RGTI option chain Rigetti Computing, Inc.
Cboe delayed options data · as of 06:41 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 ±16.8% (9.71–13.63) · ATM IV 80.8% · P/C open interest 1.66
| 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 | |
| 4.15 | 6.30 | 222.2% | 0.98 | 0.0173 | -0.003 | 7 | 0 | 1.78 | 277.2% | -0.02 | 0.0174 | -0.004 | ||||
| 3.55 | 6.00 | 207.6% | 0.96 | 0.0251 | -0.004 | 7.5 | 0 | 1.15 | 207.2% | -0.04 | 0.0252 | -0.005 | ||||
| 3.30 | 5.55 | 206.6% | 0.95 | 0.0357 | -0.005 | 8 | 0 | 1.40 | 203.1% | -0.05 | 0.0358 | -0.006 | ||||
| 2.23 | 3.75 | 1 | 110.1% | 0.89 | 0.0674 | -0.009 | 9 | 0 | 0.2900 | 200 | 87.4% | -0.11 | 0.0676 | -0.010 | ||
| 1.67 | 2.29 | 23 | 34 | 77.6% | 0.80 | 0.1110 | -0.014 | 10 | 0.0700 | 0.3800 | 7 | 350 | 71.5% | -0.20 | 0.1114 | -0.014 |
| 1.06 | 1.67 | 28 | 61 | 82.1% | 0.66 | 0.1515 | -0.018 | 11 | 0.3600 | 0.7900 | 39 | 140 | 74.8% | -0.34 | 0.1522 | -0.018 |
| 0.8400 | 1.31 | 516 | 59 | 80.0% | 0.58 | 0.1634 | -0.019 | 11.5 | 0.5900 | 1.18 | 40 | 100 | 81.5% | -0.43 | 0.1642 | -0.019 |
| 0.7300 | 1.33 | 87 | 195 | 94.8% | 0.49 | 0.1671 | -0.019 | 12 | 0.8400 | 1.34 | 14 | 1,705 | 75.9% | -0.51 | 0.1682 | -0.019 |
| 0.4500 | 0.9100 | 3 | 92 | 89.8% | 0.42 | 0.1630 | -0.018 | 12.5 | 1.11 | 1.69 | 137 | 75.6% | -0.59 | 0.1644 | -0.018 | |
| 0.2400 | 0.7700 | 22 | 95 | 79.5% | 0.34 | 0.1530 | -0.018 | 13 | 1.30 | 2.25 | 202 | 77.7% | -0.66 | 0.1545 | -0.018 | |
| 0.2300 | 0.6800 | 7 | 142 | 86.3% | 0.28 | 0.1390 | -0.016 | 13.5 | 1.64 | 2.74 | 125 | 81.1% | -0.72 | 0.1407 | -0.016 | |
| 0.1200 | 0.3900 | 28 | 128 | 75.9% | 0.23 | 0.1233 | -0.015 | 14 | 2.20 | 2.94 | 6 | 94 | 78.6% | -0.77 | 0.1252 | -0.015 |
| 0.1000 | 0.4900 | 58 | 70 | 89.1% | 0.19 | 0.1075 | -0.013 | 14.5 | 2.77 | 3.30 | 11 | 269 | 83.2% | -0.82 | 0.1095 | -0.013 |
| 0.0900 | 0.2400 | 107 | 207 | 80.6% | 0.15 | 0.0925 | -0.012 | 15 | 3.20 | 3.75 | 1 | 275 | 83.2% | -0.85 | 0.0947 | -0.011 |
| 0.1400 | 0.2100 | 6 | 236 | 89.2% | 0.12 | 0.0791 | -0.010 | 15.5 | 3.35 | 4.15 | 1 | 43 | -0.88 | 0.0812 | -0.010 | |
| 0.0600 | 0.1300 | 9 | 228 | 82.0% | 0.10 | 0.0672 | -0.009 | 16 | 3.85 | 4.70 | 117 | -0.91 | 0.0696 | -0.009 | ||
| 0 | 0.1500 | 10 | 51 | 83.4% | 0.08 | 0.0570 | -0.008 | 16.5 | 4.20 | 6.10 | 9 | 127.6% | -0.93 | 0.0595 | -0.007 | |
| 0.0100 | 0.0800 | 124 | 80.3% | 0.07 | 0.0483 | -0.007 | 17 | 4.70 | 6.60 | 17 | 134.4% | -0.94 | 0.0510 | -0.006 | ||
| 0 | 0.6000 | 40 | 132.5% | 0.06 | 0.0410 | -0.006 | 17.5 | 5.25 | 6.90 | 2 | 131.1% | -0.95 | 0.0438 | -0.005 | ||
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 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs