GM option chain General Motors Company
Cboe delayed options data · as of 21:56 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 ±6.9% (77.04–88.46) · ATM IV 49.6% · P/C open interest 0.82
| 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 | |
| 35.85 | 39.75 | 128.9% | 1.00 | 0.0000 | 0.000 | 45 | 0 | 2.13 | 257.8% | -0.00 | 0.0000 | -0.000 | ||||
| 30.85 | 34.75 | 97.4% | 1.00 | 0.0001 | 0.000 | 50 | 0 | 0.0100 | 50 | 99.1% | -0.00 | 0.0001 | -0.000 | |||
| 25.85 | 29.85 | 103.3% | 1.00 | 0.0003 | 0.000 | 55 | 0 | 2.13 | 1 | 186.7% | -0.00 | 0.0003 | -0.001 | |||
| 20.90 | 24.85 | 87.1% | 1.00 | 0.0008 | -0.000 | 60 | 0 | 2.13 | 3 | 155.2% | -0.00 | 0.0009 | -0.003 | |||
| 15.90 | 19.85 | 3 | 66.4% | 0.99 | 0.0030 | -0.007 | 65 | 0 | 2.15 | 65 | 125.8% | -0.01 | 0.0030 | -0.009 | ||
| 14.90 | 18.90 | 1 | 66.3% | 0.99 | 0.0039 | -0.010 | 66 | 0 | 2.16 | 4 | 120.2% | -0.01 | 0.0039 | -0.012 | ||
| 13.95 | 17.90 | 65.4% | 0.98 | 0.0050 | -0.013 | 67 | 0 | 2.17 | 3 | 114.7% | -0.02 | 0.0050 | -0.015 | |||
| 12.95 | 16.90 | 61.3% | 0.98 | 0.0064 | -0.017 | 68 | 0 | 2.18 | 5 | 109.1% | -0.02 | 0.0064 | -0.019 | |||
| 11.95 | 15.90 | 57.3% | 0.97 | 0.0081 | -0.021 | 69 | 0 | 0.5900 | 4 | 71.7% | -0.03 | 0.0082 | -0.023 | |||
| 11.55 | 14.10 | 6 | 0.96 | 0.0102 | -0.027 | 70 | 0.0300 | 0.1600 | 4 | 75 | 53.3% | -0.04 | 0.0102 | -0.028 | ||
| 10.05 | 13.95 | 55.4% | 0.95 | 0.0127 | -0.033 | 71 | 0 | 0.3700 | 4 | 7 | 56.4% | -0.05 | 0.0128 | -0.034 | ||
| 9.10 | 12.95 | 3 | 52.7% | 0.94 | 0.0157 | -0.040 | 72 | 0.0700 | 0.4300 | 8 | 111 | 56.0% | -0.06 | 0.0158 | -0.042 | |
| 8.15 | 12.05 | 52.4% | 0.92 | 0.0193 | -0.049 | 73 | 0 | 0.6900 | 3 | 54 | 56.0% | -0.08 | 0.0194 | -0.050 | ||
| 7.25 | 11.20 | 6 | 53.3% | 0.90 | 0.0233 | -0.059 | 74 | 0.3600 | 0.6800 | 11 | 40 | 58.0% | -0.10 | 0.0234 | -0.060 | |
| 6.90 | 10.00 | 6 | 1,075 | 56.1% | 0.87 | 0.0277 | -0.070 | 75 | 0.1900 | 0.7800 | 147 | 323 | 47.3% | -0.13 | 0.0279 | -0.071 |
| 5.70 | 9.45 | 111 | 54.4% | 0.84 | 0.0324 | -0.081 | 76 | 0.3800 | 1.13 | 51 | 52 | 54.9% | -0.16 | 0.0325 | -0.082 | |
| 4.90 | 8.60 | 30 | 53.5% | 0.80 | 0.0370 | -0.093 | 77 | 0.7500 | 0.9500 | 48 | 29 | 51.9% | -0.20 | 0.0372 | -0.094 | |
| 4.55 | 7.85 | 29 | 57.8% | 0.76 | 0.0416 | -0.104 | 78 | 0.8100 | 1.45 | 60 | 56 | 52.7% | -0.24 | 0.0418 | -0.105 | |
| 3.40 | 7.00 | 10 | 51.4% | 0.72 | 0.0458 | -0.113 | 79 | 1.06 | 1.61 | 30 | 1,167 | 50.9% | -0.28 | 0.0460 | -0.114 | |
| 4.00 | 5.55 | 22 | 288 | 55.9% | 0.67 | 0.0495 | -0.121 | 80 | 1.55 | 1.86 | 267 | 117 | 51.5% | -0.33 | 0.0498 | -0.122 |
| 3.50 | 4.10 | 5 | 39 | 49.0% | 0.62 | 0.0526 | -0.127 | 81 | 1.72 | 2.71 | 5 | 18 | 53.6% | -0.38 | 0.0529 | -0.128 |
| 3.05 | 3.55 | 21 | 121 | 50.0% | 0.56 | 0.0548 | -0.130 | 82 | 2.14 | 3.20 | 16 | 126 | 53.7% | -0.44 | 0.0551 | -0.131 |
| 2.58 | 2.88 | 138 | 191 | 48.8% | 0.51 | 0.0559 | -0.131 | 83 | 2.76 | 3.20 | 164 | 66 | 50.4% | -0.49 | 0.0562 | -0.132 |
| 1.94 | 3.25 | 8 | 108 | 54.3% | 0.45 | 0.0559 | -0.129 | 84 | 3.25 | 3.85 | 30 | 17 | 50.7% | -0.55 | 0.0563 | -0.130 |
| 1.80 | 1.95 | 70 | 131 | 48.5% | 0.40 | 0.0548 | -0.125 | 85 | 3.80 | 4.40 | 1 | 14 | 49.6% | -0.60 | 0.0552 | -0.126 |
| 1.43 | 1.62 | 49 | 38 | 48.3% | 0.35 | 0.0526 | -0.118 | 86 | 2.81 | 5.95 | 14 | 42.3% | -0.66 | 0.0530 | -0.119 | |
| 0.9900 | 1.53 | 46 | 70 | 48.8% | 0.30 | 0.0495 | -0.110 | 87 | 3.55 | 7.15 | 1 | 47.2% | -0.71 | 0.0499 | -0.110 | |
| 0.8700 | 1.19 | 64 | 122 | 49.2% | 0.25 | 0.0457 | -0.100 | 88 | 4.20 | 8.15 | 48.6% | -0.75 | 0.0461 | -0.101 | ||
| 0.6900 | 0.8000 | 178 | 101 | 47.9% | 0.21 | 0.0414 | -0.090 | 89 | 5.00 | 8.95 | 10 | 48.7% | -0.80 | 0.0418 | -0.090 | |
| 0.3500 | 0.8900 | 94 | 209 | 48.4% | 0.17 | 0.0368 | -0.079 | 90 | 6.95 | 8.45 | 10 | 45.6% | -0.83 | 0.0373 | -0.079 | |
| 0.0300 | 0.8700 | 4 | 93 | 47.4% | 0.14 | 0.0321 | -0.068 | 91 | 6.70 | 10.60 | 48.0% | -0.87 | 0.0327 | -0.068 | ||
| 0.0100 | 0.7200 | 2 | 55 | 48.1% | 0.11 | 0.0276 | -0.057 | 92 | 8.20 | 11.50 | 58.0% | -0.89 | 0.0282 | -0.058 | ||
| 0 | 0.6000 | 8 | 102 | 49.1% | 0.09 | 0.0232 | -0.048 | 93 | 8.55 | 11.90 | 1 | -0.92 | 0.0239 | -0.048 | ||
| 0 | 0.2600 | 8 | 10 | 43.5% | 0.07 | 0.0193 | -0.039 | 94 | 9.45 | 13.35 | 48.0% | -0.94 | 0.0200 | -0.039 | ||
| 0.1000 | 0.3900 | 43 | 10 | 53.0% | 0.05 | 0.0157 | -0.031 | 95 | 10.40 | 14.35 | 49.6% | -0.95 | 0.0164 | -0.031 | ||
| 0 | 0.2100 | 80 | 4 | 47.3% | 0.04 | 0.0125 | -0.024 | 96 | 11.40 | 15.30 | 50.7% | -0.97 | 0.0134 | -0.024 | ||
| 0 | 0.4000 | 30 | 7 | 56.5% | 0.03 | 0.0099 | -0.019 | 97 | 12.35 | 16.00 | 2 | -0.98 | 0.0110 | -0.019 | ||
| 0 | 0.0300 | 6 | 4 | 44.0% | 0.01 | 0.0044 | -0.008 | 100 | 15.30 | 19.25 | 52.4% | -1.00 | 0.0030 | -0.008 | ||
| 0 | 0.0100 | 3 | 48.1% | 0.00 | 0.0012 | -0.002 | 105 | 20.30 | 24.30 | 68.4% | -1.00 | 0.0000 | -0.008 | |||
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 — Oct 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs