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 ±10.3% (4.22–5.19) · ATM IV 70.3% · P/C open interest 0.22
| 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 | |
| 1.95 | 4.00 | 4 | 715.7% | 0.98 | 0.0320 | -0.003 | 2.5 | 0 | 0.8100 | 32 | 507.9% | -0.02 | 0.0321 | -0.003 | ||
| 1.44 | 3.80 | 35 | 645.0% | 0.96 | 0.0630 | -0.004 | 3 | 0 | 0.7500 | 36 | 387.2% | -0.04 | 0.0631 | -0.004 | ||
| 0.9600 | 2.89 | 17 | 440.5% | 0.93 | 0.1304 | -0.006 | 3.5 | 0 | 1.75 | 16 | 506.4% | -0.07 | 0.1307 | -0.006 | ||
| 0.5800 | 1.08 | 52 | 121.8% | 0.86 | 0.2879 | -0.008 | 4 | 0 | 0.0800 | 20 | 82.3% | -0.14 | 0.2889 | -0.008 | ||
| 0.3100 | 0.4100 | 4 | 154 | 74.0% | 0.67 | 0.6146 | -0.010 | 4.5 | 0.1100 | 0.1400 | 847 | 66.6% | -0.33 | 0.6180 | -0.010 | |
| 0.1000 | 0.1100 | 474 | 1,420 | 64.5% | 0.32 | 0.6672 | -0.009 | 5 | 0.3000 | 0.7100 | 2 | 545 | 100.8% | -0.68 | 0.6716 | -0.009 |
| 0.0300 | 0.0400 | 462 | 1,981 | 72.3% | 0.13 | 0.3493 | -0.006 | 5.5 | 0.5400 | 0.9000 | 659 | -0.87 | 0.3542 | -0.006 | ||
| 0.0100 | 0.0200 | 42 | 4,836 | 82.4% | 0.07 | 0.1776 | -0.004 | 6 | 1.21 | 1.47 | 7 | 779 | 110.1% | -0.94 | 0.1825 | -0.004 |
| 0 | 0.0100 | 17 | 1,829 | 86.3% | 0.04 | 0.0991 | -0.003 | 6.5 | 1.64 | 1.99 | 2 | 262 | 114.9% | -0.97 | 0.1040 | -0.003 |
| 0 | 0.0100 | 40 | 1,896 | 102.6% | 0.02 | 0.0600 | -0.002 | 7 | 2.14 | 2.80 | 151 | 224.1% | -0.98 | 0.0643 | -0.002 | |
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 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs