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 ±5.2% (87.95–97.56) · ATM IV 24.5% · P/C open interest 0.63
| 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 | |
| 36.15 | 40.05 | 102.5% | 0.99 | 0.0009 | -0.001 | 55 | 0 | 1.13 | 126.3% | -0.01 | 0.0009 | -0.007 | ||||
| 31.15 | 35.05 | 86.1% | 0.99 | 0.0013 | -0.003 | 60 | 0 | 1.01 | 105.9% | -0.01 | 0.0013 | -0.008 | ||||
| 26.15 | 30.05 | 71.0% | 0.99 | 0.0021 | -0.005 | 65 | 0 | 1.07 | 90.8% | -0.01 | 0.0021 | -0.009 | ||||
| 21.20 | 25.10 | 60.2% | 0.98 | 0.0034 | -0.007 | 70 | 0 | 1.07 | 75.3% | -0.02 | 0.0034 | -0.011 | ||||
| 16.25 | 20.15 | 49.3% | 0.97 | 0.0059 | -0.010 | 75 | 0 | 1.19 | 3 | 62.2% | -0.03 | 0.0059 | -0.013 | |||
| 15.20 | 19.15 | 45.5% | 0.97 | 0.0067 | -0.011 | 76 | 0 | 1.06 | 57.5% | -0.03 | 0.0067 | -0.014 | ||||
| 14.25 | 18.15 | 44.0% | 0.97 | 0.0076 | -0.012 | 77 | 0 | 1.18 | 56.2% | -0.03 | 0.0076 | -0.014 | ||||
| 13.25 | 17.15 | 41.4% | 0.96 | 0.0087 | -0.013 | 78 | 0 | 0.8100 | 7 | 48.3% | -0.04 | 0.0087 | -0.015 | |||
| 12.35 | 16.20 | 41.6% | 0.96 | 0.0100 | -0.014 | 79 | 0 | 1.19 | 6 | 50.5% | -0.04 | 0.0100 | -0.016 | |||
| 11.50 | 15.20 | 41.3% | 0.95 | 0.0115 | -0.015 | 80 | 0 | 0.8100 | 11 | 42.9% | -0.05 | 0.0116 | -0.017 | |||
| 10.85 | 14.25 | 43.6% | 0.94 | 0.0134 | -0.016 | 81 | 0 | 0.8100 | 2 | 40.1% | -0.06 | 0.0135 | -0.018 | |||
| 9.90 | 13.25 | 41.2% | 0.94 | 0.0157 | -0.017 | 82 | 0 | 0.9300 | 10 | 38.9% | -0.06 | 0.0158 | -0.019 | |||
| 8.55 | 12.30 | 34.9% | 0.93 | 0.0186 | -0.019 | 83 | 0 | 2.29 | 13 | 48.7% | -0.07 | 0.0187 | -0.021 | |||
| 8.00 | 11.35 | 37.2% | 0.91 | 0.0221 | -0.021 | 84 | 0 | 2.34 | 14 | 45.7% | -0.09 | 0.0223 | -0.022 | |||
| 7.05 | 10.45 | 35.5% | 0.90 | 0.0264 | -0.023 | 85 | 0.0100 | 0.3900 | 37 | 24.2% | -0.11 | 0.0266 | -0.025 | |||
| 6.15 | 9.55 | 34.0% | 0.87 | 0.0315 | -0.026 | 86 | 0 | 0.9600 | 3 | 28.0% | -0.13 | 0.0319 | -0.027 | |||
| 4.85 | 8.65 | 1 | 29.2% | 0.84 | 0.0375 | -0.029 | 87 | 0.0100 | 0.9200 | 4 | 24.8% | -0.16 | 0.0380 | -0.031 | ||
| 4.90 | 7.80 | 580 | 34.1% | 0.80 | 0.0440 | -0.033 | 88 | 0.5000 | 0.7600 | 83 | 24.5% | -0.20 | 0.0446 | -0.034 | ||
| 3.65 | 7.05 | 30.4% | 0.76 | 0.0506 | -0.037 | 89 | 0.8000 | 0.9500 | 11 | 317 | 24.7% | -0.24 | 0.0513 | -0.038 | ||
| 2.95 | 6.30 | 15 | 29.8% | 0.71 | 0.0567 | -0.041 | 90 | 1.09 | 1.24 | 10 | 36 | 24.7% | -0.30 | 0.0576 | -0.042 | |
| 2.57 | 5.65 | 8 | 30.9% | 0.65 | 0.0617 | -0.044 | 91 | 1.42 | 1.58 | 11 | 10 | 24.6% | -0.36 | 0.0628 | -0.045 | |
| 2.33 | 5.00 | 155 | 32.2% | 0.58 | 0.0653 | -0.046 | 92 | 1.83 | 1.99 | 34 | 24.5% | -0.42 | 0.0666 | -0.047 | ||
| 2.33 | 2.55 | 30 | 24.7% | 0.52 | 0.0671 | -0.047 | 93 | 2.27 | 2.46 | 50 | 24.4% | -0.49 | 0.0687 | -0.048 | ||
| 0.9000 | 3.30 | 16 | 26.0% | 0.45 | 0.0670 | -0.046 | 94 | 2.80 | 2.99 | 3 | 24.2% | -0.56 | 0.0688 | -0.047 | ||
| 1.45 | 1.69 | 25 | 24.5% | 0.38 | 0.0649 | -0.044 | 95 | 3.40 | 3.60 | 20 | 23.9% | -0.63 | 0.0670 | -0.045 | ||
| 0.4800 | 3.30 | 33 | 31.8% | 0.32 | 0.0611 | -0.042 | 96 | 3.70 | 4.45 | 22.7% | -0.69 | 0.0635 | -0.043 | |||
| 0 | 3.00 | 1 | 31.0% | 0.27 | 0.0560 | -0.038 | 97 | 3.10 | 5.20 | -0.75 | 0.0586 | -0.039 | ||||
| 0.5100 | 1.30 | 1 | 7 | 26.8% | 0.22 | 0.0499 | -0.034 | 98 | 3.90 | 6.15 | -0.80 | 0.0527 | -0.035 | |||
| 0 | 2.64 | 10 | 35.1% | 0.17 | 0.0434 | -0.030 | 99 | 4.45 | 7.40 | -0.85 | 0.0465 | -0.031 | ||||
| 0 | 1.56 | 148 | 30.6% | 0.14 | 0.0371 | -0.026 | 100 | 5.35 | 8.80 | -0.88 | 0.0404 | -0.027 | ||||
| 0 | 2.11 | 1 | 37.1% | 0.11 | 0.0313 | -0.023 | 101 | 6.25 | 9.60 | -0.91 | 0.0348 | -0.024 | ||||
| 0 | 2.34 | 41.3% | 0.09 | 0.0264 | -0.020 | 102 | 7.20 | 10.70 | -0.93 | 0.0298 | -0.021 | |||||
| 0 | 2.29 | 43.5% | 0.08 | 0.0223 | -0.018 | 103 | 8.95 | 11.55 | -0.95 | 0.0262 | -0.019 | |||||
| 0 | 2.24 | 1 | 45.6% | 0.07 | 0.0191 | -0.016 | 104 | 9.15 | 12.40 | -0.96 | 0.0223 | -0.017 | ||||
| 0.0300 | 1.02 | 24 | 37.7% | 0.06 | 0.0165 | -0.015 | 105 | 10.40 | 13.90 | -0.97 | 0.0192 | -0.017 | ||||
| 0 | 0.0300 | 1 | 25.9% | 0.04 | 0.0093 | -0.012 | 110 | 15.15 | 19.00 | -0.99 | 0.0089 | -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 — Nov 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs