F option chain Ford Motor Company

Expiration Cboe delayed options data · as of 00:34 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 ±7.8% (13.27–15.52) · ATM IV 31.0% · P/C open interest 0.52

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
5.35	5.75	2	24	61.9%	0.99	0.0056	0.000	9	0	0.0300			71.1%	-0.01	0.0056	-0.001
4.45	5.70			51.9%	0.99	0.0084	0.000	9.5	0	0.0300			63.9%	-0.01	0.0084	-0.001
4.35	4.75	2	37	39.3%	0.99	0.0126	0.000	10	0	0.0300	10		57.0%	-0.01	0.0126	-0.001
3.35	5.90		4	54.0%	0.98	0.0190	0.000	10.5	0	0.0400	100	100	52.6%	-0.02	0.0190	-0.001
3.35	3.55		2		0.97	0.0287	-0.000	11	0.0100	0.0400			47.8%	-0.03	0.0288	-0.002
2.90	3.10	1	1	46.0%	0.96	0.0437	-0.001	11.5	0.0100	0.0500		11	42.6%	-0.04	0.0439	-0.002
2.42	2.57		32	37.5%	0.94	0.0665	-0.002	12	0.0200	0.0400	2	33	36.0%	-0.06	0.0670	-0.003
1.95	2.10	1	8	35.2%	0.90	0.1005	-0.003	12.5	0.0400	0.0800	3	353	34.6%	-0.10	0.1014	-0.004
1.50	1.65		8	33.1%	0.85	0.1485	-0.004	13	0.1100	0.1300	21	156	33.9%	-0.15	0.1500	-0.005
1.11	1.24		101	32.5%	0.77	0.2082	-0.006	13.5	0.1800	0.2200	36	115	31.7%	-0.23	0.2107	-0.006
0.7700	0.8400	30	354	30.4%	0.65	0.2642	-0.007	14	0.3200	0.4000	13	23	31.5%	-0.35	0.2684	-0.007
0.5000	0.5600	22	188	30.1%	0.51	0.2899	-0.007	14.5	0.5400	0.6500	36	13	31.8%	-0.50	0.2960	-0.008
0.3100	0.3900	294	321	31.3%	0.37	0.2717	-0.007	15	0.8200	0.9600	53	61	31.4%	-0.64	0.2797	-0.007
0.1800	0.2200	573	251	30.6%	0.26	0.2258	-0.006	15.5	1.22	1.34	55		33.3%	-0.75	0.2352	-0.006
0.0900	0.1400	63	123	31.0%	0.18	0.1753	-0.005	16	1.60	1.77			33.1%	-0.83	0.1853	-0.005
0.0500	0.1100	10	3	33.3%	0.13	0.1323	-0.005	16.5	2.05	2.22			33.7%	-0.89	0.1413	-0.004
0.0200	0.0600		1	32.7%	0.09	0.0992	-0.004	17	2.53	2.70			35.7%	-0.93	0.1054	-0.003
0.0100	0.0600			36.2%	0.07	0.0747	-0.003	17.5	2.39	3.80			36.6%	-0.95	0.0896	-0.002
0.0100	0.0500			39.2%	0.05	0.0569	-0.003	18	3.25	4.90			40.8%	-0.97	0.0787	-0.001
0.0100	0.0400			41.8%	0.04	0.0438	-0.002	18.5	3.75	4.80			44.8%	-0.99	0.0527	-0.002
0.0100	0.0900		120	43.8%	0.03	0.0342	-0.002	19	4.25	5.30			48.7%	-0.99	0.0274	-0.003
0	0.0400		83	48.9%	0.02	0.0270	-0.002	19.5	4.75	5.90			52.4%	-1.00	0.0065	-0.004
0	0.0400		1	50.5%	0.02	0.0216	-0.001	20	5.25	7.10			56.0%	-1.00	0.0000	-0.005
0	0.0400			56.7%	0.01	0.0142	-0.001	21	6.25	7.40			62.8%	-1.00	0.0000	-0.006

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 — Oct 09, 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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F option chain Ford Motor Company

Volatility smile — Oct 09, 2026

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