GIS option chain General Mills, Inc.
Cboe delayed options data · as of 03:35 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 ±12.8% (35.49–45.89) · ATM IV 29.6% · P/C open interest 0.59
| 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 | 1 | 79.3% | 1.00 | 0.0006 | 0.000 | 22.5 | 0 | 0.1000 | 117 | 51.8% | -0.01 | 0.0020 | -0.001 | ||
| 14.40 | 17.90 | 124 | 68.6% | 1.00 | 0.0020 | 0.000 | 25 | 0 | 0.5500 | 196 | 59.2% | -0.01 | 0.0040 | -0.002 | ||
| 12.00 | 14.60 | 8 | 0.99 | 0.0056 | 0.000 | 27.5 | 0 | 0.1500 | 535 | 38.3% | -0.03 | 0.0075 | -0.003 | |||
| 10.70 | 11.50 | 3 | 32 | 44.5% | 0.96 | 0.0127 | 0.000 | 30 | 0.1000 | 0.2000 | 2,307 | 35.2% | -0.05 | 0.0137 | -0.004 | |
| 8.20 | 9.30 | 133 | 38.8% | 0.92 | 0.0235 | -0.003 | 32.5 | 0.2500 | 0.3500 | 1 | 1,545 | 32.6% | -0.10 | 0.0234 | -0.006 | |
| 6.10 | 7.10 | 387 | 35.6% | 0.84 | 0.0369 | -0.006 | 35 | 0.6000 | 0.7500 | 4 | 2,649 | 31.9% | -0.18 | 0.0371 | -0.008 | |
| 4.30 | 5.10 | 5 | 1,635 | 33.2% | 0.73 | 0.0506 | -0.009 | 37.5 | 1.15 | 1.35 | 6 | 847 | 30.2% | -0.29 | 0.0526 | -0.011 |
| 2.65 | 3.10 | 11 | 4,994 | 28.5% | 0.58 | 0.0605 | -0.011 | 40 | 2.25 | 2.40 | 201 | 1,039 | 30.6% | -0.44 | 0.0642 | -0.012 |
| 1.60 | 1.95 | 33 | 2,216 | 28.4% | 0.43 | 0.0616 | -0.011 | 42.5 | 3.30 | 3.90 | 42 | 381 | 28.7% | -0.60 | 0.0660 | -0.011 |
| 0.9500 | 1.20 | 78 | 2,441 | 29.0% | 0.30 | 0.0541 | -0.010 | 45 | 4.90 | 5.80 | 492 | 27.8% | -0.74 | 0.0573 | -0.009 | |
| 0.4500 | 0.8000 | 12 | 2,584 | 29.4% | 0.20 | 0.0428 | -0.008 | 47.5 | 6.90 | 7.80 | 83 | 24.8% | -0.84 | 0.0434 | -0.006 | |
| 0.3500 | 0.5000 | 26 | 1,463 | 31.3% | 0.14 | 0.0320 | -0.007 | 50 | 9.10 | 10.20 | 68 | -0.91 | 0.0302 | -0.003 | ||
| 0.2000 | 0.3000 | 1 | 357 | 31.8% | 0.09 | 0.0233 | -0.005 | 52.5 | 11.50 | 13.50 | 23 | 39.9% | -0.95 | 0.0200 | -0.000 | |
| 0.1000 | 0.2500 | 827 | 33.5% | 0.06 | 0.0169 | -0.004 | 55 | 13.90 | 15.40 | 25 | 27.6% | -0.97 | 0.0130 | 0.000 | ||
| 0.0500 | 0.2500 | 52 | 36.2% | 0.04 | 0.0123 | -0.003 | 57.5 | 16.30 | 17.30 | -0.98 | 0.0084 | 0.000 | ||||
| 0.0500 | 0.2000 | 194 | 38.4% | 0.03 | 0.0091 | -0.003 | 60 | 17.90 | 20.90 | 1 | -0.99 | 0.0055 | 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