F option chain Ford Motor Company
Cboe delayed options data · as of 15:34 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 ±5.1% (13.65–15.13) · ATM IV 31.2% · P/C open interest 0.77
| 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 | |
| 6.05 | 6.50 | 10 | 1.00 | 0.0011 | 0.000 | 8 | 0 | 0.0100 | 8,927 | 115.9% | -0.00 | 0.0011 | -0.000 | |||
| 5.50 | 6.05 | 1.00 | 0.0017 | 0.000 | 8.5 | 0 | 0.0200 | 114.1% | -0.00 | 0.0017 | -0.000 | |||||
| 5.35 | 5.45 | 5 | 10 | 1.00 | 0.0026 | 0.000 | 9 | 0 | 0.0200 | 3,619 | 103.0% | -0.00 | 0.0026 | -0.000 | ||
| 4.85 | 5.00 | 87.8% | 1.00 | 0.0041 | 0.000 | 9.5 | 0 | 0.0200 | 92.3% | -0.00 | 0.0041 | -0.001 | ||||
| 4.35 | 4.50 | 83 | 76.4% | 1.00 | 0.0064 | 0.000 | 10 | 0 | 0.0100 | 25.0K | 75.1% | -0.00 | 0.0064 | -0.001 | ||
| 3.85 | 4.00 | 3 | 8 | 65.6% | 0.99 | 0.0102 | 0.000 | 10.5 | 0 | 0.0100 | 4 | 66.1% | -0.01 | 0.0103 | -0.001 | |
| 3.35 | 3.50 | 6 | 79 | 55.3% | 0.99 | 0.0167 | 0.000 | 11 | 0.0100 | 0.0200 | 2 | 22.0K | 67.0% | -0.01 | 0.0168 | -0.002 |
| 2.88 | 3.00 | 10 | 10 | 59.0% | 0.98 | 0.0278 | -0.001 | 11.5 | 0 | 0.0300 | 258 | 57.4% | -0.02 | 0.0278 | -0.002 | |
| 2.39 | 2.50 | 43 | 737 | 51.4% | 0.97 | 0.0471 | -0.002 | 12 | 0.0100 | 0.0200 | 17 | 45.1K | 48.1% | -0.03 | 0.0474 | -0.003 |
| 1.90 | 2.01 | 2 | 76 | 44.9% | 0.95 | 0.0816 | -0.003 | 12.5 | 0.0100 | 0.0400 | 9 | 689 | 43.0% | -0.05 | 0.0821 | -0.004 |
| 1.42 | 1.51 | 29 | 9,719 | 37.0% | 0.91 | 0.1425 | -0.006 | 13 | 0.0400 | 0.0500 | 152 | 25.6K | 38.2% | -0.09 | 0.1435 | -0.006 |
| 0.9700 | 1.03 | 49 | 715 | 32.1% | 0.83 | 0.2427 | -0.008 | 13.5 | 0.0800 | 0.1000 | 240 | 2,947 | 34.3% | -0.17 | 0.2448 | -0.009 |
| 0.6100 | 0.6300 | 939 | 25.7K | 31.8% | 0.69 | 0.3716 | -0.011 | 14 | 0.2000 | 0.2100 | 623 | 28.9K | 32.8% | -0.32 | 0.3756 | -0.011 |
| 0.3200 | 0.3400 | 586 | 4,746 | 31.0% | 0.48 | 0.4409 | -0.012 | 14.5 | 0.3900 | 0.4300 | 260 | 314 | 31.4% | -0.52 | 0.4474 | -0.012 |
| 0.1500 | 0.1600 | 767 | 47.9K | 31.2% | 0.28 | 0.3692 | -0.010 | 15 | 0.7100 | 0.7700 | 37 | 7,287 | 31.9% | -0.73 | 0.3772 | -0.010 |
| 0.0700 | 0.0800 | 95 | 882 | 33.1% | 0.15 | 0.2424 | -0.007 | 15.5 | 1.12 | 1.20 | 2 | 10 | 33.7% | -0.86 | 0.2478 | -0.007 |
| 0.0200 | 0.0300 | 221 | 33.0K | 32.3% | 0.08 | 0.1453 | -0.005 | 16 | 1.58 | 1.65 | 11 | 2,320 | 33.2% | -0.93 | 0.1592 | -0.004 |
| 0.0100 | 0.0300 | 71 | 38.0% | 0.05 | 0.0863 | -0.003 | 16.5 | 2.04 | 2.16 | 1 | -0.97 | 0.1088 | -0.003 | |||
| 0 | 0.0100 | 79 | 48.1K | 36.0% | 0.03 | 0.0524 | -0.002 | 17 | 2.55 | 2.65 | 392 | -0.99 | 0.0489 | -0.005 | ||
| 0 | 0.0300 | 20 | 48.5% | 0.02 | 0.0327 | -0.002 | 17.5 | 3.00 | 3.15 | -1.00 | 0.0113 | -0.006 | ||||
| 0 | 0.0200 | 1 | 13.0K | 51.0% | 0.01 | 0.0211 | -0.001 | 18 | 3.55 | 3.65 | 35 | -1.00 | 0.0016 | -0.007 | ||
| 0 | 0.0200 | 56.3% | 0.01 | 0.0140 | -0.001 | 18.5 | 4.00 | 4.15 | -1.00 | 0.0000 | -0.008 | |||||
| 0 | 0.0100 | 5,406 | 56.2% | 0.01 | 0.0095 | -0.001 | 19 | 4.55 | 4.65 | 2 | -1.00 | 0.0000 | -0.008 | |||
| 0 | 0.0200 | 66.2% | 0.00 | 0.0066 | -0.001 | 19.5 | 5.00 | 5.20 | -1.00 | 0.0000 | -0.008 | |||||
| 0 | 0.0100 | 12.2K | 65.1% | 0.00 | 0.0047 | -0.000 | 20 | 5.50 | 5.70 | 1 | -1.00 | 0.0000 | -0.008 | |||
| 0 | 0.0200 | 10.5K | 79.8% | 0.00 | 0.0025 | -0.000 | 21 | 6.50 | 6.70 | -1.00 | 0.0000 | -0.008 | ||||
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 — Sep 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs