RGTI option chain Rigetti Computing, Inc.

Expiration 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 ±13.4% (12.89–16.89) · ATM IV 66.9% · P/C open interest 0.42

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	8.90			116.2%	1.00	0.0030	0.000	8	0	0.9500			236.0%	-0.00	0.0030	-0.001
3.95	7.95		1	119.5%	0.99	0.0069	-0.001	9	0	1.15			215.0%	-0.01	0.0069	-0.002
4.10	6.30		2	146.4%	0.98	0.0154	-0.002	10	0	0.0800		4	89.1%	-0.02	0.0154	-0.003
3.70	4.65	1	2	116.1%	0.96	0.0328	-0.005	11	0	0.2800	1	20	93.9%	-0.04	0.0328	-0.005
2.53	4.65			92.1%	0.94	0.0464	-0.007	11.5	0.0300	0.1500	1	5	74.1%	-0.06	0.0464	-0.007
2.36	3.85		4	82.7%	0.91	0.0637	-0.009	12	0	0.5500	2	26	90.5%	-0.09	0.0638	-0.009
2.13	3.35	1		86.2%	0.87	0.0844	-0.011	12.5	0	0.2900		18	63.1%	-0.13	0.0846	-0.012
1.79	2.51		3	64.9%	0.81	0.1069	-0.014	13	0.1300	0.3500	46	397	63.4%	-0.18	0.1072	-0.014
1.58	2.24		4	75.5%	0.75	0.1288	-0.017	13.5	0.3200	0.4500	27	80	64.9%	-0.25	0.1292	-0.017
1.33	1.62	50	12	66.5%	0.68	0.1469	-0.019	14	0.4900	0.5900	29	1,144	63.8%	-0.32	0.1474	-0.019
0.9700	1.76	1	19	78.6%	0.60	0.1586	-0.020	14.5	0.3800	1.09	6	191	62.7%	-0.40	0.1592	-0.021
0.8500	1.25	22	49	73.6%	0.52	0.1625	-0.021	15	0.4200	1.48	56	308	60.2%	-0.48	0.1632	-0.021
0.7000	1.18	16	20	80.1%	0.44	0.1591	-0.021	15.5	1.03	1.74	31	193	69.7%	-0.56	0.1599	-0.021
0.5300	0.7600	12	323	71.9%	0.37	0.1500	-0.021	16	1.36	1.74	7	337	57.9%	-0.63	0.1510	-0.021
0.2400	0.5000	27	208	61.6%	0.31	0.1373	-0.019	16.5	1.71	2.21		116	60.9%	-0.70	0.1384	-0.019
0.3000	0.4000	73	322	68.7%	0.25	0.1229	-0.018	17	2.10	3.00	1	86	77.0%	-0.75	0.1240	-0.018
0.1700	0.3000	11	526	66.0%	0.21	0.1082	-0.016	17.5	2.04	2.94	1	118		-0.79	0.1094	-0.016
0.1200	0.2500	43	227	67.6%	0.17	0.0941	-0.015	18	2.93	4.05	3	109	88.1%	-0.83	0.0954	-0.015
0	0.2500	17	102	66.3%	0.14	0.0813	-0.013	18.5	2.73	4.65	5	50	60.6%	-0.86	0.0826	-0.013
0.0300	0.1900	5	144	69.7%	0.12	0.0698	-0.012	19	3.40	4.30	4	382		-0.89	0.0711	-0.011
0	0.1600		101	69.8%	0.10	0.0599	-0.010	19.5	4.00	5.80		33	99.6%	-0.91	0.0611	-0.010
0.0900	0.1300	42	580	80.2%	0.08	0.0512	-0.009	20	4.20	5.45		95		-0.92	0.0524	-0.009
0.0500	0.2000	11	239	87.6%	0.07	0.0439	-0.008	20.5	5.20	6.40		78	99.1%	-0.94	0.0453	-0.008
0.0400	0.3600	7	170	103.7%	0.06	0.0376	-0.007	21	5.65	6.90		14	100.8%	-0.95	0.0391	-0.007
0	0.2700	17	216	74.1%	0.05	0.0322	-0.006	21.5	5.80	7.70		1	101.8%	-0.96	0.0342	-0.006
0.0300	0.1000		108	88.9%	0.04	0.0277	-0.006	22	6.45	7.95		9	97.1%	-0.96	0.0299	-0.005

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 25, 2026

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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RGTI option chain Rigetti Computing, Inc.

Volatility smile — Sep 25, 2026

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