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 ±14.6% (10.16–13.62) · ATM IV 81.2% · P/C open interest 0.83
| 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 | |
| 4.35 | 6.05 | 1 | 216.8% | 0.97 | 0.0167 | -0.005 | 7 | 0 | 0.7500 | 233.6% | -0.02 | 0.0167 | -0.005 | |||
| 3.95 | 5.40 | 1 | 189.2% | 0.97 | 0.0231 | -0.006 | 7.5 | 0 | 0.7500 | 210.4% | -0.03 | 0.0231 | -0.006 | |||
| 3.45 | 4.90 | 25 | 168.6% | 0.95 | 0.0318 | -0.007 | 8 | 0 | 0.3800 | 150.9% | -0.05 | 0.0318 | -0.008 | |||
| 2.60 | 3.95 | 25 | 147.1% | 0.91 | 0.0593 | -0.011 | 9 | 0.0200 | 0.2800 | 56 | 107.8% | -0.09 | 0.0594 | -0.011 | ||
| 1.83 | 2.28 | 2 | 57 | 76.2% | 0.83 | 0.1042 | -0.016 | 10 | 0.1800 | 0.2500 | 40 | 129 | 87.4% | -0.16 | 0.1044 | -0.016 |
| 1.62 | 1.79 | 81.7% | 0.78 | 0.1323 | -0.018 | 10.5 | 0.2400 | 0.3400 | 81.0% | -0.22 | 0.1326 | -0.018 | ||||
| 1.26 | 1.42 | 3 | 43 | 78.9% | 0.70 | 0.1606 | -0.020 | 11 | 0.3800 | 0.6500 | 132 | 88.1% | -0.30 | 0.1610 | -0.021 | |
| 0.9900 | 1.07 | 2 | 18 | 77.5% | 0.61 | 0.1837 | -0.022 | 11.5 | 0.5600 | 0.7100 | 23 | 55 | 79.1% | -0.39 | 0.1842 | -0.022 |
| 0.7000 | 0.8300 | 20 | 95 | 75.9% | 0.52 | 0.1959 | -0.022 | 12 | 0.8000 | 1.13 | 2 | 253 | 86.5% | -0.48 | 0.1967 | -0.022 |
| 0.5400 | 0.5900 | 4 | 60 | 76.0% | 0.42 | 0.1945 | -0.021 | 12.5 | 1.13 | 1.27 | 321 | 80.1% | -0.58 | 0.1955 | -0.022 | |
| 0.3600 | 0.4600 | 46 | 124 | 76.2% | 0.33 | 0.1809 | -0.020 | 13 | 1.46 | 1.63 | 292 | 81.1% | -0.67 | 0.1820 | -0.020 | |
| 0.2600 | 0.2900 | 26 | 118 | 74.4% | 0.26 | 0.1596 | -0.018 | 13.5 | 1.83 | 2.15 | 233 | 88.8% | -0.74 | 0.1609 | -0.018 | |
| 0.0700 | 0.3000 | 22 | 164 | 73.9% | 0.20 | 0.1356 | -0.015 | 14 | 2.22 | 2.52 | 53 | 180 | 86.8% | -0.80 | 0.1369 | -0.015 |
| 0.1300 | 0.1500 | 3 | 52 | 76.6% | 0.15 | 0.1123 | -0.013 | 14.5 | 2.00 | 3.15 | 10 | 101 | -0.85 | 0.1138 | -0.013 | |
| 0.0900 | 0.1100 | 7 | 205 | 77.8% | 0.12 | 0.0916 | -0.011 | 15 | 3.05 | 3.55 | 209 | 97.1% | -0.89 | 0.0932 | -0.011 | |
| 0.0100 | 0.1200 | 2 | 81 | 77.3% | 0.09 | 0.0742 | -0.009 | 15.5 | 3.30 | 4.05 | 36 | 82.7% | -0.91 | 0.0759 | -0.009 | |
| 0.0300 | 0.0700 | 453 | 142 | 79.8% | 0.07 | 0.0599 | -0.008 | 16 | 3.75 | 4.55 | 57 | 83.1% | -0.93 | 0.0617 | -0.008 | |
| 0 | 0.5700 | 2 | 51 | 132.8% | 0.05 | 0.0483 | -0.007 | 16.5 | 4.55 | 5.05 | 19 | 122.0% | -0.95 | 0.0502 | -0.006 | |
| 0.0100 | 0.0500 | 223 | 84.2% | 0.04 | 0.0391 | -0.005 | 17 | 5.05 | 5.55 | 36 | 129.5% | -0.96 | 0.0410 | -0.005 | ||
| 0.0100 | 0.0500 | 2 | 145 | 89.6% | 0.03 | 0.0317 | -0.005 | 17.5 | 4.70 | 7.30 | 8 | 167.0% | -0.97 | 0.0338 | -0.004 | |
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 — Nov 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs