F option chain Ford Motor Company
Cboe delayed options data · as of 18:37 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 ±13.3% (10.55–13.79) · ATM IV 34.1% · P/C open interest 0.87
| 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 | |
| 4.95 | 5.75 | 24 | 93.2% | 1.00 | 0.0036 | 0.000 | 7 | 0 | 0.0500 | 71 | 57.9% | -0.01 | 0.0106 | -0.001 | ||
| 4.20 | 4.75 | 5 | 365 | 73.8% | 0.99 | 0.0148 | -0.000 | 7.85 | 0.0100 | 0.0200 | 68.1K | 43.5% | -0.03 | 0.0210 | -0.001 | |
| 3.95 | 4.55 | 13 | 60.9% | 0.99 | 0.0181 | -0.000 | 8 | 0.0200 | 0.0600 | 2,821 | 49.4% | -0.03 | 0.0235 | -0.001 | ||
| 3.10 | 3.55 | 27 | 54.6% | 0.95 | 0.0522 | -0.002 | 9 | 0.0200 | 0.1000 | 364 | 40.8% | -0.06 | 0.0492 | -0.002 | ||
| 2.36 | 2.73 | 3 | 11.5K | 47.1% | 0.89 | 0.0914 | -0.003 | 9.85 | 0.1100 | 0.1300 | 56 | 40.1K | 37.1% | -0.12 | 0.0858 | -0.003 |
| 2.18 | 2.36 | 2 | 188 | 34.4% | 0.88 | 0.0988 | -0.003 | 10 | 0.1100 | 0.1600 | 10 | 3,459 | 36.4% | -0.13 | 0.0938 | -0.003 |
| 1.47 | 1.54 | 41 | 195 | 35.2% | 0.75 | 0.1522 | -0.004 | 11 | 0.3300 | 0.3500 | 26 | 11.6K | 34.9% | -0.26 | 0.1545 | -0.004 |
| 0.9400 | 0.9900 | 22 | 16.0K | 34.1% | 0.60 | 0.1921 | -0.004 | 11.85 | 0.6500 | 0.6700 | 3 | 44.1K | 34.4% | -0.41 | 0.1988 | -0.004 |
| 0.8700 | 0.9000 | 54 | 4,871 | 33.9% | 0.57 | 0.1963 | -0.004 | 12 | 0.7200 | 0.7400 | 23 | 4,207 | 34.3% | -0.44 | 0.2037 | -0.005 |
| 0.4700 | 0.4900 | 119 | 18.4K | 33.8% | 0.38 | 0.1929 | -0.004 | 13 | 1.31 | 1.35 | 473 | 16.9K | 34.2% | -0.64 | 0.2045 | -0.004 |
| 0.2300 | 0.2500 | 238 | 11.2K | 33.8% | 0.23 | 0.1502 | -0.003 | 14 | 1.91 | 2.15 | 64 | 12.5K | 29.4% | -0.80 | 0.1606 | -0.004 |
| 0.1300 | 0.1400 | 152 | 52.8K | 34.6% | 0.14 | 0.1094 | -0.003 | 14.85 | 2.68 | 2.91 | 19.7K | 26.3% | -0.89 | 0.1130 | -0.003 | |
| 0.1200 | 0.1300 | 183 | 7,776 | 35.0% | 0.13 | 0.1029 | -0.003 | 15 | 2.84 | 3.10 | 1,370 | 31.9% | -0.90 | 0.1051 | -0.002 | |
| 0.0600 | 0.0700 | 43 | 5,877 | 36.1% | 0.08 | 0.0674 | -0.002 | 16 | 3.75 | 4.05 | 395 | -0.95 | 0.0612 | -0.001 | ||
| 0.0200 | 0.0500 | 32 | 36.0K | 36.5% | 0.05 | 0.0470 | -0.001 | 16.85 | 4.55 | 4.90 | 1,482 | -0.97 | 0.0369 | -0.001 | ||
| 0.0200 | 0.0500 | 3 | 2,219 | 37.3% | 0.05 | 0.0442 | -0.001 | 17 | 4.65 | 5.05 | 81 | -0.98 | 0.0336 | -0.001 | ||
| 0.0200 | 0.0400 | 2 | 11.0K | 41.2% | 0.03 | 0.0295 | -0.001 | 18 | 4.55 | 7.00 | 884 | -0.99 | 0.0180 | 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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs