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 ±41.4% (8.73–21.05) · ATM IV 77.0% · P/C open interest 2.24
| 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 | |
| 6.90 | 7.75 | 75.2% | 0.92 | 0.0172 | -0.002 | 8 | 0.0700 | 0.4200 | 1 | 62 | 72.9% | -0.08 | 0.0174 | -0.003 | ||
| 6.25 | 6.90 | 3 | 77.5% | 0.89 | 0.0229 | -0.003 | 9 | 0.2800 | 0.6000 | 382 | 73.9% | -0.11 | 0.0232 | -0.004 | ||
| 5.55 | 6.15 | 45 | 77.2% | 0.85 | 0.0288 | -0.004 | 10 | 0.5400 | 1.20 | 609 | 81.8% | -0.15 | 0.0292 | -0.005 | ||
| 4.70 | 5.80 | 22 | 79.2% | 0.81 | 0.0343 | -0.005 | 11 | 0.6100 | 1.52 | 1 | 106 | 76.4% | -0.19 | 0.0348 | -0.006 | |
| 4.40 | 4.85 | 362 | 77.9% | 0.76 | 0.0392 | -0.006 | 12 | 1.36 | 1.69 | 16 | 78.7% | -0.24 | 0.0398 | -0.007 | ||
| 3.85 | 4.30 | 24 | 77.3% | 0.71 | 0.0431 | -0.007 | 13 | 1.19 | 2.91 | 86 | 80.6% | -0.29 | 0.0440 | -0.008 | ||
| 3.40 | 3.80 | 172 | 77.3% | 0.66 | 0.0460 | -0.008 | 14 | 2.12 | 2.57 | 54 | 74.6% | -0.34 | 0.0471 | -0.008 | ||
| 3.05 | 3.40 | 10 | 87 | 78.5% | 0.62 | 0.0480 | -0.008 | 15 | 2.62 | 3.25 | 549 | 75.4% | -0.39 | 0.0493 | -0.009 | |
| 2.72 | 3.15 | 57 | 80.7% | 0.57 | 0.0491 | -0.009 | 16 | 3.35 | 3.95 | 952 | 78.0% | -0.44 | 0.0505 | -0.009 | ||
| 2.40 | 3.25 | 4 | 261 | 86.0% | 0.53 | 0.0494 | -0.009 | 17 | 4.00 | 4.60 | 691 | 77.8% | -0.48 | 0.0511 | -0.009 | |
| 2.15 | 2.43 | 100 | 80.0% | 0.49 | 0.0491 | -0.009 | 18 | 4.60 | 5.30 | 67 | 76.6% | -0.52 | 0.0510 | -0.009 | ||
| 1.69 | 2.35 | 17 | 79.7% | 0.45 | 0.0483 | -0.009 | 19 | 4.55 | 6.90 | 101 | 77.6% | -0.56 | 0.0505 | -0.009 | ||
| 1.70 | 1.96 | 89 | 80.7% | 0.41 | 0.0472 | -0.009 | 20 | 6.35 | 7.10 | 314 | 83.7% | -0.60 | 0.0496 | -0.008 | ||
| 1.53 | 2.14 | 32 | 86.0% | 0.38 | 0.0458 | -0.009 | 21 | 6.75 | 7.90 | 10 | 29 | 78.7% | -0.63 | 0.0485 | -0.008 | |
| 1.06 | 1.95 | 15 | 82.2% | 0.35 | 0.0443 | -0.009 | 22 | 7.65 | 8.80 | 91 | 81.0% | -0.66 | 0.0472 | -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 — Feb 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs