SOUN option chain SoundHound AI, 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 ±15.6% (5.75–7.88) · ATM IV 66.8% · P/C open interest 0.52
| 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 | 5.40 | 20 | 394.3% | 0.99 | 0.0220 | -0.002 | 3.5 | 0 | 0.4400 | 1 | 217.8% | -0.02 | 0.0188 | -0.002 | ||
| 2.43 | 3.30 | 30 | 145.4% | 0.97 | 0.0348 | -0.002 | 4 | 0 | 0.6500 | 211.0% | -0.03 | 0.0314 | -0.002 | |||
| 1.93 | 4.40 | 295.4% | 0.96 | 0.0563 | -0.003 | 4.5 | 0 | 2.14 | 1 | 327.0% | -0.04 | 0.0533 | -0.003 | |||
| 1.44 | 2.59 | 130.6% | 0.93 | 0.0948 | -0.004 | 5 | 0 | 0.2700 | 94 | 102.8% | -0.07 | 0.0914 | -0.004 | |||
| 1.13 | 1.46 | 526 | 253 | 50.7% | 0.87 | 0.1583 | -0.005 | 5.5 | 0 | 0.1600 | 407 | 66.0% | -0.13 | 0.1545 | -0.005 | |
| 0.8100 | 1.18 | 33 | 12 | 72.9% | 0.77 | 0.2438 | -0.006 | 6 | 0.0800 | 0.1700 | 155 | 126 | 54.2% | -0.23 | 0.2404 | -0.006 |
| 0.6000 | 0.7200 | 16 | 139 | 68.6% | 0.62 | 0.3132 | -0.008 | 6.5 | 0.2500 | 0.4100 | 15 | 232 | 59.3% | -0.38 | 0.3106 | -0.008 |
| 0.3700 | 0.5000 | 78 | 115 | 69.6% | 0.46 | 0.3202 | -0.008 | 7 | 0.5600 | 0.7000 | 159 | 64.1% | -0.54 | 0.3184 | -0.008 | |
| 0.2300 | 0.3000 | 161 | 502 | 68.7% | 0.33 | 0.2777 | -0.008 | 7.5 | 0.7000 | 1.32 | 81 | 70.0% | -0.67 | 0.2767 | -0.008 | |
| 0.1300 | 0.2000 | 173 | 1,883 | 70.0% | 0.23 | 0.2224 | -0.007 | 8 | 1.15 | 1.53 | 21 | 171 | 59.2% | -0.76 | 0.2218 | -0.007 |
| 0.1000 | 0.1600 | 72 | 792 | 77.2% | 0.17 | 0.1727 | -0.006 | 8.5 | 1.71 | 2.24 | 5 | 46 | 97.2% | -0.83 | 0.1727 | -0.006 |
| 0.0600 | 0.0900 | 87 | 220 | 76.1% | 0.12 | 0.1332 | -0.005 | 9 | 1.86 | 2.64 | 1 | 140 | 56.2% | -0.87 | 0.1336 | -0.005 |
| 0.0500 | 0.1100 | 2 | 105 | 87.4% | 0.09 | 0.1030 | -0.004 | 9.5 | 2.63 | 2.85 | 6 | 698 | 58.6% | -0.90 | 0.1038 | -0.004 |
| 0.0100 | 0.0500 | 13 | 473 | 78.4% | 0.07 | 0.0802 | -0.004 | 10 | 3.10 | 3.35 | 13 | 215 | -0.93 | 0.0814 | -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 — Oct 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs