MDT option chain Medtronic Plc
Cboe delayed options data · as of 15:40 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 ±3.5% (89.50–96.02) · ATM IV 25.0% · P/C open interest 1.47
| 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 | |
| 36.05 | 39.95 | 152.9% | 1.00 | 0.0003 | 0.000 | 55 | 0 | 0.5300 | 163.2% | -0.00 | 0.0003 | -0.004 | ||||
| 31.05 | 34.95 | 129.3% | 1.00 | 0.0006 | -0.001 | 60 | 0 | 1.58 | 175.2% | -0.00 | 0.0006 | -0.004 | ||||
| 26.10 | 29.95 | 110.2% | 1.00 | 0.0009 | -0.003 | 65 | 0 | 0.1000 | 90.3% | -0.00 | 0.0009 | -0.006 | ||||
| 21.10 | 25.00 | 91.8% | 0.99 | 0.0017 | -0.005 | 70 | 0 | 1.07 | 112.4% | -0.01 | 0.0017 | -0.007 | ||||
| 16.10 | 20.00 | 72.1% | 0.99 | 0.0033 | -0.008 | 75 | 0 | 1.05 | 81 | 89.8% | -0.01 | 0.0033 | -0.010 | |||
| 15.10 | 19.00 | 68.3% | 0.99 | 0.0038 | -0.009 | 76 | 0 | 0.9300 | 82.9% | -0.01 | 0.0039 | -0.011 | ||||
| 14.10 | 18.00 | 64.5% | 0.99 | 0.0045 | -0.010 | 77 | 0 | 1.27 | 85.4% | -0.01 | 0.0045 | -0.012 | ||||
| 13.10 | 17.00 | 60.7% | 0.98 | 0.0053 | -0.011 | 78 | 0 | 0.7000 | 2 | 69.4% | -0.02 | 0.0053 | -0.013 | |||
| 12.65 | 16.00 | 70.2% | 0.98 | 0.0063 | -0.012 | 79 | 0 | 1.05 | 72.6% | -0.02 | 0.0063 | -0.014 | ||||
| 11.70 | 15.00 | 67.0% | 0.98 | 0.0075 | -0.014 | 80 | 0 | 0.1200 | 2 | 34 | 43.3% | -0.02 | 0.0076 | -0.015 | ||
| 10.70 | 14.05 | 63.6% | 0.97 | 0.0091 | -0.015 | 81 | 0 | 0.8100 | 63 | 59.7% | -0.03 | 0.0091 | -0.017 | |||
| 9.15 | 13.05 | 48.5% | 0.97 | 0.0111 | -0.017 | 82 | 0 | 1.13 | 25 | 61.1% | -0.03 | 0.0111 | -0.018 | |||
| 8.75 | 12.05 | 55.8% | 0.96 | 0.0136 | -0.019 | 83 | 0 | 1.21 | 62 | 58.0% | -0.04 | 0.0137 | -0.020 | |||
| 7.80 | 11.10 | 1 | 52.9% | 0.95 | 0.0170 | -0.021 | 84 | 0 | 1.09 | 33 | 51.9% | -0.05 | 0.0171 | -0.023 | ||
| 6.80 | 10.05 | 100 | 47.8% | 0.94 | 0.0215 | -0.024 | 85 | 0.0400 | 0.1600 | 4 | 309 | 30.8% | -0.06 | 0.0216 | -0.025 | |
| 5.85 | 9.15 | 7 | 45.3% | 0.93 | 0.0275 | -0.028 | 86 | 0 | 1.12 | 50 | 43.5% | -0.07 | 0.0277 | -0.029 | ||
| 4.90 | 8.20 | 86 | 41.9% | 0.91 | 0.0356 | -0.033 | 87 | 0 | 0.8500 | 1,095 | 35.5% | -0.09 | 0.0359 | -0.034 | ||
| 3.90 | 6.05 | 2 | 209 | 20.7% | 0.88 | 0.0462 | -0.039 | 88 | 0 | 0.7500 | 89 | 29.9% | -0.13 | 0.0468 | -0.040 | |
| 3.05 | 6.40 | 60 | 35.9% | 0.83 | 0.0596 | -0.047 | 89 | 0.2600 | 0.4400 | 51 | 25.0% | -0.17 | 0.0603 | -0.048 | ||
| 2.26 | 5.50 | 113 | 33.5% | 0.77 | 0.0743 | -0.055 | 90 | 0.4800 | 0.6300 | 515 | 58 | 24.9% | -0.23 | 0.0753 | -0.056 | |
| 2.10 | 4.05 | 1 | 25 | 31.1% | 0.69 | 0.0881 | -0.064 | 91 | 0.7400 | 0.9100 | 353 | 24.6% | -0.31 | 0.0892 | -0.065 | |
| 1.48 | 3.95 | 263 | 34.8% | 0.60 | 0.0980 | -0.069 | 92 | 1.11 | 1.28 | 15 | 24.5% | -0.41 | 0.0993 | -0.070 | ||
| 1.39 | 1.80 | 2 | 36 | 25.4% | 0.50 | 0.1020 | -0.071 | 93 | 1.58 | 1.75 | 1 | 85 | 24.6% | -0.51 | 0.1034 | -0.072 |
| 0.9900 | 1.21 | 10 | 71 | 24.2% | 0.40 | 0.0990 | -0.068 | 94 | 2.13 | 2.29 | 500 | 125 | 24.2% | -0.61 | 0.1005 | -0.069 |
| 0.6500 | 0.7700 | 13 | 562 | 23.5% | 0.30 | 0.0898 | -0.061 | 95 | 2.53 | 2.98 | 13 | 595 | 21.6% | -0.71 | 0.0915 | -0.062 |
| 0.3900 | 0.5400 | 288 | 23.4% | 0.22 | 0.0764 | -0.052 | 96 | 2.76 | 3.80 | 103 | 13.4% | -0.79 | 0.0784 | -0.053 | ||
| 0.2400 | 0.3500 | 15 | 42 | 23.4% | 0.16 | 0.0616 | -0.043 | 97 | 2.56 | 5.50 | 33 | -0.85 | 0.0638 | -0.044 | ||
| 0.1200 | 0.4200 | 201 | 26.4% | 0.12 | 0.0480 | -0.035 | 98 | 3.25 | 5.60 | 6 | -0.90 | 0.0503 | -0.036 | |||
| 0.0800 | 0.4000 | 36 | 28.9% | 0.09 | 0.0373 | -0.030 | 99 | 4.25 | 7.25 | -0.93 | 0.0396 | -0.031 | ||||
| 0.0100 | 0.8400 | 4 | 74 | 37.8% | 0.07 | 0.0293 | -0.026 | 100 | 5.20 | 7.70 | 20 | -0.95 | 0.0316 | -0.027 | ||
| 0 | 2.21 | 62 | 57.4% | 0.06 | 0.0234 | -0.023 | 101 | 6.20 | 9.20 | -0.96 | 0.0255 | -0.024 | ||||
| 0 | 0.3000 | 1 | 34.3% | 0.05 | 0.0190 | -0.020 | 102 | 7.65 | 10.15 | -0.97 | 0.0208 | -0.021 | ||||
| 0 | 2.18 | 64.7% | 0.04 | 0.0156 | -0.018 | 103 | 8.15 | 11.45 | -0.98 | 0.0166 | -0.019 | |||||
| 0 | 2.17 | 68.3% | 0.03 | 0.0128 | -0.016 | 104 | 9.15 | 12.40 | -0.98 | 0.0133 | -0.017 | |||||
| 0 | 0.5000 | 2 | 47.3% | 0.03 | 0.0106 | -0.015 | 105 | 10.15 | 13.45 | 5 | -0.99 | 0.0106 | -0.015 | |||
| 0 | 0.9700 | 1 | 70.4% | 0.01 | 0.0050 | -0.009 | 110 | 15.15 | 19.00 | -1.00 | 0.0032 | -0.011 | ||||
| 0 | 1.13 | 86.7% | 0.01 | 0.0028 | -0.007 | 115 | 20.15 | 24.00 | -1.00 | 0.0010 | -0.010 | |||||
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 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs