F option chain Ford Motor Company
Cboe delayed options data · as of 12:37 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 ±37.6% (7.47–16.47) · ATM IV 73.2% · P/C open interest 1.17
| 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 | |
| 0 | 0 | 10 | 163.2% | 1.00 | 0.0001 | 0.000 | 6 | 0 | 0 | 280 | 84.1% | -0.00 | 0.0027 | -0.000 | ||
| 0 | 0 | 4 | 98.6% | 1.00 | 0.0013 | 0.000 | 7 | 0 | 0 | 501 | 67.4% | -0.01 | 0.0072 | -0.001 | ||
| 0 | 0 | 175 | 83.4% | 1.00 | 0.0045 | 0.000 | 7.67 | 0 | 0 | 39.8K | 54.9% | -0.01 | 0.0134 | -0.001 | ||
| 3.95 | 5.00 | 109 | 89.5% | 1.00 | 0.0060 | 0.000 | 7.85 | 0 | 0.0500 | 15.8K | 56.9% | -0.02 | 0.0158 | -0.001 | ||
| 0 | 0 | 4 | 89.9% | 1.00 | 0.0077 | 0.000 | 8 | 0 | 0 | 31 | 50.4% | -0.02 | 0.0181 | -0.001 | ||
| 0 | 0 | 4 | 63.2% | 0.98 | 0.0329 | -0.001 | 9 | 0 | 0 | 10 | 1,201 | 43.8% | -0.05 | 0.0429 | -0.002 | |
| 0 | 0 | 10 | 2,891 | 40.9% | 0.95 | 0.0705 | -0.002 | 9.67 | 0 | 0 | 1 | 33.3K | 39.4% | -0.08 | 0.0729 | -0.003 |
| 0 | 0 | 1,886 | 53.7% | 0.93 | 0.0838 | -0.003 | 9.85 | 0 | 0 | 13.8K | 39.7% | -0.10 | 0.0833 | -0.003 | ||
| 0 | 0 | 167 | 49.5% | 0.92 | 0.0960 | -0.003 | 10 | 0 | 0 | 18 | 1,967 | 38.7% | -0.11 | 0.0928 | -0.003 | |
| 0 | 0 | 9 | 209 | 36.4% | 0.78 | 0.1822 | -0.005 | 11 | 0 | 0 | 167 | 7,676 | 36.9% | -0.24 | 0.1704 | -0.005 |
| 0 | 0 | 27 | 12.3K | 36.4% | 0.64 | 0.2237 | -0.006 | 11.67 | 0 | 0 | 56 | 31.9K | 36.0% | -0.37 | 0.2197 | -0.005 |
| 0 | 0 | 169 | 2,130 | 36.0% | 0.56 | 0.2340 | -0.006 | 12 | 0 | 0 | 85 | 5,942 | 35.8% | -0.45 | 0.2348 | -0.006 |
| 0 | 0 | 562 | 13.0K | 36.7% | 0.34 | 0.2156 | -0.005 | 13 | 0 | 0 | 25 | 21.1K | 35.4% | -0.67 | 0.2236 | -0.005 |
| 0 | 0 | 338 | 8,284 | 35.3% | 0.18 | 0.1512 | -0.004 | 14 | 0 | 0 | 30 | 4,017 | 37.1% | -0.84 | 0.1557 | -0.004 |
| 0 | 0 | 176 | 18.0K | 36.7% | 0.12 | 0.1095 | -0.003 | 14.67 | 0 | 0 | 6 | 1,788 | 41.6% | -0.90 | 0.1093 | -0.003 |
| 0 | 0 | 9 | 14.7K | 35.5% | 0.11 | 0.0998 | -0.003 | 14.85 | 0 | 0 | 1,967 | -0.92 | 0.0985 | -0.002 | ||
| 0 | 0 | 95 | 10.3K | 36.8% | 0.10 | 0.0923 | -0.003 | 15 | 0 | 0 | 4,216 | -0.92 | 0.0901 | -0.002 | ||
| 0 | 0 | 36 | 8,723 | 38.9% | 0.05 | 0.0544 | -0.002 | 16 | 0 | 0 | 256 | 53.5% | -0.97 | 0.0480 | -0.001 | |
| 0 | 0 | 17.3K | 41.0% | 0.04 | 0.0384 | -0.001 | 16.67 | 0 | 0 | 480 | -0.98 | 0.0310 | -0.000 | |||
| 0 | 0 | 22 | 3,192 | 43.0% | 0.03 | 0.0324 | -0.001 | 17 | 0 | 0 | 2 | 565 | 41.5% | -0.98 | 0.0250 | -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.
callsputs