GD option chain General Dynamics Corporation
Cboe delayed options data · as of 18:34 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 ±5.8% (343.12–385.02) · ATM IV 20.2% · P/C open interest 1.26
| 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 | |
| 113.00 | 117.30 | 1.00 | 0.0001 | 0.000 | 250 | 0 | 5.00 | 4 | 74.6% | -0.00 | 0.0001 | -0.004 | ||||
| 103.00 | 107.40 | 1.00 | 0.0002 | 0.000 | 260 | 0 | 5.00 | 68.3% | -0.00 | 0.0002 | -0.005 | |||||
| 93.00 | 97.40 | 1.00 | 0.0003 | 0.000 | 270 | 0 | 0.1000 | 33.1% | -0.01 | 0.0004 | -0.007 | |||||
| 83.00 | 87.50 | 0.99 | 0.0004 | 0.000 | 280 | 0 | 5.00 | 56.1% | -0.01 | 0.0006 | -0.010 | |||||
| 73.10 | 77.60 | 0.99 | 0.0007 | 0.000 | 290 | 0 | 5.00 | 50.2% | -0.01 | 0.0009 | -0.014 | |||||
| 63.30 | 67.70 | 25.4% | 0.98 | 0.0012 | -0.005 | 300 | 0 | 5.00 | 44.4% | -0.02 | 0.0014 | -0.020 | ||||
| 53.50 | 57.60 | 21.8% | 0.97 | 0.0020 | -0.015 | 310 | 0 | 4.60 | 10 | 37.8% | -0.04 | 0.0024 | -0.029 | |||
| 43.80 | 47.90 | 22.2% | 0.95 | 0.0034 | -0.029 | 320 | 0 | 5.00 | 9 | 33.0% | -0.06 | 0.0038 | -0.042 | |||
| 34.90 | 38.40 | 22.9% | 0.91 | 0.0057 | -0.048 | 330 | 0.4000 | 2.60 | 7 | 23.4% | -0.10 | 0.0061 | -0.059 | |||
| 26.30 | 29.70 | 1 | 22.7% | 0.85 | 0.0089 | -0.072 | 340 | 0.4500 | 4.50 | 1 | 52 | 21.4% | -0.17 | 0.0093 | -0.079 | |
| 18.30 | 21.20 | 2 | 21.1% | 0.74 | 0.0126 | -0.096 | 350 | 2.60 | 6.20 | 14 | 3 | 20.2% | -0.28 | 0.0128 | -0.100 | |
| 12.20 | 14.30 | 2 | 2 | 21.0% | 0.60 | 0.0156 | -0.113 | 360 | 6.10 | 9.30 | 11 | 254 | 19.4% | -0.42 | 0.0154 | -0.112 |
| 6.00 | 8.80 | 44 | 12 | 19.1% | 0.44 | 0.0160 | -0.114 | 370 | 11.80 | 13.80 | 8 | 15 | 19.2% | -0.58 | 0.0156 | -0.110 |
| 2.40 | 5.50 | 9 | 8 | 18.8% | 0.30 | 0.0139 | -0.100 | 380 | 18.40 | 20.60 | 1 | 25 | 19.1% | -0.72 | 0.0135 | -0.094 |
| 0.4000 | 2.70 | 36 | 93 | 17.4% | 0.19 | 0.0105 | -0.079 | 390 | 25.70 | 29.30 | 2 | 18.9% | -0.82 | 0.0101 | -0.071 | |
| 0.8000 | 1.95 | 1 | 16 | 21.1% | 0.11 | 0.0072 | -0.057 | 400 | 34.90 | 37.70 | 18.2% | -0.89 | 0.0070 | -0.049 | ||
| 0.2500 | 1.80 | 41 | 8 | 23.3% | 0.07 | 0.0047 | -0.039 | 410 | 44.40 | 47.10 | -0.94 | 0.0057 | -0.035 | |||
| 0 | 2.75 | 110 | 28.8% | 0.04 | 0.0030 | -0.026 | 420 | 54.10 | 58.20 | 24.6% | -0.98 | 0.0044 | -0.059 | |||
| 0 | 4.40 | 1 | 36.2% | 0.02 | 0.0018 | -0.017 | 430 | 63.80 | 68.20 | 26.1% | -1.00 | 0.0000 | -0.065 | |||
| 0 | 5.00 | 41.1% | 0.01 | 0.0012 | -0.011 | 440 | 73.80 | 78.20 | 29.2% | -1.00 | 0.0000 | -0.065 | ||||
| 0 | 0.5500 | 49 | 29.2% | 0.01 | 0.0007 | -0.008 | 450 | 83.80 | 88.20 | 32.3% | -1.00 | 0.0000 | -0.065 | |||
| 0 | 5.00 | 48.0% | 0.01 | 0.0004 | -0.005 | 460 | 93.80 | 98.20 | 35.2% | -1.00 | 0.0000 | -0.065 | ||||
| 0 | 5.00 | 51.2% | 0.00 | 0.0003 | -0.003 | 470 | 103.80 | 108.20 | 38.1% | -1.00 | 0.0000 | -0.065 | ||||
| 0 | 4.40 | 52.7% | 0.00 | 0.0002 | -0.002 | 480 | 113.80 | 118.20 | 40.9% | -1.00 | 0.0000 | -0.065 | ||||
| 0 | 5.00 | 57.2% | 0.00 | 0.0001 | -0.002 | 490 | 123.80 | 128.20 | 43.6% | -1.00 | 0.0000 | -0.065 | ||||
| 0 | 5.00 | 60.1% | 0.00 | 0.0001 | -0.001 | 500 | 133.80 | 138.20 | 46.3% | -1.00 | 0.0000 | -0.065 | ||||
| 0 | 5.00 | 62.9% | 0.00 | 0.0000 | -0.001 | 510 | 143.80 | 148.20 | 48.9% | -1.00 | 0.0000 | -0.065 | ||||
| 0 | 5.00 | 65.6% | 0.00 | 0.0000 | -0.001 | 520 | 153.80 | 158.20 | 51.4% | -1.00 | 0.0000 | -0.065 | ||||
| 0 | 5.00 | 68.2% | 0.00 | 0.0000 | -0.000 | 530 | 163.80 | 168.20 | 53.8% | -1.00 | 0.0000 | -0.065 | ||||
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 — Oct 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs