RGTI option chain Rigetti Computing, Inc.
Cboe delayed options data · as of 18:38 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 ±10.5% (13.46–16.62) · ATM IV 64.9% · P/C open interest 0.71
| 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 | 7.40 | 68 | 201.3% | 1.00 | 0.0023 | 0.000 | 8 | 0 | 0.7500 | 1,460 | 272.5% | -0.00 | 0.0016 | -0.001 | ||
| 5.90 | 6.40 | 49 | 168.6% | 1.00 | 0.0041 | 0.000 | 9 | 0 | 0.3800 | 226 | 190.3% | -0.00 | 0.0038 | -0.001 | ||
| 4.90 | 5.40 | 1,039 | 139.2% | 0.99 | 0.0091 | 0.000 | 10 | 0 | 0.0100 | 3,996 | 82.7% | -0.01 | 0.0089 | -0.002 | ||
| 3.90 | 4.40 | 162 | 112.1% | 0.98 | 0.0211 | -0.002 | 11 | 0 | 0.1200 | 3,568 | 96.9% | -0.02 | 0.0210 | -0.004 | ||
| 3.45 | 3.95 | 2 | 109.7% | 0.97 | 0.0321 | -0.004 | 11.5 | 0 | 0.3800 | 129 | 115.0% | -0.03 | 0.0320 | -0.005 | ||
| 2.80 | 3.45 | 135 | 81.1% | 0.95 | 0.0482 | -0.006 | 12 | 0.0300 | 0.0500 | 15 | 2,686 | 68.2% | -0.05 | 0.0482 | -0.007 | |
| 2.29 | 2.98 | 7 | 71.5% | 0.92 | 0.0711 | -0.009 | 12.5 | 0.0500 | 0.0700 | 50 | 63.5% | -0.08 | 0.0712 | -0.010 | ||
| 2.05 | 2.26 | 1 | 1,648 | 63.2% | 0.88 | 0.1012 | -0.012 | 13 | 0.1100 | 0.1300 | 80 | 4,519 | 64.1% | -0.12 | 0.1014 | -0.013 |
| 1.66 | 2.06 | 5 | 76.6% | 0.82 | 0.1365 | -0.016 | 13.5 | 0.1900 | 0.2100 | 13 | 203 | 62.7% | -0.18 | 0.1367 | -0.017 | |
| 1.37 | 1.58 | 12 | 8,415 | 72.7% | 0.73 | 0.1710 | -0.020 | 14 | 0.3200 | 0.3500 | 62 | 1,311 | 63.2% | -0.26 | 0.1713 | -0.021 |
| 1.06 | 1.12 | 18 | 58 | 66.0% | 0.64 | 0.1963 | -0.023 | 14.5 | 0.5000 | 0.5400 | 100 | 284 | 63.6% | -0.36 | 0.1967 | -0.024 |
| 0.7900 | 0.8600 | 35 | 1,518 | 66.0% | 0.53 | 0.2062 | -0.025 | 15 | 0.7400 | 0.7700 | 66 | 3,797 | 63.8% | -0.47 | 0.2067 | -0.025 |
| 0.5800 | 0.6600 | 80 | 1,124 | 66.9% | 0.44 | 0.2001 | -0.025 | 15.5 | 1.02 | 1.10 | 137 | 641 | 65.6% | -0.56 | 0.2007 | -0.025 |
| 0.4300 | 0.4500 | 375 | 3,823 | 66.2% | 0.35 | 0.1829 | -0.025 | 16 | 1.35 | 1.45 | 31 | 3,420 | 66.6% | -0.65 | 0.1835 | -0.024 |
| 0.3100 | 0.3400 | 53 | 2,227 | 67.7% | 0.28 | 0.1602 | -0.023 | 16.5 | 1.73 | 1.87 | 5 | 220 | 69.7% | -0.72 | 0.1608 | -0.022 |
| 0.2200 | 0.2500 | 135 | 6,343 | 68.8% | 0.22 | 0.1365 | -0.021 | 17 | 2.16 | 2.25 | 23 | 21.2K | 70.5% | -0.78 | 0.1372 | -0.020 |
| 0.1600 | 0.1800 | 45 | 511 | 70.0% | 0.17 | 0.1144 | -0.018 | 17.5 | 2.29 | 2.75 | 9 | 53.1% | -0.83 | 0.1152 | -0.017 | |
| 0.1200 | 0.1400 | 94 | 3,151 | 72.4% | 0.14 | 0.0951 | -0.016 | 18 | 3.05 | 3.20 | 2 | 2,224 | 78.5% | -0.86 | 0.0959 | -0.015 |
| 0.0900 | 0.1300 | 11 | 183 | 76.4% | 0.11 | 0.0787 | -0.014 | 18.5 | 3.35 | 3.70 | 74 | 68.4% | -0.89 | 0.0795 | -0.013 | |
| 0.0700 | 0.0800 | 573 | 2,667 | 76.2% | 0.09 | 0.0651 | -0.012 | 19 | 4.00 | 4.15 | 3 | 870 | 85.5% | -0.91 | 0.0659 | -0.011 |
| 0.0600 | 0.0800 | 14 | 77 | 81.3% | 0.07 | 0.0540 | -0.011 | 19.5 | 4.15 | 4.75 | 17 | -0.93 | 0.0546 | -0.009 | ||
| 0.0500 | 0.0600 | 270 | 6,540 | 83.1% | 0.06 | 0.0449 | -0.009 | 20 | 4.85 | 5.15 | 17 | 895 | 80.1% | -0.94 | 0.0454 | -0.007 |
| 0.0300 | 0.0700 | 254 | 125 | 87.1% | 0.05 | 0.0374 | -0.008 | 20.5 | 5.30 | 5.65 | 74.0% | -0.95 | 0.0379 | -0.006 | ||
| 0.0300 | 0.0500 | 31 | 1,819 | 88.8% | 0.04 | 0.0314 | -0.007 | 21 | 5.90 | 6.10 | 6 | 773 | 91.0% | -0.96 | 0.0317 | -0.004 |
| 0 | 0.5400 | 23 | 142.4% | 0.03 | 0.0264 | -0.006 | 21.5 | 6.10 | 6.85 | 1 | 83.7% | -0.97 | 0.0270 | -0.003 | ||
| 0.0300 | 0.0400 | 90 | 1,537 | 96.4% | 0.03 | 0.0223 | -0.005 | 22 | 6.60 | 7.15 | 5 | 468 | -0.97 | 0.0235 | -0.002 | |
| 0.0100 | 0.1400 | 64 | 115.4% | 0.02 | 0.0190 | -0.005 | 22.5 | 7.10 | 7.85 | 1 | 92.9% | -0.98 | 0.0206 | -0.001 | ||
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 — Sep 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs