GM option chain General Motors Company
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 ±11.4% (73.60–92.55) · ATM IV 35.2% · P/C open interest 0.88
| 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 | |
| 40.55 | 43.15 | 74 | 105.8% | 1.00 | 0.0006 | 0.000 | 42 | 0 | 0.1100 | 132 | 72.4% | -0.01 | 0.0007 | -0.003 | ||
| 37.35 | 39.90 | 490 | 86.1% | 0.99 | 0.0008 | 0.000 | 45 | 0 | 0.0900 | 11 | 431 | 64.1% | -0.01 | 0.0009 | -0.004 | |
| 35.35 | 38.15 | 117 | 85.8% | 0.99 | 0.0010 | 0.000 | 47 | 0 | 0.1200 | 598 | 62.2% | -0.01 | 0.0011 | -0.004 | ||
| 32.65 | 34.90 | 2,697 | 78.1% | 0.99 | 0.0014 | -0.000 | 50 | 0 | 0.1200 | 9 | 1,977 | 56.1% | -0.01 | 0.0015 | -0.005 | |
| 29.60 | 32.75 | 313 | 67.4% | 0.99 | 0.0019 | -0.001 | 52.5 | 0 | 0.1500 | 297 | 52.8% | -0.01 | 0.0020 | -0.005 | ||
| 27.65 | 30.30 | 329 | 70.7% | 0.98 | 0.0025 | -0.003 | 55 | 0.0300 | 0.1700 | 713 | 50.2% | -0.02 | 0.0026 | -0.006 | ||
| 25.20 | 27.80 | 211 | 64.8% | 0.98 | 0.0033 | -0.004 | 57.5 | 0.0100 | 0.2300 | 596 | 46.8% | -0.02 | 0.0034 | -0.007 | ||
| 22.75 | 25.05 | 713 | 55.9% | 0.97 | 0.0045 | -0.006 | 60 | 0.0400 | 0.2900 | 1,056 | 44.4% | -0.03 | 0.0046 | -0.009 | ||
| 20.50 | 22.65 | 300 | 53.9% | 0.96 | 0.0061 | -0.008 | 62.5 | 0.1400 | 0.3400 | 520 | 42.6% | -0.04 | 0.0062 | -0.011 | ||
| 17.95 | 20.20 | 221 | 47.9% | 0.94 | 0.0083 | -0.011 | 65 | 0.2800 | 0.4200 | 1 | 894 | 41.0% | -0.06 | 0.0085 | -0.014 | |
| 15.85 | 17.70 | 386 | 45.4% | 0.92 | 0.0112 | -0.015 | 67.5 | 0.4700 | 0.5900 | 4 | 339 | 39.8% | -0.08 | 0.0114 | -0.017 | |
| 13.50 | 15.60 | 1,681 | 43.4% | 0.89 | 0.0149 | -0.019 | 70 | 0.7100 | 0.9800 | 2 | 1,302 | 39.6% | -0.12 | 0.0150 | -0.021 | |
| 11.55 | 13.55 | 77 | 43.0% | 0.84 | 0.0191 | -0.024 | 72.5 | 1.08 | 1.19 | 2 | 838 | 37.6% | -0.16 | 0.0192 | -0.025 | |
| 9.60 | 10.45 | 394 | 36.1% | 0.79 | 0.0234 | -0.029 | 75 | 1.58 | 1.69 | 112 | 2,253 | 36.9% | -0.22 | 0.0236 | -0.030 | |
| 7.95 | 9.15 | 531 | 38.6% | 0.72 | 0.0276 | -0.033 | 77.5 | 2.26 | 2.38 | 397 | 3,451 | 36.3% | -0.28 | 0.0278 | -0.034 | |
| 6.40 | 6.80 | 945 | 35.3% | 0.64 | 0.0309 | -0.036 | 80 | 3.10 | 3.25 | 53 | 2,443 | 35.7% | -0.36 | 0.0312 | -0.037 | |
| 5.10 | 5.35 | 1 | 1,283 | 35.2% | 0.56 | 0.0331 | -0.038 | 82.5 | 4.15 | 4.35 | 325 | 980 | 35.3% | -0.44 | 0.0334 | -0.039 |
| 3.90 | 4.20 | 6 | 1,417 | 35.0% | 0.48 | 0.0339 | -0.038 | 85 | 5.40 | 5.70 | 9 | 846 | 35.0% | -0.53 | 0.0343 | -0.039 |
| 2.97 | 3.15 | 17 | 1,955 | 34.7% | 0.40 | 0.0331 | -0.037 | 87.5 | 6.40 | 7.35 | 600 | 33.3% | -0.61 | 0.0336 | -0.037 | |
| 2.12 | 2.38 | 13 | 5,669 | 34.4% | 0.32 | 0.0309 | -0.034 | 90 | 8.65 | 9.50 | 3 | 2,037 | 37.1% | -0.69 | 0.0317 | -0.034 |
| 1.56 | 1.74 | 9 | 3,528 | 34.4% | 0.26 | 0.0277 | -0.030 | 92.5 | 9.85 | 11.10 | 162 | 32.7% | -0.75 | 0.0289 | -0.031 | |
| 1.08 | 1.26 | 1 | 4,270 | 34.2% | 0.20 | 0.0240 | -0.026 | 95 | 11.85 | 13.30 | 69 | 32.9% | -0.82 | 0.0257 | -0.027 | |
| 0.7500 | 0.9700 | 1 | 573 | 34.6% | 0.15 | 0.0202 | -0.022 | 97.5 | 13.65 | 15.60 | 30.4% | -0.87 | 0.0225 | -0.023 | ||
| 0.5400 | 0.7100 | 1 | 2,130 | 34.9% | 0.11 | 0.0165 | -0.018 | 100 | 16.20 | 18.15 | 29 | 34.8% | -0.91 | 0.0195 | -0.020 | |
| 0.2300 | 0.4000 | 1,585 | 35.4% | 0.07 | 0.0106 | -0.012 | 105 | 20.55 | 23.05 | 3 | -0.97 | 0.0142 | -0.013 | |||
| 0.0700 | 0.4100 | 599 | 38.7% | 0.04 | 0.0066 | -0.008 | 110 | 25.15 | 28.35 | 1 | -1.00 | 0.0031 | -0.011 | |||
| 0.0200 | 0.2000 | 468 | 38.4% | 0.02 | 0.0043 | -0.006 | 115 | 30.10 | 32.70 | -1.00 | 0.0000 | -0.011 | ||||
| 0 | 0.1500 | 3,164 | 40.3% | 0.02 | 0.0029 | -0.004 | 120 | 35.10 | 38.55 | -1.00 | 0.0000 | -0.011 | ||||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.