 0.000 | 6.5 | 0 | 0.0800 | 2 | 144.5% | -0.01 | 0.0094 | -0.002 | |||
| 3.40 | 4.15 | 2 | 1 | 0.99 | 0.0134 | 0.000 | 7 | 0 | 0.0800 | 2 | 126.4% | -0.01 | 0.0134 | -0.002 | ||
| 2.90 | 3.50 | 15 | 371 | 0.98 | 0.0198 | -0.001 | 7.5 | 0 | 0.0100 | 34 | 2,042 | 78.6% | -0.02 | 0.0198 | -0.002 | |
| 2.30 | 3.15 | 33 | 0.98 | 0.0311 | -0.001 | 8 | 0 | 0.0900 | 1 | 124 | 95.6% | -0.02 | 0.0311 | -0.003 | ||
| 1.92 | 2.66 | 30 | 0.96 | 0.0531 | -0.003 | 8.5 | 0.0100 | 0.1200 | 10 | 211 | 87.1% | -0.04 | 0.0533 | -0.004 | ||
| 1.81 | 1.92 | 10 | 98 | 49.2% | 0.93 | 0.0943 | -0.005 | 9 | 0.0400 | 0.0700 | 34 | 208 | 67.9% | -0.07 | 0.0946 | -0.006 |
| 1.03 | 1.63 | 49 | 0.86 | 0.1562 | -0.009 | 9.5 | 0.0900 | 0.1400 | 4 | 107 | 66.0% | -0.14 | 0.1568 | -0.010 | ||
| 1.03 | 1.11 | 202 | 6,622 | 63.6% | 0.76 | 0.2245 | -0.014 | 10 | 0.2000 | 0.2200 | 147 | 8,548 | 62.9% | -0.24 | 0.2255 | -0.014 |
| 0.7100 | 0.7800 | 145 | 243 | 63.4% | 0.63 | 0.2751 | -0.017 | 10.5 | 0.3600 | 0.4300 | 509 | 273 | 64.0% | -0.37 | 0.2764 | -0.017 |
| 0.4600 | 0.5000 | 247 | 1,955 | 61.9% | 0.48 | 0.2900 | -0.018 | 11 | 0.6000 | 0.6600 | 203 | 25 | 62.5% | -0.52 | 0.2918 | -0.018 |
| 0.2900 | 0.3500 | 136 | 143 | 64.7% | 0.35 | 0.2676 | -0.017 | 11.5 | 0.9200 | 1.01 | 3 | 64.6% | -0.65 | 0.2696 | -0.017 | |
| 0.1800 | 0.2000 | 236 | 775 | 64.2% | 0.24 | 0.2208 | -0.015 | 12 | 1.31 | 1.40 | 42 | 67.0% | -0.76 | 0.2231 | -0.014 | |
| 0.1100 | 0.1200 | 295 | 6,647 | 65.4% | 0.17 | 0.1696 | -0.012 | 12.5 | 1.67 | 2.02 | 26 | 562 | 79.5% | -0.84 | 0.1718 | -0.011 |
| 0.0700 | 0.1200 | 32 | 43 | 72.7% | 0.12 | 0.1271 | -0.010 | 13 | 2.03 | 2.74 | 98.7% | -0.89 | 0.1288 | -0.009 | ||
| 0.0400 | 0.1200 | 1 | 34 | 79.4% | 0.09 | 0.0957 | -0.008 | 13.5 | 2.46 | 3.35 | 1 | 3 | 113.9% | -0.92 | 0.0969 | -0.007 |
| 0.0300 | 0.0500 | 42 | 141 | 76.1% | 0.07 | 0.0735 | -0.007 | 14 | 2.94 | 4.45 | 167.8% | -0.94 | 0.0750 | -0.005 | ||
| 0 | 0.1800 | 3 | 100.3% | 0.05 | 0.0576 | -0.006 | 14.5 | 3.40 | 4.35 | 130.3% | -0.95 | 0.0598 | -0.004 | |||
| 0.0200 | 0.0400 | 75 | 3,417 | 87.0% | 0.04 | 0.0462 | -0.005 | 15 | 4.00 | 4.80 | 135 | 144.6% | -0.96 | 0.0506 | -0.003 | |
| 0 | 0.1100 | 105.2% | 0.03 | 0.0377 | -0.005 | 15.5 | 4.40 | 5.30 | 144.3% | -0.97 | 0.0433 | -0.003 | ||||
| 0 | 0.0300 | 1 | 90.3% | 0.03 | 0.0313 | -0.004 | 16 | 5.05 | 5.70 | 3 | 157.9% | -0.98 | 0.0371 | -0.002 | ||
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 — Sep 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