CNH · CNH Industrial N.V.

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$10.85 +0.06 (+0.56%) At close · Aug 6

Market Cap

$13.43B

1.24B

Options Chain

15-min delayed Underlying $10.85 · at close Aug 6, 2026 Options Calculator

Positioning

Aug 21, 2026 · 14 days to expiry · 16 contracts

Put / call OI

0.20

Call-heavy positioning

Open interest

5,635

contracts outstanding

Volume

traded today

Max pain

$10.00

$0.85 below spot

ATM implied vol

38.1%

market's expected move

Open interest by strike

Calls Puts

2.5

7.5

12.5

17.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 14d Sep 18 42d Dec 18 133d Jan 15 161d Mar 19 224d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
1	2	425.1%	0.985	$8.55		—	—	—	—	0
Call · $2.5 In the money Last $8.55 Breakeven $11.05 Implied vol 425.1% Delta 0.985 ≈98% ITM Gamma 0.004 Theta -0.012 Vega 0.001 Open interest 1 Model this call Put · $2.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
8	6	266.7%	0.96	$6.00		—	—	—	—	0
Call · $5 In the money Last $6.00 Breakeven $11.00 Implied vol 266.7% Delta 0.96 ≈96% ITM Gamma 0.015 Theta -0.018 Vega 0.003 Open interest 8 Model this call Put · $5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
8	7	92.2%	0.983	$3.76		$0.05	-0.085	153.2%	1	1
Call · $7.5 In the money Last $3.76 Breakeven $11.26 Implied vol 92.2% Delta 0.983 ≈98% ITM Gamma 0.02 Theta -0.003 Vega 0.001 Open interest 8 Model this call Put · $7.5 Last $0.05 Breakeven $7.45 Implied vol 153.2% Delta -0.085 ≈8% ITM Gamma 0.047 Theta -0.018 Vega 0.003 Open interest 1 Model this put
69	9	33.6%	0.904	$1.00		$0.10	-0.148	42.6%	15	921
Call · $10 In the money Last $1.00 Breakeven $11.00 Implied vol 33.6% Delta 0.904 ≈90% ITM Gamma 0.234 Theta -0.005 Vega 0.004 Open interest 69 Model this call Put · $10 Last $0.10 Breakeven $9.90 Implied vol 42.6% Delta -0.148 ≈15% ITM Gamma 0.251 Theta -0.007 Vega 0.005 Open interest 921 Model this put
Underlying $10.85
4.6k	2	67.3%	0.168	$0.05		$1.52	-0.888	54.8%	10	11
Call · $12.5 Last $0.05 Breakeven $12.55 Implied vol 67.3% Delta 0.168 ≈17% ITM Gamma 0.173 Theta -0.013 Vega 0.006 Open interest 4.6k Model this call Put · $12.5 In the money Last $1.52 Breakeven $10.98 Implied vol 54.8% Delta -0.888 ≈89% ITM Gamma 0.165 Theta -0.007 Vega 0.004 Open interest 11 Model this put
37	14	113.1%	0.094	$0.04		$4.56	-0.914	111.3%	4	0
Call · $15 Last $0.04 Breakeven $15.04 Implied vol 113.1% Delta 0.094 ≈9% ITM Gamma 0.068 Theta -0.014 Vega 0.005 Open interest 37 Model this call Put · $15 In the money Last $4.56 Breakeven $10.44 Implied vol 111.3% Delta -0.914 ≈91% ITM Gamma 0.068 Theta -0.012 Vega 0.004 Open interest 0 Model this put
0	—	—	—	—		$6.65	-0.963	128.2%	2	0
Call · $17.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $17.5 In the money Last $6.65 Breakeven $10.85 Implied vol 128.2% Delta -0.963 ≈96% ITM Gamma 0.032 Theta -0.007 Vega 0.001 Open interest 0 Model this put
2	2	—	—	$0.10		$8.50	-0.968	155.3%	1	1
Call · $20 Last $0.10 Breakeven $20.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $20 In the money Last $8.50 Breakeven $11.50 Implied vol 155.3% Delta -0.968 ≈97% ITM Gamma 0.023 Theta -0.007 Vega 0.001 Open interest 1 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1567094 CUSIP N20944109 13F (30d) 212 filings 211 filers Visit website Investor relations