GM option chain General Motors Company
Cboe delayed options data · as of 21:35 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 ±3.3% (84.30–90.14) · ATM IV 28.3% · P/C open interest 0.71
| 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 | |
| 40.25 | 42.50 | 1.00 | 0.0000 | -0.107 | 45 | 0 | 2.13 | 319.0% | -0.00 | 0.0001 | -0.001 | |||||
| 35.25 | 37.55 | 1.00 | 0.0000 | -0.103 | 50 | 0 | 2.13 | 1 | 276.0% | -0.00 | 0.0001 | -0.001 | ||||
| 30.25 | 33.05 | 1.00 | 0.0000 | -0.100 | 55 | 0 | 2.13 | 236.8% | -0.00 | 0.0002 | -0.002 | |||||
| 25.25 | 27.70 | 1.00 | 0.0000 | -0.095 | 60 | 0 | 2.13 | 200.7% | -0.00 | 0.0004 | -0.002 | |||||
| 20.25 | 22.95 | 1.00 | 0.0000 | -0.090 | 65 | 0 | 1.15 | 30 | 141.4% | -0.00 | 0.0009 | -0.004 | ||||
| 15.25 | 18.05 | 1.00 | 0.0000 | -0.084 | 70 | 0 | 1.01 | 12 | 108.9% | -0.01 | 0.0020 | -0.006 | ||||
| 12.25 | 14.60 | 1.00 | 0.0000 | -0.078 | 73 | 0 | 1.12 | 95.2% | -0.01 | 0.0036 | -0.008 | |||||
| 11.80 | 13.60 | 5 | 1.00 | 0.0002 | -0.075 | 74 | 0 | 1.15 | 90.3% | -0.01 | 0.0044 | -0.009 | ||||
| 10.25 | 12.75 | 7 | 1.00 | 0.0006 | -0.072 | 75 | 0 | 0.0500 | 7 | 3 | 45.7% | -0.01 | 0.0055 | -0.010 | ||
| 9.25 | 11.50 | 1.00 | 0.0013 | -0.068 | 76 | 0 | 0.9500 | 11 | 75.0% | -0.02 | 0.0070 | -0.012 | ||||
| 8.25 | 10.55 | 1.00 | 0.0034 | -0.064 | 77 | 0 | 1.00 | 8 | 70.8% | -0.02 | 0.0089 | -0.014 | ||||
| 8.10 | 9.50 | 1.00 | 0.0077 | -0.057 | 78 | 0 | 0.1100 | 3 | 39 | 39.7% | -0.02 | 0.0116 | -0.016 | |||
| 6.30 | 8.50 | 0.99 | 0.0149 | -0.050 | 79 | 0 | 0.1100 | 84 | 37 | 35.8% | -0.03 | 0.0154 | -0.019 | |||
| 5.50 | 7.50 | 19 | 0.98 | 0.0277 | -0.042 | 80 | 0 | 0.1500 | 41 | 71 | 33.9% | -0.04 | 0.0207 | -0.023 | ||
| 5.05 | 6.60 | 6 | 16 | 0.96 | 0.0411 | -0.037 | 81 | 0.0300 | 0.1700 | 5 | 42 | 31.6% | -0.06 | 0.0285 | -0.029 | |
| 4.30 | 5.60 | 52 | 0.92 | 0.0513 | -0.037 | 82 | 0.0400 | 0.1900 | 164 | 271 | 28.3% | -0.09 | 0.0398 | -0.037 | ||
| 3.20 | 4.70 | 3 | 2 | 0.88 | 0.0577 | -0.046 | 83 | 0.1000 | 0.3400 | 8 | 102 | 28.5% | -0.13 | 0.0552 | -0.048 | |
| 2.86 | 3.85 | 15 | 28 | 22.9% | 0.81 | 0.0727 | -0.060 | 84 | 0.3000 | 0.5900 | 178 | 29 | 30.2% | -0.19 | 0.0733 | -0.062 |
| 2.56 | 3.00 | 83 | 100 | 28.7% | 0.73 | 0.0901 | -0.075 | 85 | 0.5200 | 0.7000 | 45 | 155 | 28.2% | -0.27 | 0.0909 | -0.077 |
| 1.99 | 2.18 | 165 | 207 | 28.1% | 0.63 | 0.1034 | -0.087 | 86 | 0.8300 | 1.10 | 123 | 77 | 28.6% | -0.37 | 0.1044 | -0.088 |
| 1.41 | 1.60 | 204 | 338 | 27.7% | 0.53 | 0.1101 | -0.092 | 87 | 1.26 | 1.57 | 137 | 71 | 28.8% | -0.48 | 0.1112 | -0.093 |
| 0.9000 | 1.14 | 256 | 99 | 27.1% | 0.42 | 0.1089 | -0.089 | 88 | 1.80 | 2.04 | 27 | 23 | 27.9% | -0.59 | 0.1100 | -0.089 |
| 0.5200 | 0.7800 | 131 | 111 | 26.5% | 0.31 | 0.0996 | -0.079 | 89 | 2.33 | 2.73 | 13 | 14 | 26.9% | -0.70 | 0.1005 | -0.079 |
| 0.4000 | 0.4800 | 194 | 228 | 27.4% | 0.22 | 0.0841 | -0.065 | 90 | 3.10 | 3.45 | 1 | 9 | 26.5% | -0.79 | 0.0846 | -0.064 |
| 0.1800 | 0.3100 | 79 | 57 | 26.7% | 0.15 | 0.0656 | -0.050 | 91 | 3.85 | 5.60 | 2 | 43.5% | -0.86 | 0.0655 | -0.048 | |
| 0.1300 | 0.2300 | 31 | 9 | 28.6% | 0.10 | 0.0481 | -0.037 | 92 | 4.75 | 6.50 | 46.5% | -0.91 | 0.0475 | -0.034 | ||
| 0.0300 | 0.1600 | 25 | 16 | 28.1% | 0.07 | 0.0345 | -0.027 | 93 | 5.65 | 7.15 | 45.1% | -0.94 | 0.0336 | -0.024 | ||
| 0 | 1.12 | 9 | 50.7% | 0.05 | 0.0251 | -0.021 | 94 | 6.35 | 8.95 | 1 | 57.3% | -0.96 | 0.0241 | -0.017 | ||
| 0 | 1.15 | 74 | 55.7% | 0.04 | 0.0189 | -0.018 | 95 | 7.25 | 9.90 | 59.8% | -0.97 | 0.0179 | -0.013 | |||
| 0 | 1.35 | 4 | 63.4% | 0.03 | 0.0147 | -0.015 | 96 | 8.60 | 10.90 | 69.6% | -0.98 | 0.0138 | -0.010 | |||
| 0 | 0.1000 | 37.2% | 0.02 | 0.0116 | -0.013 | 97 | 9.45 | 11.90 | 71.9% | -0.98 | 0.0108 | -0.008 | ||||
| 0 | 1.15 | 4 | 68.5% | 0.02 | 0.0094 | -0.012 | 98 | 10.40 | 12.90 | 75.5% | -0.98 | 0.0086 | -0.006 | |||
| 0 | 1.15 | 8 | 72.5% | 0.02 | 0.0077 | -0.011 | 99 | 11.60 | 13.90 | 83.0% | -0.99 | 0.0070 | -0.004 | |||
| 0 | 1.35 | 2 | 80.1% | 0.01 | 0.0064 | -0.010 | 100 | 12.60 | 14.90 | 87.2% | -0.99 | 0.0058 | -0.002 | |||
| 0 | 1.00 | 77.3% | 0.01 | 0.0054 | -0.009 | 101 | 13.55 | 15.90 | 90.5% | -0.99 | 0.0049 | -0.001 | ||||
| 0 | 1.35 | 1 | 87.9% | 0.01 | 0.0046 | -0.008 | 102 | 14.60 | 16.90 | 95.3% | -0.99 | 0.0041 | 0.000 | |||
| 0 | 1.40 | 20 | 99.9% | 0.01 | 0.0030 | -0.006 | 105 | 17.50 | 19.90 | 105.0% | -0.99 | 0.0026 | 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 — Sep 11, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs