Consumer Discretionary Consumer/Industrial Live Data Updated 2025-12-30

F Options

Ford Motor Company Options Chain, Implied Volatility & Greeks

Comprehensive options market data for Ford Motor Company (F). Explore implied volatility patterns, options chain liquidity, gamma exposure levels for the American auto industry leader.

F Options at a Glance

Daily Volume: 500K+ contracts
Bid-Ask Spread: $0.01 ATM
Open Interest: 6M+ contracts
IV Range: 25% - 65%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: February 2025
Daily Volume
500K+ contracts
Open Interest
6M+
ATM Spread
$0.01
IV Range
25-65%
Dividend Yield
~5%
Focus
Trucks + EV Transition

1 About Ford Motor Company (F)

Ford Motor Company designs, manufactures, and sells automobiles and commercial vehicles globally. The company is balancing its profitable truck/SUV business (F-150, Bronco) with significant EV investments. Ford Pro (commercial vehicles) has become a key profit driver.

Company Profile

Sector Consumer Discretionary
Industry Automobiles
Market Cap $45B+
Exchange NYSE

Key Dates

Next Earnings February 2025
Earnings Frequency Quarterly
Dividend Schedule Quarterly
Fiscal Year End December

Ford is the #2 U.S. automaker. Its F-150 is America's best-selling vehicle. The company is investing heavily in EVs while managing the profitable ICE business transition.

2 F Options Market Overview

F options are among the most liquid equity options due to low stock price and massive retail interest. Volume is consistently high across all expirations.

Average Daily Volume 500K+ contracts
Total Open Interest 6M+ contracts
Put/Call Ratio 0.60 - 0.85 typical
Typical ATM Spread $0.01 ATM
Weekly Options Available
LEAPS Available Yes

Liquidity Assessment: Excellent

F options are among the most liquid in the market. Penny-wide spreads make them extremely accessible.

3 F Volatility Profile

F implied volatility reflects auto industry cyclicality and EV transition uncertainty. IV is moderate given the diversified business.

Low IV Environment
25% - 33%
Below average volatility
Typical IV Range
33% - 45%
Normal conditions
Elevated IV
45% - 65%
Above average volatility

Earnings Impact

IV builds before earnings. Truck sales, EV losses, and Ford Pro performance are key focus areas.

Historical Volatility vs IV

IV trades at modest premium. EV transition adds uncertainty above typical auto cyclicality.

Term Structure

Usually contango. Can flatten during industry stress.

View F IV Analytics

F Gamma Exposure (GEX)

Gamma Exposure analysis for F shows massive retail positioning at low-cost strike levels.

Typical GEX Profile: F gamma is heavily influenced by retail call buying. Round dollar strikes dominate.

Key Levels: Every dollar strike attracts significant open interest. $10, $12, $15 are key levels.

Dealer Hedging: Massive open interest creates significant dealer hedging flows.

View Live F GEX

4 Common F Options Strategies

These are strategies commonly used by traders on F options, based on typical market characteristics. This is not investment advice.

Very popular given Ford's dividend and accessible stock price. Low capital requirement.

Accumulate shares at lower prices. Capital requirements are minimal given low stock price.

Vertical Spreads Directional

Very affordable directional plays. Popular for earnings bets.

LEAPS Calls Long-Term

Long-term EV transition bet. Low stock price makes LEAPS affordable.

Straddles Volatility

Affordable volatility plays around earnings.

Key Considerations for F Options

  • Ford's truck and SUV business (F-150, Bronco) is highly profitable
  • EV transition requires massive investment with uncertain returns
  • Ford Pro (commercial vehicles) is a stable profit driver
  • UAW labor relations and costs are important factors
  • Competition from Tesla and Chinese EVs is intensifying
  • Dividend provides income but is variable based on profits

Frequently Asked Questions: F Options

How liquid are F options?

F options are among the most liquid equity options with average daily volume exceeding 500,000 contracts. Penny-wide spreads make them extremely accessible.

What is F's typical implied volatility?

F implied volatility typically ranges from 25% to 65%. Normal conditions see IV between 33-45%.

Does Ford pay a dividend?

Yes, Ford pays a quarterly dividend with a yield around 5%. The dividend varies based on company profitability.

How is Ford's EV transition going?

Ford is investing heavily in EVs but losing money on the Model e segment. The profitable truck/SUV business subsidizes EV development. Results are mixed.

Why are F options so popular?

Ford's low stock price makes options very affordable. You can control 100 shares for minimal capital, making it popular with retail traders.

What is the best time to trade F options?

The most liquid trading hours for F options are typically during regular market hours (9:30 AM - 4:00 PM ET), with highest volume around market open and close.

How do I calculate F option Greeks?

Use our free Options Calculator or Greeks Heatmap tool to calculate delta, gamma, theta, vega and other Greeks for F options across all strikes and expirations.

What happens to F options at expiration?

In-the-money F options are typically auto-exercised at expiration. Out-of-the-money options expire worthless. Consider closing positions before expiration to avoid assignment risk.

Explore F Options Data

Access institutional-grade analytics including gamma exposure, implied volatility, and real-time options flow.