RGTI option chain Rigetti Computing, Inc.
Cboe delayed options data · as of 22:01 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 ±20.2% (9.32–14.04) · ATM IV 86.0% · P/C open interest 0.55
| 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 | |
| 5.15 | 7.05 | 23 | 219.0% | 0.99 | 0.0095 | -0.001 | 6 | 0 | 0.2500 | 940 | 156.1% | -0.01 | 0.0095 | -0.002 | ||
| 4.15 | 6.05 | 12 | 178.2% | 0.97 | 0.0201 | -0.003 | 7 | 0 | 0.2500 | 42 | 125.4% | -0.03 | 0.0201 | -0.004 | ||
| 3.20 | 4.50 | 16 | 103.9% | 0.94 | 0.0390 | -0.006 | 8 | 0.0300 | 0.2000 | 105 | 573 | 96.3% | -0.06 | 0.0391 | -0.006 | |
| 2.73 | 3.30 | 38 | 100.6% | 0.88 | 0.0684 | -0.009 | 9 | 0.0500 | 0.2300 | 190 | 208 | 76.5% | -0.12 | 0.0687 | -0.009 | |
| 1.94 | 2.71 | 468 | 102.1% | 0.78 | 0.1046 | -0.013 | 10 | 0.3400 | 0.4000 | 74 | 511 | 78.5% | -0.22 | 0.1051 | -0.013 | |
| 1.15 | 2.38 | 3 | 80.7% | 0.72 | 0.1216 | -0.014 | 10.5 | 0.2000 | 0.5500 | 6 | 64.7% | -0.28 | 0.1222 | -0.015 | ||
| 1.12 | 2.00 | 26 | 353 | 87.8% | 0.65 | 0.1352 | -0.016 | 11 | 0.6700 | 0.7500 | 95 | 5,426 | 76.8% | -0.35 | 0.1360 | -0.016 |
| 0.8500 | 1.61 | 68 | 82.2% | 0.58 | 0.1439 | -0.017 | 11.5 | 0.9000 | 1.35 | 3 | 89.9% | -0.42 | 0.1448 | -0.017 | ||
| 0.9400 | 1.02 | 222 | 3,969 | 80.2% | 0.51 | 0.1469 | -0.017 | 12 | 1.22 | 1.37 | 126 | 4,784 | 82.0% | -0.50 | 0.1480 | -0.017 |
| 0.4600 | 0.8600 | 25 | 70.5% | 0.44 | 0.1446 | -0.017 | 12.5 | 1.47 | 1.73 | 81.6% | -0.57 | 0.1459 | -0.017 | |||
| 0.5800 | 0.7000 | 88 | 1,752 | 80.7% | 0.37 | 0.1380 | -0.016 | 13 | 1.87 | 2.04 | 44 | 2,173 | 82.7% | -0.63 | 0.1396 | -0.016 |
| 0.1200 | 0.6200 | 76 | 69.1% | 0.32 | 0.1285 | -0.015 | 13.5 | 2.10 | 2.41 | 5 | 77.2% | -0.69 | 0.1302 | -0.015 | ||
| 0.3600 | 0.4200 | 120 | 4,009 | 79.7% | 0.27 | 0.1174 | -0.014 | 14 | 2.39 | 2.75 | 18 | 3,784 | 69.5% | -0.74 | 0.1193 | -0.014 |
| 0.3000 | 0.3500 | 63 | 81.7% | 0.23 | 0.1058 | -0.013 | 14.5 | 2.88 | 3.65 | 6 | 95.7% | -0.78 | 0.1078 | -0.013 | ||
| 0.2000 | 0.2800 | 269 | 2,422 | 79.6% | 0.19 | 0.0943 | -0.012 | 15 | 2.85 | 3.85 | 30 | 3,642 | 51.5% | -0.82 | 0.0965 | -0.012 |
| 0.0100 | 0.2600 | 47 | 73.3% | 0.16 | 0.0835 | -0.011 | 15.5 | 3.30 | 4.60 | 76.5% | -0.85 | 0.0858 | -0.011 | |||
| 0.1500 | 0.1900 | 35 | 1,463 | 84.1% | 0.14 | 0.0736 | -0.010 | 16 | 4.15 | 4.50 | 17 | 2,778 | -0.87 | 0.0761 | -0.010 | |
| 0 | 0.2600 | 22 | 83.7% | 0.12 | 0.0647 | -0.009 | 16.5 | 4.20 | 5.30 | -0.89 | 0.0673 | -0.009 | ||||
| 0.1100 | 0.1300 | 89 | 5,242 | 87.2% | 0.10 | 0.0568 | -0.008 | 17 | 5.35 | 5.60 | 34 | 1,660 | 97.3% | -0.91 | 0.0595 | -0.008 |
| 0 | 0.3000 | 97.0% | 0.08 | 0.0499 | -0.007 | 17.5 | 5.10 | 6.35 | -0.92 | 0.0528 | -0.007 | |||||
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