F option chain Ford Motor Company

Expiration Cboe delayed options data · as of 12:34 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 ±15.1% (12.22–16.58) · ATM IV 34.9% · P/C open interest 1.31

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
6.20	7.65		175	85.9%	1.00	0.0033	0.000	7.67	0.0100	0.0300		39.7K	56.0%	-0.01	0.0056	-0.000
5.90	7.95		115	102.3%	0.99	0.0040	0.000	7.85	0.0100	0.0700		16.7K	60.4%	-0.01	0.0065	-0.000
5.85	7.80		1	103.9%	0.99	0.0046	0.000	8	0	0.1200		8	63.2%	-0.01	0.0072	-0.001
4.85	6.75		4	84.9%	0.99	0.0111	0.000	9	0.0200	0.0600		730	48.3%	-0.02	0.0147	-0.001
4.40	5.00	10	2,912		0.98	0.0191	0.000	9.67	0.0500	0.0600		33.3K	44.6%	-0.04	0.0230	-0.001
4.25	4.80		1,896		0.97	0.0219	0.000	9.85	0.0500	0.0600	4	16.0K	42.8%	-0.04	0.0259	-0.001
4.35	4.60	60	139		0.97	0.0245	0.000	10	0.0100	0.0700	1	580	38.9%	-0.04	0.0285	-0.001
3.50	3.65	3	105	39.7%	0.93	0.0484	-0.001	11	0.1200	0.1300	29	4,519	39.4%	-0.09	0.0514	-0.002
2.86	3.10	10	12.3K	38.3%	0.89	0.0707	-0.002	11.67	0.2000	0.2800	24	34.8K	38.4%	-0.13	0.0723	-0.003
2.53	2.80	2	553	35.6%	0.86	0.0831	-0.003	12	0.2200	0.2800	29	6,893	37.0%	-0.16	0.0838	-0.003
1.83	1.95	14	5,452	34.6%	0.75	0.1204	-0.004	13	0.4200	0.5100	38	14.3K	36.1%	-0.27	0.1196	-0.004
1.26	1.34	156	2,274	35.2%	0.61	0.1456	-0.005	14	0.8500	0.8900	531	3,736	35.2%	-0.40	0.1452	-0.005
0.9300	1.01	47	18.0K	34.9%	0.51	0.1504	-0.005	14.67	1.16	1.26	10	1,763	34.8%	-0.50	0.1508	-0.005
0.8800	0.9300	17	15.6K	35.2%	0.48	0.1499	-0.005	14.85	1.26	1.36		2,014	34.6%	-0.53	0.1505	-0.005
0.8000	0.8500	202	5,813	34.5%	0.46	0.1490	-0.005	15	1.35	1.48	39	4,055	35.1%	-0.55	0.1498	-0.005
0.4800	0.5500	107	5,863	34.8%	0.33	0.1337	-0.004	16	2.04	2.13	20	313	34.6%	-0.68	0.1348	-0.004
0.3400	0.4000	16	16.0K	35.0%	0.26	0.1179	-0.004	16.67	2.54	2.72		450	35.7%	-0.75	0.1185	-0.004
0.3000	0.3400	223	3,079	35.4%	0.23	0.1095	-0.004	17	2.81	3.00	60	578	35.9%	-0.78	0.1098	-0.003
0.1800	0.2100	483	6,265	35.9%	0.16	0.0848	-0.003	18	3.65	4.15		3,650	42.9%	-0.85	0.0840	-0.002
0.0700	0.1500		1,683	37.4%	0.11	0.0636	-0.003	19	4.40	4.85		16	29.3%	-0.90	0.0618	-0.001
0.0500	0.1200		14.3K	38.7%	0.08	0.0520	-0.002	19.67	5.05	5.80		18	45.1%	-0.93	0.0498	-0.001
0.0800	0.1200	2	6,652	39.1%	0.08	0.0492	-0.002	19.85	5.20	5.90		28	42.0%	-0.93	0.0470	-0.000
0.0700	0.1000	26	1,213	38.9%	0.07	0.0470	-0.002	20	5.45	5.75			29.8%	-0.93	0.0447	-0.000
0	0.0800		263	40.5%	0.05	0.0346	-0.002	21	6.35	7.05		1	48.0%	-0.96	0.0324	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 — Dec 18, 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 — Dec 18, 2026

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