F option chain Ford Motor Company
Cboe delayed options data · as of 12:36 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 ±28.1% (8.95–15.95) · ATM IV 323.1% · P/C open interest 1.21
| 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 | |
| 3.30 | 7.60 | 1 | 88 | 1.00 | 0.0001 | 0.000 | 7 | 0 | 3.40 | -0.00 | 0.0001 | 0.000 | ||||
| 2.34 | 6.60 | 2 | 259 | 175.5% | 1.00 | 0.0006 | 0.000 | 8 | 0 | 3.40 | 1 | 2 | 821.0% | -0.00 | 0.0006 | -0.000 |
| 1.84 | 6.10 | 8 | 3 | 152.7% | 1.00 | 0.0013 | 0.000 | 8.5 | 0 | 3.40 | 1 | 2 | 754.2% | -0.00 | 0.0013 | -0.000 |
| 1.34 | 5.60 | 22 | 595 | 131.1% | 1.00 | 0.0030 | 0.000 | 9 | 0 | 3.40 | 1 | 691.3% | -0.00 | 0.0030 | -0.000 | |
| 0.8400 | 5.10 | 22 | 258 | 110.6% | 1.00 | 0.0069 | -0.000 | 9.5 | 0 | 3.40 | 11 | 631.8% | -0.00 | 0.0069 | -0.001 | |
| 0.3400 | 4.65 | 40 | 430 | 121.9% | 0.99 | 0.0161 | -0.001 | 10 | 0 | 3.40 | 1 | 126 | 574.9% | -0.01 | 0.0161 | -0.002 |
| 0 | 4.40 | 7 | 65 | 179.4% | 0.98 | 0.0384 | -0.003 | 10.5 | 0 | 3.40 | 2 | 28 | 520.1% | -0.02 | 0.0385 | -0.004 |
| 0 | 4.15 | 22 | 873 | 236.1% | 0.96 | 0.0927 | -0.007 | 11 | 0 | 3.40 | 211 | 3,215 | 467.0% | -0.04 | 0.0929 | -0.007 |
| 0 | 3.90 | 67 | 917 | 271.9% | 0.90 | 0.2173 | -0.015 | 11.5 | 0 | 3.40 | 497 | 1,941 | 414.9% | -0.10 | 0.2181 | -0.015 |
| 0 | 3.65 | 1,120 | 2,841 | 297.7% | 0.76 | 0.4396 | -0.026 | 12 | 0 | 3.45 | 2,062 | 2,109 | 367.8% | -0.25 | 0.4424 | -0.026 |
| 0 | 3.50 | 5,504 | 6,931 | 326.3% | 0.49 | 0.5961 | -0.032 | 12.5 | 0 | 3.50 | 28.7K | 24.0K | 319.9% | -0.51 | 0.6010 | -0.033 |
| 0 | 3.45 | 6,050 | 6,278 | 359.0% | 0.23 | 0.4465 | -0.024 | 13 | 0 | 3.70 | 912 | 1,112 | 283.6% | -0.78 | 0.4503 | -0.024 |
| 0 | 3.40 | 1,316 | 2,638 | 387.8% | 0.09 | 0.2269 | -0.013 | 13.5 | 0 | 3.95 | 45 | 207 | 247.6% | -0.91 | 0.2297 | -0.013 |
| 0 | 3.40 | 678 | 1,790 | 418.0% | 0.04 | 0.1039 | -0.006 | 14 | 0.1100 | 4.15 | 8 | 58 | 210.5% | -0.97 | 0.1051 | -0.006 |
| 0 | 3.40 | 4 | 796 | 445.8% | 0.02 | 0.0485 | -0.003 | 14.5 | 0 | 4.40 | 136.8% | -0.99 | 0.0454 | -0.004 | ||
| 0 | 3.40 | 6 | 1,143 | 471.6% | 0.01 | 0.0240 | -0.002 | 15 | 0.4200 | 4.65 | 4 | -1.00 | 0.0186 | -0.003 | ||
| 0 | 3.40 | 2 | 337 | 495.6% | 0.00 | 0.0126 | -0.001 | 15.5 | 0.9200 | 5.15 | 1 | -1.00 | 0.0073 | -0.002 | ||
| 0 | 3.40 | 173 | 518.1% | 0.00 | 0.0070 | -0.001 | 16 | 1.42 | 5.65 | -1.00 | 0.0028 | -0.002 | ||||
| 0 | 3.40 | 161 | 539.4% | 0.00 | 0.0040 | -0.000 | 16.5 | 1.92 | 6.15 | -1.00 | 0.0010 | -0.002 | ||||
| 0 | 3.40 | 62 | 559.4% | 0.00 | 0.0024 | -0.000 | 17 | 2.42 | 6.65 | -1.00 | 0.0004 | -0.002 | ||||
| 0 | 3.40 | 69 | 578.5% | 0.00 | 0.0016 | -0.000 | 17.5 | 2.90 | 7.15 | -1.00 | 0.0002 | -0.002 | ||||
| 0 | 3.40 | 55 | 596.6% | 0.00 | 0.0010 | -0.000 | 18 | 3.40 | 7.65 | -1.00 | 0.0001 | -0.002 | ||||
| 0 | 3.40 | 1 | 49 | 613.9% | 0.00 | 0.0007 | -0.000 | 18.5 | 3.90 | 8.15 | -1.00 | 0.0000 | -0.002 | |||
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 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs