ALLY option chain Ally Financial Inc.

Expiration Cboe delayed options data · as of 12:33 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 ±8.6% (34.45–40.91) · ATM IV 34.2% · P/C open interest 0.72

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
16.90	18.70			120.7%	0.99	0.0023	-0.004	20	0	0.2000		47	107.2%	-0.02	0.0033	-0.006
13.90	15.70			96.3%	0.99	0.0040	-0.005	23	0	0.3000		22	92.7%	-0.02	0.0054	-0.007
11.90	13.70		3	81.8%	0.98	0.0058	-0.005	25	0	0.3500		18	81.6%	-0.03	0.0075	-0.007
8.90	10.80			66.9%	0.97	0.0109	-0.006	28	0	0.1500		37	52.5%	-0.04	0.0134	-0.008
7.60	8.70		10	70.8%	0.96	0.0180	-0.008	30	0.0500	0.1500	3	380	44.4%	-0.06	0.0209	-0.009
4.80	5.50		19	48.8%	0.90	0.0467	-0.013	33	0.1000	0.4000	1	843	36.3%	-0.13	0.0474	-0.013
3.90	4.70			46.3%	0.85	0.0633	-0.016	34	0.3500	0.5000	2	81	36.4%	-0.18	0.0618	-0.016
3.00	3.90		4	42.6%	0.78	0.0809	-0.020	35	0.6000	1.00	32	535	35.8%	-0.25	0.0773	-0.019
2.40	3.10		7	41.4%	0.68	0.0934	-0.023	36	0.8500	1.05	2	450	35.0%	-0.34	0.0891	-0.022
1.75	2.40		44	39.0%	0.58	0.0997	-0.024	37	1.30	1.45		464	35.1%	-0.43	0.0962	-0.024
1.30	1.45	6,709	3,276	34.3%	0.48	0.1021	-0.024	38	1.75	1.95	2	260	34.0%	-0.53	0.1000	-0.023
0.8500	1.10	7	172	34.0%	0.38	0.0987	-0.022	39	2.35	2.55	11	448	33.6%	-0.63	0.0980	-0.022
0.5500	0.8000	6,783	141	33.9%	0.29	0.0887	-0.019	40	2.95	3.30	1	478	32.6%	-0.72	0.0889	-0.019
0.3500	0.5000	1	110	33.0%	0.21	0.0752	-0.016	41	3.50	4.10		557	28.5%	-0.80	0.0756	-0.016
0.2000	0.5000	27	99	35.7%	0.15	0.0606	-0.013	42	3.90	5.00		323		-0.86	0.0607	-0.013
0.0500	0.4000	1	81	35.4%	0.12	0.0484	-0.012	43	5.20	5.90		144		-0.89	0.0482	-0.012
0	0.2500		132	37.1%	0.10	0.0393	-0.011	44	6.30	6.90		25	30.1%	-0.91	0.0389	-0.011
0.0500	0.2000	15	281	37.9%	0.08	0.0324	-0.010	45	7.30	7.90	4	256	33.6%	-0.93	0.0317	-0.010
0	0.1500	1	138	37.4%	0.07	0.0267	-0.009	46	7.50	8.90		53		-0.94	0.0260	-0.009
0	0.3500		978	48.0%	0.06	0.0221	-0.008	47	8.40	10.00		231		-0.95	0.0213	-0.007
0	0.4500		54	54.3%	0.05	0.0183	-0.007	48	9.40	11.50		36		-0.96	0.0174	-0.007
0	0.4000		243	56.2%	0.04	0.0152	-0.006	49	10.40	12.50		2		-0.97	0.0143	-0.006
0	0.4000		1,191	59.4%	0.03	0.0127	-0.005	50	11.40	13.50		4		-0.97	0.0118	-0.005
0	0.4000		836	73.8%	0.01	0.0056	-0.003	55	16.40	18.50				-0.99	0.0048	-0.003

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 — Nov 20, 2026

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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ALLY option chain Ally Financial Inc.

Volatility smile — Nov 20, 2026

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