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Ally Financial Inc. ALLY

i

Market datapartial · fetched 2026-11-07T06:48:22.053Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-07T00:00:00.00275452Z

FundamentalsAlpha Vantage · unavailable

Share price$38.17
1D-0.9%
AH$38.11$38.33$38.54$38.75$38.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMALLY
Sold putSold callAH

Ally Financial Inc. options

Live interpolated ALLY call and put midpoint premiums by absolute delta.Ally Financial Inc.$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEALLY PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend30.06%
Daily close
ALLY25.1%30.7%36.2%2026-08-10: 28.77%2026-08-11: 28.76%2026-08-12: 26.74%2026-08-13: 28.44%2026-08-14: 25.83%2026-08-17: 27.90%2026-08-18: 27.09%2026-08-21: 27.44%2026-08-24: 27.14%2026-08-25: 26.82%2026-08-26: 26.80%2026-08-27: 27.91%2026-08-28: 27.93%2026-08-31: 28.26%2026-09-01: 27.87%2026-09-02: 27.88%2026-09-03: 27.03%2026-09-04: 27.28%2026-09-08: 29.31%2026-09-09: 29.64%2026-09-10: 30.47%2026-09-11: 30.41%2026-09-14: 33.09%2026-09-15: 32.24%2026-09-16: 35.47%2026-09-17: 32.71%2026-09-18: 29.71%2026-09-21: 28.95%2026-09-22: 30.40%2026-09-23: 30.41%2026-09-24: 30.17%2026-09-25: 30.23%2026-09-28: 30.49%2026-09-29: 30.86%2026-09-30: 30.63%2026-10-01: 30.08%2026-10-02: 30.59%2026-10-05: 30.70%2026-10-06: 31.60%2026-10-07: 31.41%2026-10-08: 32.51%2026-10-09: 29.87%2026-10-12: 32.02%2026-10-13: 32.49%2026-10-15: 33.63%2026-10-16: 31.77%2026-10-19: 31.46%2026-10-20: 28.78%2026-10-21: 28.32%2026-10-22: 28.89%2026-10-23: 28.88%2026-10-26: 28.72%2026-10-27: 29.06%2026-10-28: 28.15%2026-10-29: 27.35%2026-10-30: 30.06%Aug 10Sep 21Oct 30
56 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
28.77%
28.76%
26.74%
28.44%
25.83%
27.90%
27.09%
27.44%
27.14%
26.82%
26.80%
27.91%
27.93%
28.26%
27.87%
27.88%
27.03%
27.28%
29.31%
29.64%
30.47%
30.41%
33.09%
32.24%
35.47%
32.71%
29.71%
28.95%
30.40%
30.41%
30.17%
30.23%
30.49%
30.86%
30.63%
30.08%
30.59%
30.70%
31.60%
31.41%
32.51%
29.87%
32.02%
32.49%
33.63%
31.77%
31.46%
28.78%
28.32%
28.89%
28.88%
28.72%
29.06%
28.15%
27.35%
30.06%