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 ±29.3% (10.52–19.26) · ATM IV 80.3% · P/C open interest 0.39
| 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 | |
| 6.25 | 8.00 | 6 | 100.1% | 0.96 | 0.0141 | -0.003 | 8 | 0.0100 | 0.5700 | 327 | 110.2% | -0.04 | 0.0142 | -0.003 | ||
| 5.35 | 7.05 | 11 | 91.2% | 0.93 | 0.0220 | -0.004 | 9 | 0.1000 | 0.2500 | 104 | 81.2% | -0.06 | 0.0221 | -0.004 | ||
| 4.90 | 6.20 | 125 | 101.3% | 0.90 | 0.0320 | -0.006 | 10 | 0.1600 | 0.3800 | 1 | 211 | 76.3% | -0.10 | 0.0321 | -0.006 | |
| 4.15 | 4.75 | 136 | 77.9% | 0.85 | 0.0432 | -0.007 | 11 | 0.4000 | 0.5400 | 15 | 279 | 76.0% | -0.15 | 0.0435 | -0.008 | |
| 3.50 | 4.00 | 16 | 77.9% | 0.79 | 0.0543 | -0.009 | 12 | 0.6800 | 0.8000 | 2 | 1,962 | 75.4% | -0.21 | 0.0547 | -0.010 | |
| 2.60 | 3.30 | 247 | 70.1% | 0.72 | 0.0638 | -0.011 | 13 | 1.03 | 1.20 | 13 | 883 | 75.9% | -0.28 | 0.0643 | -0.011 | |
| 2.00 | 2.79 | 1 | 60 | 70.2% | 0.64 | 0.0703 | -0.012 | 14 | 1.21 | 1.90 | 35 | 408 | 75.5% | -0.36 | 0.0711 | -0.012 |
| 1.99 | 2.39 | 44 | 391 | 81.7% | 0.57 | 0.0737 | -0.013 | 15 | 2.00 | 2.36 | 9 | 798 | 79.0% | -0.43 | 0.0746 | -0.013 |
| 1.46 | 1.80 | 4 | 423 | 73.8% | 0.50 | 0.0741 | -0.013 | 16 | 2.65 | 3.05 | 22 | 656 | 81.3% | -0.50 | 0.0752 | -0.013 |
| 1.05 | 1.70 | 63 | 850 | 76.3% | 0.44 | 0.0722 | -0.013 | 17 | 3.05 | 3.80 | 48 | 599 | 77.8% | -0.57 | 0.0735 | -0.013 |
| 1.01 | 1.24 | 14 | 398 | 77.0% | 0.38 | 0.0687 | -0.013 | 18 | 4.00 | 4.25 | 33 | 225 | 76.8% | -0.62 | 0.0703 | -0.013 |
| 0.9000 | 1.18 | 39 | 477 | 82.4% | 0.33 | 0.0644 | -0.013 | 19 | 4.45 | 5.35 | 2 | 477 | 76.7% | -0.67 | 0.0661 | -0.013 |
| 0.8100 | 0.9500 | 75 | 1,515 | 83.6% | 0.29 | 0.0597 | -0.012 | 20 | 5.25 | 6.55 | 5 | 259 | 84.6% | -0.72 | 0.0616 | -0.012 |
| 0.6700 | 0.8500 | 66 | 324 | 85.3% | 0.25 | 0.0549 | -0.011 | 21 | 6.25 | 6.85 | 2 | 546 | 75.5% | -0.76 | 0.0569 | -0.011 |
| 0.3300 | 0.7200 | 42 | 197 | 80.2% | 0.22 | 0.0503 | -0.011 | 22 | 7.05 | 8.05 | 84 | 81.7% | -0.79 | 0.0524 | -0.011 | |
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 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs