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C3 Ai Inc AI

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-15T21:01:44.978Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:47:18.793140967Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T20:51:44.287446+00:00

Share price$12.14
1D+7.4%
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$1.22$2.43$3.65$4.87$10.50$11.14$11.78$12.42$13.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $12.14OPTION PRICELive AI spot · $12.14AI PRICE$0.07$0.07$0.09$0.11$0.14$0.16$0.18$0.20$0.23$0.26$0.34$0.42$0.50$0.06$0.07$0.09$0.10$0.29$0.53$0.76$1.00$1.24$1.47$1.71$3.36$4.51
PutsExpensive3.03×
CallsCheap0.67×
SkewBearish+151.02 pp
Implied moveBearish±$0.95
TiltBearish69.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.14134.7%8.8%11.6585.7%4.5%
25Δ12.4567.2%3.1%11.7679.6%3.7%
30Δ12.4067.0%2.9%11.8773.4%3.0%
35Δ12.3466.8%2.6%11.9867.3%2.2%
40Δ12.2866.5%2.3%12.1797.0%2.1%
45Δ12.2266.3%2.0%12.39136.6%2.3%
50Δ12.1666.1%1.7%12.61176.3%2.4%
55Δ12.1065.8%1.4%12.83215.9%2.5%
60Δ12.0565.6%1.1%13.05255.5%2.7%
65Δ11.9866.0%0.8%13.27295.2%2.8%
70Δ11.8968.9%0.7%13.49334.8%3.0%
75Δ11.7971.9%0.6%15.09516.1%3.4%
80Δ11.7074.9%0.5%16.30577.5%2.9%

20Δ

Calls
Pseudo strike
13.14
IV
134.7%
B/E move
8.8%
Puts
Pseudo strike
11.65
IV
85.7%
B/E move
4.5%

25Δ

Calls
Pseudo strike
12.45
IV
67.2%
B/E move
3.1%
Puts
Pseudo strike
11.76
IV
79.6%
B/E move
3.7%

30Δ

Calls
Pseudo strike
12.40
IV
67.0%
B/E move
2.9%
Puts
Pseudo strike
11.87
IV
73.4%
B/E move
3.0%

35Δ

Calls
Pseudo strike
12.34
IV
66.8%
B/E move
2.6%
Puts
Pseudo strike
11.98
IV
67.3%
B/E move
2.2%

40Δ

Calls
Pseudo strike
12.28
IV
66.5%
B/E move
2.3%
Puts
Pseudo strike
12.17
IV
97.0%
B/E move
2.1%

45Δ

Calls
Pseudo strike
12.22
IV
66.3%
B/E move
2.0%
Puts
Pseudo strike
12.39
IV
136.6%
B/E move
2.3%

50Δ

Calls
Pseudo strike
12.16
IV
66.1%
B/E move
1.7%
Puts
Pseudo strike
12.61
IV
176.3%
B/E move
2.4%

55Δ

Calls
Pseudo strike
12.10
IV
65.8%
B/E move
1.4%
Puts
Pseudo strike
12.83
IV
215.9%
B/E move
2.5%

60Δ

Calls
Pseudo strike
12.05
IV
65.6%
B/E move
1.1%
Puts
Pseudo strike
13.05
IV
255.5%
B/E move
2.7%

65Δ

Calls
Pseudo strike
11.98
IV
66.0%
B/E move
0.8%
Puts
Pseudo strike
13.27
IV
295.2%
B/E move
2.8%

70Δ

Calls
Pseudo strike
11.89
IV
68.9%
B/E move
0.7%
Puts
Pseudo strike
13.49
IV
334.8%
B/E move
3.0%

75Δ

Calls
Pseudo strike
11.79
IV
71.9%
B/E move
0.6%
Puts
Pseudo strike
15.09
IV
516.1%
B/E move
3.4%

80Δ

Calls
Pseudo strike
11.70
IV
74.9%
B/E move
0.5%
Puts
Pseudo strike
16.30
IV
577.5%
B/E move
2.9%