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 ±14.2% (4.04–5.38) · ATM IV 78.1% · P/C open interest 0.50
| 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 | 2.52 | 173 | 138.4% | 0.98 | 0.0370 | -0.003 | 2.5 | 0 | 0.7500 | 2 | 385.5% | -0.03 | 0.0371 | -0.003 | ||
| 1.44 | 3.80 | 1 | 500.5% | 0.95 | 0.0716 | -0.004 | 3 | 0 | 2.14 | 4 | 568.7% | -0.05 | 0.0718 | -0.004 | ||
| 0.9500 | 2.34 | 2 | 250.3% | 0.91 | 0.1404 | -0.005 | 3.5 | 0 | 0.5400 | 4 | 200.7% | -0.09 | 0.1411 | -0.005 | ||
| 0.7200 | 2.07 | 31 | 257.7% | 0.82 | 0.2693 | -0.007 | 4 | 0.0500 | 0.3000 | 39 | 115.8% | -0.18 | 0.2711 | -0.007 | ||
| 0.4000 | 0.5000 | 34 | 259 | 78.0% | 0.65 | 0.4316 | -0.009 | 4.5 | 0.1700 | 0.2700 | 1 | 239 | 78.3% | -0.36 | 0.4359 | -0.009 |
| 0.2200 | 0.2600 | 45 | 1,083 | 82.5% | 0.42 | 0.4570 | -0.009 | 5 | 0.4200 | 0.6600 | 807 | 89.9% | -0.59 | 0.4640 | -0.009 | |
| 0.1100 | 0.1500 | 28 | 688 | 88.5% | 0.25 | 0.3488 | -0.008 | 5.5 | 0.6500 | 1.03 | 1 | 849 | 67.9% | -0.76 | 0.3561 | -0.008 |
| 0.0700 | 0.0800 | 69 | 1,369 | 95.0% | 0.16 | 0.2403 | -0.006 | 6 | 1.05 | 1.62 | 717 | 88.9% | -0.86 | 0.2479 | -0.006 | |
| 0.0400 | 0.0500 | 22 | 766 | 100.9% | 0.10 | 0.1646 | -0.005 | 6.5 | 1.49 | 2.15 | 115 | 100.1% | -0.91 | 0.1720 | -0.005 | |
| 0.0200 | 0.0400 | 7 | 690 | 107.6% | 0.07 | 0.1150 | -0.004 | 7 | 2.16 | 3.40 | 58 | 266.2% | -0.95 | 0.1229 | -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 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs