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 ±45.7% (8.09–21.69) · ATM IV 79.1% · P/C open interest 0.75
| 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 | |
| 6.95 | 8.25 | 19 | 86.6% | 0.91 | 0.0174 | -0.002 | 8 | 0.0100 | 0.8900 | 1 | 256 | 81.1% | -0.09 | 0.0176 | -0.003 | |
| 5.85 | 6.35 | 137 | 81.1% | 0.84 | 0.0274 | -0.004 | 10 | 0.6700 | 1.04 | 2 | 285 | 75.5% | -0.16 | 0.0278 | -0.005 | |
| 3.80 | 5.15 | 4 | 96 | 82.2% | 0.71 | 0.0392 | -0.007 | 13 | 2.04 | 2.32 | 1 | 1,313 | 78.5% | -0.29 | 0.0401 | -0.007 |
| 3.30 | 3.70 | 39 | 253 | 79.2% | 0.63 | 0.0434 | -0.008 | 15 | 2.95 | 3.65 | 20 | 776 | 79.0% | -0.38 | 0.0447 | -0.008 |
| 2.75 | 3.35 | 13 | 580 | 84.8% | 0.54 | 0.0450 | -0.008 | 17 | 4.25 | 4.95 | 1,517 | 79.5% | -0.46 | 0.0467 | -0.008 | |
| 1.66 | 2.35 | 7 | 817 | 78.7% | 0.44 | 0.0439 | -0.009 | 20 | 6.20 | 7.30 | 724 | 78.7% | -0.57 | 0.0464 | -0.008 | |
| 1.61 | 1.94 | 3 | 448 | 82.6% | 0.38 | 0.0420 | -0.008 | 22 | 7.85 | 9.10 | 40 | 81.9% | -0.63 | 0.0449 | -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 — Mar 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