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C3 Ai Inc AI

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-16T00:17:20.942Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:53:47.520215224Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T00:17:20.211981+00:00

Share price$12.13
1D+7.3%
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$0.01$2.12$4.22$6.33$8.43$8.42$10.12$11.83$13.54$15.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AI spot · $12.13AI PRICE$0.24$0.32$0.40$0.49$0.57$0.65$0.80$1.02$1.24$1.46$1.68$1.90$2.12$0.32$0.43$0.54$0.65$0.76$0.87$0.98$1.44$2.21$2.99$4.49$6.61$7.83
PutsExpensive1.36×
CallsCheap0.90×
SkewBearish+22.37 pp
Implied moveBearish±$1.79
TiltBearish40.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.6158.1%22.4%10.4460.1%16.5%
25Δ14.2257.4%19.9%10.7659.5%14.8%
30Δ13.8456.7%17.4%11.0858.9%13.1%
35Δ13.4556.0%14.9%11.4058.3%11.4%
40Δ13.0655.3%12.4%11.7157.7%9.7%
45Δ12.6854.7%9.9%12.0357.1%8.0%
50Δ12.3255.1%8.2%12.3556.5%6.3%
55Δ12.0056.5%7.3%12.9164.0%5.4%
60Δ11.6758.0%6.5%13.6978.9%5.3%
65Δ11.3559.4%5.6%14.4893.8%5.3%
70Δ11.0260.8%4.7%15.98118.3%5.3%
75Δ10.6962.2%3.8%18.17140.8%4.7%
80Δ10.3763.7%3.0%19.55140.8%3.4%

20Δ

Calls
Pseudo strike
14.61
IV
58.1%
B/E move
22.4%
Puts
Pseudo strike
10.44
IV
60.1%
B/E move
16.5%

25Δ

Calls
Pseudo strike
14.22
IV
57.4%
B/E move
19.9%
Puts
Pseudo strike
10.76
IV
59.5%
B/E move
14.8%

30Δ

Calls
Pseudo strike
13.84
IV
56.7%
B/E move
17.4%
Puts
Pseudo strike
11.08
IV
58.9%
B/E move
13.1%

35Δ

Calls
Pseudo strike
13.45
IV
56.0%
B/E move
14.9%
Puts
Pseudo strike
11.40
IV
58.3%
B/E move
11.4%

40Δ

Calls
Pseudo strike
13.06
IV
55.3%
B/E move
12.4%
Puts
Pseudo strike
11.71
IV
57.7%
B/E move
9.7%

45Δ

Calls
Pseudo strike
12.68
IV
54.7%
B/E move
9.9%
Puts
Pseudo strike
12.03
IV
57.1%
B/E move
8.0%

50Δ

Calls
Pseudo strike
12.32
IV
55.1%
B/E move
8.2%
Puts
Pseudo strike
12.35
IV
56.5%
B/E move
6.3%

55Δ

Calls
Pseudo strike
12.00
IV
56.5%
B/E move
7.3%
Puts
Pseudo strike
12.91
IV
64.0%
B/E move
5.4%

60Δ

Calls
Pseudo strike
11.67
IV
58.0%
B/E move
6.5%
Puts
Pseudo strike
13.69
IV
78.9%
B/E move
5.3%

65Δ

Calls
Pseudo strike
11.35
IV
59.4%
B/E move
5.6%
Puts
Pseudo strike
14.48
IV
93.8%
B/E move
5.3%

70Δ

Calls
Pseudo strike
11.02
IV
60.8%
B/E move
4.7%
Puts
Pseudo strike
15.98
IV
118.3%
B/E move
5.3%

75Δ

Calls
Pseudo strike
10.69
IV
62.2%
B/E move
3.8%
Puts
Pseudo strike
18.17
IV
140.8%
B/E move
4.7%

80Δ

Calls
Pseudo strike
10.37
IV
63.7%
B/E move
3.0%
Puts
Pseudo strike
19.55
IV
140.8%
B/E move
3.4%