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 ±10.9% (38.16–47.45) · ATM IV 29.0% · P/C open interest 0.84
| 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 | |
| 19.10 | 20.80 | 0.98 | 0.0034 | -0.003 | 23 | 0 | 0.3000 | 22 | 74.5% | -0.02 | 0.0038 | -0.005 | ||||
| 17.10 | 19.20 | 3 | 67.3% | 0.98 | 0.0044 | -0.003 | 25 | 0 | 0.3500 | 18 | 67.6% | -0.03 | 0.0049 | -0.005 | ||
| 14.20 | 15.90 | 37.0% | 0.97 | 0.0066 | -0.004 | 28 | 0 | 0.4000 | 36 | 56.8% | -0.04 | 0.0074 | -0.005 | |||
| 12.70 | 14.00 | 10 | 56.1% | 0.96 | 0.0090 | -0.004 | 30 | 0 | 0.4500 | 66 | 50.4% | -0.05 | 0.0099 | -0.006 | ||
| 9.80 | 11.10 | 46.9% | 0.94 | 0.0151 | -0.005 | 33 | 0.0500 | 0.5000 | 705 | 41.2% | -0.07 | 0.0164 | -0.006 | |||
| 8.10 | 9.20 | 1 | 43.9% | 0.91 | 0.0229 | -0.007 | 35 | 0.0500 | 0.6500 | 487 | 36.2% | -0.10 | 0.0242 | -0.008 | ||
| 7.20 | 8.00 | 38.3% | 0.89 | 0.0283 | -0.008 | 36 | 0.1000 | 0.7000 | 37 | 33.8% | -0.12 | 0.0295 | -0.009 | |||
| 6.30 | 7.10 | 2 | 36.2% | 0.86 | 0.0345 | -0.009 | 37 | 0.3500 | 0.7500 | 1 | 219 | 33.4% | -0.16 | 0.0355 | -0.010 | |
| 5.50 | 6.30 | 35.7% | 0.82 | 0.0414 | -0.011 | 38 | 0.6000 | 0.8000 | 48 | 32.2% | -0.19 | 0.0421 | -0.011 | |||
| 4.70 | 5.50 | 34.5% | 0.78 | 0.0487 | -0.012 | 39 | 0.7500 | 1.05 | 16 | 31.3% | -0.24 | 0.0492 | -0.012 | |||
| 4.00 | 4.70 | 3 | 20 | 33.5% | 0.73 | 0.0559 | -0.013 | 40 | 1.10 | 1.25 | 10 | 523 | 30.8% | -0.29 | 0.0562 | -0.013 |
| 3.20 | 4.00 | 5 | 31.7% | 0.67 | 0.0622 | -0.014 | 41 | 1.45 | 1.65 | 1 | 323 | 30.9% | -0.35 | 0.0621 | -0.014 | |
| 2.75 | 3.00 | 52 | 29.7% | 0.60 | 0.0669 | -0.015 | 42 | 1.80 | 2.05 | 101 | 30.1% | -0.41 | 0.0665 | -0.015 | ||
| 2.25 | 2.40 | 2 | 34 | 29.2% | 0.54 | 0.0699 | -0.015 | 43 | 2.20 | 2.45 | 133 | 28.9% | -0.48 | 0.0693 | -0.015 | |
| 1.80 | 1.95 | 6 | 30 | 29.1% | 0.47 | 0.0708 | -0.015 | 44 | 2.75 | 3.10 | 13 | 29.3% | -0.55 | 0.0700 | -0.014 | |
| 1.40 | 1.60 | 240 | 29.1% | 0.40 | 0.0689 | -0.014 | 45 | 3.40 | 3.70 | 199 | 29.3% | -0.62 | 0.0680 | -0.014 | ||
| 1.05 | 1.25 | 6 | 123 | 28.6% | 0.33 | 0.0649 | -0.013 | 46 | 3.50 | 4.50 | 53 | 25.9% | -0.68 | 0.0640 | -0.013 | |
| 0.8000 | 0.9500 | 2 | 920 | 28.3% | 0.28 | 0.0598 | -0.012 | 47 | 4.30 | 5.20 | 231 | 25.6% | -0.74 | 0.0588 | -0.011 | |
| 0.6000 | 0.7500 | 3 | 51 | 28.4% | 0.22 | 0.0536 | -0.011 | 48 | 5.00 | 5.90 | 35 | 23.3% | -0.79 | 0.0526 | -0.010 | |
| 0.4000 | 0.6000 | 1 | 240 | 28.2% | 0.18 | 0.0469 | -0.009 | 49 | 5.80 | 6.80 | 2 | 22.5% | -0.83 | 0.0459 | -0.009 | |
| 0.3000 | 0.5000 | 1 | 1,214 | 28.8% | 0.15 | 0.0405 | -0.009 | 50 | 6.60 | 7.70 | 4 | -0.86 | 0.0399 | -0.008 | ||
| 0 | 0.5000 | 848 | 36.0% | 0.08 | 0.0210 | -0.006 | 55 | 11.20 | 13.20 | 32.3% | -0.94 | 0.0257 | -0.006 | |||
| 0 | 0.4500 | 110 | 44.1% | 0.05 | 0.0120 | -0.005 | 60 | 16.30 | 18.20 | 44.9% | -0.98 | 0.0200 | -0.007 | |||
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.
callsputs