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 ±34.5% (9.76–20.02) · ATM IV 80.4% · P/C open interest 1.55
| 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 | |
| 6.85 | 7.95 | 55 | 108.5% | 0.95 | 0.0159 | -0.001 | 8 | 0.0500 | 0.2000 | 1 | 153 | 76.9% | -0.05 | 0.0160 | -0.003 | |
| 5.90 | 7.10 | 2 | 98.4% | 0.92 | 0.0232 | -0.002 | 9 | 0.2100 | 0.3500 | 192 | 79.8% | -0.08 | 0.0233 | -0.004 | ||
| 5.25 | 6.45 | 1 | 199 | 101.8% | 0.88 | 0.0316 | -0.004 | 10 | 0.3500 | 0.4400 | 10 | 7,396 | 74.6% | -0.12 | 0.0318 | -0.006 |
| 4.15 | 5.45 | 1 | 33 | 82.9% | 0.83 | 0.0404 | -0.006 | 11 | 0.4200 | 0.9700 | 106 | 1,789 | 77.4% | -0.17 | 0.0408 | -0.007 |
| 3.40 | 4.25 | 22 | 724 | 68.8% | 0.77 | 0.0487 | -0.007 | 12 | 0.9200 | 1.00 | 3 | 2,610 | 74.7% | -0.23 | 0.0491 | -0.008 |
| 3.15 | 3.90 | 27 | 80.3% | 0.71 | 0.0554 | -0.009 | 13 | 1.31 | 1.46 | 320 | 75.7% | -0.29 | 0.0561 | -0.009 | ||
| 2.77 | 3.75 | 1 | 411 | 88.4% | 0.65 | 0.0602 | -0.010 | 14 | 1.79 | 1.90 | 4 | 625 | 75.3% | -0.35 | 0.0610 | -0.010 |
| 2.34 | 2.75 | 331 | 344 | 79.3% | 0.59 | 0.0628 | -0.010 | 15 | 2.33 | 2.84 | 7 | 1,639 | 81.6% | -0.42 | 0.0639 | -0.011 |
| 1.75 | 2.41 | 17 | 238 | 76.7% | 0.53 | 0.0636 | -0.011 | 16 | 2.71 | 3.40 | 20 | 610 | 77.2% | -0.48 | 0.0648 | -0.011 |
| 1.73 | 1.92 | 67 | 475 | 79.1% | 0.47 | 0.0628 | -0.011 | 17 | 3.65 | 3.90 | 5 | 567 | 79.0% | -0.53 | 0.0643 | -0.011 |
| 1.42 | 1.62 | 86 | 973 | 78.3% | 0.42 | 0.0610 | -0.011 | 18 | 4.40 | 4.60 | 31 | 674 | 79.4% | -0.58 | 0.0627 | -0.010 |
| 1.27 | 1.65 | 15 | 593 | 84.2% | 0.38 | 0.0584 | -0.011 | 19 | 4.65 | 5.75 | 116 | 77.6% | -0.63 | 0.0603 | -0.010 | |
| 1.01 | 1.50 | 52 | 2,139 | 84.4% | 0.34 | 0.0554 | -0.011 | 20 | 5.85 | 6.65 | 23 | 292 | 86.4% | -0.67 | 0.0575 | -0.009 |
| 0.7600 | 1.30 | 7 | 1,174 | 82.8% | 0.30 | 0.0522 | -0.010 | 21 | 6.35 | 7.25 | 123 | 76.7% | -0.71 | 0.0545 | -0.009 | |
| 0.8100 | 1.14 | 3 | 1,729 | 86.5% | 0.27 | 0.0490 | -0.010 | 22 | 7.15 | 8.30 | 81 | 79.5% | -0.74 | 0.0514 | -0.008 | |
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs