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Ally Financial Inc ALLY

FINANCIAL SERVICES · CREDIT SERVICES
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Market dataready · fetched 2026-10-15T20:02:29.633Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:08.461674851Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:02:29.259333+00:00

Share price$37.73
1D+2.0%
AH$36.63$36.97$37.31$37.65$37.985:30 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$0.04$0.63$1.23$1.83$2.42$36.48$37.11$37.73$38.35$38.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $37.73OPTION PRICELive ALLY spot · $37.73ALLY PRICE$0.15$0.17$0.19$0.21$0.24$0.30$0.36$0.41$0.47$0.52$0.58$0.64$0.69$0.10$0.14$0.18$0.22$0.26$0.30$0.34$0.38$0.42$0.56$0.93$1.31$2.25
PutsExpensive2.32×
CallsExpensive1.26×
SkewNeutral-0.18 pp
Implied moveBullish±$0.70
TiltBearish20.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.42103.2%7.5%37.0045.1%2.2%
25Δ39.7686.8%5.8%37.1244.3%2.0%
30Δ39.0970.3%4.1%37.2343.4%1.8%
35Δ38.4353.9%2.4%37.3542.6%1.6%
40Δ37.9642.8%1.3%37.4641.7%1.4%
45Δ37.8641.8%1.1%37.5840.9%1.2%
50Δ37.7640.8%1.0%37.6940.0%1.0%
55Δ37.6639.7%0.9%37.8039.2%0.8%
60Δ37.5638.7%0.8%37.9238.3%0.6%
65Δ37.4637.6%0.7%38.1142.5%0.5%
70Δ37.3536.6%0.5%38.4758.6%0.5%
75Δ37.2535.6%0.4%38.8474.8%0.5%
80Δ37.1534.5%0.3%39.77108.4%0.6%

20Δ

Calls
Pseudo strike
40.42
IV
103.2%
B/E move
7.5%
Puts
Pseudo strike
37.00
IV
45.1%
B/E move
2.2%

25Δ

Calls
Pseudo strike
39.76
IV
86.8%
B/E move
5.8%
Puts
Pseudo strike
37.12
IV
44.3%
B/E move
2.0%

30Δ

Calls
Pseudo strike
39.09
IV
70.3%
B/E move
4.1%
Puts
Pseudo strike
37.23
IV
43.4%
B/E move
1.8%

35Δ

Calls
Pseudo strike
38.43
IV
53.9%
B/E move
2.4%
Puts
Pseudo strike
37.35
IV
42.6%
B/E move
1.6%

40Δ

Calls
Pseudo strike
37.96
IV
42.8%
B/E move
1.3%
Puts
Pseudo strike
37.46
IV
41.7%
B/E move
1.4%

45Δ

Calls
Pseudo strike
37.86
IV
41.8%
B/E move
1.1%
Puts
Pseudo strike
37.58
IV
40.9%
B/E move
1.2%

50Δ

Calls
Pseudo strike
37.76
IV
40.8%
B/E move
1.0%
Puts
Pseudo strike
37.69
IV
40.0%
B/E move
1.0%

55Δ

Calls
Pseudo strike
37.66
IV
39.7%
B/E move
0.9%
Puts
Pseudo strike
37.80
IV
39.2%
B/E move
0.8%

60Δ

Calls
Pseudo strike
37.56
IV
38.7%
B/E move
0.8%
Puts
Pseudo strike
37.92
IV
38.3%
B/E move
0.6%

65Δ

Calls
Pseudo strike
37.46
IV
37.6%
B/E move
0.7%
Puts
Pseudo strike
38.11
IV
42.5%
B/E move
0.5%

70Δ

Calls
Pseudo strike
37.35
IV
36.6%
B/E move
0.5%
Puts
Pseudo strike
38.47
IV
58.6%
B/E move
0.5%

75Δ

Calls
Pseudo strike
37.25
IV
35.6%
B/E move
0.4%
Puts
Pseudo strike
38.84
IV
74.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
37.15
IV
34.5%
B/E move
0.3%
Puts
Pseudo strike
39.77
IV
108.4%
B/E move
0.6%