GIS option chain General Mills, Inc.
Cboe delayed options data · as of 18:37 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 ±24.9% (24.41–40.60) · ATM IV 33.5% · P/C open interest 1.67
| 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 | |
| 14.60 | 15.90 | 1.00 | 0.0029 | 0.000 | 17.5 | 0.1500 | 0.3000 | 7 | 42.0% | -0.04 | 0.0067 | -0.001 | ||||
| 12.80 | 13.10 | 11 | 33.0% | 0.97 | 0.0089 | 0.000 | 20 | 0.3000 | 0.4500 | 50 | 38.7% | -0.07 | 0.0114 | -0.002 | ||
| 10.10 | 11.10 | 30 | 31.9% | 0.93 | 0.0163 | -0.001 | 22.5 | 0.6000 | 0.7000 | 67 | 36.7% | -0.11 | 0.0177 | -0.003 | ||
| 8.20 | 9.10 | 4 | 33.8% | 0.86 | 0.0237 | -0.003 | 25 | 1.05 | 1.15 | 402 | 35.3% | -0.17 | 0.0249 | -0.004 | ||
| 6.70 | 7.30 | 43 | 34.7% | 0.78 | 0.0310 | -0.004 | 27.5 | 1.75 | 1.85 | 1 | 312 | 34.7% | -0.25 | 0.0322 | -0.005 | |
| 5.30 | 5.80 | 16 | 34.7% | 0.69 | 0.0370 | -0.005 | 30 | 2.55 | 2.80 | 182 | 33.6% | -0.34 | 0.0382 | -0.005 | ||
| 4.00 | 4.50 | 103 | 33.8% | 0.60 | 0.0408 | -0.005 | 32.5 | 3.70 | 4.00 | 563 | 33.1% | -0.44 | 0.0420 | -0.005 | ||
| 3.00 | 3.30 | 8 | 556 | 32.8% | 0.50 | 0.0421 | -0.005 | 35 | 5.00 | 5.40 | 101 | 32.1% | -0.54 | 0.0430 | -0.005 | |
| 2.25 | 2.45 | 3 | 34 | 32.6% | 0.41 | 0.0411 | -0.005 | 37.5 | 6.60 | 7.10 | 176 | 31.9% | -0.63 | 0.0414 | -0.005 | |
| 1.55 | 1.85 | 3 | 86 | 32.1% | 0.33 | 0.0382 | -0.005 | 40 | 8.50 | 9.20 | 80 | 33.3% | -0.71 | 0.0383 | -0.004 | |
| 1.25 | 1.40 | 1 | 56 | 32.9% | 0.26 | 0.0343 | -0.005 | 42.5 | 10.50 | 11.10 | 32 | 32.7% | -0.79 | 0.0345 | -0.003 | |
| 0.9500 | 1.05 | 5 | 149 | 33.2% | 0.21 | 0.0299 | -0.004 | 45 | 12.60 | 13.30 | 27 | 32.8% | -0.84 | 0.0300 | -0.002 | |
| 0.6000 | 0.8500 | 28 | 33.0% | 0.17 | 0.0256 | -0.004 | 47.5 | 14.90 | 15.80 | 5 | 35.4% | -0.89 | 0.0250 | -0.002 | ||
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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs