GIS option chain General Mills, Inc.
Cboe delayed options data · as of 15:35 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 ±18.6% (31.55–46.00) · ATM IV 31.0% · P/C open interest 1.23
| 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 | |
| 18.60 | 20.80 | 20 | 72.5% | 1.00 | 0.0023 | 0.000 | 20 | 0 | 0.1500 | 64 | 45.9% | -0.01 | 0.0028 | -0.001 | ||
| 15.80 | 18.50 | 1 | 59.2% | 1.00 | 0.0045 | 0.000 | 22.5 | 0.0500 | 0.2000 | 84 | 42.2% | -0.03 | 0.0051 | -0.002 | ||
| 13.40 | 16.00 | 6 | 50.1% | 0.98 | 0.0081 | -0.000 | 25 | 0.1000 | 0.2500 | 146 | 37.6% | -0.04 | 0.0087 | -0.003 | ||
| 11.40 | 12.90 | 12 | 39.3% | 0.95 | 0.0135 | -0.002 | 27.5 | 0.3000 | 0.4500 | 1 | 1,087 | 36.8% | -0.08 | 0.0142 | -0.004 | |
| 9.20 | 10.60 | 31 | 35.5% | 0.91 | 0.0207 | -0.003 | 30 | 0.4500 | 0.7000 | 2,055 | 33.6% | -0.12 | 0.0216 | -0.005 | ||
| 7.20 | 8.50 | 172 | 33.5% | 0.84 | 0.0292 | -0.005 | 32.5 | 0.8500 | 1.25 | 333 | 33.0% | -0.19 | 0.0306 | -0.006 | ||
| 5.40 | 6.60 | 332 | 31.8% | 0.75 | 0.0379 | -0.007 | 35 | 1.45 | 1.90 | 1 | 1,150 | 31.5% | -0.28 | 0.0400 | -0.008 | |
| 3.90 | 5.00 | 2 | 441 | 31.0% | 0.65 | 0.0449 | -0.008 | 37.5 | 2.40 | 2.95 | 1 | 115 | 31.2% | -0.39 | 0.0472 | -0.008 |
| 2.85 | 3.70 | 2 | 1,875 | 31.1% | 0.53 | 0.0482 | -0.008 | 40 | 3.60 | 4.30 | 124 | 30.9% | -0.51 | 0.0505 | -0.009 | |
| 1.95 | 2.20 | 25 | 400 | 28.6% | 0.42 | 0.0472 | -0.008 | 42.5 | 5.00 | 5.90 | 296 | 30.0% | -0.63 | 0.0496 | -0.008 | |
| 1.35 | 1.70 | 1 | 594 | 29.9% | 0.33 | 0.0431 | -0.008 | 45 | 6.70 | 7.80 | 54 | 29.5% | -0.73 | 0.0458 | -0.007 | |
| 0.9500 | 1.30 | 110 | 31.0% | 0.25 | 0.0372 | -0.007 | 47.5 | 8.70 | 9.90 | 79 | 29.1% | -0.82 | 0.0396 | -0.006 | ||
| 0.6500 | 0.9500 | 393 | 31.5% | 0.19 | 0.0311 | -0.006 | 50 | 11.20 | 12.10 | 49 | 31.2% | -0.88 | 0.0318 | -0.004 | ||
| 0.5000 | 0.7000 | 2 | 108 | 32.5% | 0.15 | 0.0255 | -0.005 | 52.5 | 13.00 | 14.40 | 2 | 14 | -0.93 | 0.0237 | -0.003 | |
| 0.3000 | 0.5500 | 115 | 32.9% | 0.11 | 0.0208 | -0.004 | 55 | 15.40 | 16.70 | 30 | -0.96 | 0.0167 | -0.001 | |||
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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs