General Mills, Inc. (GIS)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 06:37 UTC · Figures derived from the full chain (328 contracts, 9 expirations) · IV own-history percentile appears after 60 recorded days (28 so far)
Expected move · Nov 20, 2026 (32 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 ±8.2% (range 30.39–35.84) by Nov 20, 2026. ATM straddle: 2.73 @ strike 32.5 · ATM IV: 32.9%.
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) |
|---|---|---|---|
| 29.80 | -10% | 84.9% | 15.1% |
| 31.45 | -5% | 68.4% | 31.6% |
| 33.11 | +0% | 48.1% | 51.9% |
| 34.77 | +5% | 29.1% | 70.9% |
| 36.42 | +10% | 15.2% | 84.8% |
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: Nov 20, 2026 · lognormal model with 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. |
|---|---|---|---|---|
| Nov 20, 2026 | 32 | ±8.2% | 32.9% | 21.0K |
| Dec 18, 2026 | 60 | ±11.2% | 33.6% | 44.2K |
| Jan 15, 2027 | 88 | ±13.4% | 32.5% | 62.1K |
| Mar 19, 2027 | 151 | ±17.1% | 33.3% | 16.6K |
| Apr 16, 2027 | 179 | ±18.3% | 32.3% | 10.4K |
Open interest by strike · Nov 20
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): 35 P · 13.4K47.5 C · 8,47440 C · 6,20630 P · 5,76435 C · 5,311
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
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 15 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 60.0% of the time.
Past earnings reactions
Avg |reaction| 3.8% · median 3.6% (21 reports). Two-session close-to-close window; definition
About General Mills, Inc.
General Mills, Inc. functions as a prominent global producer and vendor of well-known consumer food brands. The company structures its widespread operations into five main divisions: North American retail, convenience stores and foodservice providers, Europe and Australia, Asia and Latin America, and a dedicated pet segment. Their broad catalog of products features a diverse range of items for consumers. This includes breakfast cereals, chilled yogurts, various soups, and ready-to-prepare meal kits. The offering also extends to refrigerated and frozen dough items, baking and dessert mixes, flours for culinary use, frozen pizzas and pizza snacks, along with an assortment of snack bars, fruit snacks, savory and grain snacks, and ice cream. For health-conscious consumers, they provide nutrition bars and wellness beverages, in addition to organic frozen and shelf-stable vegetables. Beyond direct consumer sales, General Mills supplies both branded and unbranded food goods to the North American foodservice sector and commercial bakeries. Furthermore, they are a significant participant in the pet food industry, manufacturing a variety of dog and cat food products. The company markets its
Consumer Defensive · Packaged Foods · NYSE · Profile: Financial Modeling Prep
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