SOUN option chain SoundHound AI, Inc.
Cboe delayed options data · as of 09:38 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 ±10.6% (6.09–7.53) · ATM IV 50.6% · P/C open interest 0.45
| 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 | |
| 2.86 | 3.75 | 10 | 1 | 158.7% | 0.99 | 0.0185 | -0.002 | 3.5 | 0 | 0.2300 | 9 | 204.8% | -0.01 | 0.0157 | -0.002 | |
| 2.61 | 4.85 | 20 | 1 | 408.7% | 0.98 | 0.0290 | -0.002 | 4 | 0 | 0.4400 | 208.7% | -0.02 | 0.0266 | -0.002 | ||
| 1.93 | 4.10 | 302.2% | 0.97 | 0.0485 | -0.002 | 4.5 | 0 | 0.2400 | 2 | 141.4% | -0.03 | 0.0464 | -0.003 | |||
| 1.55 | 2.25 | 2 | 29 | 117.2% | 0.94 | 0.0856 | -0.003 | 5 | 0 | 0.4500 | 23 | 141.8% | -0.06 | 0.0834 | -0.004 | |
| 0.9500 | 1.64 | 102 | 55.9% | 0.89 | 0.1537 | -0.005 | 5.5 | 0.0300 | 0.0700 | 10 | 304 | 65.8% | -0.11 | 0.1512 | -0.005 | |
| 0.7000 | 1.00 | 3 | 15 | 52.5% | 0.79 | 0.2593 | -0.007 | 6 | 0.1100 | 0.1400 | 29 | 643 | 62.1% | -0.21 | 0.2569 | -0.007 |
| 0.4600 | 0.6800 | 44 | 904 | 63.7% | 0.63 | 0.3573 | -0.009 | 6.5 | 0.2100 | 0.3100 | 17 | 981 | 57.2% | -0.37 | 0.3555 | -0.009 |
| 0.0500 | 0.4000 | 78 | 393 | 47.6% | 0.45 | 0.3672 | -0.009 | 7 | 0.3700 | 0.6200 | 7 | 229 | 53.5% | -0.55 | 0.3662 | -0.009 |
| 0.1800 | 0.2300 | 164 | 1,810 | 68.2% | 0.30 | 0.3051 | -0.009 | 7.5 | 0.8400 | 0.9600 | 1 | 81 | 62.2% | -0.70 | 0.3047 | -0.008 |
| 0.1200 | 0.1300 | 66 | 2,803 | 71.6% | 0.20 | 0.2301 | -0.007 | 8 | 0.9400 | 1.42 | 486 | -0.80 | 0.2302 | -0.007 | ||
| 0.0600 | 0.0900 | 14 | 610 | 74.2% | 0.13 | 0.1679 | -0.006 | 8.5 | 1.60 | 1.85 | 47 | 238 | -0.86 | 0.1685 | -0.006 | |
| 0.0500 | 0.0700 | 70 | 849 | 81.8% | 0.09 | 0.1219 | -0.005 | 9 | 1.67 | 2.75 | 2 | 88 | -0.91 | 0.1229 | -0.004 | |
| 0.0200 | 0.0600 | 6 | 220 | 84.8% | 0.06 | 0.0889 | -0.004 | 9.5 | 2.66 | 2.82 | 18 | 563 | 70.4% | -0.93 | 0.0902 | -0.004 |
| 0.0200 | 0.0400 | 4 | 664 | 89.3% | 0.05 | 0.0655 | -0.003 | 10 | 3.10 | 3.35 | 10 | 153 | -0.95 | 0.0670 | -0.003 | |
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 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs