ALLY option chain Ally Financial Inc.

Expiration Cboe delayed options data · as of 12:33 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 ±8.2% (34.52–40.67) · ATM IV 34.2% · P/C open interest 0.27

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
16.70	18.40				1.00	0.0010	0.000	20	0	0.1000		47	100.2%	-0.01	0.0021	-0.003
13.70	15.40				1.00	0.0021	-0.000	23	0	0.3000		22	96.4%	-0.01	0.0038	-0.004
11.70	13.40		3	88.8%	0.99	0.0037	-0.002	25	0	0.0500	8	18	61.3%	-0.02	0.0059	-0.005
8.70	10.50				0.98	0.0092	-0.004	28	0	0.1000	113	37	50.8%	-0.03	0.0122	-0.007
7.30	8.30	1	10	61.5%	0.97	0.0176	-0.007	30	0.0500	0.2000	3	381	48.1%	-0.06	0.0207	-0.009
4.40	5.20		19	40.9%	0.89	0.0493	-0.014	33	0.0500	0.3500	809	844	40.6%	-0.13	0.0490	-0.015
3.50	4.30			38.2%	0.84	0.0665	-0.018	34	0.4000	0.5000	1,078	83	38.2%	-0.19	0.0637	-0.018
2.80	3.50		4	38.6%	0.77	0.0839	-0.021	35	0.6000	0.7000	780	567	36.6%	-0.26	0.0795	-0.021
2.10	2.55	6	7	34.7%	0.67	0.0984	-0.024	36	0.9000	1.05	46	451	36.3%	-0.34	0.0938	-0.023
1.60	1.80	26	44	33.8%	0.57	0.1072	-0.025	37	1.30	1.45	23	464	35.5%	-0.44	0.1038	-0.024
1.15	1.30	94	9,521	34.3%	0.46	0.1090	-0.024	38	1.75	1.95	8	261	34.2%	-0.55	0.1075	-0.024
0.7000	0.9000	51	173	32.4%	0.36	0.1033	-0.021	39	2.35	2.65	16	449	34.5%	-0.65	0.1036	-0.021
0.5000	0.6000	597	6,896	32.3%	0.26	0.0907	-0.018	40	2.65	3.70		479	33.1%	-0.75	0.0917	-0.018
0.3000	0.3500	73	111	31.9%	0.18	0.0742	-0.015	41	3.80	4.40	12	557	36.9%	-0.83	0.0750	-0.014
0.1500	0.4500	9	116	32.0%	0.12	0.0571	-0.011	42	4.40	5.30		323	32.5%	-0.89	0.0569	-0.011
0.0500	0.2000	6	82	32.4%	0.08	0.0425	-0.009	43	5.60	6.30	2	144	41.7%	-0.93	0.0414	-0.008
0	1.05	1,024	132	30.3%	0.06	0.0320	-0.007	44	5.90	7.30		25		-0.95	0.0304	-0.006
0	0.1000	8	274	36.2%	0.05	0.0245	-0.006	45	6.90	8.30		252		-0.96	0.0227	-0.004
0	0.1500	7	139	39.6%	0.04	0.0190	-0.005	46	7.80	9.70		53	42.1%	-0.97	0.0171	-0.003
0	0.2500		978	47.2%	0.03	0.0148	-0.004	47	8.80	10.70		231	45.7%	-0.98	0.0129	-0.002
0	0.2500		54	50.6%	0.02	0.0115	-0.003	48	9.70	11.70		36	53.5%	-0.98	0.0097	-0.002
0	0.4000		243	59.3%	0.02	0.0090	-0.003	49	10.70	12.70		2	57.0%	-0.99	0.0073	-0.001
0	0.2000	1	1,191	54.6%	0.01	0.0070	-0.002	50	11.70	13.70		4	60.4%	-0.99	0.0055	-0.000
0	0.4000		836	77.7%	0.00	0.0021	-0.001	55	16.70	18.70				-1.00	0.0013	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 — Nov 20, 2026

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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ALLY option chain Ally Financial Inc.

Volatility smile — Nov 20, 2026

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