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Ford Motor Company F

CONSUMER CYCLICAL · AUTO MANUFACTURERS
i

Market dataready · fetched 2026-10-21T16:58:07.672Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T16:58:06.045665689Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:58:07.166302+00:00

Share price$11.98
1D-1.6%
$11.85$11.95$12.04$12.14$12.245:30 AM6:30 AM9:00 AM1:00 PMF
Sold putSold call

Ford Motor Company options

Live interpolated F call and put midpoint premiums by absolute delta.Ford Motor Company$0.00$2.10$4.20$6.30$8.40$9.31$10.22$11.13$12.04$12.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive F spot · $11.97F PRICE$0.05$0.06$0.08$0.09$0.11$0.12$0.19$0.37$0.56$0.75$0.94$1.13$1.32$0.05$0.06$0.08$0.09$0.11$0.13$0.14$1.40$3.18$4.96$7.07$7.78$7.36
PutsExpensive4.70×
CallsExpensive2.18×
SkewBearish+184.15 pp
Implied moveBullish±$0.33
TiltBearish69.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.3641.5%3.6%11.6340.6%3.3%
25Δ12.3041.3%3.2%11.6940.3%2.9%
30Δ12.2341.2%2.8%11.7539.9%2.6%
35Δ12.1741.0%2.4%11.8139.6%2.2%
40Δ12.1140.8%2.0%11.8739.2%1.8%
45Δ12.0540.7%1.6%11.9238.9%1.5%
50Δ11.9544.8%1.3%11.9838.5%1.1%
55Δ11.7560.7%1.3%13.05176.0%2.7%
60Δ11.5676.6%1.2%14.54371.3%5.1%
65Δ11.3692.5%1.1%16.03566.7%7.6%
70Δ11.16108.3%1.1%18.11687.0%7.8%
75Δ10.97124.2%1.0%19.04657.0%6.0%
80Δ10.77140.1%1.0%18.87552.6%3.8%

20Δ

Calls
Pseudo strike
12.36
IV
41.5%
B/E move
3.6%
Puts
Pseudo strike
11.63
IV
40.6%
B/E move
3.3%

25Δ

Calls
Pseudo strike
12.30
IV
41.3%
B/E move
3.2%
Puts
Pseudo strike
11.69
IV
40.3%
B/E move
2.9%

30Δ

Calls
Pseudo strike
12.23
IV
41.2%
B/E move
2.8%
Puts
Pseudo strike
11.75
IV
39.9%
B/E move
2.6%

35Δ

Calls
Pseudo strike
12.17
IV
41.0%
B/E move
2.4%
Puts
Pseudo strike
11.81
IV
39.6%
B/E move
2.2%

40Δ

Calls
Pseudo strike
12.11
IV
40.8%
B/E move
2.0%
Puts
Pseudo strike
11.87
IV
39.2%
B/E move
1.8%

45Δ

Calls
Pseudo strike
12.05
IV
40.7%
B/E move
1.6%
Puts
Pseudo strike
11.92
IV
38.9%
B/E move
1.5%

50Δ

Calls
Pseudo strike
11.95
IV
44.8%
B/E move
1.3%
Puts
Pseudo strike
11.98
IV
38.5%
B/E move
1.1%

55Δ

Calls
Pseudo strike
11.75
IV
60.7%
B/E move
1.3%
Puts
Pseudo strike
13.05
IV
176.0%
B/E move
2.7%

60Δ

Calls
Pseudo strike
11.56
IV
76.6%
B/E move
1.2%
Puts
Pseudo strike
14.54
IV
371.3%
B/E move
5.1%

65Δ

Calls
Pseudo strike
11.36
IV
92.5%
B/E move
1.1%
Puts
Pseudo strike
16.03
IV
566.7%
B/E move
7.6%

70Δ

Calls
Pseudo strike
11.16
IV
108.3%
B/E move
1.1%
Puts
Pseudo strike
18.11
IV
687.0%
B/E move
7.8%

75Δ

Calls
Pseudo strike
10.97
IV
124.2%
B/E move
1.0%
Puts
Pseudo strike
19.04
IV
657.0%
B/E move
6.0%

80Δ

Calls
Pseudo strike
10.77
IV
140.1%
B/E move
1.0%
Puts
Pseudo strike
18.87
IV
552.6%
B/E move
3.8%

Options history

F42.6242.6642.702026-10-19: 42.66%Oct 19Oct 19
Table
DateIV
42.66%