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 ±13.5% (37.03–48.58) · ATM IV 27.7% · P/C open interest 1.93
| 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 | 21.30 | 11 | 64.5% | 0.99 | 0.0028 | 0.000 | 23 | 0 | 0.2000 | 514 | 53.6% | -0.02 | 0.0030 | -0.002 | ||
| 17.60 | 19.30 | 60 | 65.9% | 0.98 | 0.0041 | 0.000 | 25 | 0 | 0.6000 | 134 | 58.3% | -0.02 | 0.0042 | -0.002 | ||
| 14.90 | 16.10 | 18 | 54.8% | 0.96 | 0.0073 | 0.000 | 28 | 0.0500 | 0.6500 | 51 | 49.8% | -0.04 | 0.0073 | -0.003 | ||
| 13.00 | 14.00 | 110 | 47.0% | 0.95 | 0.0104 | -0.001 | 30 | 0.0500 | 0.7000 | 384 | 44.1% | -0.05 | 0.0106 | -0.004 | ||
| 11.10 | 12.40 | 275 | 45.2% | 0.92 | 0.0149 | -0.002 | 32 | 0.3000 | 0.4500 | 629 | 37.8% | -0.08 | 0.0151 | -0.005 | ||
| 8.40 | 9.60 | 916 | 38.5% | 0.87 | 0.0241 | -0.005 | 35 | 0.4500 | 0.9500 | 1,232 | 35.1% | -0.14 | 0.0246 | -0.007 | ||
| 7.50 | 8.80 | 37.1% | 0.84 | 0.0279 | -0.006 | 36 | 0.7000 | 0.8500 | 1 | 5 | 33.0% | -0.16 | 0.0286 | -0.008 | ||
| 6.90 | 7.90 | 67 | 36.8% | 0.81 | 0.0320 | -0.006 | 37 | 0.8500 | 1.00 | 3 | 869 | 31.9% | -0.19 | 0.0328 | -0.008 | |
| 5.90 | 7.10 | 11 | 34.1% | 0.78 | 0.0363 | -0.007 | 38 | 1.05 | 1.25 | 116 | 9 | 31.4% | -0.23 | 0.0374 | -0.009 | |
| 5.20 | 6.30 | 10 | 33.1% | 0.74 | 0.0407 | -0.008 | 39 | 1.30 | 1.50 | 212 | 30.8% | -0.27 | 0.0421 | -0.009 | ||
| 4.70 | 5.40 | 5 | 337 | 32.3% | 0.70 | 0.0450 | -0.009 | 40 | 1.60 | 1.75 | 5 | 2,813 | 29.9% | -0.31 | 0.0467 | -0.010 |
| 3.90 | 4.90 | 14 | 31.6% | 0.65 | 0.0489 | -0.009 | 41 | 1.95 | 2.10 | 359 | 29.4% | -0.36 | 0.0509 | -0.010 | ||
| 3.40 | 3.70 | 538 | 28.5% | 0.60 | 0.0520 | -0.010 | 42 | 2.15 | 2.50 | 274 | 27.9% | -0.41 | 0.0544 | -0.010 | ||
| 2.95 | 3.20 | 24 | 28.7% | 0.55 | 0.0541 | -0.010 | 43 | 2.45 | 2.95 | 26 | 26.7% | -0.47 | 0.0566 | -0.011 | ||
| 2.45 | 2.65 | 26 | 19 | 27.9% | 0.49 | 0.0550 | -0.010 | 44 | 3.20 | 3.50 | 1 | 44 | 27.6% | -0.52 | 0.0577 | -0.010 |
| 2.05 | 2.25 | 549 | 27.9% | 0.44 | 0.0549 | -0.010 | 45 | 3.80 | 4.10 | 2 | 186 | 27.5% | -0.58 | 0.0576 | -0.010 | |
| 1.65 | 1.85 | 652 | 27.3% | 0.39 | 0.0539 | -0.010 | 46 | 4.00 | 4.80 | 20 | 25.3% | -0.64 | 0.0566 | -0.009 | ||
| 1.40 | 1.55 | 250 | 27.5% | 0.34 | 0.0520 | -0.009 | 47 | 4.50 | 5.60 | 93 | 24.4% | -0.69 | 0.0544 | -0.009 | ||
| 1.10 | 1.25 | 58 | 27.1% | 0.29 | 0.0492 | -0.009 | 48 | 5.30 | 6.50 | 20 | 25.3% | -0.74 | 0.0511 | -0.007 | ||
| 0.8500 | 1.00 | 488 | 26.6% | 0.25 | 0.0456 | -0.008 | 49 | 6.10 | 7.30 | 6 | 25.1% | -0.78 | 0.0468 | -0.006 | ||
| 0.7000 | 0.8500 | 44 | 697 | 27.0% | 0.21 | 0.0415 | -0.007 | 50 | 6.90 | 8.00 | 36 | 23.4% | -0.82 | 0.0421 | -0.005 | |
| 0.1000 | 0.5500 | 1,187 | 28.8% | 0.11 | 0.0243 | -0.005 | 55 | 11.50 | 12.70 | -0.92 | 0.0264 | -0.002 | ||||
| 0.0500 | 0.3500 | 64 | 32.5% | 0.07 | 0.0148 | -0.004 | 60 | 16.40 | 18.20 | 37.8% | -0.98 | 0.0213 | -0.004 | |||
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs