RGTI option chain Rigetti Computing, Inc.
Cboe delayed options data · as of 12:42 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 ±46.5% (6.09–16.66) · ATM IV 76.7% · P/C open interest 1.25
| 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 | |
| 5.20 | 6.00 | 85.9% | 0.89 | 0.0276 | -0.002 | 7 | 0.0100 | 0.6000 | 9 | 65.1% | -0.11 | 0.0281 | -0.003 | |||
| 4.55 | 5.30 | 13 | 84.2% | 0.85 | 0.0357 | -0.003 | 8 | 0.6800 | 0.8100 | 1 | 283 | 74.8% | -0.16 | 0.0365 | -0.004 | |
| 3.35 | 5.15 | 41 | 80.3% | 0.79 | 0.0433 | -0.004 | 9 | 1.02 | 1.18 | 8 | 74.4% | -0.22 | 0.0444 | -0.004 | ||
| 3.05 | 4.15 | 1 | 10 | 75.9% | 0.74 | 0.0496 | -0.004 | 10 | 0.6500 | 2.45 | 104 | 74.7% | -0.27 | 0.0511 | -0.005 | |
| 2.47 | 3.75 | 19 | 75.2% | 0.68 | 0.0544 | -0.005 | 11 | 1.70 | 2.65 | 52 | 78.2% | -0.33 | 0.0564 | -0.005 | ||
| 2.21 | 3.20 | 25 | 75.3% | 0.62 | 0.0576 | -0.005 | 12 | 2.47 | 2.76 | 55 | 74.2% | -0.39 | 0.0601 | -0.006 | ||
| 1.86 | 3.10 | 355 | 79.0% | 0.57 | 0.0594 | -0.006 | 13 | 2.70 | 3.65 | 206 | 72.2% | -0.45 | 0.0624 | -0.006 | ||
| 1.61 | 2.76 | 50 | 79.3% | 0.52 | 0.0599 | -0.006 | 14 | 3.45 | 4.45 | 5 | 74.9% | -0.50 | 0.0635 | -0.006 | ||
| 1.52 | 2.08 | 3 | 101 | 76.0% | 0.47 | 0.0594 | -0.006 | 15 | 4.15 | 5.45 | 591 | 78.4% | -0.55 | 0.0636 | -0.006 | |
| 1.16 | 1.99 | 1 | 80 | 76.1% | 0.43 | 0.0582 | -0.006 | 16 | 4.65 | 6.00 | 267 | 71.5% | -0.60 | 0.0629 | -0.005 | |
| 1.10 | 1.47 | 75 | 95 | 73.5% | 0.39 | 0.0565 | -0.006 | 17 | 5.80 | 6.85 | 26 | 77.6% | -0.64 | 0.0617 | -0.005 | |
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 — May 21, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs