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 ±26.8% (3.44–5.96) · ATM IV 129.1% · P/C open interest 0.51
| 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 | 2.74 | 1 | 175 | 208.4% | 0.97 | 0.0422 | -0.003 | 2.5 | 0 | 0.9500 | 6 | 367.7% | -0.04 | 0.0424 | -0.003 | |
| 1.45 | 3.85 | 433.5% | 0.94 | 0.0780 | -0.003 | 3 | 0 | 0.8900 | 5 | 283.1% | -0.06 | 0.0783 | -0.004 | |||
| 0.9500 | 3.35 | 350.1% | 0.90 | 0.1435 | -0.005 | 3.5 | 0 | 0.9500 | 5 | 230.1% | -0.11 | 0.1444 | -0.005 | |||
| 0.2700 | 1.34 | 8 | 65.9% | 0.80 | 0.2552 | -0.006 | 4 | 0 | 0.1600 | 424 | 71.0% | -0.20 | 0.2573 | -0.006 | ||
| 0.4000 | 1.04 | 89 | 122.8% | 0.64 | 0.3880 | -0.007 | 4.5 | 0.1800 | 0.9000 | 441 | 135.5% | -0.36 | 0.3925 | -0.007 | ||
| 0.2300 | 0.3100 | 199 | 514 | 75.6% | 0.44 | 0.4180 | -0.007 | 5 | 0.5000 | 0.8600 | 813 | 105.9% | -0.57 | 0.4258 | -0.007 | |
| 0.1500 | 0.1600 | 146 | 613 | 80.8% | 0.28 | 0.3366 | -0.007 | 5.5 | 0.2600 | 1.41 | 167 | 57.7% | -0.73 | 0.3457 | -0.007 | |
| 0.0600 | 0.1200 | 10 | 551 | 85.2% | 0.18 | 0.2456 | -0.006 | 6 | 1.28 | 1.52 | 1 | 67 | 98.6% | -0.83 | 0.2550 | -0.006 |
| 0 | 0.1000 | 910 | 87.6% | 0.13 | 0.1782 | -0.005 | 6.5 | 0.9700 | 2.51 | 11 | -0.89 | 0.1874 | -0.005 | |||
| 0.0200 | 0.0600 | 599 | 96.9% | 0.09 | 0.1317 | -0.004 | 7 | 1.64 | 3.05 | 6 | 114.1% | -0.93 | 0.1406 | -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 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs