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C3.ai, Inc. AI

i

Market dataready · fetched 2026-11-04T04:14:26.084Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-04T00:50:03.078360688Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-04T04:14:25.678962+00:00

Share price$11.49
1D+0.6%
AH$11.20$11.30$11.41$11.51$11.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAI
Sold putSold callAH

C3.ai, Inc. options

Live interpolated AI call and put midpoint premiums by absolute delta.C3.ai, Inc.$0.05$0.32$0.59$0.86$1.13$10.60$10.99$11.39$11.78$12.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AI spot · $11.49AI PRICE$0.11$0.15$0.19$0.24$0.28$0.33$0.40$0.49$0.58$0.67$0.85$1.06$0.08$0.11$0.15$0.18$0.21$0.25$0.29$0.33$0.37$0.41$0.46$0.50
Puts——
Calls——
Skew——
Implied moveBullish±$0.61
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.9167.7%5.7%
25Δ12.0775.2%6.1%11.0467.1%4.8%
30Δ11.9475.4%5.3%11.1466.9%4.3%
35Δ11.8476.9%4.7%11.2366.7%3.8%
40Δ11.7378.4%4.2%11.3266.5%3.3%
45Δ11.6379.9%3.7%11.4266.4%2.8%
50Δ11.5281.5%3.1%11.5165.9%2.3%
55Δ11.4084.4%2.8%11.5963.6%2.0%
60Δ11.2787.8%2.4%11.6661.2%1.7%
65Δ11.1591.1%2.1%11.7458.9%1.4%
70Δ11.0294.5%1.7%11.8256.6%1.1%
75Δ10.81103.8%1.5%11.8954.2%0.8%
80Δ10.57114.4%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.91
IV
67.7%
B/E move
5.7%

25Δ

Calls
Pseudo strike
12.07
IV
75.2%
B/E move
6.1%
Puts
Pseudo strike
11.04
IV
67.1%
B/E move
4.8%

30Δ

Calls
Pseudo strike
11.94
IV
75.4%
B/E move
5.3%
Puts
Pseudo strike
11.14
IV
66.9%
B/E move
4.3%

35Δ

Calls
Pseudo strike
11.84
IV
76.9%
B/E move
4.7%
Puts
Pseudo strike
11.23
IV
66.7%
B/E move
3.8%

40Δ

Calls
Pseudo strike
11.73
IV
78.4%
B/E move
4.2%
Puts
Pseudo strike
11.32
IV
66.5%
B/E move
3.3%

45Δ

Calls
Pseudo strike
11.63
IV
79.9%
B/E move
3.7%
Puts
Pseudo strike
11.42
IV
66.4%
B/E move
2.8%

50Δ

Calls
Pseudo strike
11.52
IV
81.5%
B/E move
3.1%
Puts
Pseudo strike
11.51
IV
65.9%
B/E move
2.3%

55Δ

Calls
Pseudo strike
11.40
IV
84.4%
B/E move
2.8%
Puts
Pseudo strike
11.59
IV
63.6%
B/E move
2.0%

60Δ

Calls
Pseudo strike
11.27
IV
87.8%
B/E move
2.4%
Puts
Pseudo strike
11.66
IV
61.2%
B/E move
1.7%

65Δ

Calls
Pseudo strike
11.15
IV
91.1%
B/E move
2.1%
Puts
Pseudo strike
11.74
IV
58.9%
B/E move
1.4%

70Δ

Calls
Pseudo strike
11.02
IV
94.5%
B/E move
1.7%
Puts
Pseudo strike
11.82
IV
56.6%
B/E move
1.1%

75Δ

Calls
Pseudo strike
10.81
IV
103.8%
B/E move
1.5%
Puts
Pseudo strike
11.89
IV
54.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
10.57
IV
114.4%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend59.65%
Daily close
AI40.6%93.7%146.9%2026-08-05: 67.84%2026-08-07: 63.35%2026-08-10: 63.92%2026-08-11: 92.33%2026-08-12: 92.74%2026-08-13: 84.73%2026-08-14: 64.85%2026-08-17: 70.65%2026-08-18: 70.40%2026-08-19: 72.66%2026-08-21: 81.64%2026-08-24: 107.85%2026-08-25: 89.19%2026-08-26: 138.55%2026-08-27: 95.88%2026-08-28: 98.01%2026-08-31: 108.17%2026-09-01: 118.35%2026-09-02: 134.25%2026-09-03: 67.64%2026-09-04: 53.36%2026-09-08: 64.59%2026-09-09: 62.81%2026-09-10: 61.06%2026-09-11: 54.47%2026-09-14: 59.50%2026-09-15: 59.26%2026-09-16: 83.93%2026-09-17: 139.55%2026-09-18: 58.20%2026-09-21: 59.36%2026-09-22: 59.43%2026-09-23: 59.39%2026-09-25: 55.43%2026-09-28: 56.04%2026-09-29: 57.16%2026-09-30: 58.18%2026-10-01: 77.10%2026-10-02: 53.56%2026-10-05: 53.61%2026-10-06: 53.85%2026-10-07: 102.44%2026-10-08: 57.40%2026-10-09: 47.89%2026-10-12: 53.33%2026-10-13: 55.27%2026-10-14: 57.70%2026-10-15: 71.31%2026-10-16: 60.16%2026-10-19: 58.25%2026-10-20: 58.49%2026-10-21: 54.97%2026-10-22: 64.22%2026-10-23: 54.14%2026-10-26: 61.14%2026-10-27: 58.02%2026-10-28: 64.06%2026-10-29: 60.47%2026-10-30: 59.65%Aug 5Sep 18Oct 30
59 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
67.84%
63.35%
63.92%
92.33%
92.74%
84.73%
64.85%
70.65%
70.40%
72.66%
81.64%
107.85%
89.19%
138.55%
95.88%
98.01%
108.17%
118.35%
134.25%
67.64%
53.36%
64.59%
62.81%
61.06%
54.47%
59.50%
59.26%
83.93%
139.55%
58.20%
59.36%
59.43%
59.39%
55.43%
56.04%
57.16%
58.18%
77.10%
53.56%
53.61%
53.85%
102.44%
57.40%
47.89%
53.33%
55.27%
57.70%
71.31%
60.16%
58.25%
58.49%
54.97%
64.22%
54.14%
61.14%
58.02%
64.06%
60.47%
59.65%