RGTI option chain Rigetti Computing, Inc.
Cboe delayed options data · as of 15:43 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 ±10.5% (10.64–13.14) · ATM IV 74.5% · P/C open interest 0.17
| 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 | |
| 4.45 | 5.70 | 1 | 229.1% | 0.99 | 0.0083 | -0.002 | 7 | 0 | 0.7500 | 298.3% | -0.01 | 0.0083 | -0.003 | |||
| 3.45 | 4.85 | 203.8% | 0.98 | 0.0194 | -0.004 | 8 | 0 | 0.7500 | 240.9% | -0.02 | 0.0195 | -0.005 | ||||
| 2.54 | 3.90 | 4 | 173.0% | 0.96 | 0.0457 | -0.008 | 9 | 0 | 0.0500 | 46 | 90.7% | -0.05 | 0.0459 | -0.008 | ||
| 1.64 | 2.99 | 57 | 143.5% | 0.89 | 0.1032 | -0.015 | 10 | 0.0700 | 0.1000 | 2 | 71 | 82.5% | -0.11 | 0.1037 | -0.015 | |
| 1.24 | 2.25 | 1,002 | 108.6% | 0.83 | 0.1477 | -0.019 | 10.5 | 0.1400 | 0.1600 | 130 | 10 | 79.0% | -0.17 | 0.1486 | -0.019 | |
| 1.13 | 1.21 | 151 | 74.4% | 0.75 | 0.1987 | -0.023 | 11 | 0.2400 | 0.3000 | 6 | 68 | 78.3% | -0.25 | 0.2001 | -0.023 | |
| 0.8000 | 0.8700 | 14 | 50 | 73.0% | 0.64 | 0.2437 | -0.026 | 11.5 | 0.4100 | 0.4800 | 84 | 141 | 77.5% | -0.37 | 0.2455 | -0.026 |
| 0.5400 | 0.5900 | 59 | 335 | 71.8% | 0.51 | 0.2657 | -0.027 | 12 | 0.6400 | 0.7300 | 26 | 304 | 77.2% | -0.50 | 0.2677 | -0.027 |
| 0.3500 | 0.3800 | 72 | 275 | 71.3% | 0.38 | 0.2556 | -0.026 | 12.5 | 0.9500 | 1.06 | 12 | 151 | 78.7% | -0.63 | 0.2576 | -0.026 |
| 0.2100 | 0.2400 | 160 | 403 | 71.1% | 0.27 | 0.2201 | -0.022 | 13 | 1.27 | 1.48 | 35 | 445 | 81.4% | -0.74 | 0.2223 | -0.022 |
| 0.1300 | 0.1500 | 155 | 290 | 72.4% | 0.18 | 0.1747 | -0.018 | 13.5 | 1.63 | 2.03 | 191 | 90.8% | -0.82 | 0.1773 | -0.018 | |
| 0.0700 | 0.0900 | 17 | 311 | 72.2% | 0.12 | 0.1316 | -0.014 | 14 | 2.13 | 2.50 | 5 | 1,124 | 102.6% | -0.88 | 0.1346 | -0.014 |
| 0.0400 | 0.0600 | 30 | 257 | 74.3% | 0.08 | 0.0962 | -0.011 | 14.5 | 2.44 | 3.05 | 3 | 633 | 102.4% | -0.92 | 0.0995 | -0.011 |
| 0.0300 | 0.0400 | 11 | 1,211 | 77.9% | 0.06 | 0.0694 | -0.008 | 15 | 3.05 | 3.40 | 4 | 370 | 109.4% | -0.95 | 0.0731 | -0.008 |
| 0.0200 | 0.0300 | 3 | 105 | 81.4% | 0.04 | 0.0498 | -0.006 | 15.5 | 3.50 | 4.00 | 345 | 125.6% | -0.97 | 0.0535 | -0.006 | |
| 0.0100 | 0.0200 | 2 | 1,019 | 82.2% | 0.03 | 0.0359 | -0.004 | 16 | 3.90 | 4.40 | 1 | 194 | 107.4% | -0.98 | 0.0373 | -0.004 |
| 0 | 0.0700 | 142 | 102.5% | 0.02 | 0.0259 | -0.003 | 16.5 | 4.50 | 5.00 | 3 | 69 | 145.3% | -0.99 | 0.0236 | -0.003 | |
| 0.0100 | 0.0400 | 1,002 | 1,892 | 103.9% | 0.01 | 0.0189 | -0.003 | 17 | 5.05 | 5.40 | 31 | 148.1% | -1.00 | 0.0134 | -0.003 | |
| 0 | 0.2600 | 128 | 152.5% | 0.01 | 0.0139 | -0.002 | 17.5 | 4.65 | 6.75 | 14 | 149.4% | -1.00 | 0.0064 | -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 — Oct 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs