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 ±16.6% (12.42–17.36) · ATM IV 72.4% · P/C open interest 0.36

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	6.75		1		0.98	0.0105	-0.002	9	0	0.9500			176.1%	-0.02	0.0106	-0.002
4.70	5.35			98.6%	0.97	0.0207	-0.003	10	0	1.15		2	159.4%	-0.03	0.0208	-0.004
2.95	4.50				0.94	0.0386	-0.006	11	0	0.7500		6	112.2%	-0.06	0.0387	-0.006
2.82	3.90		4	96.2%	0.88	0.0661	-0.009	12	0.0500	0.4800	2	171	78.5%	-0.12	0.0664	-0.010
1.85	2.91		3	74.6%	0.79	0.1000	-0.013	13	0.1000	0.3700	65	839	55.4%	-0.21	0.1004	-0.014
1.74	2.31		4	73.2%	0.73	0.1159	-0.015	13.5	0.4200	0.5200	43	43	63.4%	-0.27	0.1164	-0.016
1.22	1.82		2	60.3%	0.67	0.1287	-0.017	14	0.4500	0.7200	39	131	59.2%	-0.33	0.1294	-0.017
0.9000	1.53	2	60	59.1%	0.60	0.1370	-0.018	14.5	0.7500	1.00	6	41	63.9%	-0.40	0.1378	-0.018
0.7900	1.28	67	52	63.0%	0.53	0.1402	-0.019	15	0.6700	2.20	83	116	81.8%	-0.47	0.1411	-0.019
0.3700	1.53	3	21	70.2%	0.46	0.1385	-0.019	15.5	0.8000	2.10	1	85	65.5%	-0.54	0.1396	-0.019
0.2700	1.46	19	51	75.8%	0.40	0.1330	-0.019	16	1.12	2.34	1	69	62.8%	-0.60	0.1342	-0.019
0.5300	1.13	11	307	83.2%	0.34	0.1247	-0.018	16.5	1.57	2.69		29	65.6%	-0.66	0.1261	-0.018
0.0800	0.5400	41	138	56.8%	0.29	0.1149	-0.017	17	2.00	3.15		58	70.1%	-0.71	0.1163	-0.017
0.3000	0.4500	63	137	68.7%	0.25	0.1044	-0.016	17.5	2.47	3.65		43	76.5%	-0.75	0.1059	-0.016
0.2700	0.3700	15	65	71.0%	0.21	0.0939	-0.015	18	2.56	4.20		14	69.3%	-0.79	0.0955	-0.015
0.0500	0.3200	17	63	64.5%	0.18	0.0839	-0.014	18.5	3.55	4.10			70.3%	-0.82	0.0856	-0.013
0.1500	0.2900	158	64	73.5%	0.16	0.0746	-0.013	19	3.45	4.95		21	61.3%	-0.85	0.0763	-0.012
0.0100	0.2200	12	58	66.2%	0.13	0.0661	-0.011	19.5	4.40	5.05	1	12	69.6%	-0.87	0.0679	-0.011
0.0500	0.2200	44	142	73.5%	0.12	0.0585	-0.011	20	4.20	6.10	5	12	61.0%	-0.89	0.0602	-0.010
0	0.5900	84	105	96.1%	0.10	0.0517	-0.010	20.5	4.55	6.75		1	65.0%	-0.91	0.0534	-0.009
0.0500	0.1200	84	210	74.2%	0.09	0.0458	-0.009	21	5.40	6.80	1	7		-0.92	0.0475	-0.008
0	0.3600	6	10	92.4%	0.07	0.0405	-0.008	21.5	5.85	7.90			105.9%	-0.93	0.0422	-0.007
0	0.7000		3,044	115.4%	0.07	0.0359	-0.007	22	6.85	7.50	2	25	82.5%	-0.94	0.0378	-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 — Oct 02, 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 — Oct 02, 2026

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