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 ±17.0% (12.36–17.42) · ATM IV 66.8% · P/C open interest 0.05
| 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 | |
| 4.70 | 7.00 | 0.98 | 0.0132 | -0.002 | 9 | 0 | 0.9500 | 158.8% | -0.02 | 0.0133 | -0.003 | |||||
| 3.90 | 5.50 | 0.96 | 0.0242 | -0.004 | 10 | 0 | 0.7500 | 123.1% | -0.04 | 0.0243 | -0.004 | |||||
| 3.40 | 4.55 | 59.8% | 0.92 | 0.0418 | -0.006 | 11 | 0.0200 | 0.2000 | 1 | 3 | 70.0% | -0.08 | 0.0419 | -0.007 | ||
| 2.53 | 4.80 | 78.1% | 0.90 | 0.0533 | -0.008 | 11.5 | 0 | 0.7500 | 90.9% | -0.10 | 0.0535 | -0.008 | ||||
| 2.55 | 3.80 | 69.6% | 0.86 | 0.0662 | -0.009 | 12 | 0.0100 | 0.3500 | 6 | 1 | 62.3% | -0.14 | 0.0666 | -0.010 | ||
| 2.45 | 3.10 | 68.8% | 0.82 | 0.0800 | -0.011 | 12.5 | 0.0100 | 0.3800 | 3 | 5 | 55.3% | -0.18 | 0.0805 | -0.011 | ||
| 2.12 | 2.62 | 1 | 1 | 65.8% | 0.77 | 0.0936 | -0.013 | 13 | 0.3300 | 0.5700 | 7 | 45 | 64.2% | -0.23 | 0.0942 | -0.013 |
| 1.45 | 2.23 | 1 | 53.4% | 0.72 | 0.1058 | -0.014 | 13.5 | 0.5500 | 0.6600 | 2 | 31 | 66.0% | -0.28 | 0.1066 | -0.015 | |
| 1.12 | 2.30 | 1 | 1 | 64.9% | 0.66 | 0.1155 | -0.016 | 14 | 0.5600 | 0.9500 | 17 | 28 | 63.5% | -0.34 | 0.1164 | -0.016 |
| 1.34 | 1.68 | 48 | 2 | 68.9% | 0.60 | 0.1218 | -0.017 | 14.5 | 0.5600 | 1.15 | 1 | 10 | 56.7% | -0.40 | 0.1228 | -0.017 |
| 0.6600 | 1.81 | 8 | 10 | 67.0% | 0.54 | 0.1245 | -0.017 | 15 | 1.24 | 1.35 | 6 | 22 | 66.5% | -0.47 | 0.1257 | -0.017 |
| 0.7700 | 1.43 | 91 | 70.9% | 0.48 | 0.1238 | -0.017 | 15.5 | 0.1100 | 1.71 | 5 | 4 | 29.9% | -0.53 | 0.1251 | -0.017 | |
| 0.7800 | 1.38 | 5 | 381 | 79.5% | 0.42 | 0.1202 | -0.017 | 16 | 0.6700 | 4.00 | 5 | 89.6% | -0.58 | 0.1216 | -0.017 | |
| 0.0100 | 1.25 | 2 | 5 | 63.4% | 0.37 | 0.1145 | -0.017 | 16.5 | 2.14 | 3.05 | 3 | 85.6% | -0.64 | 0.1161 | -0.017 | |
| 0.5500 | 0.9000 | 3 | 22 | 76.4% | 0.32 | 0.1074 | -0.016 | 17 | 2.02 | 3.30 | 3 | 7 | 68.8% | -0.68 | 0.1091 | -0.016 |
| 0.0700 | 0.9000 | 1 | 8 | 68.9% | 0.28 | 0.0996 | -0.015 | 17.5 | 2.52 | 3.90 | 1 | 78.8% | -0.72 | 0.1014 | -0.015 | |
| 0.0100 | 0.8900 | 8 | 9 | 72.8% | 0.25 | 0.0915 | -0.015 | 18 | 2.66 | 4.20 | 1 | 3 | 66.7% | -0.76 | 0.0934 | -0.015 |
| 0.2800 | 0.4500 | 2 | 11 | 72.6% | 0.21 | 0.0835 | -0.014 | 18.5 | 3.65 | 4.15 | 2 | 70.0% | -0.79 | 0.0856 | -0.014 | |
| 0.0800 | 0.6200 | 2 | 15 | 76.7% | 0.19 | 0.0759 | -0.013 | 19 | 3.75 | 4.60 | 16 | 52.0% | -0.82 | 0.0780 | -0.013 | |
| 0.1700 | 0.5800 | 4 | 83.7% | 0.16 | 0.0687 | -0.012 | 19.5 | 4.60 | 5.05 | 1 | 2 | 73.8% | -0.84 | 0.0709 | -0.012 | |
| 0.1600 | 0.3300 | 99 | 77.5% | 0.14 | 0.0621 | -0.011 | 20 | 4.30 | 5.60 | 3 | -0.86 | 0.0643 | -0.011 | |||
| 0.0100 | 0.6800 | 3 | 4,000 | 90.7% | 0.13 | 0.0560 | -0.010 | 20.5 | 5.10 | 6.60 | 85.2% | -0.88 | 0.0582 | -0.010 | ||
| 0 | 0.6400 | 2 | 6 | 92.9% | 0.11 | 0.0505 | -0.009 | 21 | 5.80 | 6.40 | 17 | -0.90 | 0.0527 | -0.009 | ||
| 0 | 0.7500 | 1 | 101.8% | 0.10 | 0.0456 | -0.009 | 21.5 | 5.85 | 7.80 | 91.2% | -0.91 | 0.0476 | -0.009 | |||
| 0.0900 | 0.2400 | 21 | 37 | 84.9% | 0.09 | 0.0411 | -0.008 | 22 | 6.60 | 7.40 | 2 | -0.92 | 0.0433 | -0.008 | ||
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 09, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs