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 ±18.7% (34.80–50.80) · ATM IV 32.1% · P/C open interest 1.46
| 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 | |
| 17.70 | 18.90 | 1 | 50.1% | 0.96 | 0.0060 | 0.000 | 25 | 0.0500 | 0.6000 | 1 | 49.1% | -0.05 | 0.0062 | -0.004 | ||
| 13.10 | 14.50 | 3 | 44.8% | 0.92 | 0.0122 | -0.003 | 30 | 0.1500 | 0.8500 | 3 | 39.3% | -0.09 | 0.0126 | -0.005 | ||
| 8.80 | 10.10 | 3 | 37.6% | 0.83 | 0.0231 | -0.005 | 35 | 0.8000 | 1.50 | 55 | 35.1% | -0.18 | 0.0235 | -0.007 | ||
| 7.30 | 8.50 | 35.8% | 0.78 | 0.0283 | -0.007 | 37 | 1.05 | 2.00 | 35 | 33.2% | -0.23 | 0.0288 | -0.008 | |||
| 6.70 | 7.80 | 2 | 35.8% | 0.74 | 0.0310 | -0.007 | 38 | 1.60 | 2.05 | 1 | 33.0% | -0.26 | 0.0315 | -0.008 | ||
| 5.80 | 7.00 | 33.5% | 0.71 | 0.0334 | -0.008 | 39 | 1.80 | 2.55 | 14 | 33.0% | -0.30 | 0.0340 | -0.009 | |||
| 5.10 | 6.40 | 33.0% | 0.68 | 0.0357 | -0.008 | 40 | 2.00 | 2.90 | 73 | 31.9% | -0.33 | 0.0363 | -0.009 | |||
| 4.50 | 5.70 | 32.1% | 0.64 | 0.0376 | -0.009 | 41 | 2.40 | 3.30 | 31.6% | -0.37 | 0.0384 | -0.009 | ||||
| 4.00 | 5.10 | 1 | 31.8% | 0.60 | 0.0392 | -0.009 | 42 | 2.90 | 3.70 | 4 | 31.4% | -0.41 | 0.0400 | -0.009 | ||
| 3.80 | 4.60 | 2 | 3 | 32.8% | 0.56 | 0.0404 | -0.009 | 43 | 3.40 | 4.20 | 20 | 31.3% | -0.45 | 0.0414 | -0.009 | |
| 3.10 | 4.10 | 13 | 31.5% | 0.52 | 0.0412 | -0.009 | 44 | 3.90 | 4.70 | 12 | 30.9% | -0.49 | 0.0424 | -0.009 | ||
| 2.65 | 3.60 | 3 | 30.9% | 0.48 | 0.0417 | -0.009 | 45 | 4.20 | 5.30 | 5 | 29.7% | -0.53 | 0.0430 | -0.009 | ||
| 2.10 | 3.20 | 7 | 29.9% | 0.44 | 0.0418 | -0.009 | 46 | 4.80 | 5.90 | 29.5% | -0.58 | 0.0433 | -0.009 | |||
| 1.75 | 2.80 | 14 | 29.5% | 0.40 | 0.0415 | -0.009 | 47 | 5.40 | 6.40 | 10 | 28.4% | -0.62 | 0.0432 | -0.008 | ||
| 1.45 | 2.50 | 22 | 29.4% | 0.36 | 0.0407 | -0.008 | 48 | 6.00 | 7.10 | 27.9% | -0.66 | 0.0427 | -0.008 | |||
| 1.15 | 2.10 | 4 | 28.6% | 0.32 | 0.0396 | -0.008 | 49 | 6.70 | 8.00 | 28.4% | -0.70 | 0.0417 | -0.007 | |||
| 1.35 | 1.75 | 74 | 30.0% | 0.28 | 0.0380 | -0.007 | 50 | 7.40 | 8.60 | 27.0% | -0.74 | 0.0401 | -0.006 | |||
| 0.2000 | 0.8500 | 27.0% | 0.15 | 0.0263 | -0.005 | 55 | 11.40 | 12.80 | -0.89 | 0.0281 | -0.003 | |||||
| 0.0500 | 0.6500 | 1 | 30.3% | 0.09 | 0.0170 | -0.004 | 60 | 15.90 | 18.30 | -0.97 | 0.0309 | -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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs