General Motors Company (GM)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 06:37 UTC · Figures derived from the full chain (912 contracts, 13 expirations) · IV own-history percentile appears after 60 recorded days (28 so far)
Expected move · Nov 20, 2026 (32 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±9.1% (range 77.25–92.75) by Nov 20, 2026. ATM straddle: 7.75 @ strike 85 · ATM IV: 36.9%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 76.50 | -10% | 81.8% | 18.2% |
| 80.75 | -5% | 66.1% | 33.9% |
| 85.00 | +0% | 47.8% | 52.2% |
| 89.25 | +5% | 30.8% | 69.2% |
| 93.50 | +10% | 17.7% | 82.3% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | ±6.3% | 56.6% | 10.3K |
| Oct 30, 2026 | 11 | ±7.5% | 47.8% | 4,046 |
| Nov 06, 2026 | 18 | ±8.1% | 42.2% | 972 |
| Nov 13, 2026 | 25 | ±9.1% | 41.1% | 382 |
| Nov 20, 2026 | 32 | ±9.1% | 36.9% | 14.7K |
| Nov 27, 2026 | 39 | ±9.9% | 36.5% | 177 |
| Dec 18, 2026 | 60 | ±11.7% | 35.5% | 72.8K |
| Jan 15, 2027 | 88 | ±13.4% | 33.7% | 83.8K |
| Mar 19, 2027 | 151 | ±17.8% | 34.6% | 10.3K |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 90 C · 8,27880 C · 5,68092.5 C · 4,77095 C · 4,50477.5 P · 3,897
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 93 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 62.4% of the time.
Past earnings reactions
Avg |reaction| 5.4% · median 5.7% (20 reports). Two-session close-to-close window; definition
About General Motors Company
General Motors Company, a prominent global automotive enterprise, is engaged in the design, manufacturing, and distribution of a wide array of vehicles—including trucks, crossovers (SUVs), and passenger cars—along with related parts and accessories. Its expansive reach covers numerous regions such as North America, the Asia Pacific, the Middle East, Africa, South America, with significant operations in the United States and China. The company organizes its business into distinct segments: GM North America, GM International, Cruise, and GM Financial. It markets its diverse vehicle lineup under well-known brand names like Buick, Cadillac, Chevrolet, GMC, Holden, Baojun, and Wuling. Beyond selling to individual consumers through dealerships, GM also supplies its vehicles—including specialized models—to a variety of fleet clients, such as daily rental companies, commercial businesses, leasing firms, and government agencies. GM further extends its offerings with a comprehensive suite of advanced services for both retail and fleet customers. These include vital safety and security features like automated crash response, emergency support, roadside assistance, crisis intervention, stolen
Consumer Cyclical · Auto - Manufacturers · NYSE · Profile: Financial Modeling Prep
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