MDT option chain Medtronic Plc
Cboe delayed options data · as of 12:38 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% (90.33–99.13) · ATM IV 24.1% · P/C open interest 2.00
| 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 | |
| 37.85 | 41.90 | 0.99 | 0.0012 | -0.015 | 55 | 0 | 2.13 | 164.6% | -0.01 | 0.0012 | -0.015 | |||||
| 32.85 | 36.80 | 0.99 | 0.0016 | -0.016 | 60 | 0 | 2.13 | 142.9% | -0.01 | 0.0016 | -0.016 | |||||
| 27.90 | 31.80 | 0.98 | 0.0024 | -0.017 | 65 | 0 | 1.27 | 107.9% | -0.02 | 0.0024 | -0.017 | |||||
| 22.90 | 26.95 | 0.98 | 0.0035 | -0.018 | 70 | 0 | 0.9300 | 11 | 84.2% | -0.02 | 0.0035 | -0.018 | ||||
| 17.95 | 21.85 | 0.97 | 0.0055 | -0.019 | 75 | 0 | 0.9300 | 3 | 68.6% | -0.03 | 0.0055 | -0.019 | ||||
| 16.95 | 20.95 | 0.97 | 0.0060 | -0.019 | 76 | 0 | 0.8100 | 63.5% | -0.03 | 0.0061 | -0.019 | |||||
| 15.95 | 19.90 | 0.97 | 0.0067 | -0.020 | 77 | 0 | 0.9300 | 2 | 62.5% | -0.03 | 0.0067 | -0.020 | ||||
| 14.95 | 18.90 | 0.96 | 0.0075 | -0.020 | 78 | 0 | 0.8700 | 3 | 58.6% | -0.04 | 0.0075 | -0.020 | ||||
| 13.95 | 18.00 | 0.96 | 0.0083 | -0.020 | 79 | 0 | 0.7500 | 8 | 53.6% | -0.04 | 0.0084 | -0.021 | ||||
| 12.95 | 16.30 | 0.96 | 0.0094 | -0.021 | 80 | 0.0500 | 0.1000 | 32 | 36.9% | -0.04 | 0.0094 | -0.021 | ||||
| 12.00 | 15.85 | 0.95 | 0.0106 | -0.021 | 81 | 0 | 0.7600 | 58 | 48.0% | -0.05 | 0.0106 | -0.021 | ||||
| 11.00 | 14.90 | 0.95 | 0.0120 | -0.022 | 82 | 0 | 0.9500 | 9 | 47.9% | -0.05 | 0.0121 | -0.022 | ||||
| 10.00 | 13.70 | 0.94 | 0.0137 | -0.022 | 83 | 0 | 0.7500 | 42 | 42.2% | -0.06 | 0.0138 | -0.022 | ||||
| 9.00 | 12.45 | 12 | 0.94 | 0.0158 | -0.023 | 84 | 0 | 0.7500 | 25 | 39.3% | -0.06 | 0.0159 | -0.023 | |||
| 8.05 | 11.95 | 4 | 0.93 | 0.0184 | -0.024 | 85 | 0 | 0.7500 | 51 | 36.5% | -0.07 | 0.0186 | -0.024 | |||
| 7.10 | 11.00 | 17.3% | 0.92 | 0.0217 | -0.025 | 86 | 0 | 0.7400 | 1 | 29 | 33.5% | -0.08 | 0.0218 | -0.025 | ||
| 6.95 | 9.35 | 3 | 27 | 22.7% | 0.90 | 0.0258 | -0.026 | 87 | 0.1600 | 0.3400 | 42 | 46 | 27.5% | -0.10 | 0.0260 | -0.027 |
| 6.05 | 8.60 | 1 | 25.6% | 0.88 | 0.0310 | -0.028 | 88 | 0.0200 | 0.5000 | 76 | 25.1% | -0.12 | 0.0312 | -0.029 | ||
| 5.15 | 7.75 | 51 | 25.5% | 0.86 | 0.0374 | -0.031 | 89 | 0.0100 | 0.6500 | 8 | 23.9% | -0.14 | 0.0377 | -0.032 | ||
| 4.30 | 6.85 | 16 | 24.6% | 0.82 | 0.0449 | -0.035 | 90 | 0.4900 | 0.6800 | 8 | 101 | 25.6% | -0.18 | 0.0454 | -0.036 | |
| 3.50 | 6.05 | 6 | 24.4% | 0.78 | 0.0528 | -0.040 | 91 | 0.5200 | 0.8300 | 63 | 23.7% | -0.22 | 0.0535 | -0.040 | ||
| 2.77 | 5.30 | 1 | 3 | 24.3% | 0.72 | 0.0603 | -0.045 | 92 | 0.7300 | 1.10 | 73 | 105 | 23.4% | -0.28 | 0.0611 | -0.045 |
| 2.30 | 4.05 | 5 | 29 | 22.0% | 0.66 | 0.0664 | -0.049 | 93 | 1.06 | 1.42 | 82 | 276 | 23.3% | -0.35 | 0.0675 | -0.049 |
| 2.32 | 3.55 | 1 | 22 | 26.2% | 0.59 | 0.0707 | -0.051 | 94 | 1.05 | 1.87 | 22 | 90 | 21.3% | -0.42 | 0.0720 | -0.052 |
| 2.06 | 2.46 | 3 | 87 | 24.5% | 0.52 | 0.0729 | -0.052 | 95 | 1.92 | 2.36 | 7 | 150 | 23.6% | -0.49 | 0.0744 | -0.053 |
| 1.59 | 2.10 | 37 | 25.0% | 0.44 | 0.0727 | -0.051 | 96 | 2.59 | 3.10 | 151 | 155 | 25.4% | -0.56 | 0.0744 | -0.052 | |
| 1.21 | 1.78 | 17 | 47 | 25.4% | 0.37 | 0.0701 | -0.049 | 97 | 2.80 | 3.55 | 8 | 22.0% | -0.64 | 0.0720 | -0.050 | |
| 0.7100 | 1.50 | 47 | 24.7% | 0.31 | 0.0652 | -0.045 | 98 | 2.70 | 5.00 | 21.6% | -0.71 | 0.0674 | -0.046 | |||
| 0.0500 | 1.81 | 145 | 25.9% | 0.25 | 0.0586 | -0.040 | 99 | 3.40 | 5.75 | 20.8% | -0.77 | 0.0611 | -0.042 | |||
| 0.4100 | 0.7100 | 31 | 89 | 23.6% | 0.20 | 0.0511 | -0.035 | 100 | 4.25 | 6.30 | 17.5% | -0.82 | 0.0538 | -0.037 | ||
| 0 | 2.51 | 14 | 36.6% | 0.16 | 0.0434 | -0.031 | 101 | 5.10 | 7.30 | 16.6% | -0.86 | 0.0461 | -0.033 | |||
| 0 | 2.41 | 39.0% | 0.12 | 0.0365 | -0.027 | 102 | 6.00 | 8.65 | 23.6% | -0.90 | 0.0389 | -0.029 | ||||
| 0 | 2.34 | 41.4% | 0.10 | 0.0306 | -0.024 | 103 | 6.95 | 9.60 | 24.2% | -0.92 | 0.0326 | -0.026 | ||||
| 0 | 2.28 | 20 | 20 | 43.8% | 0.09 | 0.0259 | -0.022 | 104 | 7.65 | 10.20 | -0.93 | 0.0274 | -0.024 | |||
| 0 | 1.88 | 20 | 20 | 43.3% | 0.08 | 0.0223 | -0.021 | 105 | 8.90 | 11.75 | 30.2% | -0.94 | 0.0234 | -0.023 | ||
| 0 | 0.7200 | 42.6% | 0.05 | 0.0126 | -0.019 | 110 | 13.35 | 17.30 | 40.2% | -0.97 | 0.0127 | -0.020 | ||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 115 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
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 — Nov 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs