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 ±7.2% (39.70–45.91) · ATM IV 25.9% · P/C open interest 0.33
| 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 | |
| 8.00 | 9.10 | 55.0% | 0.94 | 0.0206 | -0.007 | 35 | 0 | 0.5000 | 44.5% | -0.07 | 0.0208 | -0.009 | ||||
| 6.90 | 7.90 | 44.3% | 0.92 | 0.0255 | -0.008 | 36 | 0.0500 | 0.5000 | 3 | 40.9% | -0.08 | 0.0258 | -0.009 | |||
| 6.00 | 7.00 | 42.4% | 0.91 | 0.0324 | -0.009 | 37 | 0.0500 | 0.5000 | 2 | 36.1% | -0.10 | 0.0328 | -0.010 | |||
| 5.10 | 6.00 | 197 | 38.4% | 0.88 | 0.0419 | -0.010 | 38 | 0.0500 | 0.5500 | 15 | 32.2% | -0.12 | 0.0425 | -0.011 | ||
| 4.20 | 5.00 | 34.2% | 0.84 | 0.0538 | -0.012 | 39 | 0.2500 | 0.5000 | 8 | 63 | 29.5% | -0.17 | 0.0547 | -0.013 | ||
| 3.40 | 4.20 | 6 | 33.0% | 0.78 | 0.0674 | -0.014 | 40 | 0.5000 | 0.6500 | 11 | 135 | 29.2% | -0.22 | 0.0686 | -0.015 | |
| 2.65 | 3.40 | 16 | 31.2% | 0.71 | 0.0816 | -0.016 | 41 | 0.7500 | 0.8500 | 139 | 27.9% | -0.30 | 0.0833 | -0.017 | ||
| 2.10 | 2.25 | 14 | 27.0% | 0.62 | 0.0943 | -0.017 | 42 | 1.05 | 1.20 | 6 | 50 | 27.1% | -0.38 | 0.0968 | -0.018 | |
| 1.50 | 1.65 | 3 | 45 | 25.9% | 0.53 | 0.1019 | -0.017 | 43 | 1.45 | 1.60 | 10 | 25.9% | -0.48 | 0.1054 | -0.018 | |
| 1.05 | 1.20 | 244 | 25.7% | 0.42 | 0.1027 | -0.017 | 44 | 2.00 | 2.20 | 26.0% | -0.59 | 0.1072 | -0.017 | |||
| 0.7000 | 0.8500 | 1 | 709 | 25.5% | 0.33 | 0.0951 | -0.015 | 45 | 2.40 | 2.90 | 23.7% | -0.69 | 0.1008 | -0.016 | ||
| 0.4500 | 0.6500 | 25 | 12 | 26.1% | 0.25 | 0.0823 | -0.013 | 46 | 3.10 | 3.70 | 2 | 22.9% | -0.78 | 0.0889 | -0.014 | |
| 0.3000 | 0.4500 | 1 | 12 | 26.4% | 0.18 | 0.0677 | -0.012 | 47 | 3.80 | 4.60 | 1 | 18.7% | -0.85 | 0.0746 | -0.012 | |
| 0.0500 | 0.5000 | 7 | 27.5% | 0.14 | 0.0543 | -0.010 | 48 | 4.50 | 5.50 | -0.89 | 0.0612 | -0.011 | ||||
| 0.0500 | 0.3500 | 1 | 28.3% | 0.12 | 0.0443 | -0.010 | 49 | 5.40 | 6.80 | -0.92 | 0.0517 | -0.010 | ||||
| 0 | 0.3000 | 8 | 29.4% | 0.10 | 0.0366 | -0.009 | 50 | 6.30 | 8.10 | 27.7% | -0.94 | 0.0437 | -0.010 | |||
| 0 | 0.4000 | 45.5% | 0.04 | 0.0148 | -0.005 | 55 | 11.40 | 13.00 | 40.5% | -1.00 | 0.0085 | -0.008 | ||||
| 0 | 0.2000 | 50.5% | 0.02 | 0.0068 | -0.003 | 60 | 16.30 | 18.20 | 58.4% | -1.00 | 0.0000 | -0.008 | ||||
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 — Oct 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs