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C3.ai, Inc. AI

i

Market dataready · fetched 2026-11-07T02:45:30.509Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:44:33.550434302Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-07T02:45:29.873669+00:00

Share price$11.63
1D+1.6%
AH$11.22$11.43$11.65$11.86$12.075:30 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$0.68$1.30$1.93$2.56$9.81$10.70$11.58$12.46$13.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AI spot · $11.63AI PRICE$0.12$0.16$0.20$0.25$0.29$0.36$0.42$0.48$0.57$0.66$0.76$0.91$1.18$0.13$0.17$0.22$0.27$0.31$0.37$0.43$0.49$0.56$0.64$0.75$2.38
Puts——
CallsCheap0.80×
Skew——
Implied moveBalanced±$0.85
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.6767.4%9.9%10.7569.8%8.7%
25Δ12.4667.6%8.5%10.9668.3%7.2%
30Δ12.2967.4%7.4%11.1267.0%6.3%
35Δ12.1367.2%6.4%11.2765.6%5.4%
40Δ11.9767.0%5.4%11.4264.3%4.5%
45Δ11.8367.2%4.8%11.5563.1%3.8%
50Δ11.6967.4%4.1%11.6862.1%3.3%
55Δ11.5567.6%3.5%11.8061.1%2.8%
60Δ11.4168.2%2.9%11.9360.1%2.2%
65Δ11.2669.0%2.5%12.0659.4%1.8%
70Δ11.1169.8%2.0%12.2159.3%1.5%
75Δ10.9173.4%1.7%
80Δ10.6183.7%1.4%13.80132.7%1.8%

20Δ

Calls
Pseudo strike
12.67
IV
67.4%
B/E move
9.9%
Puts
Pseudo strike
10.75
IV
69.8%
B/E move
8.7%

25Δ

Calls
Pseudo strike
12.46
IV
67.6%
B/E move
8.5%
Puts
Pseudo strike
10.96
IV
68.3%
B/E move
7.2%

30Δ

Calls
Pseudo strike
12.29
IV
67.4%
B/E move
7.4%
Puts
Pseudo strike
11.12
IV
67.0%
B/E move
6.3%

35Δ

Calls
Pseudo strike
12.13
IV
67.2%
B/E move
6.4%
Puts
Pseudo strike
11.27
IV
65.6%
B/E move
5.4%

40Δ

Calls
Pseudo strike
11.97
IV
67.0%
B/E move
5.4%
Puts
Pseudo strike
11.42
IV
64.3%
B/E move
4.5%

45Δ

Calls
Pseudo strike
11.83
IV
67.2%
B/E move
4.8%
Puts
Pseudo strike
11.55
IV
63.1%
B/E move
3.8%

50Δ

Calls
Pseudo strike
11.69
IV
67.4%
B/E move
4.1%
Puts
Pseudo strike
11.68
IV
62.1%
B/E move
3.3%

55Δ

Calls
Pseudo strike
11.55
IV
67.6%
B/E move
3.5%
Puts
Pseudo strike
11.80
IV
61.1%
B/E move
2.8%

60Δ

Calls
Pseudo strike
11.41
IV
68.2%
B/E move
2.9%
Puts
Pseudo strike
11.93
IV
60.1%
B/E move
2.2%

65Δ

Calls
Pseudo strike
11.26
IV
69.0%
B/E move
2.5%
Puts
Pseudo strike
12.06
IV
59.4%
B/E move
1.8%

70Δ

Calls
Pseudo strike
11.11
IV
69.8%
B/E move
2.0%
Puts
Pseudo strike
12.21
IV
59.3%
B/E move
1.5%

75Δ

Calls
Pseudo strike
10.91
IV
73.4%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.61
IV
83.7%
B/E move
1.4%
Puts
Pseudo strike
13.80
IV
132.7%
B/E move
1.8%

Options history

IV · four-Friday blend59.65%
Daily close
AI40.6%93.7%146.9%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 10Sep 21Oct 30
57 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%