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 ±23.1% (28.80–46.10) · ATM IV 32.4% · P/C open interest —
| 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 | 18.80 | 46.6% | 0.96 | 0.0059 | 0.000 | 20 | 0.0500 | 0.7500 | 49.1% | -0.05 | 0.0063 | -0.003 | ||||
| 14.20 | 16.00 | 42.8% | 0.94 | 0.0090 | -0.001 | 23 | 0.0500 | 0.9000 | 41.8% | -0.07 | 0.0095 | -0.003 | ||||
| 12.50 | 14.10 | 39.6% | 0.92 | 0.0120 | -0.001 | 25 | 0.1500 | 1.00 | 38.1% | -0.09 | 0.0126 | -0.003 | ||||
| 10.00 | 11.60 | 37.1% | 0.87 | 0.0180 | -0.003 | 28 | 0.5000 | 1.40 | 35.6% | -0.14 | 0.0187 | -0.004 | ||||
| 8.40 | 10.00 | 35.1% | 0.83 | 0.0227 | -0.004 | 30 | 0.8500 | 1.85 | 34.6% | -0.19 | 0.0234 | -0.005 | ||||
| 6.50 | 7.90 | 34.6% | 0.74 | 0.0293 | -0.005 | 33 | 1.65 | 2.70 | 1 | 33.3% | -0.28 | 0.0300 | -0.006 | |||
| 5.20 | 6.60 | 33.1% | 0.67 | 0.0330 | -0.006 | 35 | 2.35 | 3.50 | 32.8% | -0.34 | 0.0339 | -0.006 | ||||
| 4.20 | 5.50 | 32.7% | 0.60 | 0.0361 | -0.006 | 37 | 3.20 | 4.40 | 1 | 32.1% | -0.42 | 0.0372 | -0.007 | |||
| 2.90 | 4.20 | 32.3% | 0.50 | 0.0383 | -0.006 | 40 | 4.70 | 6.10 | 31.4% | -0.53 | 0.0400 | -0.006 | ||||
| 2.20 | 3.40 | 31.7% | 0.43 | 0.0379 | -0.006 | 42 | 6.00 | 7.40 | 31.3% | -0.60 | 0.0402 | -0.006 | ||||
| 1.25 | 2.55 | 30.8% | 0.33 | 0.0356 | -0.006 | 45 | 7.90 | 9.60 | 30.0% | -0.71 | 0.0394 | -0.005 | ||||
| 0.9000 | 2.05 | 30.6% | 0.27 | 0.0330 | -0.005 | 47 | 9.50 | 11.20 | 29.9% | -0.78 | 0.0392 | -0.005 | ||||
| 0.4500 | 1.55 | 30.4% | 0.20 | 0.0280 | -0.004 | 50 | 12.10 | 13.80 | 29.5% | -0.88 | 0.0364 | -0.004 | ||||
| 0.1000 | 0.9000 | 30.1% | 0.12 | 0.0197 | -0.003 | 55 | 16.60 | 18.90 | 30.8% | -0.97 | 0.0161 | 0.000 | ||||
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 — Aug 20, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs