GIS option chain General Mills, Inc.
Cboe delayed options data · as of 09:37 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 ±13.2% (28.35–36.95) · ATM IV 32.3% · P/C open interest 0.83
| 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 | |
| 14.00 | 16.60 | 3 | 1.00 | 0.0011 | 0.000 | 17.5 | 0 | 0.0500 | 48 | 55.5% | -0.01 | 0.0019 | -0.001 | |||
| 11.60 | 13.10 | 3 | 1.00 | 0.0031 | 0.000 | 20 | 0 | 0.2000 | 134 | 55.4% | -0.01 | 0.0047 | -0.001 | |||
| 9.80 | 11.60 | 57.3% | 0.98 | 0.0078 | -0.000 | 22.5 | 0 | 0.1500 | 209 | 41.4% | -0.03 | 0.0107 | -0.003 | |||
| 7.70 | 8.60 | 47 | 40.5% | 0.95 | 0.0178 | -0.002 | 25 | 0.1000 | 0.3000 | 1 | 898 | 38.5% | -0.07 | 0.0224 | -0.005 | |
| 5.50 | 6.00 | 21 | 49 | 32.3% | 0.89 | 0.0364 | -0.005 | 27.5 | 0.3500 | 0.5000 | 62 | 1,179 | 34.4% | -0.15 | 0.0418 | -0.007 |
| 3.60 | 3.90 | 15 | 465 | 31.8% | 0.76 | 0.0619 | -0.009 | 30 | 0.8500 | 1.05 | 156 | 3,884 | 32.0% | -0.29 | 0.0656 | -0.010 |
| 2.15 | 2.35 | 56 | 2,780 | 32.3% | 0.58 | 0.0814 | -0.011 | 32.5 | 1.95 | 2.15 | 78 | 4,934 | 32.4% | -0.47 | 0.0804 | -0.011 |
| 1.15 | 1.20 | 289 | 4,553 | 31.5% | 0.38 | 0.0795 | -0.011 | 35 | 3.40 | 3.70 | 21 | 3,262 | 31.7% | -0.66 | 0.0750 | -0.010 |
| 0.5000 | 0.6000 | 243 | 3,211 | 31.1% | 0.23 | 0.0611 | -0.009 | 37.5 | 5.10 | 5.60 | 4 | 3,056 | 27.3% | -0.80 | 0.0563 | -0.007 |
| 0.2500 | 0.3500 | 191 | 4,093 | 32.2% | 0.13 | 0.0411 | -0.006 | 40 | 7.50 | 7.80 | 12 | 1,378 | 30.9% | -0.89 | 0.0376 | -0.004 |
| 0.1000 | 0.3000 | 334 | 3,119 | 32.7% | 0.07 | 0.0263 | -0.004 | 42.5 | 9.70 | 10.20 | 4,383 | 26.5% | -0.94 | 0.0240 | -0.002 | |
| 0.0500 | 0.1500 | 20 | 2,773 | 36.6% | 0.04 | 0.0167 | -0.003 | 45 | 11.90 | 13.70 | 3 | 2,425 | 50.6% | -0.96 | 0.0154 | -0.001 |
| 0.0500 | 0.1000 | 29 | 2,151 | 39.5% | 0.03 | 0.0108 | -0.002 | 47.5 | 14.50 | 15.20 | 2,104 | -0.99 | 0.0222 | -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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs