MDT option chain Medtronic plc
Cboe delayed options data · as of 18:36 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 ±4.6% (90.11–98.78) · ATM IV 20.0% · P/C open interest 0.17
| 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 | |
| 37.45 | 41.45 | 0.99 | 0.0009 | -0.008 | 55 | 0 | 2.13 | 140.4% | -0.01 | 0.0012 | -0.011 | |||||
| 32.45 | 36.50 | 0.99 | 0.0013 | -0.009 | 60 | 0 | 2.13 | 121.6% | -0.01 | 0.0018 | -0.012 | |||||
| 27.45 | 31.50 | 0.99 | 0.0019 | -0.009 | 65 | 0 | 2.13 | 104.0% | -0.02 | 0.0026 | -0.013 | |||||
| 22.50 | 26.50 | 0.98 | 0.0029 | -0.011 | 70 | 0 | 0.6700 | 66.0% | -0.02 | 0.0039 | -0.014 | |||||
| 17.50 | 21.55 | 0.98 | 0.0048 | -0.012 | 75 | 0 | 0.6500 | 52.8% | -0.03 | 0.0063 | -0.016 | |||||
| 14.50 | 18.55 | 1 | 0.97 | 0.0068 | -0.013 | 78 | 0 | 2.17 | 1 | 62.8% | -0.04 | 0.0088 | -0.017 | |||
| 13.50 | 17.55 | 0.97 | 0.0076 | -0.013 | 79 | 0 | 2.18 | 59.9% | -0.05 | 0.0099 | -0.017 | |||||
| 13.35 | 16.55 | 1 | 3 | 46.2% | 0.97 | 0.0087 | -0.014 | 80 | 0 | 1.87 | 54.0% | -0.05 | 0.0111 | -0.018 | ||
| 11.60 | 15.55 | 2 | 0.96 | 0.0100 | -0.014 | 81 | 0 | 2.20 | 19 | 53.9% | -0.06 | 0.0127 | -0.018 | |||
| 10.65 | 14.35 | 0.96 | 0.0115 | -0.015 | 82 | 0 | 1.77 | 4 | 47.2% | -0.06 | 0.0145 | -0.019 | ||||
| 9.65 | 13.35 | 0.95 | 0.0134 | -0.015 | 83 | 0.0300 | 1.99 | 7 | 46.4% | -0.07 | 0.0167 | -0.019 | ||||
| 8.65 | 12.40 | 0.95 | 0.0158 | -0.016 | 84 | 0.0300 | 1.16 | 1 | 29 | 36.2% | -0.08 | 0.0195 | -0.020 | |||
| 9.15 | 10.45 | 29.0% | 0.94 | 0.0188 | -0.017 | 85 | 0.0100 | 0.5500 | 26 | 27.0% | -0.09 | 0.0228 | -0.021 | |||
| 7.45 | 10.15 | 26.5% | 0.92 | 0.0227 | -0.019 | 86 | 0.1600 | 0.6800 | 6 | 27.6% | -0.11 | 0.0270 | -0.022 | |||
| 5.85 | 9.55 | 2 | 20.9% | 0.91 | 0.0277 | -0.021 | 87 | 0.1700 | 0.6100 | 25 | 24.4% | -0.13 | 0.0322 | -0.024 | ||
| 4.95 | 8.65 | 23 | 21.6% | 0.89 | 0.0340 | -0.023 | 88 | 0.3000 | 1.09 | 2 | 27 | 26.7% | -0.16 | 0.0384 | -0.026 | |
| 4.55 | 7.80 | 13 | 25.9% | 0.85 | 0.0417 | -0.027 | 89 | 0.2700 | 0.7700 | 1 | 11 | 21.2% | -0.19 | 0.0454 | -0.029 | |
| 4.85 | 5.45 | 41 | 22.5% | 0.81 | 0.0502 | -0.031 | 90 | 0.7900 | 0.9000 | 3 | 95 | 22.6% | -0.24 | 0.0527 | -0.033 | |
| 4.25 | 4.60 | 31 | 663 | 23.0% | 0.76 | 0.0587 | -0.035 | 91 | 1.01 | 1.19 | 2 | 12 | 22.3% | -0.29 | 0.0595 | -0.036 |
| 3.25 | 4.05 | 10 | 65 | 22.1% | 0.69 | 0.0659 | -0.039 | 92 | 1.30 | 1.54 | 46 | 22.0% | -0.36 | 0.0649 | -0.038 | |
| 2.68 | 3.15 | 6 | 61 | 21.1% | 0.62 | 0.0710 | -0.042 | 93 | 1.58 | 1.96 | 44 | 21.4% | -0.42 | 0.0683 | -0.041 | |
| 2.33 | 2.60 | 10 | 33 | 22.3% | 0.55 | 0.0735 | -0.044 | 94 | 1.22 | 2.52 | 10 | 17.7% | -0.49 | 0.0694 | -0.041 | |
| 1.84 | 2.11 | 2 | 520 | 22.3% | 0.48 | 0.0732 | -0.044 | 95 | 2.72 | 2.97 | 7 | 21.8% | -0.56 | 0.0683 | -0.041 | |
| 1.46 | 1.69 | 6 | 23 | 22.4% | 0.41 | 0.0703 | -0.043 | 96 | 3.40 | 3.60 | 7 | 22.2% | -0.63 | 0.0652 | -0.040 | |
| 1.08 | 1.39 | 30 | 87 | 22.5% | 0.34 | 0.0655 | -0.041 | 97 | 4.00 | 6.25 | 32.1% | -0.68 | 0.0605 | -0.038 | ||
| 0.8900 | 1.07 | 1 | 7 | 22.9% | 0.28 | 0.0594 | -0.038 | 98 | 4.55 | 6.25 | 27.7% | -0.74 | 0.0548 | -0.035 | ||
| 0.6200 | 0.8600 | 4 | 5 | 22.9% | 0.23 | 0.0526 | -0.035 | 99 | 5.45 | 7.80 | 33.2% | -0.78 | 0.0486 | -0.032 | ||
| 0.4600 | 0.6900 | 2 | 627 | 23.2% | 0.19 | 0.0458 | -0.031 | 100 | 6.40 | 7.15 | 25.7% | -0.82 | 0.0425 | -0.029 | ||
| 0 | 2.60 | 35.2% | 0.16 | 0.0394 | -0.028 | 101 | 7.25 | 9.25 | 34.5% | -0.85 | 0.0367 | -0.026 | ||||
| 0.1700 | 0.5300 | 3 | 14 | 24.0% | 0.13 | 0.0337 | -0.025 | 102 | 6.90 | 10.05 | 25.6% | -0.88 | 0.0316 | -0.023 | ||
| 0 | 1.37 | 4 | 31.9% | 0.11 | 0.0288 | -0.023 | 103 | 8.30 | 11.30 | 33.2% | -0.90 | 0.0271 | -0.021 | |||
| 0 | 1.16 | 32.3% | 0.09 | 0.0247 | -0.021 | 104 | 9.25 | 12.25 | 34.6% | -0.91 | 0.0233 | -0.019 | ||||
| 0.0100 | 1.00 | 14 | 33.1% | 0.08 | 0.0213 | -0.019 | 105 | 10.55 | 13.20 | 38.8% | -0.92 | 0.0202 | -0.018 | |||
| 0 | 1.34 | 38.0% | 0.07 | 0.0186 | -0.018 | 106 | 10.95 | 13.70 | 30.2% | -0.93 | 0.0177 | -0.017 | ||||
| 0 | 0.3000 | 32.5% | 0.05 | 0.0117 | -0.015 | 110 | 14.20 | 18.15 | 32.0% | -0.95 | 0.0112 | -0.014 | ||||
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 — Oct 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs