ALLY option chain Ally Financial Inc.
Cboe delayed options data · as of 00:33 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±4.4% (40.93–44.68) · ATM IV 25.9% · P/C open interest 0.27
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 17.50 | 18.60 | 148.1% | 0.99 | 0.0021 | -0.004 | 25 | 0 | 0.0500 | 126 | 110.7% | -0.01 | 0.0021 | -0.006 | |||
| 12.50 | 13.80 | 114.5% | 0.99 | 0.0050 | -0.006 | 30 | 0 | 0.0500 | 181 | 76.5% | -0.01 | 0.0050 | -0.008 | |||
| 7.70 | 8.80 | 79.5% | 0.97 | 0.0153 | -0.010 | 35 | 0 | 0.2500 | 288 | 61.9% | -0.03 | 0.0153 | -0.011 | |||
| 6.50 | 7.70 | 2 | 60.9% | 0.96 | 0.0200 | -0.011 | 36 | 0 | 0.4500 | 91 | 63.3% | -0.04 | 0.0201 | -0.012 | ||
| 5.70 | 6.80 | 1 | 62.8% | 0.95 | 0.0268 | -0.013 | 37 | 0 | 0.3500 | 148 | 52.1% | -0.05 | 0.0269 | -0.013 | ||
| 4.80 | 5.80 | 15 | 57.0% | 0.93 | 0.0368 | -0.014 | 38 | 0.0500 | 0.1500 | 1,567 | 39.1% | -0.07 | 0.0370 | -0.015 | ||
| 3.80 | 4.60 | 50 | 43.7% | 0.91 | 0.0521 | -0.016 | 39 | 0.0500 | 0.1500 | 4 | 212 | 32.4% | -0.09 | 0.0525 | -0.016 | |
| 2.90 | 3.60 | 57 | 37.7% | 0.87 | 0.0769 | -0.018 | 40 | 0.1500 | 0.2500 | 3 | 1,381 | 31.4% | -0.13 | 0.0776 | -0.018 | |
| 2.05 | 2.80 | 30 | 35.3% | 0.79 | 0.1136 | -0.023 | 41 | 0.2500 | 0.4000 | 33 | 671 | 28.6% | -0.22 | 0.1150 | -0.023 | |
| 1.40 | 1.70 | 5,307 | 7,050 | 28.9% | 0.66 | 0.1487 | -0.028 | 42 | 0.5000 | 0.6500 | 1,510 | 1,054 | 27.1% | -0.35 | 0.1508 | -0.029 |
| 0.8500 | 0.9500 | 221 | 3,838 | 26.1% | 0.50 | 0.1693 | -0.029 | 43 | 0.9000 | 1.05 | 1,896 | 25.7% | -0.51 | 0.1725 | -0.030 | |
| 0.4500 | 0.5500 | 4,319 | 1,199 | 25.9% | 0.34 | 0.1548 | -0.027 | 44 | 1.50 | 1.75 | 140 | 26.8% | -0.67 | 0.1585 | -0.027 | |
| 0.2000 | 0.3000 | 32 | 7,779 | 25.8% | 0.20 | 0.1202 | -0.020 | 45 | 1.75 | 2.55 | 879 | -0.81 | 0.1246 | -0.021 | ||
| 0.1000 | 0.1500 | 5 | 3,038 | 26.5% | 0.13 | 0.0828 | -0.017 | 46 | 2.50 | 3.50 | 166 | -0.88 | 0.0880 | -0.017 | ||
| 0 | 0.2500 | 7,534 | 32.2% | 0.09 | 0.0573 | -0.014 | 47 | 3.40 | 4.40 | 66 | -0.93 | 0.0642 | -0.015 | |||
| 0 | 0.0500 | 1 | 362 | 27.3% | 0.07 | 0.0415 | -0.012 | 48 | 4.30 | 5.60 | -0.95 | 0.0480 | -0.014 | |||
| 0 | 0.3500 | 572 | 46.2% | 0.05 | 0.0316 | -0.011 | 49 | 5.30 | 6.40 | -0.97 | 0.0374 | -0.013 | ||||
| 0 | 0.1000 | 1 | 648 | 39.7% | 0.04 | 0.0244 | -0.010 | 50 | 6.40 | 7.40 | -0.98 | 0.0289 | -0.011 | |||
| 0 | 0.0500 | 802 | 53.4% | 0.01 | 0.0053 | -0.003 | 55 | 11.30 | 12.40 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.0500 | 13 | 68.9% | 0.00 | 0.0016 | -0.001 | 60 | 16.30 | 17.40 | -1.00 | 0.0000 | -0.006 | ||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Sep 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs