AI option chain C3.ai, Inc.
Cboe delayed options data · as of 21:51 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 ±12.9% (9.84–12.76) · ATM IV 53.9% · P/C open interest 0.25
| 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 | 6.65 | 215.7% | 0.97 | 0.0161 | -0.004 | 6 | 0 | 0.7500 | 206.4% | -0.03 | 0.0161 | -0.004 | ||||
| 4.35 | 6.10 | 190.0% | 0.96 | 0.0203 | -0.004 | 6.5 | 0 | 0.7500 | 185.9% | -0.04 | 0.0203 | -0.004 | ||||
| 3.85 | 5.65 | 174.2% | 0.96 | 0.0257 | -0.004 | 7 | 0 | 0.7500 | 166.9% | -0.04 | 0.0258 | -0.005 | ||||
| 3.55 | 5.15 | 7 | 169.2% | 0.95 | 0.0330 | -0.004 | 7.5 | 0 | 0.1400 | 53 | 92.1% | -0.05 | 0.0331 | -0.005 | ||
| 3.25 | 4.05 | 124.3% | 0.94 | 0.0429 | -0.004 | 8 | 0 | 0.0900 | 72.8% | -0.06 | 0.0430 | -0.005 | ||||
| 2.76 | 3.60 | 112.5% | 0.93 | 0.0572 | -0.005 | 8.5 | 0.0200 | 0.1200 | 68.8% | -0.07 | 0.0574 | -0.005 | ||||
| 2.32 | 2.90 | 88.6% | 0.90 | 0.0788 | -0.005 | 9 | 0.0300 | 0.2800 | 72.6% | -0.10 | 0.0792 | -0.006 | ||||
| 1.89 | 2.53 | 85.4% | 0.86 | 0.1100 | -0.007 | 9.5 | 0.0600 | 0.2200 | 1 | 58.1% | -0.14 | 0.1106 | -0.007 | |||
| 1.49 | 1.73 | 8 | 6,081 | 60.5% | 0.80 | 0.1472 | -0.008 | 10 | 0.1900 | 0.2500 | 36 | 599 | 55.3% | -0.21 | 0.1482 | -0.009 |
| 1.09 | 1.36 | 5 | 56.6% | 0.71 | 0.1818 | -0.010 | 10.5 | 0.2100 | 0.4300 | 5 | 51.0% | -0.29 | 0.1832 | -0.010 | ||
| 0.8600 | 1.22 | 3 | 65.2% | 0.61 | 0.2058 | -0.011 | 11 | 0.5100 | 0.8300 | 30 | 63.0% | -0.40 | 0.2077 | -0.011 | ||
| 0.4700 | 0.8000 | 21 | 52.7% | 0.50 | 0.2141 | -0.012 | 11.5 | 0.5400 | 1.11 | 1 | 55.2% | -0.50 | 0.2166 | -0.012 | ||
| 0.3200 | 0.5500 | 17 | 51.9% | 0.40 | 0.2062 | -0.011 | 12 | 0.8700 | 1.41 | 55.7% | -0.60 | 0.2093 | -0.011 | |||
| 0.3200 | 0.4200 | 188 | 2,967 | 58.5% | 0.31 | 0.1865 | -0.010 | 12.5 | 1.35 | 1.56 | 1,789 | 52.2% | -0.69 | 0.1903 | -0.011 | |
| 0.1900 | 0.3200 | 55 | 58.2% | 0.24 | 0.1610 | -0.009 | 13 | 1.73 | 1.95 | 50.5% | -0.77 | 0.1653 | -0.009 | |||
| 0.1500 | 0.2100 | 58.9% | 0.18 | 0.1342 | -0.008 | 13.5 | 2.10 | 2.65 | 62.7% | -0.83 | 0.1390 | -0.008 | ||||
| 0.0500 | 0.1600 | 83 | 56.5% | 0.14 | 0.1096 | -0.007 | 14 | 2.54 | 3.35 | 78.3% | -0.87 | 0.1147 | -0.007 | |||
| 0.0400 | 0.1500 | 61.4% | 0.11 | 0.0892 | -0.006 | 14.5 | 3.00 | 4.00 | 91.7% | -0.90 | 0.0945 | -0.006 | ||||
| 0.0500 | 0.1000 | 9 | 662 | 63.7% | 0.09 | 0.0733 | -0.005 | 15 | 3.45 | 4.10 | 6 | 70.1% | -0.93 | 0.0787 | -0.005 | |
| 0.0200 | 0.1100 | 1 | 67.1% | 0.07 | 0.0610 | -0.005 | 15.5 | 3.95 | 4.75 | 87.8% | -0.94 | 0.0664 | -0.005 | |||
| 0.0100 | 0.2600 | 8 | 85.3% | 0.06 | 0.0516 | -0.004 | 16 | 4.45 | 5.25 | 93.8% | -0.95 | 0.0567 | -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 — 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