GIS option chain General Mills, Inc.
Cboe delayed options data · as of 12:35 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 ±8.9% (36.98–44.18) · ATM IV 30.4% · P/C open interest 1.20
| 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 | |
| 16.90 | 20.30 | 10 | 118.6% | 1.00 | 0.0004 | 0.000 | 22.5 | 0 | 0.0500 | 122 | 72.3% | -0.00 | 0.0008 | -0.001 | ||
| 15.00 | 17.00 | 2 | 91.6% | 1.00 | 0.0009 | 0.000 | 25 | 0 | 0.1000 | 75 | 66.5% | -0.01 | 0.0019 | -0.001 | ||
| 13.10 | 14.50 | 1 | 94.4% | 1.00 | 0.0024 | 0.000 | 27.5 | 0 | 0.1000 | 585 | 54.6% | -0.01 | 0.0042 | -0.002 | ||
| 10.40 | 11.80 | 220 | 67.4% | 0.99 | 0.0058 | -0.001 | 30 | 0 | 0.1000 | 660 | 43.6% | -0.02 | 0.0090 | -0.004 | ||
| 6.60 | 9.00 | 1 | 245 | 0.97 | 0.0139 | -0.003 | 32.5 | 0.0500 | 0.1500 | 1 | 1,232 | 37.9% | -0.05 | 0.0194 | -0.007 | |
| 5.70 | 6.00 | 21 | 2,808 | 13.7% | 0.92 | 0.0321 | -0.008 | 35 | 0.2000 | 0.2500 | 69 | 2,520 | 33.1% | -0.12 | 0.0394 | -0.011 |
| 3.60 | 4.40 | 10 | 1,683 | 36.9% | 0.81 | 0.0647 | -0.014 | 37.5 | 0.5500 | 0.7000 | 67 | 14.2K | 32.1% | -0.24 | 0.0703 | -0.016 |
| 1.80 | 2.20 | 59 | 5,863 | 29.3% | 0.61 | 0.0956 | -0.019 | 40 | 1.55 | 1.65 | 165 | 2,249 | 31.5% | -0.45 | 0.0935 | -0.019 |
| 1.00 | 1.10 | 155 | 4,316 | 32.2% | 0.37 | 0.0913 | -0.019 | 42.5 | 2.80 | 3.20 | 5 | 550 | 29.4% | -0.67 | 0.0842 | -0.017 |
| 0.3500 | 0.5500 | 90 | 2,441 | 33.6% | 0.20 | 0.0637 | -0.015 | 45 | 4.40 | 6.30 | 5 | 61 | 38.8% | -0.82 | 0.0579 | -0.013 |
| 0.1000 | 0.3000 | 23 | 503 | 33.8% | 0.11 | 0.0396 | -0.011 | 47.5 | 6.60 | 8.60 | 16 | 42.4% | -0.90 | 0.0363 | -0.009 | |
| 0 | 0.2000 | 1 | 265 | 35.9% | 0.07 | 0.0245 | -0.008 | 50 | 7.90 | 11.40 | 9 | -0.94 | 0.0226 | -0.006 | ||
| 0 | 0.2000 | 72 | 42.4% | 0.04 | 0.0156 | -0.006 | 52.5 | 11.30 | 12.50 | 4 | -0.96 | 0.0145 | -0.003 | |||
| 0 | 0.1000 | 66 | 43.2% | 0.03 | 0.0103 | -0.004 | 55 | 13.30 | 15.90 | 9 | -0.98 | 0.0096 | -0.002 | |||
| 0 | 0.1500 | 1 | 56.4% | 0.01 | 0.0050 | -0.003 | 60 | 17.50 | 20.20 | -0.99 | 0.0047 | 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 — 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