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 ±19.7% (9.38–13.96) · ATM IV 76.0% · P/C open interest 0.88
| 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 | 6.80 | 208.8% | 0.96 | 0.0218 | -0.003 | 7 | 0 | 0.7500 | 157.3% | -0.04 | 0.0218 | -0.004 | ||||
| 4.00 | 6.35 | 210.8% | 0.95 | 0.0301 | -0.004 | 7.5 | 0 | 0.7500 | 141.4% | -0.05 | 0.0302 | -0.005 | ||||
| 3.00 | 5.30 | 134.3% | 0.93 | 0.0406 | -0.006 | 8 | 0 | 0.7500 | 58 | 126.3% | -0.07 | 0.0407 | -0.006 | |||
| 2.30 | 4.10 | 22 | 109.7% | 0.86 | 0.0678 | -0.009 | 9 | 0 | 0.7500 | 51 | 98.3% | -0.14 | 0.0681 | -0.009 | ||
| 2.24 | 3.65 | 117.2% | 0.82 | 0.0835 | -0.010 | 9.5 | 0.2600 | 0.4100 | 2 | 1 | 81.0% | -0.18 | 0.0839 | -0.010 | ||
| 2.00 | 3.25 | 21 | 116.0% | 0.77 | 0.0992 | -0.012 | 10 | 0.3800 | 0.4700 | 10 | 19 | 76.4% | -0.23 | 0.0997 | -0.012 | |
| 1.70 | 2.03 | 1 | 2 | 80.2% | 0.71 | 0.1135 | -0.013 | 10.5 | 0.5100 | 0.8300 | 1 | 44 | 82.2% | -0.29 | 0.1141 | -0.013 |
| 1.42 | 1.73 | 37 | 80.1% | 0.65 | 0.1248 | -0.014 | 11 | 0.7000 | 0.9300 | 3 | 35 | 77.5% | -0.35 | 0.1256 | -0.014 | |
| 0.9000 | 1.51 | 1 | 29 | 72.3% | 0.58 | 0.1322 | -0.015 | 11.5 | 0.9300 | 1.25 | 1 | 32 | 79.7% | -0.42 | 0.1331 | -0.015 |
| 0.8800 | 1.24 | 1 | 13 | 77.5% | 0.51 | 0.1352 | -0.015 | 12 | 1.16 | 1.39 | 1 | 107 | 73.6% | -0.49 | 0.1363 | -0.015 |
| 0.6000 | 0.9300 | 11 | 68 | 70.6% | 0.45 | 0.1340 | -0.015 | 12.5 | 1.12 | 1.87 | 7 | 5 | 67.7% | -0.55 | 0.1354 | -0.015 |
| 0.3700 | 1.02 | 41 | 76.6% | 0.39 | 0.1294 | -0.015 | 13 | 1.82 | 2.08 | 3 | 22 | 75.4% | -0.61 | 0.1309 | -0.015 | |
| 0.4400 | 0.7000 | 7 | 62 | 77.3% | 0.34 | 0.1222 | -0.014 | 13.5 | 1.95 | 2.59 | 2 | 66 | 72.1% | -0.67 | 0.1239 | -0.014 |
| 0.2700 | 0.5600 | 5 | 65 | 74.0% | 0.29 | 0.1134 | -0.013 | 14 | 2.11 | 3.15 | 5 | 62 | 69.3% | -0.71 | 0.1153 | -0.013 |
| 0.0100 | 0.4700 | 3 | 46 | 66.1% | 0.25 | 0.1038 | -0.012 | 14.5 | 2.67 | 3.50 | 1 | 21 | 72.7% | -0.76 | 0.1059 | -0.012 |
| 0.2000 | 0.4000 | 11 | 80 | 78.2% | 0.21 | 0.0941 | -0.011 | 15 | 3.30 | 3.90 | 1 | 13 | 80.8% | -0.79 | 0.0964 | -0.011 |
| 0.0200 | 0.3200 | 2 | 23 | 70.7% | 0.18 | 0.0846 | -0.010 | 15.5 | 2.94 | 4.50 | 23 | -0.82 | 0.0871 | -0.010 | ||
| 0.0900 | 0.2600 | 8 | 43 | 76.7% | 0.16 | 0.0757 | -0.010 | 16 | 3.80 | 4.65 | 2 | 22 | -0.85 | 0.0784 | -0.009 | |
| 0.1500 | 0.3400 | 4 | 12 | 90.0% | 0.13 | 0.0675 | -0.009 | 16.5 | 3.85 | 5.35 | 4 | -0.87 | 0.0702 | -0.009 | ||
| 0.1100 | 0.2300 | 8 | 98 | 86.0% | 0.12 | 0.0601 | -0.008 | 17 | 4.80 | 6.00 | 43 | 85 | 79.2% | -0.89 | 0.0630 | -0.008 |
| 0.0600 | 0.1500 | 6 | 12 | 80.8% | 0.10 | 0.0534 | -0.007 | 17.5 | 4.20 | 6.40 | 1 | -0.91 | 0.0563 | -0.007 | ||
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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs