Ford Motor Company (F)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 09:36 UTC · Figures derived from the full chain (760 contracts, 15 expirations) · IV own-history percentile appears after 60 recorded days (28 so far)
Expected move · Nov 20, 2026 (32 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±10.1% (range 11.18–13.68) by Nov 20, 2026. ATM straddle: 1.25 @ strike 12 · ATM IV: 39.5%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 11.19 | -10% | 80.0% | 20.0% |
| 11.81 | -5% | 64.8% | 35.2% |
| 12.43 | +0% | 47.7% | 52.3% |
| 13.05 | +5% | 31.7% | 68.3% |
| 13.67 | +10% | 19.2% | 80.8% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | ±3.7% | 33.0% | 32.8K |
| Oct 30, 2026 | 11 | ±7.4% | 46.8% | 45.6K |
| Nov 06, 2026 | 18 | ±8.3% | 40.8% | 18.4K |
| Nov 13, 2026 | 25 | ±9.3% | 40.8% | 6,585 |
| Nov 20, 2026 | 32 | ±10.1% | 39.5% | 130.1K |
| Nov 27, 2026 | 39 | ±10.5% | 38.6% | 2,178 |
| Dec 18, 2026 | 60 | ±12.3% | 37.0% | 362.5K |
| Jan 15, 2027 | 88 | ±14.1% | 35.5% | 512.1K |
| Mar 19, 2027 | 151 | ±18.3% | 35.8% | 83.5K |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 14 C · 76.9K7.67 P · 39.8K13 C · 39.2K13 P · 35.7K9.67 P · 33.3K
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 93 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 25.8% of the time.
Past earnings reactions
Avg |reaction| 6.1% · median 4.1% (20 reports). Two-session close-to-close window; definition
About Ford Motor Company
Ford Motor Company is a global automotive giant, engaged in the design, production, and servicing of a broad spectrum of vehicles. Its product line encompasses Ford trucks, commercial cars and vans, and sport utility vehicles, in addition to luxury models from its Lincoln brand. The company structures its diverse operations into distinct segments: Ford Blue, Ford Model e, Ford Pro, Ford Next, and Ford Credit. Ford distributes its vehicles, service components, and accessories through a worldwide network of distributors and dealerships. It also supplies directly to large organizational clients, including commercial fleet operators, daily rental companies, and government entities, often facilitated by its established dealerships. Beyond manufacturing and sales, Ford provides substantial financial services. This includes offering retail installment contracts for both new and used vehicles, as well as direct financing leases for new vehicles to a wide range of customers – from individual consumers to commercial enterprises such as leasing companies, government agencies, and fleet providers. Furthermore, the company extends wholesale loans to dealers to facilitate inventory purchases. It
Consumer Cyclical · Auto - Manufacturers · NYSE · Profile: Financial Modeling Prep
F news
All news →The affordability crisis isn't hitting all voters equally. Here's why
Younger Americans face higher inflation and housing costs than baby boomers, widening the affordability divide ahead of the 2026 midterm…
CNBC · Oct 16, 19:22 UTC ↗My wife says we can’t afford to retire. I vetoed her $8,000 trip to Italy. We’re in our 60s and have $4 million. Do I keep working?
“I worry about healthcare, long-term care, inflation, a long bear market and living to 95.”
MarketWatch · Oct 16, 11:15 UTC ↗Nobel prize in economics awarded to Robert E. Hall and Michael Woodford
The U.S. economists were awarded for work that underpins the models used by central banks and governments to stabilize the economy.
CNBC · Oct 12, 14:09 UTC ↗Related securities · Consumer Cyclical
TSLA · IV —AMZN · IV 40.2%GME · IV 71.7%NKE · IV 37.9%RIVN · IV 64.2%BABA · IV 40.6%