GM option chain General Motors Company
Cboe delayed options data · as of 15:37 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 ±8.5% (72.17–85.64) · ATM IV 33.0% · P/C open interest 1.43
| 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 | |
| 32.05 | 35.95 | 0.99 | 0.0011 | -0.002 | 45 | 0 | 2.13 | 131.8% | -0.01 | 0.0011 | -0.005 | |||||
| 27.05 | 30.95 | 0.99 | 0.0018 | -0.004 | 50 | 0 | 2.13 | 111.6% | -0.01 | 0.0018 | -0.007 | |||||
| 22.10 | 26.00 | 0.98 | 0.0031 | -0.006 | 55 | 0 | 2.13 | 93.0% | -0.02 | 0.0032 | -0.008 | |||||
| 17.80 | 19.95 | 0.97 | 0.0057 | -0.009 | 60 | 0 | 1.69 | 70.8% | -0.03 | 0.0057 | -0.011 | |||||
| 13.00 | 14.80 | 2 | 0.94 | 0.0112 | -0.014 | 65 | 0 | 1.84 | 22 | 56.5% | -0.06 | 0.0112 | -0.016 | |||
| 9.60 | 11.05 | 2 | 24.7% | 0.89 | 0.0200 | -0.021 | 69 | 0.2200 | 0.9000 | 2 | 11 | 37.5% | -0.11 | 0.0201 | -0.023 | |
| 8.30 | 10.50 | 25.2% | 0.87 | 0.0230 | -0.024 | 70 | 0.4200 | 1.19 | 30 | 39.1% | -0.13 | 0.0232 | -0.025 | |||
| 7.50 | 9.60 | 26.8% | 0.85 | 0.0262 | -0.027 | 71 | 0.6100 | 1.05 | 1 | 40 | 36.4% | -0.15 | 0.0265 | -0.028 | ||
| 6.70 | 8.95 | 29.4% | 0.82 | 0.0297 | -0.029 | 72 | 0.6800 | 1.22 | 2 | 3 | 35.2% | -0.18 | 0.0299 | -0.030 | ||
| 5.60 | 8.15 | 27.3% | 0.79 | 0.0331 | -0.033 | 73 | 0.8800 | 1.43 | 4 | 2 | 34.8% | -0.21 | 0.0334 | -0.033 | ||
| 5.45 | 7.05 | 29.5% | 0.75 | 0.0364 | -0.035 | 74 | 1.18 | 1.65 | 14 | 42 | 34.6% | -0.25 | 0.0368 | -0.036 | ||
| 5.70 | 6.30 | 10 | 1 | 35.0% | 0.71 | 0.0395 | -0.038 | 75 | 1.45 | 1.98 | 10 | 27 | 34.5% | -0.29 | 0.0400 | -0.039 |
| 4.20 | 5.45 | 29.2% | 0.67 | 0.0422 | -0.040 | 76 | 1.74 | 2.12 | 2 | 41 | 33.1% | -0.33 | 0.0428 | -0.041 | ||
| 4.35 | 4.75 | 1 | 32.8% | 0.63 | 0.0445 | -0.042 | 77 | 2.12 | 2.66 | 1 | 4 | 33.8% | -0.38 | 0.0451 | -0.043 | |
| 3.75 | 4.10 | 32.2% | 0.58 | 0.0462 | -0.043 | 78 | 2.43 | 3.15 | 71 | 33.4% | -0.42 | 0.0470 | -0.044 | |||
| 3.20 | 3.65 | 7 | 32.3% | 0.53 | 0.0474 | -0.043 | 79 | 2.97 | 3.65 | 1 | 33.7% | -0.47 | 0.0482 | -0.044 | ||
| 2.75 | 3.05 | 2 | 31.8% | 0.49 | 0.0478 | -0.043 | 80 | 3.45 | 4.35 | 9 | 34.2% | -0.52 | 0.0487 | -0.044 | ||
| 2.10 | 2.65 | 18 | 30.7% | 0.44 | 0.0476 | -0.043 | 81 | 3.85 | 4.70 | 1 | 32.2% | -0.57 | 0.0486 | -0.043 | ||
| 1.93 | 2.25 | 8 | 31.6% | 0.39 | 0.0466 | -0.041 | 82 | 4.70 | 5.35 | 33.4% | -0.61 | 0.0478 | -0.042 | |||
| 1.62 | 1.89 | 14 | 28 | 31.5% | 0.35 | 0.0451 | -0.040 | 83 | 5.35 | 6.20 | 34.3% | -0.66 | 0.0464 | -0.040 | ||
| 1.32 | 1.65 | 1 | 1 | 31.7% | 0.31 | 0.0430 | -0.037 | 84 | 6.05 | 6.70 | 33.1% | -0.70 | 0.0445 | -0.038 | ||
| 1.09 | 1.33 | 23 | 28 | 31.4% | 0.27 | 0.0403 | -0.035 | 85 | 6.50 | 8.80 | 5 | 39.2% | -0.75 | 0.0420 | -0.036 | |
| 0.8800 | 1.19 | 5 | 2 | 31.9% | 0.23 | 0.0374 | -0.032 | 86 | 7.50 | 9.25 | 2 | 38.9% | -0.78 | 0.0392 | -0.033 | |
| 0.4200 | 1.06 | 4 | 1 | 30.3% | 0.20 | 0.0342 | -0.029 | 87 | 8.00 | 10.50 | 40.1% | -0.82 | 0.0362 | -0.030 | ||
| 0.4600 | 0.8700 | 2 | 28 | 31.4% | 0.17 | 0.0309 | -0.026 | 88 | 9.15 | 10.95 | 40.1% | -0.85 | 0.0331 | -0.027 | ||
| 0.4600 | 0.6400 | 7 | 4 | 31.6% | 0.14 | 0.0276 | -0.024 | 89 | 10.00 | 11.90 | 41.1% | -0.88 | 0.0299 | -0.024 | ||
| 0.1600 | 0.5300 | 12 | 3 | 29.6% | 0.12 | 0.0245 | -0.021 | 90 | 10.95 | 13.20 | 45.2% | -0.90 | 0.0270 | -0.022 | ||
| 0.0100 | 0.8600 | 1 | 7 | 33.4% | 0.10 | 0.0215 | -0.018 | 91 | 11.55 | 14.15 | 44.2% | -0.92 | 0.0242 | -0.019 | ||
| 0.0100 | 0.6200 | 6 | 44 | 32.5% | 0.08 | 0.0188 | -0.016 | 92 | 12.55 | 15.25 | 47.1% | -0.94 | 0.0214 | -0.018 | ||
| 0.0400 | 0.3600 | 1 | 31.0% | 0.07 | 0.0164 | -0.014 | 93 | 13.45 | 16.20 | 48.1% | -0.96 | 0.0189 | -0.016 | |||
| 0.0200 | 0.3000 | 1 | 31.1% | 0.06 | 0.0144 | -0.013 | 94 | 14.00 | 17.20 | 46.2% | -0.97 | 0.0174 | -0.014 | |||
| 0.0100 | 0.2500 | 40 | 31.4% | 0.05 | 0.0126 | -0.012 | 95 | 15.10 | 18.20 | 49.1% | -0.98 | 0.0153 | -0.012 | |||
| 0 | 2.14 | 61.9% | 0.03 | 0.0072 | -0.008 | 100 | 19.30 | 23.20 | 48.3% | -1.00 | 0.0043 | -0.007 | ||||
| 0 | 2.13 | 70.3% | 0.02 | 0.0048 | -0.007 | 105 | 24.40 | 28.20 | 57.6% | -1.00 | 0.0006 | -0.007 | ||||
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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs