Ford Motor Company (F)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 09:34 UTC · Figures derived from the full chain (838 contracts, 16 expirations) · IV own-history percentile appears after 60 recorded days (3 so far)
Expected move — Sep 18, 2026 (15 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±5.3% (range 13.38–14.89) by Sep 18, 2026. ATM straddle: 0.755 @ strike 14 · ATM IV: 30.8%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 12.73 | -10% | 95.1% | 4.9% |
| 13.43 | -5% | 78.6% | 21.4% |
| 14.14 | +0% | 48.7% | 51.3% |
| 14.85 | +5% | 20.7% | 79.3% |
| 15.55 | +10% | 6.0% | 94.0% |
Model-estimated probabilities of finishing above/below each level at expiration — estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Sep 18, 2026 · lognormal model, zero drift — an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | ±2.4% | 37.8% | 60.5K |
| Sep 11, 2026 | 8 | ±3.9% | 29.9% | 24.6K |
| Sep 18, 2026 | 15 | ±5.3% | 30.8% | 398.1K |
| Sep 25, 2026 | 22 | ±6.4% | 31.7% | 18.4K |
| Oct 02, 2026 | 29 | ±7.2% | 31.2% | 6,050 |
| Oct 09, 2026 | 36 | ±8.2% | 31.9% | 1,564 |
| Oct 16, 2026 | 43 | ±9.1% | 32.5% | 49.7K |
| Nov 20, 2026 | 78 | ±13.0% | 34.7% | 30.0K |
| Dec 18, 2026 | 106 | ±15.1% | 35.2% | 333.4K |
| Jan 15, 2027 | 134 | ±17.2% | 35.6% | 476.9K |
| Mar 19, 2027 | 197 | ±20.9% | 36.3% | 46.7K |
Open interest by strike — Sep 18
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 15 C · 63.7K12 P · 56.1K14 C · 53.4K17 C · 50.6K14 P · 48.3K
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Track record
Full history →Every trading day we record what the options market is pricing for each expiration — before the outcome is known. Once expirations start resolving, this section compares expected versus actual, and the record is never rewritten. Recording since Aug 31, 2026.
Past earnings reactions
Avg |reaction| 6.1% · median 4.1% (20 reports) — two-session close-to-close window; definition
About Ford Motor Company
Ford Motor Company is a global automotive giant, engaged in the design, production, and servicing of a broad spectrum of vehicles. Its product line encompasses Ford trucks, commercial cars and vans, and sport utility vehicles, in addition to luxury models from its Lincoln brand. The company structures its diverse operations into distinct segments: Ford Blue, Ford Model e, Ford Pro, Ford Next, and Ford Credit. Ford distributes its vehicles, service components, and accessories through a worldwide network of distributors and dealerships. It also supplies directly to large organizational clients, including commercial fleet operators, daily rental companies, and government entities, often facilitated by its established dealerships. Beyond manufacturing and sales, Ford provides substantial financial services. This includes offering retail installment contracts for both new and used vehicles, as well as direct financing leases for new vehicles to a wide range of customers – from individual consumers to commercial enterprises such as leasing companies, government agencies, and fleet providers. Furthermore, the company extends wholesale loans to dealers to facilitate inventory purchases. It
Consumer Cyclical · Auto - Manufacturers · NYSE · Profile: Financial Modeling Prep
F news
All news →Ford's production of highly profitable Super Duty trucks hits 20-year high as it recovers from supplier fires
Ford reported its eighth consecutive month of year-over-year U.S. new vehicle sales declines in August.
CNBC · Sep 02, 16:25 UTC ↗‘Neither of us attended college’: At 62, how can we afford to put our granddaughter through college?
“Her life was very challenging before we got custody.”
MarketWatch · Sep 02, 15:00 UTC ↗Related securities — Consumer Cyclical
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