ALLY option chain Ally Financial Inc.
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 ±10.2% (33.85–41.51) · ATM IV 30.4% · P/C open interest 3.33
| 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 | |
| 11.80 | 13.80 | 62.1% | 0.98 | 0.0080 | -0.005 | 25 | 0 | 0.3500 | 10 | 61.2% | -0.03 | 0.0085 | -0.005 | |||
| 7.50 | 8.80 | 52.3% | 0.93 | 0.0245 | -0.008 | 30 | 0.1000 | 0.3000 | 729 | 39.1% | -0.08 | 0.0232 | -0.007 | |||
| 3.40 | 4.30 | 4 | 38.6% | 0.73 | 0.0663 | -0.014 | 35 | 0.8500 | 1.05 | 1 | 505 | 33.2% | -0.28 | 0.0662 | -0.014 | |
| 2.75 | 3.50 | 44 | 36.6% | 0.66 | 0.0739 | -0.015 | 36 | 1.15 | 1.35 | 41 | 32.1% | -0.35 | 0.0749 | -0.015 | ||
| 2.15 | 2.90 | 1 | 35.7% | 0.58 | 0.0791 | -0.015 | 37 | 1.50 | 1.75 | 250 | 31.1% | -0.43 | 0.0809 | -0.016 | ||
| 1.60 | 1.90 | 50 | 30.9% | 0.50 | 0.0820 | -0.015 | 38 | 1.90 | 2.25 | 111 | 30.0% | -0.51 | 0.0845 | -0.016 | ||
| 1.15 | 1.60 | 16 | 31.3% | 0.42 | 0.0815 | -0.015 | 39 | 2.50 | 2.80 | 131 | 29.5% | -0.60 | 0.0846 | -0.015 | ||
| 0.8500 | 1.30 | 15 | 82 | 31.9% | 0.34 | 0.0769 | -0.014 | 40 | 2.90 | 3.60 | 3,894 | 28.0% | -0.67 | 0.0804 | -0.014 | |
| 0.5500 | 0.9000 | 223 | 30.2% | 0.27 | 0.0699 | -0.012 | 41 | 3.30 | 4.30 | 53 | 22.8% | -0.75 | 0.0733 | -0.013 | ||
| 0.4000 | 0.8000 | 155 | 31.9% | 0.21 | 0.0613 | -0.011 | 42 | 4.20 | 5.10 | 56 | 21.5% | -0.81 | 0.0643 | -0.011 | ||
| 0.1000 | 0.7000 | 66 | 30.9% | 0.16 | 0.0518 | -0.009 | 43 | 5.00 | 6.00 | 4 | -0.86 | 0.0539 | -0.009 | |||
| 0.0500 | 0.5500 | 57 | 31.5% | 0.13 | 0.0433 | -0.008 | 44 | 5.80 | 6.90 | 11 | -0.89 | 0.0442 | -0.008 | |||
| 0.0500 | 0.4500 | 293 | 32.9% | 0.11 | 0.0365 | -0.007 | 45 | 6.70 | 8.00 | 6 | -0.91 | 0.0366 | -0.007 | |||
| 0.0500 | 0.2500 | 4 | 428 | 31.7% | 0.09 | 0.0310 | -0.007 | 46 | 7.60 | 8.90 | 9 | -0.93 | 0.0306 | -0.007 | ||
| 0 | 0.5000 | 16 | 38.5% | 0.08 | 0.0265 | -0.006 | 47 | 8.80 | 9.80 | 26 | -0.94 | 0.0256 | -0.006 | |||
| 0 | 0.5000 | 131 | 41.1% | 0.07 | 0.0228 | -0.006 | 48 | 9.50 | 11.60 | 27.8% | -0.95 | 0.0215 | -0.006 | |||
| 0 | 0.5000 | 33 | 43.6% | 0.06 | 0.0197 | -0.005 | 49 | 10.40 | 12.50 | 1 | -0.96 | 0.0181 | -0.005 | |||
| 0 | 0.4500 | 103 | 45.0% | 0.05 | 0.0171 | -0.005 | 50 | 11.40 | 13.50 | 1 | -0.97 | 0.0153 | -0.004 | |||
| 0 | 0.4000 | 38 | 54.7% | 0.03 | 0.0084 | -0.003 | 55 | 16.40 | 18.50 | -0.99 | 0.0061 | -0.002 | ||||
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 — Dec 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