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 ±27.8% (27.05–47.85) · ATM IV 34.8% · 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 | |
| 15.50 | 20.00 | 43.1% | 0.94 | 0.0067 | -0.001 | 20 | 0 | 5.00 | 78.3% | -0.07 | 0.0070 | -0.003 | ||||
| 13.00 | 17.50 | 42.8% | 0.91 | 0.0097 | -0.002 | 23 | 0 | 3.00 | 53.1% | -0.09 | 0.0101 | -0.003 | ||||
| 11.30 | 15.80 | 40.3% | 0.89 | 0.0124 | -0.002 | 25 | 0 | 5.00 | 58.1% | -0.12 | 0.0127 | -0.004 | ||||
| 9.00 | 13.50 | 38.6% | 0.84 | 0.0170 | -0.003 | 28 | 0 | 3.50 | 40.3% | -0.17 | 0.0174 | -0.004 | ||||
| 7.60 | 11.50 | 34.9% | 0.80 | 0.0202 | -0.004 | 30 | 0 | 5.00 | 41.4% | -0.21 | 0.0207 | -0.005 | ||||
| 5.70 | 10.00 | 35.9% | 0.72 | 0.0248 | -0.005 | 33 | 0.9500 | 5.40 | 37.4% | -0.29 | 0.0254 | -0.006 | ||||
| 4.60 | 9.00 | 35.9% | 0.67 | 0.0275 | -0.005 | 35 | 1.50 | 6.00 | 35.1% | -0.35 | 0.0283 | -0.006 | ||||
| 3.50 | 8.00 | 35.1% | 0.61 | 0.0298 | -0.006 | 37 | 2.30 | 7.00 | 34.5% | -0.41 | 0.0308 | -0.006 | ||||
| 2.05 | 6.10 | 31.9% | 0.52 | 0.0317 | -0.006 | 40 | 4.00 | 8.50 | 33.8% | -0.50 | 0.0334 | -0.006 | ||||
| 1.50 | 5.90 | 33.9% | 0.46 | 0.0319 | -0.006 | 42 | 5.00 | 9.50 | 31.9% | -0.56 | 0.0340 | -0.006 | ||||
| 0.5000 | 5.00 | 33.1% | 0.38 | 0.0310 | -0.006 | 45 | 7.00 | 11.50 | 31.0% | -0.65 | 0.0338 | -0.005 | ||||
| 0 | 3.80 | 30.1% | 0.33 | 0.0298 | -0.005 | 47 | 8.50 | 13.00 | 30.6% | -0.71 | 0.0335 | -0.005 | ||||
| 0 | 3.60 | 33.5% | 0.26 | 0.0272 | -0.005 | 50 | 11.00 | 15.50 | 30.6% | -0.80 | 0.0335 | -0.004 | ||||
| 0 | 3.20 | 37.8% | 0.18 | 0.0217 | -0.004 | 55 | 15.50 | 20.00 | 28.5% | -0.91 | 0.0285 | -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 — Nov 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