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%
12 strike
EXPECTED MOVE
$2.10
ATM straddle
MAX PAIN
$25.00
+115.9%
PUT/CALL VOLUME
1.65
1,311 / 796
MAR 19, 2027 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 | 8.98 | 3 | 0.0% | 1.000 | 0.0000 | -0.000 | 3 | -0.001 | 0.0027 | -0.007 | 103.1% | 29 | 4 | 0.01 | 0.05 | 0.00 | |
| 0.00 | 0.00 | 7.16 | 1 | 0.0% | 1.000 | 0.0000 | -0.001 | 5 | -0.000 | 0.0000 | -0.000 | 25.0% | 5 | 0.03 | 0.00 | 0.00 | ||
| 7.30 | 9.85 | 8.80 | 2 | 283.9% | 0.898 | 0.0086 | -0.013 | 6 | ||||||||||
| 0.00 | 0.00 | 7.20 | 10 | 0.0% | 1.000 | 0.0000 | -0.001 | 7 | -0.000 | 0.0007 | -0.000 | 25.0% | 5 | 0.04 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.63 | 3 | 0.0% | 1.000 | 0.0000 | -0.001 | 8 | -0.000 | 0.0000 | -0.000 | 12.5% | 5 | 0.08 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.77 | 1 | 0.0% | 1.000 | 0.0000 | -0.001 | 9 | -0.000 | 0.0010 | -0.000 | 12.5% | 62 | 0.20 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.02 | 57 | 0.0% | 1.000 | 0.0000 | -0.001 | 10 | -0.000 | 0.0001 | -0.000 | 6.3% | 10 | 0.40 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.33 | 68 | 0.0% | 1.000 | 0.0000 | -0.001 | 11 | -0.000 | 0.0034 | -0.000 | 3.1% | 130 | 0.77 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.81 | 122 | 1.6% | 0.034 | 0.6684 | -0.000 | 12 | 0.001 | 0.0000 | -1.000 | 0.0% | 38 | 1.29 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.51 | 42 | 6.3% | 0.007 | 0.0407 | -0.000 | 13 | 0.002 | 0.0000 | -1.000 | 0.0% | 779 | 2.01 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.31 | 114 | 6.3% | 0.000 | 0.0001 | -0.000 | 14 | 0.002 | 0.0000 | -1.000 | 0.0% | 196 | 2.77 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.19 | 113 | 12.5% | 0.001 | 0.0044 | -0.000 | 15 | 0.002 | 0.0000 | -1.000 | 0.0% | 54 | 3.30 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.13 | 217 | 12.5% | 0.000 | 0.0003 | -0.000 | 16 | 0.002 | 0.0000 | -1.000 | 0.0% | 3 | 4.24 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.09 | 2 | 12.5% | 0.000 | 0.0000 | -0.000 | 17 | 0.002 | 0.0000 | -1.000 | 0.0% | 4 | 5.35 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.06 | 10 | 12.5% | 0.000 | 0.0000 | -0.000 | 18 | 0.002 | 0.0000 | -1.000 | 0.0% | 2 | 4.47 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.04 | 1 | 25.0% | 0.002 | 0.0027 | -0.000 | 19 | ||||||||||
| 0.00 | 0.00 | 0.04 | 1 | 25.0% | 0.000 | 0.0010 | -0.000 | 20 | 0.002 | 0.0000 | -1.000 | 0.0% | 252 | 10 | 5.70 | 5.95 | 5.30 | |
| 0.00 | 0.00 | 0.05 | 3 | 25.0% | 0.000 | 0.0003 | -0.000 | 21 | ||||||||||
| 0.00 | 0.00 | 0.02 | 8 | 25.0% | 0.000 | 0.0001 | -0.000 | 22 | 0.003 | 0.0000 | -1.000 | 0.0% | 10.15 | 9.95 | 7.05 | |||
| 0.00 | 0.00 | 0.02 | 9 | 25.0% | 0.000 | 0.0000 | -0.000 | 25 | 0.001 | 0.0247 | -0.937 | 68.6% | 1 | 2 | 11.62 | 14.05 | 13.00 | |
| 0.00 | 0.00 | 0.04 | 1 | 25.0% | 0.000 | 0.0000 | -0.000 | 27 | 0.003 | 0.0000 | -1.000 | 0.0% | 2 | 12.92 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.04 | 2 | 25.0% | 0.000 | 0.0000 | -0.000 | 30 | ||||||||||
| 0.00 | 0.00 | 0.01 | 6 | 50.0% | 0.001 | 0.0011 | -0.000 | 32 | 0.004 | 0.0000 | -1.000 | 0.0% | 18.02 | 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