Ford Motor Company (F) Volatility Skew
Implied volatility skew shows how IV varies across strike prices for a given expiration. Steeper skews indicate higher demand for downside protection relative to upside speculation.
Ford Motor Company (F) operates in the Consumer Cyclical sector, specifically the Auto - Manufacturers industry, with a market capitalization near $53.17B, listed on NYSE, employing roughly 170,000 people, carrying a beta of 1.66 to the broader market. Ford Motor Company develops, delivers, and services a range of Ford trucks, commercial cars and vans, sport utility vehicles, and Lincoln luxury vehicles worldwide. Led by James Duncan Farley Jr., public since 1972-06-01.
Snapshot as of May 15, 2026.
- Spot Price
- $13.43
- ATM IV
- 36.7%
- IV Skew 25Δ
- -0.034
- IV Rank
- 67.0%
- IV Percentile
- 73.4%
- Term Structure Slope
- -0.017
As of May 15, 2026, Ford Motor Company (F) at-the-money implied volatility is 36.7%. IV rank is 67.0% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 73.4%. The 25-delta skew is -0.034: puts carry meaningful premium over calls, a classic equity downside-protection skew. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.
F Strategy Selection at Current Volatility Levels
For Ford Motor Company options at 36.7% ATM IV, mid-range IV rank (67.0%) is the regime where directional conviction matters more than vol-regime positioning; strategy choice should follow the event calendar and the dealer-positioning view rather than IV rank alone. The 25-delta skew is meaningfully put-skewed, so put-credit spreads capture more premium for the same width than call-credit spreads. Pair the vol-rank read with the dealer-gamma view and the upcoming-events calendar to confirm the strategy fits both the structural regime and the path-dependent risk. The variance risk premium - the persistent gap between implied and subsequently realized vol - is positive in equity markets on average; high IV rank typically reflects a stretch where the premium is wider than usual.
Learn how volatility skew is reported and how to read the data →
F highest implied-volatility contracts
| Type | Strike | Expiration | Volume | OI | IV | Bid | Ask |
|---|---|---|---|---|---|---|---|
| CALL | $14.00 | May 29, 2026 | 43.9K | 2.2K | 39.9% | $0.21 | $0.22 |
| CALL | $15.00 | May 29, 2026 | 42.5K | 45.5K | 45.8% | $0.07 | $0.08 |
| CALL | $15.00 | Jun 18, 2026 | 27.4K | 71.3K | 40.7% | $0.18 | $0.20 |
| CALL | $14.00 | May 29, 2026 | 43.9K | 2.2K | 39.9% | $0.21 | $0.22 |
| PUT | $7.85 | Jan 15, 2027 | 7 | 75.6K | 45.1% | $0.11 | $0.14 |
| CALL | $15.00 | Jun 18, 2026 | 27.4K | 71.3K | 40.7% | $0.18 | $0.20 |
| CALL | $16.85 | Jan 15, 2027 | 13.9K | 25.3K | 40.1% | $0.70 | $0.77 |
| CALL | $14.85 | Jan 15, 2027 | 4.8K | 53.1K | 38.8% | $1.15 | $1.19 |
| CALL | $17.00 | Jul 17, 2026 | 12.1K | 52.6K | 45.3% | $0.15 | $0.17 |
Top 9 contracts from the ORATS-sourced nightly scan; ranked by iv within the broader S&P 500/400/600 + ETF universe.
Frequently asked F volatility skew questions
- What is the current F ATM implied volatility?
- As of May 15, 2026, Ford Motor Company (F) at-the-money implied volatility is 36.7%. IV rank is 67.0% on a 0-100% scale anchored to the 1-year IV range. ATM IV is the volatility input that makes a Black-Scholes-equivalent model reproduce the listed at-the-money option prices.
- Is F IV high or low historically?
- IV is near its 1-year median, a regime where strategy choice depends on directional conviction and event calendar rather than vol regime.
- What does F volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. Ford Motor Company carries the typical equity downside-protection skew: 25-delta puts price meaningfully richer than 25-delta calls. Skew matters for risk-defined strategy selection: when downside puts are rich, put-credit spreads capture more premium; when upside calls are rich, call-credit spreads or covered-call writes harvest more.