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
0.4%
11.5 strike
EXPECTED MOVE
$1.21
ATM straddle
MAX PAIN
$7.00
-39.6%
PUT/CALL VOLUME
0.60
231 / 382
DEC 4, 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 | 4.98 | 0.0% | 1.000 | 0.0000 | -0.001 | 7 | |||||||||||
| 0.00 | 0.00 | 4.50 | 0.0% | 1.000 | 0.0000 | -0.001 | 7.5 | |||||||||||
| 0.00 | 0.00 | 3.65 | 8 | 0.0% | 1.000 | 0.0000 | -0.001 | 8 | ||||||||||
| 0.00 | 0.00 | 3.15 | 12 | 0.0% | 1.000 | 0.0000 | -0.001 | 8.5 | ||||||||||
| 9 | -0.000 | 0.0025 | -0.001 | 25.0% | 1 | 0.01 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 2.13 | 91 | 0.0% | 1.000 | 0.0000 | -0.001 | 9.5 | -0.000 | 0.0000 | -0.000 | 12.5% | 1 | 0.06 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.71 | 5 | 0.0% | 1.000 | 0.0000 | -0.001 | 10 | -0.000 | 0.0008 | -0.000 | 12.5% | 104 | 0.09 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.24 | 20 | 0.0% | 1.000 | 0.0000 | -0.001 | 10.5 | -0.000 | 0.0000 | -0.000 | 6.3% | 12 | 0.20 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.89 | 1 | 0.0% | 1.000 | 0.0000 | -0.001 | 11 | -0.000 | 0.0365 | -0.003 | 6.3% | 53 | 0.28 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.64 | 1 | 0.0% | 1.000 | 0.0000 | -0.001 | 11.5 | -0.000 | 0.0003 | -0.000 | 0.8% | 22 | 0.57 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.35 | 55 | 3.1% | 0.001 | 0.0344 | -0.000 | 12 | 0.001 | 0.0000 | -1.000 | 0.0% | 31 | 0.86 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.22 | 54 | 6.3% | 0.000 | 0.0035 | -0.000 | 12.5 | ||||||||||
| 0.00 | 0.00 | 0.11 | 82 | 12.5% | 0.003 | 0.0217 | -0.000 | 13 | 0.002 | 0.0000 | -1.000 | 0.0% | 2 | 1.60 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.09 | 10 | 12.5% | 0.000 | 0.0011 | -0.000 | 13.5 | 0.002 | 0.0000 | -1.000 | 0.0% | 5 | 2.04 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.04 | 42 | 12.5% | 0.000 | 0.0000 | -0.000 | 14 | ||||||||||
| 0.00 | 0.00 | 0.04 | 1 | 25.0% | 0.004 | 0.0121 | -0.000 | 14.5 | ||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology