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C3.ai, Inc. AI

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-06T14:02:15.549Z

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 · 2026-11-06T13:52:39.325691232Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-06T14:02:14.568823+00:00

Share price$11.40
1D+0.0%
$11.39$11.40$11.40$11.40$11.415:30 AM6:30 AM9:00 AM1:00 PMAI
Sold putSold call

C3.ai, Inc. options

Live interpolated AI call and put midpoint premiums by absolute delta.C3.ai, Inc.$0.10$0.31$0.52$0.73$0.94$9.60$10.45$11.31$12.16$13.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive AI spot · $11.40AI PRICE$0.12$0.17$0.21$0.26$0.31$0.37$0.43$0.50$0.58$0.66$0.76$0.88$0.21$0.27$0.32$0.40$0.47$0.55$0.65$0.75$0.84
Puts——
Calls——
Skew——
Implied moveBearish±$0.98
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.5074.1%10.8%
25Δ12.3073.4%9.4%10.6282.1%8.6%
30Δ12.1072.7%8.0%10.8181.8%7.5%
35Δ11.9272.3%6.8%10.9981.4%6.4%
40Δ11.7772.1%6.0%11.1681.3%5.6%
45Δ11.6272.0%5.1%11.3281.2%4.9%
50Δ11.4771.8%4.3%11.4881.2%4.1%
55Δ11.3271.7%3.7%11.6580.6%3.5%
60Δ11.1871.5%3.1%11.8179.9%2.9%
65Δ11.0371.4%2.6%11.9779.2%2.4%
70Δ10.8771.4%2.1%
75Δ10.7171.5%1.7%
80Δ

20Δ

Calls
Pseudo strike
12.50
IV
74.1%
B/E move
10.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
12.30
IV
73.4%
B/E move
9.4%
Puts
Pseudo strike
10.62
IV
82.1%
B/E move
8.6%

30Δ

Calls
Pseudo strike
12.10
IV
72.7%
B/E move
8.0%
Puts
Pseudo strike
10.81
IV
81.8%
B/E move
7.5%

35Δ

Calls
Pseudo strike
11.92
IV
72.3%
B/E move
6.8%
Puts
Pseudo strike
10.99
IV
81.4%
B/E move
6.4%

40Δ

Calls
Pseudo strike
11.77
IV
72.1%
B/E move
6.0%
Puts
Pseudo strike
11.16
IV
81.3%
B/E move
5.6%

45Δ

Calls
Pseudo strike
11.62
IV
72.0%
B/E move
5.1%
Puts
Pseudo strike
11.32
IV
81.2%
B/E move
4.9%

50Δ

Calls
Pseudo strike
11.47
IV
71.8%
B/E move
4.3%
Puts
Pseudo strike
11.48
IV
81.2%
B/E move
4.1%

55Δ

Calls
Pseudo strike
11.32
IV
71.7%
B/E move
3.7%
Puts
Pseudo strike
11.65
IV
80.6%
B/E move
3.5%

60Δ

Calls
Pseudo strike
11.18
IV
71.5%
B/E move
3.1%
Puts
Pseudo strike
11.81
IV
79.9%
B/E move
2.9%

65Δ

Calls
Pseudo strike
11.03
IV
71.4%
B/E move
2.6%
Puts
Pseudo strike
11.97
IV
79.2%
B/E move
2.4%

70Δ

Calls
Pseudo strike
10.87
IV
71.4%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
10.71
IV
71.5%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

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%