GM option chain General Motors Company

Expiration Cboe delayed options data · as of 12:36 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 ±17.8% (69.51–99.71) · ATM IV 34.6% · P/C open interest 1.03

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
40.10	43.20				0.99	0.0010	0.000	42.5	0	0.2000		201	49.6%	-0.01	0.0010	-0.002
37.65	40.80		9		0.99	0.0013	-0.001	45	0.0300	0.2300		79	47.6%	-0.01	0.0013	-0.003
35.30	38.35		5		0.99	0.0017	-0.001	47.5	0.0600	0.2700		16	45.7%	-0.02	0.0017	-0.003
33.45	35.95		12		0.98	0.0022	-0.002	50	0.0100	0.3200		63	42.1%	-0.02	0.0023	-0.004
29.15	31.90	1	23	46.2%	0.96	0.0037	-0.004	55	0.1600	0.6800		79	42.2%	-0.04	0.0038	-0.006
24.90	27.20		129	44.4%	0.94	0.0060	-0.007	60	0.4800	0.7900		222	38.6%	-0.07	0.0061	-0.009
20.55	22.30		215	39.4%	0.89	0.0091	-0.011	65	1.08	1.37	200	632	38.0%	-0.11	0.0092	-0.012
18.35	20.20		37	38.0%	0.87	0.0108	-0.013	67.5	1.56	1.80		124	38.0%	-0.14	0.0111	-0.014
16.40	18.10		75	37.2%	0.83	0.0127	-0.015	70	1.87	2.45		314	37.4%	-0.17	0.0130	-0.016
14.60	16.15		54	36.8%	0.80	0.0146	-0.017	72.5	2.43	2.99		806	36.8%	-0.21	0.0149	-0.018
12.10	14.85		69	35.6%	0.75	0.0164	-0.019	75	2.86	4.15	8	641	36.9%	-0.25	0.0168	-0.020
10.25	12.10		160	31.8%	0.71	0.0180	-0.021	77.5	3.85	4.75	2	1,472	36.3%	-0.30	0.0186	-0.022
9.75	10.40	8	227	33.8%	0.66	0.0194	-0.022	80	4.95	5.15	4	345	34.9%	-0.35	0.0201	-0.023
8.45	8.95		91	33.7%	0.61	0.0205	-0.023	82.5	5.25	6.55	4	167	33.6%	-0.40	0.0213	-0.024
7.25	7.75	3	504	33.7%	0.56	0.0211	-0.024	85	7.35	7.85	28	137	35.5%	-0.46	0.0221	-0.025
5.95	6.65		275	33.1%	0.50	0.0214	-0.024	87.5	7.80	9.35		44	33.5%	-0.51	0.0225	-0.025
5.25	5.60	452	1,256	33.5%	0.45	0.0213	-0.024	90	9.35	10.85		20	33.4%	-0.57	0.0226	-0.025
4.25	4.90		85	33.4%	0.40	0.0208	-0.023	92.5	11.50	12.50		37	34.5%	-0.62	0.0223	-0.025
3.55	4.15		176	33.5%	0.36	0.0201	-0.022	95	13.35	14.35		1	34.9%	-0.67	0.0217	-0.024
2.99	3.50		56	33.6%	0.32	0.0192	-0.021	97.5	14.90	16.25			34.1%	-0.71	0.0210	-0.023
2.49	3.10		691	34.1%	0.28	0.0180	-0.020	100	16.70	18.30		3	33.7%	-0.76	0.0202	-0.021
1.69	2.02		199	33.6%	0.21	0.0154	-0.017	105	20.90	22.55			33.6%	-0.84	0.0184	-0.019
1.27	1.47	75	350	34.5%	0.15	0.0127	-0.014	110	25.50	27.35			35.4%	-0.91	0.0166	-0.017
0.8700	1.21	40	305	35.6%	0.11	0.0102	-0.011	115	30.20	32.10		3	35.6%	-0.96	0.0129	-0.015
0.5400	0.7100		80	34.6%	0.08	0.0081	-0.009	120	34.50	37.00				-0.99	0.0058	-0.007
0.4400	0.5600		149	35.9%	0.06	0.0064	-0.008	125	40.00	43.15			48.7%	-1.00	0.0010	-0.005

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 — Mar 19, 2027

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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GM option chain General Motors Company

Volatility smile — Mar 19, 2027

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