F option chain Ford Motor Company
Cboe delayed options data · as of 15:38 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 ±9.3% (11.18–13.47) · ATM IV 38.0% · P/C open interest 0.38
| 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 | |
| 5.10 | 5.60 | 4 | 1.00 | 0.0008 | 0.000 | 7 | 0 | 0.0400 | 9 | 93.1% | -0.00 | 0.0034 | -0.000 | |||
| 4.00 | 4.80 | 9 | 96.5% | 1.00 | 0.0034 | 0.000 | 8 | 0 | 0.0400 | 1,301 | 73.2% | -0.01 | 0.0096 | -0.001 | ||
| 2.63 | 4.00 | 1.00 | 0.0072 | 0.000 | 8.5 | 0 | 0.0100 | 52.5% | -0.01 | 0.0162 | -0.001 | |||||
| 2.79 | 3.55 | 1 | 0.99 | 0.0147 | -0.000 | 9 | 0.0100 | 0.0200 | 150 | 896 | 52.7% | -0.02 | 0.0272 | -0.002 | ||
| 2.73 | 3.05 | 60.1% | 0.98 | 0.0293 | -0.001 | 9.5 | 0 | 0.0600 | 50.6% | -0.04 | 0.0452 | -0.002 | ||||
| 2.34 | 2.47 | 2 | 459 | 54.2% | 0.96 | 0.0560 | -0.002 | 10 | 0.0300 | 0.0400 | 13 | 1,263 | 43.4% | -0.06 | 0.0738 | -0.003 |
| 1.76 | 2.07 | 46.2% | 0.93 | 0.1013 | -0.004 | 10.5 | 0.0600 | 0.1000 | 43.0% | -0.11 | 0.1167 | -0.004 | ||||
| 1.42 | 1.54 | 17 | 307 | 45.0% | 0.87 | 0.1684 | -0.006 | 11 | 0.1300 | 0.1500 | 521 | 5,966 | 40.2% | -0.18 | 0.1745 | -0.006 |
| 1.03 | 1.14 | 43.3% | 0.76 | 0.2460 | -0.008 | 11.5 | 0.2500 | 0.2600 | 122 | 39.0% | -0.28 | 0.2386 | -0.007 | |||
| 0.7000 | 0.7400 | 66 | 4,728 | 39.7% | 0.62 | 0.3042 | -0.009 | 12 | 0.4300 | 0.4500 | 277 | 9,260 | 38.5% | -0.41 | 0.2873 | -0.008 |
| 0.4400 | 0.4600 | 44 | 38.1% | 0.47 | 0.3128 | -0.009 | 12.5 | 0.6800 | 0.7100 | 11 | 37.9% | -0.56 | 0.2969 | -0.008 | ||
| 0.2600 | 0.2800 | 418 | 9,050 | 37.8% | 0.33 | 0.2744 | -0.008 | 13 | 1.00 | 1.05 | 8 | 12.2K | 37.8% | -0.69 | 0.2646 | -0.007 |
| 0.1500 | 0.1600 | 83 | 37.8% | 0.22 | 0.2155 | -0.006 | 13.5 | 1.35 | 1.47 | 1 | 37.3% | -0.80 | 0.2102 | -0.006 | ||
| 0.0900 | 0.1000 | 751 | 59.9K | 39.2% | 0.14 | 0.1590 | -0.005 | 14 | 1.77 | 1.94 | 7 | 3,826 | 38.8% | -0.87 | 0.1552 | -0.005 |
| 0.0500 | 0.0600 | 43 | 39.9% | 0.10 | 0.1139 | -0.004 | 14.5 | 2.18 | 2.47 | 40.9% | -0.91 | 0.1101 | -0.003 | |||
| 0.0300 | 0.0400 | 71 | 6,700 | 41.5% | 0.06 | 0.0806 | -0.003 | 15 | 2.70 | 2.87 | 9 | 836 | 36.3% | -0.94 | 0.0768 | -0.002 |
| 0 | 0.0700 | 46.7% | 0.04 | 0.0571 | -0.002 | 15.5 | 3.10 | 3.45 | 35.3% | -0.96 | 0.0534 | -0.002 | ||||
| 0.0100 | 0.0200 | 42 | 8,155 | 44.7% | 0.03 | 0.0407 | -0.002 | 16 | 3.65 | 3.85 | 102 | -0.98 | 0.0374 | -0.001 | ||
| 0 | 0.0600 | 54.7% | 0.02 | 0.0294 | -0.001 | 16.5 | 4.10 | 4.45 | 45.6% | -0.98 | 0.0264 | -0.001 | ||||
| 0.0100 | 0.0200 | 37 | 2,120 | 52.9% | 0.02 | 0.0214 | -0.001 | 17 | 4.60 | 4.95 | 8 | 50.4% | -0.99 | 0.0188 | -0.000 | |
| 0 | 0.0500 | 61.4% | 0.01 | 0.0158 | -0.001 | 17.5 | 4.55 | 5.75 | -0.99 | 0.0136 | 0.000 | |||||
| 0 | 0.0200 | 7 | 1,602 | 57.2% | 0.01 | 0.0118 | -0.001 | 18 | 5.55 | 5.90 | 1 | 8 | -0.99 | 0.0099 | 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.
callsputs