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 ±31.9% (25.50–49.40) · ATM IV 36.6% · P/C open interest 20.67
| 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 | 40.8% | 0.94 | 0.0069 | -0.000 | 20 | 0 | 2.85 | 57.1% | -0.07 | 0.0071 | -0.003 | ||||
| 13.40 | 17.00 | 39.1% | 0.91 | 0.0098 | -0.001 | 23 | 0 | 3.10 | 48.9% | -0.10 | 0.0101 | -0.003 | ||||
| 12.30 | 15.50 | 41.6% | 0.88 | 0.0122 | -0.002 | 25 | 0 | 3.40 | 44.7% | -0.13 | 0.0125 | -0.003 | ||||
| 9.90 | 13.40 | 39.1% | 0.82 | 0.0160 | -0.003 | 28 | 0.1000 | 3.80 | 38.6% | -0.18 | 0.0164 | -0.004 | ||||
| 9.00 | 12.10 | 40.2% | 0.78 | 0.0186 | -0.004 | 30 | 0.7000 | 4.10 | 36.9% | -0.22 | 0.0190 | -0.005 | ||||
| 7.30 | 10.40 | 3 | 39.6% | 0.72 | 0.0221 | -0.004 | 33 | 1.85 | 5.00 | 36.0% | -0.29 | 0.0227 | -0.005 | |||
| 6.20 | 9.30 | 38.8% | 0.67 | 0.0243 | -0.005 | 35 | 2.70 | 5.80 | 26 | 35.5% | -0.34 | 0.0251 | -0.005 | |||
| 5.10 | 8.40 | 38.0% | 0.62 | 0.0262 | -0.005 | 37 | 3.50 | 6.90 | 20 | 35.1% | -0.40 | 0.0273 | -0.005 | |||
| 3.40 | 7.00 | 35.6% | 0.54 | 0.0281 | -0.005 | 40 | 5.00 | 8.20 | 16 | 33.3% | -0.48 | 0.0298 | -0.005 | |||
| 2.75 | 6.10 | 34.9% | 0.49 | 0.0286 | -0.005 | 42 | 6.00 | 9.30 | 32.0% | -0.54 | 0.0308 | -0.005 | ||||
| 1.45 | 4.90 | 32.5% | 0.41 | 0.0285 | -0.005 | 45 | 7.90 | 11.00 | 30.1% | -0.62 | 0.0314 | -0.005 | ||||
| 0.9000 | 4.30 | 31.8% | 0.36 | 0.0279 | -0.005 | 47 | 9.20 | 12.50 | 29.2% | -0.68 | 0.0316 | -0.004 | ||||
| 0.1500 | 3.90 | 31.8% | 0.29 | 0.0264 | -0.004 | 50 | 11.50 | 14.90 | 28.1% | -0.77 | 0.0323 | -0.004 | ||||
| 0 | 3.60 | 35.6% | 0.20 | 0.0221 | -0.003 | 55 | 15.50 | 20.00 | 26.7% | -0.90 | 0.0301 | -0.003 | ||||
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 — Feb 18, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs