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 ±38.1% (9.21–20.57) · ATM IV 79.5% · P/C open interest 0.81
| 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 | |
| 6.55 | 8.10 | 16 | 89.6% | 0.94 | 0.0167 | -0.001 | 8 | 0.1100 | 0.2300 | 85 | 73.9% | -0.06 | 0.0168 | -0.003 | ||
| 6.05 | 6.70 | 6 | 78.4% | 0.90 | 0.0234 | -0.003 | 9 | 0.3200 | 0.4200 | 1 | 1,060 | 77.7% | -0.09 | 0.0236 | -0.004 | |
| 4.85 | 6.55 | 82 | 4,365 | 82.4% | 0.87 | 0.0307 | -0.004 | 10 | 0.5000 | 0.9700 | 100 | 5,012 | 84.6% | -0.13 | 0.0310 | -0.005 |
| 4.20 | 5.15 | 1 | 267 | 67.3% | 0.82 | 0.0379 | -0.005 | 11 | 0.4300 | 1.28 | 1 | 709 | 76.2% | -0.18 | 0.0383 | -0.006 |
| 4.10 | 4.45 | 6 | 3,369 | 77.0% | 0.77 | 0.0444 | -0.007 | 12 | 1.05 | 1.37 | 5 | 5,231 | 76.1% | -0.23 | 0.0450 | -0.007 |
| 3.45 | 3.95 | 1 | 137 | 76.4% | 0.71 | 0.0496 | -0.008 | 13 | 1.32 | 1.80 | 12 | 1,797 | 73.6% | -0.29 | 0.0504 | -0.008 |
| 2.77 | 3.50 | 25 | 202 | 74.3% | 0.65 | 0.0534 | -0.009 | 14 | 1.63 | 2.44 | 3 | 481 | 73.3% | -0.35 | 0.0543 | -0.009 |
| 2.76 | 3.10 | 66 | 5,611 | 81.0% | 0.60 | 0.0556 | -0.009 | 15 | 2.57 | 2.93 | 12 | 9,222 | 78.0% | -0.41 | 0.0568 | -0.009 |
| 2.30 | 2.95 | 300 | 83.0% | 0.54 | 0.0565 | -0.010 | 16 | 2.90 | 3.50 | 707 | 73.5% | -0.46 | 0.0579 | -0.010 | ||
| 1.93 | 2.34 | 146 | 2,134 | 78.5% | 0.50 | 0.0563 | -0.010 | 17 | 3.85 | 4.40 | 23 | 2,064 | 80.9% | -0.51 | 0.0579 | -0.010 |
| 1.69 | 1.95 | 16 | 432 | 77.8% | 0.45 | 0.0552 | -0.010 | 18 | 4.35 | 5.05 | 315 | 77.3% | -0.56 | 0.0570 | -0.009 | |
| 1.52 | 1.95 | 3 | 552 | 82.4% | 0.41 | 0.0536 | -0.010 | 19 | 4.85 | 6.00 | 490 | 76.7% | -0.60 | 0.0556 | -0.009 | |
| 1.34 | 1.58 | 28 | 6,514 | 80.8% | 0.37 | 0.0516 | -0.010 | 20 | 6.15 | 6.70 | 5 | 2,827 | 83.2% | -0.64 | 0.0538 | -0.009 |
| 1.04 | 1.60 | 3 | 452 | 82.3% | 0.34 | 0.0494 | -0.010 | 21 | 6.70 | 7.40 | 451 | 77.7% | -0.67 | 0.0518 | -0.009 | |
| 0.6500 | 1.35 | 29 | 1,394 | 77.4% | 0.31 | 0.0470 | -0.009 | 22 | 7.45 | 8.35 | 1,477 | 78.1% | -0.70 | 0.0496 | -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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs