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 ±18.5% (3.83–5.58) · ATM IV 70.3% · P/C open interest 0.13
| 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 | |
| 1.93 | 3.60 | 79 | 312.3% | 0.96 | 0.0466 | -0.002 | 2.5 | 0 | 0.7500 | 5 | 264.3% | -0.05 | 0.0468 | -0.002 | ||
| 1.44 | 3.85 | 3 | 346.7% | 0.93 | 0.0828 | -0.003 | 3 | 0 | 0.7500 | 209.3% | -0.08 | 0.0832 | -0.003 | |||
| 0.0100 | 2.15 | 0.88 | 0.1435 | -0.004 | 3.5 | 0 | 0.7100 | 1 | 158.1% | -0.13 | 0.1444 | -0.004 | ||||
| 0.1400 | 1.69 | 78.9% | 0.78 | 0.2356 | -0.005 | 4 | 0 | 0.7500 | 15 | 121.1% | -0.22 | 0.2376 | -0.005 | |||
| 0.0200 | 0.9300 | 117 | 56.0% | 0.64 | 0.3343 | -0.005 | 4.5 | 0.0400 | 0.7500 | 60 | 20 | 84.6% | -0.37 | 0.3385 | -0.005 | |
| 0.2000 | 0.4800 | 319 | 71.7% | 0.46 | 0.3621 | -0.006 | 5 | 0.5400 | 1.09 | 26 | 107.7% | -0.55 | 0.3691 | -0.006 | ||
| 0.2000 | 0.2500 | 42 | 485 | 77.5% | 0.32 | 0.3105 | -0.005 | 5.5 | 0.8700 | 1.14 | 1 | 20 | 75.7% | -0.69 | 0.3195 | -0.005 |
| 0.0800 | 0.1800 | 5 | 452 | 77.6% | 0.23 | 0.2433 | -0.005 | 6 | 0.3400 | 2.49 | 45 | 83.7% | -0.79 | 0.2530 | -0.005 | |
| 0.0500 | 0.1300 | 4 | 135 | 82.5% | 0.17 | 0.1887 | -0.004 | 6.5 | 1.20 | 2.23 | 46 | -0.85 | 0.1983 | -0.004 | ||
| 0.0100 | 0.1300 | 5 | 33 | 88.8% | 0.13 | 0.1484 | -0.004 | 7 | 1.29 | 2.81 | 56 | -0.89 | 0.1582 | -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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs