GM option chain General Motors Company
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 ±9.1% (77.25–92.75) · ATM IV 36.9% · P/C open interest 0.40
| 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 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 45 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 50 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 55 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 22.15 | 25.25 | 7 | 0.99 | 0.0026 | -0.006 | 60 | 0 | 0.1500 | 36 | 52.5% | -0.01 | 0.0026 | -0.006 | |||
| 17.60 | 20.15 | 1 | 0.97 | 0.0055 | -0.011 | 65 | 0.1000 | 0.1900 | 5 | 382 | 46.3% | -0.03 | 0.0056 | -0.011 | ||
| 13.75 | 15.55 | 6 | 43.2% | 0.93 | 0.0120 | -0.020 | 70 | 0.3100 | 0.3600 | 147 | 784 | 41.8% | -0.07 | 0.0120 | -0.020 | |
| 11.55 | 13.30 | 1 | 42.7% | 0.90 | 0.0170 | -0.027 | 72.5 | 0.5300 | 0.5900 | 26 | 48 | 40.8% | -0.10 | 0.0171 | -0.027 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 74 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 9.35 | 10.50 | 1 | 90 | 35.4% | 0.84 | 0.0231 | -0.035 | 75 | 0.8600 | 1.02 | 54 | 1,092 | 40.5% | -0.16 | 0.0233 | -0.035 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 76 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 77 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 7.60 | 9.20 | 359 | 41.6% | 0.77 | 0.0294 | -0.044 | 77.5 | 1.29 | 1.60 | 83 | 452 | 39.6% | -0.23 | 0.0296 | -0.044 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 78 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 79 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 6.00 | 6.60 | 26 | 4,295 | 37.2% | 0.69 | 0.0349 | -0.051 | 80 | 2.08 | 2.21 | 49 | 418 | 38.7% | -0.31 | 0.0353 | -0.051 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 81 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 82 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 4.60 | 4.95 | 1 | 611 | 37.0% | 0.60 | 0.0389 | -0.055 | 82.5 | 2.95 | 3.20 | 88 | 567 | 38.0% | -0.41 | 0.0394 | -0.056 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 83 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 84 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.35 | 3.65 | 124 | 877 | 36.7% | 0.50 | 0.0405 | -0.056 | 85 | 4.10 | 4.40 | 91 | 365 | 37.1% | -0.51 | 0.0412 | -0.057 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 86 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 87 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.39 | 2.64 | 222 | 395 | 36.8% | 0.40 | 0.0395 | -0.054 | 87.5 | 5.60 | 6.35 | 39 | 46 | 39.3% | -0.61 | 0.0404 | -0.055 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 88 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 89 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.62 | 1.81 | 120 | 1,683 | 36.4% | 0.31 | 0.0362 | -0.049 | 90 | 6.55 | 8.10 | 20 | 35.2% | -0.70 | 0.0373 | -0.050 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 91 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 92 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.06 | 1.22 | 70 | 1,247 | 36.3% | 0.23 | 0.0312 | -0.042 | 92.5 | 9.00 | 10.25 | 1 | 5 | 39.5% | -0.78 | 0.0326 | -0.043 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 93 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 94 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.6800 | 0.8500 | 105 | 199 | 36.5% | 0.17 | 0.0256 | -0.034 | 95 | 10.70 | 12.40 | 1 | 37.0% | -0.85 | 0.0272 | -0.036 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 96 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 97 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 98 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.2900 | 0.4500 | 33 | 97 | 38.4% | 0.08 | 0.0153 | -0.021 | 100 | 15.20 | 17.15 | 37.9% | -0.94 | 0.0168 | -0.023 | ||
| 0.1100 | 0.2200 | 7 | 597 | 39.5% | 0.04 | 0.0086 | -0.012 | 105 | 19.45 | 22.00 | -0.98 | 0.0078 | -0.011 | |||
| 0.0600 | 0.1200 | 45 | 12 | 41.8% | 0.02 | 0.0051 | -0.008 | 110 | 25.05 | 27.65 | 59.0% | -0.99 | 0.0030 | -0.004 | ||
| 0 | 0.1000 | 4 | 6 | 43.9% | 0.02 | 0.0034 | -0.006 | 115 | 29.35 | 33.15 | 62.9% | -1.00 | 0.0013 | -0.001 | ||
| 0 | 0.1300 | 1 | 50.6% | 0.01 | 0.0025 | -0.005 | 120 | 35.05 | 37.65 | 73.0% | -1.00 | 0.0006 | -0.001 | |||
| 0 | 0.2400 | 60.4% | 0.01 | 0.0019 | -0.005 | 125 | 40.05 | 42.60 | 78.5% | -1.00 | 0.0003 | -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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs