C3.ai, Inc. (AI)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 06:33 UTC · Figures derived from the full chain (508 contracts, 13 expirations) · IV own-history percentile appears after 60 recorded days (3 so far)
Expected move — Sep 18, 2026 (15 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±16.5% (range 8.68–12.12) by Sep 18, 2026. ATM straddle: 1.72 @ strike 10.5 · ATM IV: 98.0%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 9.36 | -10% | 66.7% | 33.3% |
| 9.88 | -5% | 56.3% | 43.7% |
| 10.40 | +0% | 46.0% | 54.0% |
| 10.92 | +5% | 36.5% | 63.5% |
| 11.44 | +10% | 28.1% | 71.9% |
Model-estimated probabilities of finishing above/below each level at expiration — estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Sep 18, 2026 · lognormal model, zero drift — an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | ±13.7% | 228.5% | 136.9K |
| Sep 11, 2026 | 8 | ±15.0% | 118.8% | 5,264 |
| Sep 18, 2026 | 15 | ±16.5% | 98.0% | 33.4K |
| Sep 25, 2026 | 22 | ±16.9% | 83.7% | 3,238 |
| Oct 02, 2026 | 29 | ±18.7% | 80.8% | 1,041 |
| Oct 09, 2026 | 36 | ±18.7% | 72.7% | 364 |
| Oct 16, 2026 | 43 | ±20.6% | 73.7% | 12.9K |
| Dec 18, 2026 | 106 | ±32.5% | 76.0% | 12.8K |
| Jan 15, 2027 | 134 | ±36.2% | 75.8% | 75.8K |
| Mar 19, 2027 | 197 | ±42.8% | 74.6% | 7,194 |
Open interest by strike — Sep 18
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 11 C · 44.7K10.5 C · 44.3K10 C · 24.1K11.5 C · 17.6K12.5 C · 10.5K
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Track record
Full history →Every trading day we record what the options market is pricing for each expiration — before the outcome is known. Once expirations start resolving, this section compares expected versus actual, and the record is never rewritten. Recording since Aug 31, 2026.
Past earnings reactions
Avg |reaction| 13.2% · median 11.0% (20 reports) — two-session close-to-close window; definition
About C3.ai, Inc.
C3.ai, Inc. is a leading provider of enterprise artificial intelligence (AI) software solutions, serving a global clientele across North America, Europe, the Middle East, Africa, and the Asia Pacific region. Its core offerings include the C3 AI Application Platform, a robust environment for developing, deploying, and operating enterprise-scale AI applications. Complementing this platform are specialized tools such as C3 AI Ex Machina for preparing data for analysis, C3 AI CRM which is tailored for specific industry customer relationship management needs, and C3 AI Data Vision for insightful visualization and understanding of complex data relationships. Furthermore, C3.ai delivers a comprehensive portfolio of pre-built, industry-specific AI applications designed to tackle critical business challenges. These include solutions for optimizing inventory levels (C3 AI Inventory Optimization), mitigating supply chain disruptions (C3 AI Supply Network Risk), proactively managing customer attrition (C3 AI Customer Churn Management), streamlining production schedules (C3 AI Production Schedule Optimization), forecasting equipment failures (C3 AI Predictive Maintenance), identifying financial
Technology · Software - Application · NYSE · Profile: Financial Modeling Prep
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