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Ford Motor Company F

i

Market dataready · fetched 2026-11-10T22:16:43.809Z

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 · 2026-11-10T22:16:28.644347687Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-10T22:16:43.305188+00:00

Share price$12.30
1D-0.6%
AH$12.20$12.25$12.30$12.34$12.395:30 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$0.02$0.20$0.38$0.56$0.74$11.74$11.99$12.24$12.49$12.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive F spot · $12.30F PRICE$0.04$0.05$0.07$0.09$0.11$0.13$0.15$0.18$0.20$0.22$0.24$0.26$0.29$0.05$0.07$0.10$0.12$0.15$0.18$0.21$0.23$0.26$0.29$0.41$0.55$0.69
PutsExpensive1.41×
CallsExpensive1.37×
SkewBearish+13.58 pp
Implied moveBearish±$0.36
TiltBearish23.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.7034.9%3.6%11.9239.2%3.5%
25Δ12.5932.3%2.8%12.0337.5%2.8%
30Δ12.4930.2%2.1%12.0937.8%2.5%
35Δ12.4529.7%1.9%12.1438.2%2.3%
40Δ12.4029.1%1.7%12.2038.5%2.0%
45Δ12.3628.6%1.6%12.2638.8%1.8%
50Δ12.3228.0%1.4%12.3239.2%1.6%
55Δ12.2827.5%1.2%12.3739.5%1.3%
60Δ12.2426.9%1.1%12.4339.8%1.1%
65Δ12.1926.4%0.9%12.4940.1%0.8%
70Δ12.1525.8%0.8%12.6245.6%0.7%
75Δ12.1125.3%0.6%12.7752.5%0.6%
80Δ12.0724.7%0.4%12.9259.4%0.5%

20Δ

Calls
Pseudo strike
12.70
IV
34.9%
B/E move
3.6%
Puts
Pseudo strike
11.92
IV
39.2%
B/E move
3.5%

25Δ

Calls
Pseudo strike
12.59
IV
32.3%
B/E move
2.8%
Puts
Pseudo strike
12.03
IV
37.5%
B/E move
2.8%

30Δ

Calls
Pseudo strike
12.49
IV
30.2%
B/E move
2.1%
Puts
Pseudo strike
12.09
IV
37.8%
B/E move
2.5%

35Δ

Calls
Pseudo strike
12.45
IV
29.7%
B/E move
1.9%
Puts
Pseudo strike
12.14
IV
38.2%
B/E move
2.3%

40Δ

Calls
Pseudo strike
12.40
IV
29.1%
B/E move
1.7%
Puts
Pseudo strike
12.20
IV
38.5%
B/E move
2.0%

45Δ

Calls
Pseudo strike
12.36
IV
28.6%
B/E move
1.6%
Puts
Pseudo strike
12.26
IV
38.8%
B/E move
1.8%

50Δ

Calls
Pseudo strike
12.32
IV
28.0%
B/E move
1.4%
Puts
Pseudo strike
12.32
IV
39.2%
B/E move
1.6%

55Δ

Calls
Pseudo strike
12.28
IV
27.5%
B/E move
1.2%
Puts
Pseudo strike
12.37
IV
39.5%
B/E move
1.3%

60Δ

Calls
Pseudo strike
12.24
IV
26.9%
B/E move
1.1%
Puts
Pseudo strike
12.43
IV
39.8%
B/E move
1.1%

65Δ

Calls
Pseudo strike
12.19
IV
26.4%
B/E move
0.9%
Puts
Pseudo strike
12.49
IV
40.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
12.15
IV
25.8%
B/E move
0.8%
Puts
Pseudo strike
12.62
IV
45.6%
B/E move
0.7%

75Δ

Calls
Pseudo strike
12.11
IV
25.3%
B/E move
0.6%
Puts
Pseudo strike
12.77
IV
52.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
12.07
IV
24.7%
B/E move
0.4%
Puts
Pseudo strike
12.92
IV
59.4%
B/E move
0.5%

Options history

IV · four-Friday blend35.70%
Daily close
F25.7%45.0%64.2%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 14Sep 18Oct 30
38 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
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%