F option chain Ford Motor Company
Cboe delayed options data · as of 00:37 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% (11.04–13.31) · ATM IV 39.1% · 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 | |
| 4.70 | 5.80 | 4 | 118.4% | 1.00 | 0.0005 | 0.000 | 7 | 0 | 0.1000 | 9 | 107.4% | -0.00 | 0.0027 | -0.000 | ||
| 3.80 | 5.00 | 9 | 129.1% | 1.00 | 0.0027 | 0.000 | 8 | 0 | 0.2400 | 1,301 | 103.1% | -0.01 | 0.0090 | -0.001 | ||
| 2.63 | 4.55 | 1.00 | 0.0065 | 0.000 | 8.5 | 0 | 0.0100 | 51.1% | -0.01 | 0.0162 | -0.001 | |||||
| 2.79 | 4.10 | 1 | 107.4% | 0.99 | 0.0147 | -0.000 | 9 | 0 | 0.0200 | 200 | 896 | 48.1% | -0.02 | 0.0286 | -0.001 | |
| 2.60 | 3.05 | 75.9% | 0.98 | 0.0313 | -0.001 | 9.5 | 0 | 0.2600 | 69.6% | -0.04 | 0.0494 | -0.002 | ||||
| 2.20 | 2.34 | 39 | 459 | 54.4% | 0.96 | 0.0630 | -0.002 | 10 | 0.0400 | 0.0600 | 22 | 1,263 | 45.0% | -0.07 | 0.0826 | -0.003 |
| 1.67 | 2.06 | 57.9% | 0.92 | 0.1163 | -0.004 | 10.5 | 0.0800 | 0.0900 | 14 | 41.5% | -0.12 | 0.1313 | -0.005 | |||
| 1.25 | 1.40 | 26 | 307 | 41.2% | 0.85 | 0.1911 | -0.006 | 11 | 0.1500 | 0.1600 | 590 | 5,966 | 39.2% | -0.20 | 0.1936 | -0.006 |
| 0.9200 | 1.03 | 2 | 43.0% | 0.73 | 0.2688 | -0.008 | 11.5 | 0.2400 | 0.3000 | 181 | 36.9% | -0.31 | 0.2565 | -0.008 | ||
| 0.6100 | 0.6500 | 120 | 4,728 | 39.5% | 0.58 | 0.3154 | -0.009 | 12 | 0.5000 | 0.5100 | 854 | 9,260 | 38.8% | -0.45 | 0.2959 | -0.008 |
| 0.3600 | 0.3900 | 284 | 37.5% | 0.42 | 0.3088 | -0.009 | 12.5 | 0.7500 | 0.7900 | 94 | 37.4% | -0.60 | 0.2929 | -0.008 | ||
| 0.2100 | 0.2300 | 1,477 | 9,050 | 37.9% | 0.29 | 0.2607 | -0.007 | 13 | 1.10 | 1.15 | 472 | 12.2K | 37.6% | -0.73 | 0.2516 | -0.007 |
| 0.1200 | 0.1400 | 408 | 38.3% | 0.19 | 0.1987 | -0.006 | 13.5 | 1.41 | 1.61 | 2 | 35.2% | -0.82 | 0.1938 | -0.005 | ||
| 0.0600 | 0.0800 | 1,343 | 59.9K | 38.4% | 0.12 | 0.1427 | -0.004 | 14 | 1.88 | 2.07 | 8 | 3,826 | 37.6% | -0.89 | 0.1390 | -0.004 |
| 0.0100 | 0.0500 | 52 | 37.1% | 0.08 | 0.0994 | -0.003 | 14.5 | 2.18 | 2.76 | 43.3% | -0.93 | 0.0957 | -0.003 | |||
| 0.0200 | 0.0300 | 634 | 6,700 | 41.0% | 0.05 | 0.0684 | -0.002 | 15 | 2.83 | 3.05 | 9 | 836 | 42.1% | -0.96 | 0.0648 | -0.002 |
| 0 | 0.0600 | 47.4% | 0.03 | 0.0471 | -0.002 | 15.5 | 3.05 | 3.60 | -0.97 | 0.0436 | -0.001 | |||||
| 0.0100 | 0.0200 | 234 | 8,155 | 46.6% | 0.02 | 0.0326 | -0.001 | 16 | 3.65 | 4.15 | 102 | -0.98 | 0.0295 | -0.001 | ||
| 0 | 0.0100 | 43.8% | 0.02 | 0.0228 | -0.001 | 16.5 | 3.90 | 4.85 | -0.99 | 0.0202 | -0.000 | |||||
| 0 | 0.0200 | 65 | 2,120 | 51.7% | 0.01 | 0.0162 | -0.001 | 17 | 4.60 | 5.35 | 8 | 72.0% | -0.99 | 0.0139 | 0.000 | |
| 0 | 0.0500 | 63.4% | 0.01 | 0.0116 | -0.001 | 17.5 | 5.25 | 5.90 | 94.5% | -1.00 | 0.0097 | 0.000 | ||||
| 0 | 0.0200 | 7 | 1,602 | 59.0% | 0.01 | 0.0085 | -0.000 | 18 | 5.55 | 6.30 | 1 | 8 | 65.0% | -1.00 | 0.0069 | 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