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Ally Financial Inc ALLY

FINANCIAL SERVICES · CREDIT SERVICES
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Market dataready · fetched 2026-10-16T00:16:01.448Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:52:06.580409092Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:12:51.302818+00:00

Share price$37.50
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$0.29$1.64$3.00$4.35$5.70$32.07$34.94$37.80$40.66$43.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ALLY spot · $37.50ALLY PRICE$0.44$0.59$0.71$0.88$1.06$1.25$1.47$1.77$2.08$2.40$2.73$3.07$3.76$0.53$0.68$0.88$1.08$1.28$1.51$1.74$2.05$2.39$2.89$3.52$4.32$5.31
PutsExpensive1.08×
CallsExpensive1.17×
SkewBearish+2.42 pp
Implied moveBearish±$3.21
TiltBearish11.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.4233.9%11.6%34.2937.7%10.0%
25Δ40.8735.6%10.6%35.0836.3%8.3%
30Δ39.9833.2%8.5%35.6736.7%7.2%
35Δ39.4333.5%7.5%36.2436.6%6.2%
40Δ38.8933.6%6.5%36.8135.7%5.3%
45Δ38.3633.1%5.6%37.3535.1%4.4%
50Δ37.8433.1%4.8%37.8634.4%3.7%
55Δ37.3434.3%4.3%38.4034.5%3.1%
60Δ36.8335.1%3.7%38.9434.8%2.5%
65Δ36.2935.3%3.2%39.6036.1%2.1%
70Δ35.7535.0%2.6%40.3837.9%1.7%
75Δ35.2134.2%2.1%41.3240.0%1.3%
80Δ34.3836.5%1.7%42.4542.0%0.9%

20Δ

Calls
Pseudo strike
41.42
IV
33.9%
B/E move
11.6%
Puts
Pseudo strike
34.29
IV
37.7%
B/E move
10.0%

25Δ

Calls
Pseudo strike
40.87
IV
35.6%
B/E move
10.6%
Puts
Pseudo strike
35.08
IV
36.3%
B/E move
8.3%

30Δ

Calls
Pseudo strike
39.98
IV
33.2%
B/E move
8.5%
Puts
Pseudo strike
35.67
IV
36.7%
B/E move
7.2%

35Δ

Calls
Pseudo strike
39.43
IV
33.5%
B/E move
7.5%
Puts
Pseudo strike
36.24
IV
36.6%
B/E move
6.2%

40Δ

Calls
Pseudo strike
38.89
IV
33.6%
B/E move
6.5%
Puts
Pseudo strike
36.81
IV
35.7%
B/E move
5.3%

45Δ

Calls
Pseudo strike
38.36
IV
33.1%
B/E move
5.6%
Puts
Pseudo strike
37.35
IV
35.1%
B/E move
4.4%

50Δ

Calls
Pseudo strike
37.84
IV
33.1%
B/E move
4.8%
Puts
Pseudo strike
37.86
IV
34.4%
B/E move
3.7%

55Δ

Calls
Pseudo strike
37.34
IV
34.3%
B/E move
4.3%
Puts
Pseudo strike
38.40
IV
34.5%
B/E move
3.1%

60Δ

Calls
Pseudo strike
36.83
IV
35.1%
B/E move
3.7%
Puts
Pseudo strike
38.94
IV
34.8%
B/E move
2.5%

65Δ

Calls
Pseudo strike
36.29
IV
35.3%
B/E move
3.2%
Puts
Pseudo strike
39.60
IV
36.1%
B/E move
2.1%

70Δ

Calls
Pseudo strike
35.75
IV
35.0%
B/E move
2.6%
Puts
Pseudo strike
40.38
IV
37.9%
B/E move
1.7%

75Δ

Calls
Pseudo strike
35.21
IV
34.2%
B/E move
2.1%
Puts
Pseudo strike
41.32
IV
40.0%
B/E move
1.3%

80Δ

Calls
Pseudo strike
34.38
IV
36.5%
B/E move
1.7%
Puts
Pseudo strike
42.45
IV
42.0%
B/E move
0.9%