RGTI option chain Rigetti Computing, Inc.
Cboe delayed options data · as of 00:38 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 ±3.8% (14.33–15.45) · ATM IV 62.2% · P/C open interest 0.43
| 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 | |
| 5.10 | 8.75 | 3 | 8 | 449.1% | 1.00 | 0.0005 | 0.000 | 8 | 0 | 0.0100 | 1 | 332.2% | -0.00 | 0.0005 | -0.000 | |
| 4.75 | 7.20 | 8 | 9 | 433.0% | 1.00 | 0.0011 | 0.000 | 9 | 0 | 2.13 | 41 | -0.00 | 0.0011 | -0.001 | ||
| 4.60 | 6.00 | 11 | 16 | 543.4% | 1.00 | 0.0026 | -0.000 | 10 | 0 | 0.2200 | 38 | 241.4% | -0.00 | 0.0026 | -0.001 | |
| 3.30 | 5.95 | 3 | 3 | 412.6% | 1.00 | 0.0042 | -0.001 | 10.5 | 0 | 0.3500 | 21 | 375.3% | -0.00 | 0.0042 | -0.001 | |
| 2.90 | 5.10 | 6 | 3 | 301.7% | 1.00 | 0.0068 | -0.002 | 11 | 0 | 0.2200 | 10 | 297.0% | -0.00 | 0.0068 | -0.002 | |
| 2.51 | 3.60 | 1 | 1 | 0.99 | 0.0112 | -0.003 | 11.5 | 0 | 0.3500 | 3 | 298.4% | -0.01 | 0.0112 | -0.003 | ||
| 2.16 | 4.35 | 2 | 8 | 341.1% | 0.99 | 0.0192 | -0.004 | 12 | 0 | 0.0100 | 1,474 | 127.8% | -0.01 | 0.0191 | -0.005 | |
| 1.51 | 3.50 | 1 | 5 | 200.7% | 0.98 | 0.0339 | -0.007 | 12.5 | 0 | 0.0600 | 53 | 142.7% | -0.02 | 0.0339 | -0.007 | |
| 0.8600 | 3.15 | 3 | 18 | 167.1% | 0.97 | 0.0630 | -0.012 | 13 | 0 | 0.0300 | 15 | 330 | 101.4% | -0.03 | 0.0630 | -0.012 |
| 0.9000 | 1.75 | 20 | 65 | 0.94 | 0.1234 | -0.020 | 13.5 | 0 | 0.0300 | 10 | 560 | 77.5% | -0.06 | 0.1235 | -0.020 | |
| 0.4800 | 1.25 | 73 | 63 | 0.88 | 0.2529 | -0.036 | 14 | 0.0100 | 0.0500 | 137 | 812 | 62.9% | -0.12 | 0.2535 | -0.036 | |
| 0.4300 | 0.5500 | 877 | 147 | 57.8% | 0.72 | 0.4891 | -0.062 | 14.5 | 0.1000 | 0.1400 | 438 | 886 | 61.9% | -0.28 | 0.4922 | -0.062 |
| 0.2000 | 0.2400 | 1,685 | 1,056 | 61.7% | 0.44 | 0.5975 | -0.074 | 15 | 0.2800 | 0.4000 | 530 | 1,710 | 62.6% | -0.56 | 0.6047 | -0.076 |
| 0.0800 | 0.1100 | 1,136 | 553 | 68.8% | 0.22 | 0.3944 | -0.055 | 15.5 | 0.6400 | 0.7900 | 260 | 1,550 | 69.5% | -0.79 | 0.3981 | -0.056 |
| 0.0300 | 0.0500 | 640 | 2,162 | 75.2% | 0.11 | 0.2220 | -0.036 | 16 | 1.10 | 1.29 | 32 | 939 | 91.1% | -0.89 | 0.2227 | -0.035 |
| 0.0200 | 0.0300 | 363 | 2,204 | 87.8% | 0.07 | 0.1294 | -0.024 | 16.5 | 1.39 | 2.05 | 48 | 863 | 126.4% | -0.94 | 0.1294 | -0.022 |
| 0.0100 | 0.0200 | 541 | 3,407 | 97.5% | 0.04 | 0.0801 | -0.016 | 17 | 1.87 | 2.76 | 7 | 590 | 186.2% | -0.96 | 0.0800 | -0.015 |
| 0.0100 | 0.0200 | 191 | 3,443 | 114.5% | 0.03 | 0.0525 | -0.012 | 17.5 | 2.36 | 3.25 | 6 | 208 | 207.2% | -0.98 | 0.0520 | -0.011 |
| 0.0100 | 0.0200 | 138 | 2,188 | 130.6% | 0.02 | 0.0360 | -0.009 | 18 | 3.05 | 3.80 | 8 | 576 | 272.1% | -0.98 | 0.0353 | -0.008 |
| 0 | 0.0100 | 75 | 606 | 125.2% | 0.01 | 0.0257 | -0.007 | 18.5 | 2.59 | 4.45 | 5 | 76 | -0.99 | 0.0248 | -0.006 | |
| 0 | 0.0200 | 25 | 2,447 | 151.5% | 0.01 | 0.0189 | -0.005 | 19 | 3.20 | 4.95 | 3 | 91 | -0.99 | 0.0178 | -0.005 | |
| 0 | 0.0200 | 6 | 353 | 165.0% | 0.01 | 0.0143 | -0.004 | 19.5 | 3.10 | 5.50 | 2 | 18 | -0.99 | 0.0131 | -0.004 | |
| 0 | 0.0100 | 43 | 2,759 | 163.2% | 0.01 | 0.0111 | -0.004 | 20 | 4.05 | 6.05 | 31 | -1.00 | 0.0098 | -0.004 | ||
| 0 | 0.0500 | 214 | 217.5% | 0.01 | 0.0087 | -0.003 | 20.5 | 4.50 | 6.65 | 13 | -1.00 | 0.0074 | -0.004 | |||
| 0 | 0.2300 | 42 | 1,056 | 306.8% | 0.00 | 0.0070 | -0.003 | 21 | 5.15 | 6.90 | 4 | 12 | -1.00 | 0.0058 | -0.003 | |
| 0 | 0.2200 | 33 | 319.1% | 0.00 | 0.0057 | -0.002 | 21.5 | 5.40 | 7.50 | 2 | -1.00 | 0.0045 | -0.003 | |||
| 0 | 0.0500 | 3 | 363 | 256.0% | 0.00 | 0.0047 | -0.002 | 22 | 6.25 | 8.10 | 1 | 291.9% | -1.00 | 0.0036 | -0.003 | |
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 04, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs