RGTI option chain Rigetti Computing, Inc.
Cboe delayed options data · as of 03:38 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 ±73.7% (3.91–25.86) · ATM IV 82.5% · P/C open interest 0.80
| 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 | |
| 6.50 | 10.10 | 2 | 399 | 67.5% | 0.89 | 0.0134 | -0.002 | 8 | 1.31 | 1.38 | 39 | 5,146 | 81.6% | -0.12 | 0.0140 | -0.003 |
| 7.00 | 8.00 | 14 | 1,814 | 76.1% | 0.84 | 0.0173 | -0.003 | 10 | 2.00 | 2.50 | 4 | 2,606 | 82.3% | -0.17 | 0.0181 | -0.004 |
| 6.35 | 7.40 | 84 | 598 | 88.6% | 0.76 | 0.0216 | -0.004 | 13 | 3.80 | 4.00 | 3 | 1,912 | 83.0% | -0.25 | 0.0231 | -0.004 |
| 5.75 | 6.00 | 84 | 2,247 | 82.8% | 0.71 | 0.0236 | -0.004 | 15 | 4.95 | 5.25 | 7 | 1,690 | 82.3% | -0.30 | 0.0255 | -0.005 |
| 5.10 | 7.60 | 13 | 1,319 | 101.7% | 0.67 | 0.0250 | -0.005 | 17 | 5.65 | 7.20 | 3 | 1,193 | 82.1% | -0.35 | 0.0274 | -0.005 |
| 4.40 | 5.20 | 23 | 4,327 | 86.4% | 0.61 | 0.0262 | -0.005 | 20 | 8.35 | 8.95 | 1,633 | 83.0% | -0.42 | 0.0294 | -0.005 | |
| 4.10 | 4.35 | 4 | 1,201 | 84.4% | 0.57 | 0.0266 | -0.005 | 22 | 9.25 | 12.10 | 1 | 827 | 90.3% | -0.46 | 0.0303 | -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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs