SOUN option chain SoundHound AI, Inc.
Cboe delayed options data · as of 15:44 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 ±19.8% (3.77–5.63) · ATM IV 83.0% · P/C open interest 0.68
| 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 | |
| 2.08 | 3.15 | 290.2% | 0.97 | 0.0426 | -0.002 | 2.5 | 0 | 0.7500 | 291.1% | -0.04 | 0.0428 | -0.002 | ||||
| 1.61 | 2.31 | 1 | 180.6% | 0.94 | 0.0789 | -0.003 | 3 | 0 | 0.4000 | 17 | 175.4% | -0.07 | 0.0793 | -0.003 | ||
| 1.14 | 2.03 | 170.0% | 0.89 | 0.1432 | -0.004 | 3.5 | 0.0300 | 0.1600 | 100.0% | -0.12 | 0.1442 | -0.004 | ||||
| 0.7200 | 1.10 | 388 | 84.9% | 0.80 | 0.2466 | -0.005 | 4 | 0.1200 | 0.1400 | 3 | 531 | 76.9% | -0.21 | 0.2490 | -0.005 | |
| 0.5100 | 0.7500 | 20 | 90.6% | 0.64 | 0.3628 | -0.006 | 4.5 | 0.2800 | 0.3200 | 75.3% | -0.37 | 0.3680 | -0.006 | |||
| 0.2800 | 0.3300 | 47 | 2,835 | 72.4% | 0.45 | 0.3937 | -0.006 | 5 | 0.5600 | 0.6200 | 2 | 4,021 | 78.4% | -0.56 | 0.4027 | -0.006 |
| 0.1600 | 0.1800 | 7 | 74.1% | 0.30 | 0.3281 | -0.006 | 5.5 | 0.8500 | 1.12 | 6 | 86.6% | -0.72 | 0.3393 | -0.006 | ||
| 0.1100 | 0.1200 | 277 | 4,818 | 81.5% | 0.20 | 0.2475 | -0.005 | 6 | 1.23 | 1.58 | 2 | 5,063 | 89.9% | -0.82 | 0.2592 | -0.005 |
| 0 | 0.1000 | 77.2% | 0.14 | 0.1846 | -0.004 | 6.5 | 1.63 | 2.04 | 1 | 85.7% | -0.88 | 0.1964 | -0.004 | |||
| 0.0500 | 0.0600 | 46 | 5,511 | 91.9% | 0.11 | 0.1399 | -0.004 | 7 | 2.16 | 2.53 | 794 | 103.1% | -0.92 | 0.1519 | -0.004 | |
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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs