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Ford Motor Company F

CONSUMER CYCLICAL · AUTO MANUFACTURERS
i

Market dataready · fetched 2026-11-03T19:45:38.737Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-03T19:45:33.955551582Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-03T19:39:42.182614+00:00

Share price$12.24
1D-3.2%
$12.22$12.34$12.46$12.57$12.695:30 AM6:30 AM9:00 AM1:00 PMF
Sold putSold call

Ford Motor Company options

Live interpolated F call and put midpoint premiums by absolute delta.Ford Motor Company$0.04$0.22$0.40$0.58$0.76$11.74$12.04$12.33$12.63$12.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive F spot · $12.24F PRICE$0.06$0.08$0.10$0.13$0.16$0.20$0.23$0.27$0.31$0.34$0.41$0.56$0.71$0.07$0.08$0.10$0.13$0.16$0.19$0.23$0.26$0.29$0.32
Puts——
CallsExpensive1.83×
Skew——
Implied moveBalanced±$0.46
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.7748.2%4.8%11.7748.4%4.4%
25Δ12.6647.4%4.1%11.8747.7%3.7%
30Δ12.5546.6%3.3%11.9847.1%2.9%
35Δ12.4646.5%2.8%12.0646.6%2.6%
40Δ12.3947.0%2.6%12.1246.1%2.3%
45Δ12.3247.5%2.3%12.1945.7%2.0%
50Δ12.2548.0%2.0%12.2545.2%1.7%
55Δ12.1848.5%1.7%12.3244.7%1.5%
60Δ12.1249.0%1.5%12.3844.3%1.2%
65Δ12.0549.5%1.2%12.4543.8%0.9%
70Δ11.9552.3%1.0%
75Δ11.7859.8%0.9%
80Δ11.6267.3%0.7%

20Δ

Calls
Pseudo strike
12.77
IV
48.2%
B/E move
4.8%
Puts
Pseudo strike
11.77
IV
48.4%
B/E move
4.4%

25Δ

Calls
Pseudo strike
12.66
IV
47.4%
B/E move
4.1%
Puts
Pseudo strike
11.87
IV
47.7%
B/E move
3.7%

30Δ

Calls
Pseudo strike
12.55
IV
46.6%
B/E move
3.3%
Puts
Pseudo strike
11.98
IV
47.1%
B/E move
2.9%

35Δ

Calls
Pseudo strike
12.46
IV
46.5%
B/E move
2.8%
Puts
Pseudo strike
12.06
IV
46.6%
B/E move
2.6%

40Δ

Calls
Pseudo strike
12.39
IV
47.0%
B/E move
2.6%
Puts
Pseudo strike
12.12
IV
46.1%
B/E move
2.3%

45Δ

Calls
Pseudo strike
12.32
IV
47.5%
B/E move
2.3%
Puts
Pseudo strike
12.19
IV
45.7%
B/E move
2.0%

50Δ

Calls
Pseudo strike
12.25
IV
48.0%
B/E move
2.0%
Puts
Pseudo strike
12.25
IV
45.2%
B/E move
1.7%

55Δ

Calls
Pseudo strike
12.18
IV
48.5%
B/E move
1.7%
Puts
Pseudo strike
12.32
IV
44.7%
B/E move
1.5%

60Δ

Calls
Pseudo strike
12.12
IV
49.0%
B/E move
1.5%
Puts
Pseudo strike
12.38
IV
44.3%
B/E move
1.2%

65Δ

Calls
Pseudo strike
12.05
IV
49.5%
B/E move
1.2%
Puts
Pseudo strike
12.45
IV
43.8%
B/E move
0.9%

70Δ

Calls
Pseudo strike
11.95
IV
52.3%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
11.78
IV
59.8%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
11.62
IV
67.3%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend35.70%
Daily close
F25.7%45.0%64.2%2026-08-05: 35.08%2026-08-07: 30.90%2026-08-10: 30.72%2026-08-11: 29.86%2026-08-14: 29.07%2026-08-17: 37.06%2026-08-18: 29.63%2026-08-19: 32.72%2026-08-21: 30.80%2026-08-24: 33.36%2026-08-25: 31.24%2026-08-28: 28.34%2026-08-31: 30.36%2026-09-01: 31.83%2026-09-02: 32.44%2026-09-04: 29.23%2026-09-08: 44.52%2026-09-09: 36.78%2026-09-11: 31.47%2026-09-14: 33.60%2026-09-15: 34.01%2026-09-16: 34.36%2026-09-18: 32.12%2026-09-21: 32.73%2026-09-22: 32.36%2026-09-25: 30.57%2026-09-28: 33.97%2026-09-29: 33.44%2026-09-30: 46.74%2026-10-02: 61.11%2026-10-05: 39.96%2026-10-09: 42.53%2026-10-12: 36.61%2026-10-14: 56.49%2026-10-16: 41.19%2026-10-19: 42.42%2026-10-20: 43.28%2026-10-23: 48.60%2026-10-26: 54.93%2026-10-27: 59.09%2026-10-28: 61.56%2026-10-30: 35.70%Aug 5Sep 15Oct 30
42 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
35.08%
30.90%
30.72%
29.86%
29.07%
37.06%
29.63%
32.72%
30.80%
33.36%
31.24%
28.34%
30.36%
31.83%
32.44%
29.23%
44.52%
36.78%
31.47%
33.60%
34.01%
34.36%
32.12%
32.73%
32.36%
30.57%
33.97%
33.44%
46.74%
61.11%
39.96%
42.53%
36.61%
56.49%
41.19%
42.42%
43.28%
48.60%
54.93%
59.09%
61.56%
35.70%