F Options Chain
F $11.58 · Updated Oct 26, 4:00 PM ET
F is at $11.58. The nearest expiration, Oct 30, 2026 (4 days out), lists 32 strikes, with 19,340 calls and 8,294 puts traded in the latest session. At-the-money implied volatility is 1.6%. The at-the-money straddle prices a move of about $0.72 (6.2%) by expiration.
EXPIRATION
- Oct 30, 2026
- Nov 6, 2026
- Nov 13, 2026
- Nov 20, 2026
- Nov 27, 2026
- Dec 4, 2026
- Dec 18, 2026
- Jan 15, 2027
- Mar 19, 2027
ATM IV
0.8%
11.5 strike
EXPECTED MOVE
$0.98
ATM straddle
MAX PAIN
$7.00
-39.6%
PUT/CALL VOLUME
0.31
341 / 1,086
NOV 13, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 0.00 | 0.00 | 4.70 | 60 | 0.0% | 1.000 | 0.0000 | -0.001 | 7 | ||||||||||
| 0.00 | 0.00 | 4.20 | 6 | 0.0% | 1.000 | 0.0000 | -0.001 | 7.5 | ||||||||||
| 0.00 | 0.00 | 3.70 | 130 | 0.0% | 1.000 | 0.0000 | -0.001 | 8 | ||||||||||
| 0.00 | 0.00 | 3.10 | 29 | 0.0% | 1.000 | 0.0000 | -0.001 | 8.5 | ||||||||||
| 0.00 | 0.00 | 2.65 | 18 | 0.0% | 1.000 | 0.0000 | -0.001 | 9 | -0.000 | 0.0000 | -0.000 | 25.0% | 2 | 0.02 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.12 | 14 | 0.0% | 1.000 | 0.0000 | -0.001 | 9.5 | -0.000 | 0.0007 | -0.000 | 25.0% | 1 | 0.08 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.60 | 5 | 0.0% | 1.000 | 0.0000 | -0.001 | 10 | -0.000 | 0.0148 | -0.003 | 25.0% | 107 | 0.05 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.20 | 5 | 0.0% | 1.000 | 0.0000 | -0.001 | 10.5 | -0.000 | 0.0016 | -0.000 | 12.5% | 35 | 0.12 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.88 | 1 | 0.0% | 1.000 | 0.0000 | -0.001 | 11 | -0.000 | 0.0012 | -0.000 | 6.3% | 70 | 0.28 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.51 | 97 | 0.0% | 1.000 | 0.0000 | -0.001 | 11.5 | -0.000 | 0.2982 | -0.004 | 1.6% | 16 | 0.47 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.29 | 183 | 6.3% | 0.008 | 0.1317 | -0.000 | 12 | 0.001 | 0.0000 | -1.000 | 0.0% | 44 | 0.80 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.15 | 151 | 12.5% | 0.004 | 0.0337 | -0.000 | 12.5 | 0.002 | 0.0000 | -1.000 | 0.0% | 17 | 1.15 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.08 | 330 | 12.5% | 0.000 | 0.0003 | -0.000 | 13 | 0.002 | 0.0000 | -1.000 | 0.0% | 23 | 1.59 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.05 | 32 | 25.0% | 0.003 | 0.0153 | -0.000 | 13.5 | 0.002 | 0.0000 | -1.000 | 0.0% | 17 | 2.04 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.03 | 13 | 25.0% | 0.000 | 0.0020 | -0.000 | 14 | 0.002 | 0.0000 | -1.000 | 0.0% | 5 | 2.60 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.02 | 2 | 25.0% | 0.000 | 0.0002 | -0.000 | 14.5 | 0.002 | 0.0000 | -1.000 | 0.0% | 4 | 3.90 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.01 | 4 | 25.0% | 0.000 | 0.0000 | -0.000 | 15 | ||||||||||
| 0.00 | 0.00 | 0.01 | 5 | 25.0% | 0.000 | 0.0000 | -0.000 | 15.5 | ||||||||||
| 0.00 | 0.00 | 0.02 | 1 | 50.0% | 0.002 | 0.0052 | -0.000 | 16 | ||||||||||
| 0.00 | 0.00 | 0.01 | 50.0% | 0.000 | 0.0009 | -0.000 | 17 | |||||||||||
| 0.00 | 0.00 | 0.02 | 50.0% | 0.000 | 0.0001 | -0.000 | 18 | |||||||||||
| 21 | 0.003 | 0.0000 | -1.000 | 0.0% | 8.95 | 0.00 | 0.00 | |||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology