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Ford Motor Company F

i

Market dataready · fetched 2026-11-06T21:07:31.061Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T21:07:24.736346357Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T21:07:29.881704+00:00

Share price$12.46
1D-0.4%
AH$12.41$12.48$12.55$12.62$12.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMF
Sold putSold callAH

Ford Motor Company options

Live interpolated F call and put midpoint premiums by absolute delta.Ford Motor Company$0.07$0.23$0.39$0.55$0.71$11.76$12.12$12.47$12.83$13.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ 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 · $12.46F PRICE$0.09$0.11$0.13$0.15$0.17$0.21$0.24$0.27$0.31$0.34$0.37$0.09$0.12$0.16$0.21$0.25$0.30$0.34$0.45$0.55$0.66
Puts——
Calls——
Skew——
Implied moveBearish±$0.52
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.8344.5%5.8%
25Δ11.9844.1%4.8%
30Δ12.7827.4%3.3%12.0944.7%4.3%
35Δ12.7026.9%2.8%12.1945.5%3.8%
40Δ12.6226.3%2.4%12.2946.3%3.4%
45Δ12.5425.7%1.9%12.4047.0%2.9%
50Δ12.4825.0%1.5%12.5047.8%2.5%
55Δ12.4224.1%1.4%12.6350.7%2.2%
60Δ12.3723.2%1.2%12.7753.7%1.9%
65Δ12.3222.3%1.1%12.9156.7%1.7%
70Δ12.2721.4%0.9%
75Δ12.2120.5%0.8%
80Δ12.1619.6%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.83
IV
44.5%
B/E move
5.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.98
IV
44.1%
B/E move
4.8%

30Δ

Calls
Pseudo strike
12.78
IV
27.4%
B/E move
3.3%
Puts
Pseudo strike
12.09
IV
44.7%
B/E move
4.3%

35Δ

Calls
Pseudo strike
12.70
IV
26.9%
B/E move
2.8%
Puts
Pseudo strike
12.19
IV
45.5%
B/E move
3.8%

40Δ

Calls
Pseudo strike
12.62
IV
26.3%
B/E move
2.4%
Puts
Pseudo strike
12.29
IV
46.3%
B/E move
3.4%

45Δ

Calls
Pseudo strike
12.54
IV
25.7%
B/E move
1.9%
Puts
Pseudo strike
12.40
IV
47.0%
B/E move
2.9%

50Δ

Calls
Pseudo strike
12.48
IV
25.0%
B/E move
1.5%
Puts
Pseudo strike
12.50
IV
47.8%
B/E move
2.5%

55Δ

Calls
Pseudo strike
12.42
IV
24.1%
B/E move
1.4%
Puts
Pseudo strike
12.63
IV
50.7%
B/E move
2.2%

60Δ

Calls
Pseudo strike
12.37
IV
23.2%
B/E move
1.2%
Puts
Pseudo strike
12.77
IV
53.7%
B/E move
1.9%

65Δ

Calls
Pseudo strike
12.32
IV
22.3%
B/E move
1.1%
Puts
Pseudo strike
12.91
IV
56.7%
B/E move
1.7%

70Δ

Calls
Pseudo strike
12.27
IV
21.4%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
12.21
IV
20.5%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
12.16
IV
19.6%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend35.70%
Daily close
F25.7%45.0%64.2%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 10Sep 16Oct 30
40 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%