ALLY option chain Ally Financial Inc.
Cboe delayed options data · as of 15:33 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 ±20.6% (29.75–45.15) · ATM IV 33.8% · P/C open interest 3.54
| 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 | |
| 16.80 | 18.70 | 54.2% | 0.97 | 0.0053 | -0.001 | 20 | 0.0500 | 0.6500 | 56.2% | -0.04 | 0.0057 | -0.003 | ||||
| 12.20 | 13.90 | 42.9% | 0.93 | 0.0116 | -0.002 | 25 | 0.0500 | 0.7500 | 2 | 40.6% | -0.08 | 0.0123 | -0.004 | |||
| 8.10 | 9.50 | 37.8% | 0.84 | 0.0242 | -0.005 | 30 | 0.7000 | 1.40 | 36.4% | -0.17 | 0.0249 | -0.006 | ||||
| 4.80 | 5.90 | 35.2% | 0.67 | 0.0388 | -0.007 | 35 | 1.85 | 2.85 | 22 | 32.5% | -0.34 | 0.0394 | -0.008 | |||
| 2.20 | 3.30 | 32.1% | 0.46 | 0.0450 | -0.008 | 40 | 4.20 | 5.40 | 22 | 30.6% | -0.56 | 0.0461 | -0.008 | |||
| 0.9500 | 1.65 | 3 | 31.2% | 0.27 | 0.0385 | -0.007 | 45 | 7.60 | 9.00 | 28.7% | -0.76 | 0.0430 | -0.007 | |||
| 0.2000 | 0.9500 | 5 | 30.9% | 0.15 | 0.0264 | -0.004 | 50 | 11.90 | 13.50 | -0.92 | 0.0317 | -0.004 | ||||
| 0.0500 | 0.6500 | 5 | 33.3% | 0.09 | 0.0176 | -0.004 | 55 | 16.60 | 18.80 | -0.97 | 0.0149 | -0.001 | ||||
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 — May 21, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs