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 ±8.0% (13.69–16.08) · ATM IV 63.6% · P/C open interest 0.50
| 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 | |
| 4.90 | 8.75 | 4 | 1.00 | 0.0007 | 0.000 | 8 | 0 | 1.15 | 402.3% | -0.00 | 0.0007 | -0.000 | ||||
| 5.15 | 7.45 | 1 | 1.00 | 0.0012 | 0.000 | 8.5 | 0 | 1.15 | 371.8% | -0.00 | 0.0012 | -0.000 | ||||
| 4.65 | 6.95 | 1 | 1.00 | 0.0019 | 0.000 | 9 | 0 | 1.15 | 343.0% | -0.00 | 0.0019 | -0.001 | ||||
| 4.50 | 6.55 | 1 | 205.8% | 1.00 | 0.0031 | -0.000 | 9.5 | 0 | 0.7500 | 271.4% | -0.00 | 0.0031 | -0.001 | |||
| 4.65 | 6.00 | 3 | 7 | 262.5% | 1.00 | 0.0052 | -0.001 | 10 | 0 | 0.0500 | 2 | 4 | 131.0% | -0.00 | 0.0052 | -0.001 |
| 3.70 | 5.25 | 50 | 150.8% | 0.99 | 0.0085 | -0.001 | 10.5 | 0 | 0.0800 | 127.1% | -0.01 | 0.0085 | -0.002 | |||
| 3.10 | 5.15 | 1 | 175.3% | 0.99 | 0.0141 | -0.002 | 11 | 0 | 0.1300 | 7 | 124.4% | -0.01 | 0.0141 | -0.003 | ||
| 2.30 | 4.35 | 1 | 4 | 0.98 | 0.0235 | -0.004 | 11.5 | 0 | 0.1700 | 1 | 116.5% | -0.02 | 0.0235 | -0.004 | ||
| 1.85 | 4.15 | 5 | 109.3% | 0.97 | 0.0391 | -0.006 | 12 | 0 | 0.1200 | 11 | 93.0% | -0.03 | 0.0391 | -0.006 | ||
| 1.59 | 3.60 | 57 | 113.3% | 0.95 | 0.0643 | -0.009 | 12.5 | 0 | 0.0300 | 1 | 68 | 59.5% | -0.05 | 0.0643 | -0.009 | |
| 0.9800 | 3.10 | 49 | 85.6% | 0.91 | 0.1033 | -0.013 | 13 | 0.0100 | 0.0600 | 1 | 2,168 | 57.0% | -0.09 | 0.1034 | -0.013 | |
| 0.9300 | 2.23 | 19 | 57 | 75.4% | 0.85 | 0.1580 | -0.019 | 13.5 | 0.0600 | 0.1300 | 50 | 142 | 58.4% | -0.15 | 0.1583 | -0.019 |
| 0.4600 | 1.77 | 14 | 35 | 62.2% | 0.76 | 0.2217 | -0.025 | 14 | 0.1600 | 0.2900 | 83 | 258 | 62.0% | -0.24 | 0.2223 | -0.025 |
| 0.5000 | 0.9500 | 51 | 51 | 55.1% | 0.63 | 0.2730 | -0.029 | 14.5 | 0.3100 | 0.4000 | 86 | 141 | 57.1% | -0.37 | 0.2740 | -0.030 |
| 0.4900 | 0.5800 | 284 | 733 | 62.9% | 0.49 | 0.2875 | -0.031 | 15 | 0.5400 | 0.7800 | 574 | 360 | 64.3% | -0.51 | 0.2886 | -0.031 |
| 0.2600 | 0.3800 | 62 | 213 | 60.3% | 0.36 | 0.2620 | -0.030 | 15.5 | 0.8500 | 1.01 | 120 | 357 | 60.1% | -0.65 | 0.2630 | -0.030 |
| 0.1900 | 0.2500 | 218 | 420 | 64.5% | 0.25 | 0.2154 | -0.026 | 16 | 1.24 | 1.46 | 471 | 1,150 | 66.8% | -0.75 | 0.2161 | -0.026 |
| 0.0800 | 0.1500 | 43 | 252 | 62.1% | 0.17 | 0.1667 | -0.022 | 16.5 | 1.25 | 2.20 | 156 | 336 | 61.5% | -0.83 | 0.1673 | -0.022 |
| 0.0400 | 0.1000 | 54 | 441 | 64.0% | 0.12 | 0.1255 | -0.018 | 17 | 1.95 | 2.65 | 8 | 132 | 86.3% | -0.88 | 0.1263 | -0.018 |
| 0.0500 | 0.2100 | 36 | 615 | 87.4% | 0.09 | 0.0934 | -0.014 | 17.5 | 2.36 | 3.20 | 5 | 167 | 94.4% | -0.92 | 0.0949 | -0.014 |
| 0.0400 | 0.0500 | 173 | 376 | 75.5% | 0.06 | 0.0697 | -0.011 | 18 | 3.00 | 3.90 | 2 | 74 | 133.2% | -0.94 | 0.0717 | -0.011 |
| 0.0200 | 0.2600 | 5 | 162 | 109.4% | 0.05 | 0.0523 | -0.009 | 18.5 | 2.66 | 4.45 | 12 | 45 | -0.96 | 0.0549 | -0.009 | |
| 0.0200 | 0.2400 | 17 | 239 | 116.4% | 0.03 | 0.0396 | -0.007 | 19 | 3.25 | 4.95 | 5 | 49 | -0.97 | 0.0425 | -0.008 | |
| 0.0100 | 0.0200 | 5 | 192 | 82.6% | 0.03 | 0.0304 | -0.006 | 19.5 | 3.85 | 5.40 | 1 | 3 | -0.98 | 0.0333 | -0.006 | |
| 0.0100 | 0.0500 | 6 | 608 | 99.2% | 0.02 | 0.0236 | -0.005 | 20 | 4.20 | 5.30 | 1 | 28 | -0.98 | 0.0263 | -0.005 | |
| 0.0100 | 0.0400 | 87 | 2,965 | 102.8% | 0.02 | 0.0184 | -0.004 | 20.5 | 4.45 | 6.65 | 5 | 1 | -0.99 | 0.0205 | -0.004 | |
| 0.0100 | 0.0300 | 1 | 540 | 105.5% | 0.01 | 0.0146 | -0.003 | 21 | 5.35 | 7.20 | 9 | 20 | 157.8% | -0.99 | 0.0152 | -0.003 |
| 0 | 0.0700 | 15 | 121.5% | 0.01 | 0.0117 | -0.003 | 21.5 | 5.35 | 7.85 | -1.00 | 0.0113 | -0.002 | ||||
| 0 | 0.1000 | 1,744 | 135.5% | 0.01 | 0.0094 | -0.002 | 22 | 6.15 | 7.35 | 2 | 9 | -1.00 | 0.0078 | -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 11, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs