MDT option chain Medtronic plc
Cboe delayed options data · as of 15:36 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 ±8.7% (83.57–99.52) · ATM IV 23.3% · P/C open interest 0.76
| 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 | |
| 40.05 | 43.85 | 79.2% | 0.99 | 0.0013 | 0.000 | 50 | 0 | 0.4300 | 1 | 68.1% | -0.02 | 0.0016 | -0.008 | |||
| 35.00 | 38.85 | 66.5% | 0.99 | 0.0019 | 0.000 | 55 | 0 | 2.14 | 25 | 81.7% | -0.02 | 0.0021 | -0.008 | |||
| 30.15 | 33.90 | 17 | 59.0% | 0.98 | 0.0028 | 0.000 | 60 | 0 | 1.12 | 2,537 | 60.1% | -0.03 | 0.0030 | -0.009 | ||
| 25.00 | 28.90 | 14 | 46.8% | 0.97 | 0.0043 | 0.000 | 65 | 0 | 1.15 | 196 | 50.9% | -0.04 | 0.0043 | -0.009 | ||
| 22.60 | 26.45 | 44.2% | 0.97 | 0.0054 | -0.000 | 67.5 | 0.0700 | 0.7900 | 268 | 43.4% | -0.04 | 0.0053 | -0.010 | |||
| 21.05 | 23.95 | 7 | 48.0% | 0.96 | 0.0067 | -0.002 | 70 | 0 | 1.00 | 233 | 40.6% | -0.05 | 0.0066 | -0.010 | ||
| 18.70 | 21.50 | 29 | 44.4% | 0.95 | 0.0086 | -0.004 | 72.5 | 0 | 1.14 | 506 | 37.5% | -0.06 | 0.0083 | -0.011 | ||
| 16.50 | 18.95 | 310 | 40.9% | 0.93 | 0.0111 | -0.006 | 75 | 0.1500 | 0.4500 | 607 | 28.5% | -0.08 | 0.0107 | -0.012 | ||
| 14.05 | 16.30 | 84 | 35.3% | 0.91 | 0.0144 | -0.008 | 77.5 | 0.1100 | 2.14 | 518 | 35.8% | -0.10 | 0.0140 | -0.013 | ||
| 11.70 | 13.95 | 148 | 31.9% | 0.87 | 0.0187 | -0.011 | 80 | 0.5000 | 1.19 | 1,449 | 28.1% | -0.13 | 0.0184 | -0.016 | ||
| 9.70 | 11.80 | 428 | 30.6% | 0.82 | 0.0236 | -0.015 | 82.5 | 0.5000 | 1.32 | 512 | 24.3% | -0.18 | 0.0238 | -0.019 | ||
| 7.95 | 10.00 | 738 | 30.6% | 0.75 | 0.0286 | -0.019 | 85 | 1.05 | 1.84 | 753 | 24.0% | -0.25 | 0.0293 | -0.022 | ||
| 6.25 | 8.20 | 980 | 29.7% | 0.68 | 0.0333 | -0.022 | 87.5 | 1.73 | 2.58 | 483 | 23.5% | -0.33 | 0.0344 | -0.025 | ||
| 4.80 | 5.45 | 3 | 1,560 | 25.5% | 0.59 | 0.0366 | -0.024 | 90 | 2.41 | 3.65 | 1 | 410 | 22.6% | -0.42 | 0.0381 | -0.026 |
| 3.60 | 4.10 | 1,585 | 25.0% | 0.49 | 0.0379 | -0.025 | 92.5 | 3.25 | 5.00 | 375 | 21.5% | -0.52 | 0.0398 | -0.026 | ||
| 2.60 | 3.10 | 2,066 | 25.0% | 0.40 | 0.0368 | -0.025 | 95 | 4.60 | 6.65 | 752 | 21.1% | -0.62 | 0.0390 | -0.025 | ||
| 1.85 | 2.20 | 12 | 1,759 | 24.8% | 0.32 | 0.0339 | -0.023 | 97.5 | 6.40 | 8.20 | 150 | 20.0% | -0.70 | 0.0360 | -0.022 | |
| 1.19 | 1.64 | 1,379 | 24.8% | 0.25 | 0.0298 | -0.021 | 100 | 8.35 | 10.15 | 7 | 18.6% | -0.78 | 0.0315 | -0.019 | ||
| 0.6000 | 1.11 | 1,437 | 26.9% | 0.15 | 0.0208 | -0.015 | 105 | 12.65 | 14.55 | 15 | -0.89 | 0.0209 | -0.010 | |||
| 0.0700 | 0.8800 | 192 | 28.1% | 0.09 | 0.0138 | -0.012 | 110 | 16.85 | 20.80 | -0.94 | 0.0127 | -0.004 | ||||
| 0.0100 | 1.00 | 190 | 33.5% | 0.06 | 0.0098 | -0.010 | 115 | 21.70 | 25.60 | -0.96 | 0.0085 | 0.000 | ||||
| 0 | 1.35 | 2 | 40.7% | 0.05 | 0.0075 | -0.010 | 120 | 26.70 | 30.75 | -0.97 | 0.0063 | 0.000 | ||||
| 0 | 1.39 | 45.5% | 0.05 | 0.0061 | -0.009 | 125 | 31.65 | 35.55 | -0.97 | 0.0050 | 0.000 | |||||
| 0 | 1.55 | 50.9% | 0.04 | 0.0051 | -0.009 | 130 | 36.65 | 40.65 | -0.98 | 0.0041 | 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 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs