What is AI's IV rank?

At the close on Sep 28, 2026, AI's IV rank was 12 with 30-day implied volatility of 55.1%. IV sits 12% of the way from its one-year low to its one-year high. Its IV percentile was 7: IV is higher than 7% of the past year's readings.

What is the expected move for AI?

Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $1.70 (16.3%), a range of $8.71 to $12.11. 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 close on Sep 28, 2026, these OptionClaws preset screens had passing trades on AI: Bull Call Spreads on High-Beta Names (52), Bear Put Spreads Below the 200-Day (42), Long Call Butterflies for Pinning (20), Married Put Protection (3), Iron Condor, 2-ATR Profit Zone (1). Open a screen in the app to see the individual trades, refreshed intraday.

Is AI option volume above average?

On Sep 28, 2026, AI option volume was 0.2x its average, much quieter than usual.

AI options: IV rank, expected move and trade screens

C3.ai, Inc. · Technology

As of the close on Sep 28, 2026. In the app, data is refreshed intraday.

AI closed at $10.41 on Sep 28, 2026 with 30-day implied volatility of 55.1%. That is near the bottom of its one-year range (IV rank 12), so options on AI are cheap compared with its own recent history. Measured by IV percentile, IV is higher than 7% of the past year's readings. Options expiring Oct 30 (32 days out) price a one standard deviation move of about $1.70, or 16.3%.

The price is above its 50-day moving average (+4.6%) but still below its 200-day (-0.2%). It is 47.0% below its 52-week high and 34.1% above its 52-week low. The 14-day RSI of 49.2 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $0.50, about 4.8% of the price, a measure of a typical day's range.

Option volume at the close (9.43K contracts) was 0.2x its average, much quieter than usual. A beta of 2.23 means AI has tended to move about 2.2 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 52 trades.

AI stats at the close

Price: $10.41; Market cap $1.61B
Implied volatility: 55.1%; 30-day, at the money
IV rank: 12; IV sits 12% of the way from its one-year low to its one-year high.
IV percentile: 7; IV is higher than 7% of the past year's readings.
ATR (14-day): $0.50; 4.8% of the price on a typical day
RSI (14-day): 49.2; Between 30 and 70, neutral
52-week range: -47.0% from high; +34.1% from the 52-week low
Moving averages: +4.6% vs 50-day; -0.2% vs the 200-day
Beta: 2.23; Sensitivity to the broad market
Option volume: 0.2x avg; 9.43K contracts vs 43.8K 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.

Expiration	IV	Expected move	1 SD range	Straddle
Oct 2, 20264 days	62.0%	±$0.68 (6.5%)	$9.73 to $11.09	$0.55
Oct 30, 202632 days	55.2%	±$1.70 (16.3%)	$8.71 to $12.11	$1.36
Nov 20, 202653 days	58.7%	±$2.33 (22.4%)	$8.08 to $12.74	$1.85
Dec 18, 202681 days	68.4%	±$3.35 (32.2%)	$7.06 to $13.76	$2.63

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.

Bull Call Spreads on High-Beta Names

Bull Call Spread

52 trades pass on AI

Return on risk: 104.1% to 809.1%
Probability of profit: 25.0% to 51.6%

Bull call spread screener

Bear Put Spreads Below the 200-Day

Bear Put Spread

42 trades pass on AI

Return on risk: 18.1% to 1,000%+
Probability of profit: 30.7% to 69.4%

Bear put spread screener

Long Call Butterflies for Pinning

Call Butterfly

20 trades pass on AI

Return on risk: 57.5% to 1,000%+
Probability of profit: 17.5% to 82.2%

Butterfly spread screener

Married Put Protection

Married Put

3 trades pass on AI

Probability of profit: 37.1% to 40.6%

Married put screener

Iron Condor, 2-ATR Profit Zone

Iron Condor

1 trade passes on AI

Return on risk: 40.9%
Probability of profit: 79.2%

Iron condor scanner

AI options FAQ

What is AI's IV rank?: At the close on Sep 28, 2026, AI's IV rank was 12 with 30-day implied volatility of 55.1%. IV sits 12% of the way from its one-year low to its one-year high. Its IV percentile was 7: IV is higher than 7% of the past year's readings.
What is the expected move for AI?: Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $1.70 (16.3%), a range of $8.71 to $12.11. 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 close on Sep 28, 2026, these OptionClaws preset screens had passing trades on AI: Bull Call Spreads on High-Beta Names (52), Bear Put Spreads Below the 200-Day (42), Long Call Butterflies for Pinning (20), Married Put Protection (3), Iron Condor, 2-ATR Profit Zone (1). Open a screen in the app to see the individual trades, refreshed intraday.
Is AI option volume above average?: On Sep 28, 2026, AI option volume was 0.2x its average, much quieter than usual.

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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.