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
0.4%
11.5 strike
EXPECTED MOVE
$1.10
ATM straddle
MAX PAIN
$7.00
-39.6%
PUT/CALL VOLUME
0.50
417 / 826
NOV 27, 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 | 4.70 | 45 | 0.0% | 1.000 | 0.0000 | -0.001 | 7 | ||||||||||
| 0.00 | 0.00 | 4.19 | 2 | 0.0% | 1.000 | 0.0000 | -0.001 | 7.5 | ||||||||||
| 0.00 | 0.00 | 3.70 | 4 | 0.0% | 1.000 | 0.0000 | -0.001 | 8 | ||||||||||
| 0.00 | 0.00 | 3.20 | 2 | 0.0% | 1.000 | 0.0000 | -0.001 | 8.5 | ||||||||||
| 0.00 | 0.00 | 3.15 | 36 | 0.0% | 1.000 | 0.0000 | -0.001 | 9 | ||||||||||
| 0.00 | 0.00 | 2.07 | 8 | 0.0% | 1.000 | 0.0000 | -0.001 | 9.5 | -0.000 | 0.0098 | -0.003 | 25.0% | 3 | 0.04 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.69 | 2 | 0.0% | 1.000 | 0.0000 | -0.001 | 10 | -0.000 | 0.0002 | -0.000 | 12.5% | 40 | 0.06 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.10 | 1 | 0.0% | 1.000 | 0.0000 | -0.001 | 10.5 | -0.000 | 0.0194 | -0.003 | 12.5% | 3 | 0.19 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.84 | 22 | 0.0% | 1.000 | 0.0000 | -0.001 | 11 | -0.000 | 0.0200 | -0.001 | 6.3% | 34 | 0.33 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.54 | 70 | 0.0% | 1.000 | 0.0000 | -0.001 | 11.5 | -0.000 | 0.0002 | -0.000 | 0.8% | 74 | 0.56 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.32 | 137 | 3.1% | 0.000 | 0.0100 | -0.000 | 12 | 0.001 | 0.0000 | -1.000 | 0.0% | 51 | 0.86 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.20 | 200 | 6.3% | 0.000 | 0.0008 | -0.000 | 12.5 | 0.002 | 0.0000 | -1.000 | 0.0% | 203 | 1.13 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.10 | 220 | 12.5% | 0.001 | 0.0099 | -0.000 | 13 | 0.002 | 0.0000 | -1.000 | 0.0% | 3 | 1.56 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.05 | 15 | 12.5% | 0.000 | 0.0003 | -0.000 | 13.5 | 0.002 | 0.0000 | -1.000 | 0.0% | 3 | 2.01 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.03 | 13 | 12.5% | 0.000 | 0.0000 | -0.000 | 14 | 0.002 | 0.0000 | -1.000 | 0.0% | 1 | 2.49 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.03 | 28 | 25.0% | 0.002 | 0.0058 | -0.000 | 14.5 | 0.002 | 0.0000 | -1.000 | 0.0% | 1 | 3.01 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.02 | 2 | 25.0% | 0.000 | 0.0013 | -0.000 | 15 | 0.002 | 0.0000 | -1.000 | 0.0% | 1 | 3.10 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.01 | 9 | 25.0% | 0.000 | 0.0003 | -0.000 | 15.5 | ||||||||||
| 0.00 | 0.00 | 0.13 | 10 | 25.0% | 0.000 | 0.0000 | -0.000 | 16 | ||||||||||
| 0.00 | 0.00 | 0.01 | 25.0% | 0.000 | 0.0000 | -0.000 | 16.5 | |||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology