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 ±18.9% (32.99–48.39) · ATM IV 30.3% · P/C open interest 0.33
| 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 | 52.9% | 1.00 | 0.0032 | 0.000 | 22.5 | 0.0500 | 0.4000 | 5 | 46.1% | -0.02 | 0.0043 | -0.001 | |||
| 14.40 | 17.10 | 0.99 | 0.0060 | 0.000 | 25 | 0 | 0.3000 | 35.9% | -0.04 | 0.0073 | -0.002 | |||||
| 13.10 | 14.80 | 43.2% | 0.96 | 0.0102 | -0.001 | 27.5 | 0.1500 | 0.4000 | 34.0% | -0.07 | 0.0117 | -0.003 | ||||
| 10.90 | 11.90 | 33.5% | 0.93 | 0.0159 | -0.002 | 30 | 0.3000 | 0.8000 | 1 | 33.6% | -0.11 | 0.0176 | -0.004 | |||
| 7.70 | 10.40 | 28.4% | 0.87 | 0.0230 | -0.004 | 32.5 | 0.6500 | 1.25 | 32.6% | -0.16 | 0.0246 | -0.005 | ||||
| 7.00 | 7.90 | 32.1% | 0.80 | 0.0306 | -0.005 | 35 | 1.20 | 1.95 | 170 | 32.2% | -0.24 | 0.0320 | -0.007 | |||
| 4.60 | 6.50 | 29.3% | 0.71 | 0.0376 | -0.007 | 37.5 | 2.15 | 2.60 | 6 | 31.2% | -0.33 | 0.0384 | -0.007 | |||
| 3.40 | 5.10 | 29.9% | 0.61 | 0.0424 | -0.008 | 40 | 3.20 | 3.70 | 2 | 30.7% | -0.43 | 0.0426 | -0.008 | |||
| 3.00 | 3.50 | 7 | 30.7% | 0.51 | 0.0441 | -0.008 | 42.5 | 4.50 | 5.20 | 1 | 30.7% | -0.54 | 0.0440 | -0.008 | ||
| 1.95 | 2.55 | 13 | 509 | 29.6% | 0.41 | 0.0427 | -0.008 | 45 | 6.00 | 6.70 | 29.6% | -0.64 | 0.0428 | -0.007 | ||
| 1.35 | 1.95 | 1 | 9 | 30.1% | 0.32 | 0.0392 | -0.007 | 47.5 | 7.80 | 8.60 | 29.6% | -0.72 | 0.0399 | -0.006 | ||
| 1.05 | 1.40 | 24 | 15 | 30.8% | 0.25 | 0.0343 | -0.006 | 50 | 9.80 | 10.60 | 29.1% | -0.80 | 0.0360 | -0.005 | ||
| 0.5000 | 0.7500 | 13 | 31.2% | 0.15 | 0.0243 | -0.005 | 55 | 14.20 | 15.20 | 28.1% | -0.91 | 0.0246 | -0.003 | |||
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 — Apr 16, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs