MetaCap

CNH Industrial N.V. (CNH) Options Chain

NYSE: CNHIndustrialsConstruction/Ag Equipment/TrucksUSD

11.39-0.74 (-6.10%)

At close: Oct 9, 4:00 PM ET · Delayed 15 min

Expiration date

Expiration
Jan 15, 2027
Days to expiration
96
Share price
$11.39
Put/call ratio (OI)
0.04
Put/call ratio (volume)
1.20
Expected move
±$2.97
Open interest (C / P)
37.85K / 1.66K

CNH options summary

The CNH options chain for the January 15, 2027 expiration lists 10 call and 10 put contracts, with 96 days until expiration. Open interest stands at 37,850 calls and 1,655 puts, a put/call ratio of 0.04, which is tilted bullish, with calls outnumbering puts. At-the-money implied volatility near the $12.50 strike is 50.9%, which implies the market expects a move of about ±$2.97 (26.1%) in CNH Industrial N.V. stock by expiration.

The most open interest sits at the $15.00 call (32.66K contracts) and the $10.00 put (724 contracts).

Summary generated from market data by MetaCap's automated system. Methodology

CNH options chain · January 15, 2027

CNH calls and puts by strike price. Shaded cells are in the money.
CallsPuts
LastBidAskStrikeBidAskLast
7.766.7010.102.500.000.751.04
8.106.008.405.000.000.000.05
5.243.904.307.500.000.150.05
4.201.803.8010.000.300.400.34
0.600.550.6512.501.302.001.05
0.270.050.7015.002.504.002.68
0.150.050.3517.504.807.004.30
0.100.000.2020.006.909.509.30
0.110.000.3522.5010.7013.3012.30
0.050.000.1525.0011.9014.3014.25

In-the-money callsIn-the-money puts. IV = implied volatility, OI = open interest (contracts). Each contract covers 100 shares. Quotes delayed at least 15 minutes.

Frequently asked questions

What is the CNH put/call ratio?

For the January 15, 2027 expiration, the CNH put/call ratio based on open interest is 0.04 (1,655 puts vs 37,850 calls), and 1.20 based on today's volume. A ratio above 1 means more puts than calls.

What is CNH's implied volatility?

At-the-money implied volatility for CNH options expiring January 15, 2027 is about 50.9%, an annualized estimate of how much the market expects CNH Industrial N.V. stock to move.

How many CNH option expiration dates are there?

CNH has 5 listed expiration dates, from Oct 16, 2026 to Mar 19, 2027.

What does "in the money" mean?

A call is in the money when the strike price is below the current share price; a put is in the money when the strike is above it. In-the-money contracts have intrinsic value and are shaded in the table.

Related