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AI options: IV rank, expected move and trade screens

C3.ai, Inc. · Technology

In the app, stock prices are live and options data is refreshed intraday.

AI last closed at $11.82 with 30-day implied volatility of 75.0%. That is in the lower half of its one-year range (IV rank 44), so premiums are on the modest side for AI. Measured by IV percentile, IV is higher than 60% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $2.46, or 20.8%.

The price is above both its 50-day (+4.0%) and 200-day (+17.9%) moving averages. It is 26.5% below its 52-week high and 52.3% above its 52-week low. The 14-day RSI of 51.2 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $0.59, about 5.0% of the price, a measure of a typical day's range.

Option volume at the close (84.8K contracts) was 3.2x its average, far busier than usual. A beta of 1.90 means AI has tended to move about 1.9 times as much as the broad market. 5 of our preset screens found trades on AI at the close, led by Bull Call Spreads on High-Beta Names with 60 trades.

AI stats at the close

Price
$11.82
Market cap $1.83B
Implied volatility
75.0%
30-day, at the money
IV rank
44
IV sits 44% of the way from its one-year low to its one-year high.
IV percentile
60
IV is higher than 60% of the past year's readings.
ATR (14-day)
$0.59
5.0% of the price on a typical day
RSI (14-day)
51.2
Between 30 and 70, neutral
52-week range
-26.5% from high
+52.3% from the 52-week low
Moving averages
+4.0% vs 50-day
+17.9% vs the 200-day
Beta
1.90
Sensitivity to the broad market
Option volume
3.2x avg
84.8K contracts vs 26.3K average

AI expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

ExpirationIVExpected move1 SD rangeStraddle
Nov 20, 20267 days57.6%±$0.94 (8.0%)$10.88 to $12.76$0.77
Dec 11, 202628 days75.2%±$2.46 (20.8%)$9.36 to $14.28$1.98
Jan 15, 202763 days67.6%±$3.32 (28.1%)$8.50 to $15.14$2.75

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for AI from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

AI options FAQ

What is AI's IV rank?
At the last close, AI's IV rank was 44 with 30-day implied volatility of 75.0%. IV sits 44% of the way from its one-year low to its one-year high. Its IV percentile was 60: IV is higher than 60% of the past year's readings.
What is the expected move for AI?
Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $2.46 (20.8%), a range of $9.36 to $14.28. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on AI?
At the last close, these OptionClaws preset screens had passing trades on AI: Bull Call Spreads on High-Beta Names (60), Long Call Butterflies for Pinning (36), Unusual Call Volume (2), Fresh Money Flow: Calls (2), Married Put Protection (1). Open a screen in the app to see the individual trades, refreshed intraday.
Is AI option volume above average?
At the last close, AI option volume was 3.2x its average, far busier than usual.

Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.