F Options Chain
F $11.58 · Updated Oct 26, 4:00 PM ET
F is at $11.58. The nearest expiration, Oct 30, 2026 (4 days out), lists 32 strikes, with 19,340 calls and 8,294 puts traded in the latest session. At-the-money implied volatility is 1.6%. The at-the-money straddle prices a move of about $0.72 (6.2%) by expiration.
EXPIRATION
- Oct 30, 2026
- Nov 6, 2026
- Nov 13, 2026
- Nov 20, 2026
- Nov 27, 2026
- Dec 4, 2026
- Dec 18, 2026
- Jan 15, 2027
- Mar 19, 2027
ATM IV
0.8%
11.5 strike
EXPECTED MOVE
$0.89
ATM straddle
MAX PAIN
$5.00
-56.8%
PUT/CALL VOLUME
1.35
4,519 / 3,352
NOV 6, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 0.00 | 0.00 | 6.71 | 3 | 0.0% | 1.000 | 0.0000 | -0.001 | 5 | -0.000 | 0.0000 | 0.000 | 50.0% | 4 | 0.06 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 5.65 | 2 | 0.0% | 1.000 | 0.0000 | -0.001 | 6 | ||||||||||
| 0.00 | 0.00 | 4.69 | 2 | 0.0% | 1.000 | 0.0000 | -0.001 | 7 | ||||||||||
| 0.00 | 0.00 | 3.70 | 4 | 0.0% | 1.000 | 0.0000 | -0.001 | 8 | -0.000 | 0.0000 | -0.000 | 50.0% | 1 | 0.05 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.16 | 8 | 0.0% | 1.000 | 0.0000 | -0.001 | 8.5 | -0.000 | 0.0005 | -0.000 | 50.0% | 1 | 0.09 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.63 | 13 | 0.0% | 1.000 | 0.0000 | -0.001 | 9 | -0.000 | 0.0044 | -0.001 | 50.0% | 51 | 0.01 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.10 | 17 | 0.0% | 1.000 | 0.0000 | -0.001 | 9.5 | -0.000 | 0.0000 | -0.000 | 25.0% | 3,500 | 0.02 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.80 | 8 | 0.0% | 1.000 | 0.0000 | -0.001 | 10 | -0.000 | 0.0019 | -0.000 | 25.0% | 4 | 0.03 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.19 | 134 | 0.0% | 1.000 | 0.0000 | -0.001 | 10.5 | -0.000 | 0.0000 | -0.000 | 12.5% | 48 | 0.08 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.80 | 200 | 0.0% | 1.000 | 0.0000 | -0.001 | 11 | -0.000 | 0.0749 | -0.007 | 12.5% | 155 | 0.20 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.48 | 444 | 0.0% | 1.000 | 0.0000 | -0.001 | 11.5 | -0.000 | 0.1096 | -0.001 | 1.6% | 591 | 0.41 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.27 | 757 | 6.3% | 0.001 | 0.0189 | -0.000 | 12 | 0.001 | 0.0000 | -1.000 | 0.0% | 100 | 0.70 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.14 | 433 | 12.5% | 0.000 | 0.0034 | -0.000 | 12.5 | 0.002 | 0.0000 | -1.000 | 0.0% | 45 | 1.03 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.07 | 200 | 25.0% | 0.004 | 0.0237 | -0.000 | 13 | 0.002 | 0.0000 | -1.000 | 0.0% | 5 | 1.45 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.04 | 821 | 25.0% | 0.000 | 0.0015 | -0.000 | 13.5 | 0.002 | 0.0000 | -1.000 | 0.0% | 4 | 1.95 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.02 | 288 | 25.0% | 0.000 | 0.0001 | -0.000 | 14 | 0.002 | 0.0000 | -1.000 | 0.0% | 1 | 2.45 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.01 | 1 | 25.0% | 0.000 | 0.0000 | -0.000 | 14.5 | 0.002 | 0.0000 | -1.000 | 0.0% | 1 | 2.58 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.01 | 5 | 50.0% | 0.001 | 0.0049 | -0.000 | 15 | 0.002 | 0.0000 | -1.000 | 0.0% | 1 | 3.00 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.01 | 3 | 50.0% | 0.000 | 0.0015 | -0.000 | 15.5 | 0.002 | 0.0000 | -1.000 | 0.0% | 1 | 3.77 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.03 | 1 | 50.0% | 0.000 | 0.0004 | -0.000 | 16 | 0.002 | 0.0000 | -1.000 | 0.0% | 4.15 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 0.03 | 1 | 50.0% | 0.000 | 0.0001 | -0.000 | 16.5 | ||||||||||
| 0.00 | 0.00 | 0.05 | 1 | 50.0% | 0.000 | 0.0000 | -0.000 | 17 | ||||||||||
| 0.00 | 0.00 | 0.01 | 50.0% | 0.000 | 0.0000 | -0.000 | 17.5 | |||||||||||
| 21 | 0.003 | 0.0000 | -1.000 | 0.0% | 4 | 8.54 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 0.02 | 6 | 50.0% | 0.000 | 0.0000 | -0.000 | 22 | 0.003 | 0.0000 | -1.000 | 0.0% | 2 | 9.83 | 0.00 | 0.00 | ||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology