MCD option chain McDonald's Corporation
Cboe delayed options data · as of 12:40 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±8.9% (222.94–266.29) · ATM IV 22.7% · P/C open interest 0.43
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 101.50 | 105.55 | 1 | 50.9% | 1.00 | 0.0000 | 0.000 | 140 | 0 | 0.2100 | 575 | 46.6% | -0.00 | 0.0001 | -0.001 | ||
| 96.50 | 100.55 | 47.8% | 1.00 | 0.0000 | 0.000 | 145 | 0 | 0.2700 | 161 | 45.3% | -0.00 | 0.0001 | -0.002 | |||
| 91.60 | 95.60 | 2 | 44.8% | 1.00 | 0.0001 | 0.000 | 150 | 0.0100 | 0.1000 | 2 | 275 | 38.4% | -0.00 | 0.0002 | -0.002 | |
| 86.55 | 90.60 | 1 | 41.9% | 1.00 | 0.0001 | 0.000 | 155 | 0 | 0.1900 | 117 | 38.3% | -0.00 | 0.0003 | -0.003 | ||
| 82.20 | 85.25 | 1 | 42.2% | 1.00 | 0.0002 | 0.000 | 160 | 0.0100 | 0.0900 | 2 | 221 | 33.3% | -0.00 | 0.0004 | -0.003 | |
| 77.20 | 80.25 | 2 | 38.6% | 1.00 | 0.0002 | 0.000 | 165 | 0 | 0.2200 | 60 | 34.1% | -0.01 | 0.0005 | -0.004 | ||
| 72.30 | 75.35 | 7 | 38.0% | 1.00 | 0.0004 | 0.000 | 170 | 0 | 0.3300 | 94 | 112 | 33.5% | -0.01 | 0.0006 | -0.005 | |
| 67.30 | 70.40 | 3 | 35.3% | 0.99 | 0.0005 | 0.000 | 175 | 0 | 0.1900 | 146 | 122 | 28.9% | -0.01 | 0.0008 | -0.006 | |
| 62.35 | 65.45 | 3 | 33.1% | 0.99 | 0.0008 | 0.000 | 180 | 0.1000 | 0.2400 | 62 | 88 | 28.8% | -0.02 | 0.0011 | -0.007 | |
| 57.50 | 60.35 | 5 | 30.4% | 0.99 | 0.0012 | 0.000 | 185 | 0.1700 | 0.4000 | 43 | 28.7% | -0.02 | 0.0015 | -0.009 | ||
| 52.60 | 55.55 | 22 | 29.8% | 0.98 | 0.0016 | 0.000 | 190 | 0.2700 | 0.5200 | 162 | 27.8% | -0.03 | 0.0020 | -0.011 | ||
| 47.90 | 50.45 | 31 | 28.0% | 0.97 | 0.0023 | -0.004 | 195 | 0.3700 | 0.5500 | 3 | 236 | 26.1% | -0.04 | 0.0027 | -0.014 | |
| 43.15 | 45.45 | 231 | 26.3% | 0.96 | 0.0033 | -0.009 | 200 | 0.6000 | 0.7400 | 24 | 829 | 25.4% | -0.05 | 0.0036 | -0.018 | |
| 34.25 | 36.05 | 3 | 221 | 25.7% | 0.91 | 0.0060 | -0.022 | 210 | 1.25 | 1.55 | 64 | 1,214 | 24.4% | -0.10 | 0.0061 | -0.028 |
| 25.85 | 27.25 | 31 | 259 | 24.6% | 0.83 | 0.0094 | -0.037 | 220 | 2.66 | 2.93 | 89 | 2,802 | 23.5% | -0.18 | 0.0095 | -0.041 |
| 18.30 | 19.50 | 30 | 773 | 23.5% | 0.72 | 0.0127 | -0.051 | 230 | 4.80 | 5.45 | 20 | 3,173 | 22.7% | -0.29 | 0.0129 | -0.054 |
| 12.35 | 12.95 | 87 | 1,338 | 22.9% | 0.58 | 0.0145 | -0.059 | 240 | 8.60 | 9.45 | 133 | 2,628 | 22.4% | -0.44 | 0.0150 | -0.061 |
| 7.70 | 8.45 | 274 | 1,859 | 22.8% | 0.43 | 0.0146 | -0.059 | 250 | 14.15 | 14.95 | 18 | 2,862 | 22.4% | -0.59 | 0.0152 | -0.060 |
| 4.70 | 5.10 | 88 | 3,825 | 22.9% | 0.30 | 0.0129 | -0.052 | 260 | 20.95 | 22.10 | 2 | 1,629 | 22.4% | -0.72 | 0.0133 | -0.051 |
| 2.63 | 2.93 | 82 | 2,479 | 22.9% | 0.20 | 0.0102 | -0.042 | 270 | 28.80 | 30.40 | 10 | 1,426 | 22.3% | -0.83 | 0.0102 | -0.037 |
| 1.45 | 1.70 | 154 | 4,740 | 23.2% | 0.12 | 0.0074 | -0.031 | 280 | 37.70 | 39.50 | 17 | 1,529 | 22.7% | -0.90 | 0.0070 | -0.023 |
| 0.7700 | 0.9600 | 89 | 3,197 | 23.5% | 0.08 | 0.0051 | -0.022 | 290 | 47.00 | 49.10 | 981 | 23.1% | -0.95 | 0.0045 | -0.011 | |
| 0.5300 | 0.6000 | 265 | 16.6K | 24.7% | 0.05 | 0.0035 | -0.016 | 300 | 56.55 | 59.00 | 1,079 | 23.7% | -0.97 | 0.0028 | -0.003 | |
| 0.2800 | 0.4600 | 49 | 1,779 | 25.2% | 0.03 | 0.0024 | -0.012 | 310 | 66.45 | 68.80 | 1 | 406 | 24.7% | -0.98 | 0.0018 | 0.000 |
| 0.1500 | 0.3400 | 1 | 1,750 | 26.8% | 0.02 | 0.0017 | -0.009 | 320 | 76.10 | 78.70 | 685 | -0.99 | 0.0012 | 0.000 | ||
| 0.0500 | 0.2500 | 4 | 4,147 | 27.3% | 0.02 | 0.0012 | -0.007 | 330 | 86.05 | 89.25 | 219 | 32.6% | -0.99 | 0.0008 | 0.000 | |
| 0.1000 | 0.1900 | 26 | 5,151 | 29.5% | 0.01 | 0.0009 | -0.006 | 340 | 96.20 | 98.65 | 68 | 31.0% | -0.99 | 0.0006 | 0.000 | |
| 0.0300 | 0.1900 | 21 | 1,418 | 30.6% | 0.01 | 0.0007 | -0.005 | 350 | 105.30 | 109.15 | -1.00 | 0.0000 | -0.012 | |||
| 0 | 0.1500 | 550 | 31.2% | 0.01 | 0.0006 | -0.004 | 360 | 115.65 | 118.70 | -1.00 | 0.0000 | -0.045 | ||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs