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 ±12.3% (37.53–48.08) · ATM IV 28.5% · P/C open interest 4.53
| 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 | |
| 17.20 | 19.00 | 56.8% | 0.98 | 0.0041 | 0.000 | 25 | 0 | 0.5500 | 10 | 64.0% | -0.02 | 0.0045 | -0.003 | |||
| 12.80 | 14.10 | 52.6% | 0.96 | 0.0095 | 0.000 | 30 | 0.0500 | 0.2500 | 1 | 512 | 40.0% | -0.05 | 0.0100 | -0.004 | ||
| 8.30 | 9.30 | 3 | 40.9% | 0.89 | 0.0246 | -0.004 | 35 | 0.3000 | 0.6000 | 116 | 33.8% | -0.12 | 0.0248 | -0.007 | ||
| 7.40 | 8.40 | 1 | 38.8% | 0.86 | 0.0291 | -0.005 | 36 | 0.2500 | 0.9500 | 4 | 33.5% | -0.14 | 0.0294 | -0.008 | ||
| 6.50 | 7.60 | 37.2% | 0.83 | 0.0342 | -0.007 | 37 | 0.6500 | 0.8000 | 1 | 32.1% | -0.17 | 0.0345 | -0.009 | |||
| 5.80 | 6.70 | 36.0% | 0.80 | 0.0396 | -0.008 | 38 | 0.8500 | 1.00 | 3 | 31.5% | -0.21 | 0.0401 | -0.010 | |||
| 4.90 | 5.90 | 1 | 33.7% | 0.76 | 0.0451 | -0.009 | 39 | 1.05 | 1.25 | 52 | 30.7% | -0.25 | 0.0458 | -0.010 | ||
| 4.20 | 5.20 | 7 | 33.0% | 0.71 | 0.0504 | -0.010 | 40 | 1.35 | 1.50 | 2,813 | 30.0% | -0.30 | 0.0514 | -0.011 | ||
| 3.50 | 4.50 | 31.8% | 0.65 | 0.0548 | -0.010 | 41 | 1.50 | 1.85 | 53 | 28.4% | -0.36 | 0.0561 | -0.011 | |||
| 3.10 | 3.30 | 1 | 28.9% | 0.60 | 0.0580 | -0.011 | 42 | 2.10 | 2.25 | 70 | 29.1% | -0.41 | 0.0596 | -0.012 | ||
| 2.55 | 2.75 | 21 | 28.3% | 0.54 | 0.0600 | -0.011 | 43 | 2.50 | 2.75 | 4 | 28.6% | -0.47 | 0.0618 | -0.012 | ||
| 2.10 | 2.30 | 27 | 28.2% | 0.48 | 0.0609 | -0.011 | 44 | 3.00 | 3.30 | 11 | 28.2% | -0.54 | 0.0628 | -0.011 | ||
| 1.65 | 1.90 | 263 | 27.8% | 0.42 | 0.0607 | -0.011 | 45 | 3.60 | 3.90 | 6 | 27.9% | -0.60 | 0.0625 | -0.011 | ||
| 1.30 | 1.55 | 3 | 131 | 27.5% | 0.36 | 0.0591 | -0.011 | 46 | 3.80 | 4.60 | 24 | 25.2% | -0.66 | 0.0607 | -0.010 | |
| 1.05 | 1.25 | 19 | 22 | 27.5% | 0.30 | 0.0561 | -0.010 | 47 | 4.40 | 5.40 | 26 | 24.6% | -0.72 | 0.0572 | -0.009 | |
| 0.8000 | 1.00 | 119 | 27.3% | 0.25 | 0.0518 | -0.009 | 48 | 5.10 | 6.30 | 24.6% | -0.77 | 0.0524 | -0.007 | |||
| 0.6000 | 0.8000 | 22 | 27.1% | 0.21 | 0.0466 | -0.008 | 49 | 5.90 | 6.90 | 1 | 21.9% | -0.81 | 0.0467 | -0.006 | ||
| 0.3000 | 0.7000 | 148 | 26.3% | 0.17 | 0.0412 | -0.007 | 50 | 6.70 | 7.90 | 1 | 21.9% | -0.85 | 0.0410 | -0.005 | ||
| 0.1000 | 0.3000 | 39 | 29.2% | 0.09 | 0.0224 | -0.005 | 55 | 11.10 | 12.70 | -0.93 | 0.0265 | -0.002 | ||||
| 0 | 0.5000 | 5 | 38.6% | 0.05 | 0.0131 | -0.004 | 60 | 16.40 | 18.00 | -0.99 | 0.0170 | -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 — 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