IntraAlpha
Create free account Start free

C3 Ai Inc AI

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-10-15T20:33:16.192Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:20:06.160544039Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T20:33:14.885261+00:00

Share price$12.05
1D+6.6%
AH$11.23$11.49$11.76$12.02$12.295:30 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$0.00$0.97$1.93$2.90$3.86$10.75$11.30$11.85$12.40$12.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $12.05OPTION PRICELive AI spot · $12.05AI PRICE$0.06$0.08$0.11$0.14$0.17$0.19$0.22$0.25$0.35$0.44$0.54$0.63$0.81$0.05$0.06$0.08$0.09$0.10$0.20$0.46$0.72$0.98$1.24$1.50$2.95$3.58
PutsExpensive2.13×
CallsCheap0.87×
SkewBearish+78.71 pp
Implied moveBearish±$0.68
TiltBearish50.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.4977.8%4.1%11.6078.6%4.2%
25Δ12.4279.2%3.7%11.6972.7%3.6%
30Δ12.3580.5%3.4%11.7766.9%2.9%
35Δ12.2881.8%3.0%11.8661.0%2.3%
40Δ12.2083.1%2.7%11.9555.1%1.7%
45Δ12.1384.4%2.3%12.0966.2%1.3%
50Δ12.0685.8%1.9%12.33106.6%1.5%
55Δ11.9987.7%1.6%12.57147.0%1.7%
60Δ11.8897.1%1.5%12.81187.5%1.8%
65Δ11.77106.5%1.3%13.06227.9%2.0%
70Δ11.65115.8%1.2%13.30268.3%2.1%
75Δ11.54125.2%1.0%14.63447.7%3.1%
80Δ11.34139.4%0.8%15.33482.1%2.5%

20Δ

Calls
Pseudo strike
12.49
IV
77.8%
B/E move
4.1%
Puts
Pseudo strike
11.60
IV
78.6%
B/E move
4.2%

25Δ

Calls
Pseudo strike
12.42
IV
79.2%
B/E move
3.7%
Puts
Pseudo strike
11.69
IV
72.7%
B/E move
3.6%

30Δ

Calls
Pseudo strike
12.35
IV
80.5%
B/E move
3.4%
Puts
Pseudo strike
11.77
IV
66.9%
B/E move
2.9%

35Δ

Calls
Pseudo strike
12.28
IV
81.8%
B/E move
3.0%
Puts
Pseudo strike
11.86
IV
61.0%
B/E move
2.3%

40Δ

Calls
Pseudo strike
12.20
IV
83.1%
B/E move
2.7%
Puts
Pseudo strike
11.95
IV
55.1%
B/E move
1.7%

45Δ

Calls
Pseudo strike
12.13
IV
84.4%
B/E move
2.3%
Puts
Pseudo strike
12.09
IV
66.2%
B/E move
1.3%

50Δ

Calls
Pseudo strike
12.06
IV
85.8%
B/E move
1.9%
Puts
Pseudo strike
12.33
IV
106.6%
B/E move
1.5%

55Δ

Calls
Pseudo strike
11.99
IV
87.7%
B/E move
1.6%
Puts
Pseudo strike
12.57
IV
147.0%
B/E move
1.7%

60Δ

Calls
Pseudo strike
11.88
IV
97.1%
B/E move
1.5%
Puts
Pseudo strike
12.81
IV
187.5%
B/E move
1.8%

65Δ

Calls
Pseudo strike
11.77
IV
106.5%
B/E move
1.3%
Puts
Pseudo strike
13.06
IV
227.9%
B/E move
2.0%

70Δ

Calls
Pseudo strike
11.65
IV
115.8%
B/E move
1.2%
Puts
Pseudo strike
13.30
IV
268.3%
B/E move
2.1%

75Δ

Calls
Pseudo strike
11.54
IV
125.2%
B/E move
1.0%
Puts
Pseudo strike
14.63
IV
447.7%
B/E move
3.1%

80Δ

Calls
Pseudo strike
11.34
IV
139.4%
B/E move
0.8%
Puts
Pseudo strike
15.33
IV
482.1%
B/E move
2.5%