RGTI option chain Rigetti Computing, Inc.
Cboe delayed options data · as of 03:38 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 ±19.1% (12.05–17.73) · ATM IV 68.8% · P/C open interest 1.02
| 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 | |
| 5.65 | 8.45 | 6 | 121.5% | 0.98 | 0.0085 | -0.001 | 8 | 0 | 0.0700 | 913 | 93.2% | -0.02 | 0.0086 | -0.002 | ||
| 5.65 | 6.25 | 44 | 76.2% | 0.97 | 0.0154 | -0.002 | 9 | 0 | 0.1100 | 125 | 84.0% | -0.03 | 0.0154 | -0.003 | ||
| 4.10 | 5.30 | 16 | 381 | 0.95 | 0.0266 | -0.004 | 10 | 0.0500 | 0.1000 | 3,667 | 73.4% | -0.05 | 0.0267 | -0.005 | ||
| 3.60 | 4.35 | 144 | 52.9% | 0.91 | 0.0434 | -0.006 | 11 | 0.1300 | 0.1900 | 361 | 71.0% | -0.09 | 0.0435 | -0.007 | ||
| 3.05 | 4.20 | 1 | 78 | 97.1% | 0.85 | 0.0652 | -0.009 | 12 | 0.1500 | 0.3500 | 173 | 1,471 | 63.9% | -0.15 | 0.0655 | -0.010 |
| 2.43 | 3.40 | 5 | 3,394 | 92.9% | 0.76 | 0.0882 | -0.012 | 13 | 0.4700 | 0.6000 | 46 | 1,833 | 66.5% | -0.24 | 0.0887 | -0.012 |
| 1.69 | 2.07 | 8 | 242 | 68.1% | 0.65 | 0.1057 | -0.014 | 14 | 0.8800 | 0.9500 | 173 | 2,928 | 66.9% | -0.35 | 0.1065 | -0.015 |
| 1.32 | 1.43 | 274 | 2,023 | 67.9% | 0.54 | 0.1128 | -0.016 | 15 | 1.41 | 1.52 | 118 | 12.9K | 69.7% | -0.46 | 0.1139 | -0.016 |
| 0.9200 | 1.05 | 192 | 1,072 | 68.0% | 0.44 | 0.1098 | -0.016 | 16 | 2.03 | 2.12 | 43 | 16.2K | 69.8% | -0.57 | 0.1111 | -0.016 |
| 0.6900 | 0.7600 | 52 | 1,305 | 69.9% | 0.35 | 0.1002 | -0.015 | 17 | 2.75 | 2.92 | 26 | 2,791 | 73.0% | -0.66 | 0.1018 | -0.015 |
| 0.5000 | 0.5900 | 282 | 11.9K | 72.3% | 0.28 | 0.0879 | -0.014 | 18 | 3.55 | 3.80 | 13 | 1,213 | 76.9% | -0.73 | 0.0897 | -0.014 |
| 0.3500 | 0.6500 | 34 | 2,326 | 80.2% | 0.22 | 0.0753 | -0.013 | 19 | 3.70 | 5.00 | 5 | 618 | 66.1% | -0.79 | 0.0773 | -0.013 |
| 0.3000 | 0.3400 | 400 | 2,298 | 76.9% | 0.17 | 0.0638 | -0.012 | 20 | 4.50 | 5.45 | 2 | 1,018 | -0.83 | 0.0659 | -0.011 | |
| 0.2000 | 0.3900 | 13 | 1,747 | 83.0% | 0.14 | 0.0538 | -0.010 | 21 | 5.45 | 7.05 | 20 | 90 | 73.6% | -0.87 | 0.0560 | -0.010 |
| 0.1600 | 0.3100 | 10 | 1,615 | 84.9% | 0.11 | 0.0453 | -0.009 | 22 | 6.95 | 7.40 | 2 | 727 | 70.6% | -0.90 | 0.0475 | -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 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs