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Ford Motor Company F

CONSUMER CYCLICAL · AUTO MANUFACTURERS
i

Market dataready · fetched 2026-10-21T17:51:36.947Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:51:23.187344829Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:46.221655+00:00

Share price$11.96
1D-1.7%
$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$2.00$3.99$5.99$7.99$9.63$10.37$11.11$11.86$12.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive F spot · $11.96F PRICE$0.04$0.06$0.07$0.08$0.10$0.11$0.14$0.18$0.23$0.27$0.31$0.36$0.40$0.05$0.06$0.08$0.10$0.11$0.13$0.14$1.04$2.93$4.83$5.14$7.40$5.19
PutsExpensive4.30×
CallsExpensive1.23×
SkewBearish+187.48 pp
Implied moveBalanced±$0.28
TiltBearish84.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.3540.6%3.7%11.6340.2%3.2%
25Δ12.2939.8%3.2%11.6839.9%2.8%
30Δ12.2239.0%2.8%11.7439.6%2.5%
35Δ12.1638.2%2.4%11.8039.4%2.2%
40Δ12.0937.4%1.9%11.8639.1%1.8%
45Δ12.0336.6%1.5%11.9138.8%1.5%
50Δ11.9736.7%1.2%11.9738.5%1.1%
55Δ11.9137.4%1.1%12.75136.6%2.1%
60Δ11.8538.1%1.0%14.33345.4%4.7%
65Δ11.7938.8%0.9%15.92554.3%7.3%
70Δ11.7339.6%0.7%16.33550.4%6.4%
75Δ11.6840.3%0.6%18.67637.0%5.7%
80Δ11.6241.0%0.5%16.77441.5%3.2%

20Δ

Calls
Pseudo strike
12.35
IV
40.6%
B/E move
3.7%
Puts
Pseudo strike
11.63
IV
40.2%
B/E move
3.2%

25Δ

Calls
Pseudo strike
12.29
IV
39.8%
B/E move
3.2%
Puts
Pseudo strike
11.68
IV
39.9%
B/E move
2.8%

30Δ

Calls
Pseudo strike
12.22
IV
39.0%
B/E move
2.8%
Puts
Pseudo strike
11.74
IV
39.6%
B/E move
2.5%

35Δ

Calls
Pseudo strike
12.16
IV
38.2%
B/E move
2.4%
Puts
Pseudo strike
11.80
IV
39.4%
B/E move
2.2%

40Δ

Calls
Pseudo strike
12.09
IV
37.4%
B/E move
1.9%
Puts
Pseudo strike
11.86
IV
39.1%
B/E move
1.8%

45Δ

Calls
Pseudo strike
12.03
IV
36.6%
B/E move
1.5%
Puts
Pseudo strike
11.91
IV
38.8%
B/E move
1.5%

50Δ

Calls
Pseudo strike
11.97
IV
36.7%
B/E move
1.2%
Puts
Pseudo strike
11.97
IV
38.5%
B/E move
1.1%

55Δ

Calls
Pseudo strike
11.91
IV
37.4%
B/E move
1.1%
Puts
Pseudo strike
12.75
IV
136.6%
B/E move
2.1%

60Δ

Calls
Pseudo strike
11.85
IV
38.1%
B/E move
1.0%
Puts
Pseudo strike
14.33
IV
345.4%
B/E move
4.7%

65Δ

Calls
Pseudo strike
11.79
IV
38.8%
B/E move
0.9%
Puts
Pseudo strike
15.92
IV
554.3%
B/E move
7.3%

70Δ

Calls
Pseudo strike
11.73
IV
39.6%
B/E move
0.7%
Puts
Pseudo strike
16.33
IV
550.4%
B/E move
6.4%

75Δ

Calls
Pseudo strike
11.68
IV
40.3%
B/E move
0.6%
Puts
Pseudo strike
18.67
IV
637.0%
B/E move
5.7%

80Δ

Calls
Pseudo strike
11.62
IV
41.0%
B/E move
0.5%
Puts
Pseudo strike
16.77
IV
441.5%
B/E move
3.2%

Options history

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