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 ±14.3% (74.59–99.55) · ATM IV 33.3% · P/C open interest 0.91
| 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 | |
| 40.70 | 44.05 | 493 | 0.99 | 0.0008 | 0.000 | 45 | 0 | 0.1500 | 431 | 55.1% | -0.01 | 0.0009 | -0.003 | |||
| 38.65 | 41.70 | 118 | 0.99 | 0.0010 | 0.000 | 47 | 0 | 0.1700 | 590 | 52.7% | -0.01 | 0.0011 | -0.003 | |||
| 35.70 | 39.15 | 2,704 | 0.99 | 0.0014 | 0.000 | 50 | 0.0300 | 0.1500 | 1 | 1,970 | 48.4% | -0.01 | 0.0014 | -0.004 | ||
| 33.25 | 36.90 | 317 | 0.98 | 0.0018 | 0.000 | 52.5 | 0.0400 | 0.2300 | 281 | 47.4% | -0.02 | 0.0019 | -0.004 | |||
| 30.80 | 34.30 | 329 | 0.98 | 0.0024 | 0.000 | 55 | 0.0800 | 0.2900 | 807 | 45.8% | -0.02 | 0.0024 | -0.005 | |||
| 28.55 | 30.65 | 21 | 211 | 0.97 | 0.0031 | 0.000 | 57.5 | 0.1300 | 0.3300 | 577 | 43.7% | -0.03 | 0.0032 | -0.006 | ||
| 26.85 | 28.35 | 718 | 0.96 | 0.0040 | 0.000 | 60 | 0.2700 | 0.4200 | 1 | 1,034 | 43.1% | -0.04 | 0.0041 | -0.007 | ||
| 23.65 | 25.85 | 300 | 0.95 | 0.0052 | -0.002 | 62.5 | 0.2900 | 0.5800 | 440 | 41.2% | -0.05 | 0.0053 | -0.009 | |||
| 21.60 | 23.50 | 226 | 0.94 | 0.0067 | -0.004 | 65 | 0.4500 | 0.6400 | 1 | 932 | 39.3% | -0.06 | 0.0068 | -0.011 | ||
| 19.00 | 21.25 | 418 | 0.92 | 0.0084 | -0.007 | 67.5 | 0.4700 | 0.9100 | 274 | 37.5% | -0.08 | 0.0086 | -0.013 | |||
| 17.25 | 19.00 | 1,712 | 28.3% | 0.89 | 0.0106 | -0.010 | 70 | 0.8900 | 1.04 | 55 | 1,174 | 37.0% | -0.11 | 0.0107 | -0.015 | |
| 15.15 | 17.00 | 10 | 68 | 30.6% | 0.86 | 0.0130 | -0.013 | 72.5 | 1.18 | 1.39 | 1 | 505 | 36.0% | -0.14 | 0.0131 | -0.017 |
| 13.50 | 14.85 | 3 | 409 | 32.2% | 0.82 | 0.0156 | -0.016 | 75 | 1.67 | 1.77 | 825 | 35.3% | -0.18 | 0.0157 | -0.020 | |
| 11.95 | 13.00 | 28 | 356 | 33.7% | 0.78 | 0.0182 | -0.019 | 77.5 | 2.22 | 2.54 | 2 | 723 | 35.5% | -0.22 | 0.0184 | -0.022 |
| 10.60 | 11.10 | 557 | 34.3% | 0.73 | 0.0206 | -0.022 | 80 | 2.92 | 3.15 | 39 | 1,977 | 34.7% | -0.28 | 0.0208 | -0.025 | |
| 8.55 | 9.60 | 930 | 33.1% | 0.67 | 0.0226 | -0.025 | 82.5 | 3.80 | 3.90 | 31 | 655 | 34.0% | -0.33 | 0.0230 | -0.027 | |
| 7.40 | 7.95 | 7 | 880 | 33.2% | 0.61 | 0.0242 | -0.026 | 85 | 4.75 | 5.45 | 49 | 733 | 35.0% | -0.39 | 0.0247 | -0.028 |
| 6.05 | 6.65 | 17 | 1,238 | 32.8% | 0.55 | 0.0252 | -0.028 | 87.5 | 5.90 | 6.35 | 37 | 561 | 33.9% | -0.46 | 0.0258 | -0.028 |
| 5.20 | 5.45 | 3,051 | 2,360 | 33.2% | 0.49 | 0.0255 | -0.028 | 90 | 7.25 | 7.65 | 4 | 1,988 | 33.5% | -0.52 | 0.0264 | -0.028 |
| 4.15 | 4.50 | 11 | 3,199 | 33.0% | 0.43 | 0.0252 | -0.028 | 92.5 | 8.75 | 9.05 | 10 | 184 | 33.0% | -0.59 | 0.0263 | -0.027 |
| 3.35 | 3.65 | 32 | 3,509 | 32.9% | 0.37 | 0.0243 | -0.026 | 95 | 9.80 | 10.90 | 15 | 50 | 31.6% | -0.65 | 0.0257 | -0.026 |
| 2.62 | 2.97 | 7 | 134 | 32.7% | 0.31 | 0.0229 | -0.025 | 97.5 | 12.10 | 12.80 | 33.2% | -0.70 | 0.0246 | -0.024 | ||
| 2.14 | 2.36 | 45 | 1,999 | 32.9% | 0.27 | 0.0212 | -0.023 | 100 | 14.10 | 15.30 | 2 | 35.3% | -0.76 | 0.0232 | -0.022 | |
| 1.18 | 1.70 | 1 | 1,216 | 33.2% | 0.18 | 0.0172 | -0.019 | 105 | 18.25 | 20.25 | 3 | 38.6% | -0.85 | 0.0198 | -0.017 | |
| 0.6500 | 1.00 | 605 | 32.6% | 0.13 | 0.0132 | -0.015 | 110 | 22.80 | 25.10 | 26 | 41.9% | -0.92 | 0.0160 | -0.012 | ||
| 0.5400 | 0.7000 | 458 | 34.6% | 0.09 | 0.0098 | -0.011 | 115 | 27.70 | 29.75 | 44.9% | -0.96 | 0.0107 | -0.005 | |||
| 0.3200 | 0.4600 | 3,159 | 34.9% | 0.06 | 0.0072 | -0.009 | 120 | 31.80 | 34.65 | 43.4% | -0.99 | 0.0053 | 0.000 | |||
| 0.0900 | 0.3000 | 94 | 34.0% | 0.04 | 0.0054 | -0.007 | 125 | 36.65 | 39.90 | 48.3% | -1.00 | 0.0020 | 0.000 | |||
| 0.0600 | 0.2500 | 139 | 35.7% | 0.03 | 0.0041 | -0.006 | 130 | 41.75 | 44.85 | 52.6% | -1.00 | 0.0006 | 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 — 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.