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 ±7.7% (85.58–99.94) · ATM IV 29.5% · P/C open interest 0.19
| 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 | |
| 36.25 | 40.15 | 81.4% | 0.99 | 0.0007 | 0.000 | 55 | 0 | 1.21 | 103.3% | -0.01 | 0.0007 | -0.004 | ||||
| 31.25 | 35.20 | 69.4% | 0.99 | 0.0012 | -0.001 | 60 | 0 | 0.8100 | 81.5% | -0.01 | 0.0012 | -0.004 | ||||
| 26.30 | 30.25 | 59.7% | 0.99 | 0.0019 | -0.002 | 65 | 0 | 0.8100 | 68.9% | -0.01 | 0.0019 | -0.005 | ||||
| 21.30 | 25.25 | 47.8% | 0.98 | 0.0033 | -0.004 | 70 | 0 | 1.13 | 61.6% | -0.02 | 0.0033 | -0.007 | ||||
| 16.40 | 20.35 | 40.7% | 0.97 | 0.0061 | -0.007 | 75 | 0 | 1.11 | 49.4% | -0.03 | 0.0062 | -0.009 | ||||
| 15.40 | 19.35 | 38.5% | 0.97 | 0.0070 | -0.008 | 76 | 0 | 1.16 | 47.6% | -0.03 | 0.0071 | -0.010 | ||||
| 14.40 | 18.35 | 36.3% | 0.96 | 0.0081 | -0.009 | 77 | 0 | 1.25 | 46.2% | -0.04 | 0.0082 | -0.011 | ||||
| 13.45 | 17.40 | 35.7% | 0.95 | 0.0094 | -0.010 | 78 | 0 | 1.25 | 43.8% | -0.05 | 0.0095 | -0.012 | ||||
| 12.60 | 16.40 | 35.5% | 0.95 | 0.0109 | -0.012 | 79 | 0 | 1.01 | 1 | 39.1% | -0.05 | 0.0110 | -0.013 | |||
| 11.95 | 15.45 | 37.5% | 0.94 | 0.0127 | -0.013 | 80 | 0 | 2.29 | 1 | 47.4% | -0.06 | 0.0129 | -0.015 | |||
| 11.00 | 14.50 | 36.1% | 0.93 | 0.0149 | -0.015 | 81 | 0 | 1.38 | 37.9% | -0.07 | 0.0150 | -0.016 | ||||
| 10.05 | 13.55 | 34.5% | 0.91 | 0.0174 | -0.017 | 82 | 0 | 2.37 | 42.7% | -0.09 | 0.0176 | -0.018 | ||||
| 8.80 | 12.65 | 30.8% | 0.90 | 0.0203 | -0.019 | 83 | 0.1700 | 0.5100 | 27.1% | -0.11 | 0.0205 | -0.020 | ||||
| 8.15 | 11.75 | 31.9% | 0.87 | 0.0235 | -0.022 | 84 | 0.4300 | 2.50 | 40.7% | -0.13 | 0.0238 | -0.023 | ||||
| 7.15 | 10.90 | 30.4% | 0.85 | 0.0269 | -0.025 | 85 | 0.3200 | 0.9000 | 1 | 27.1% | -0.15 | 0.0273 | -0.026 | |||
| 6.45 | 10.05 | 30.5% | 0.82 | 0.0305 | -0.028 | 86 | 0.2300 | 1.07 | 4 | 25.3% | -0.18 | 0.0310 | -0.029 | |||
| 5.45 | 9.25 | 28.9% | 0.79 | 0.0342 | -0.030 | 87 | 0.8700 | 1.65 | 30.0% | -0.21 | 0.0347 | -0.031 | ||||
| 4.90 | 8.35 | 29.0% | 0.75 | 0.0377 | -0.033 | 88 | 0 | 1.52 | 21.7% | -0.25 | 0.0384 | -0.034 | ||||
| 5.00 | 6.40 | 1 | 26.7% | 0.71 | 0.0412 | -0.035 | 89 | 1.35 | 1.70 | 20 | 26.9% | -0.29 | 0.0419 | -0.036 | ||
| 3.45 | 7.05 | 4 | 28.6% | 0.67 | 0.0443 | -0.037 | 90 | 0.2400 | 2.13 | 20.5% | -0.33 | 0.0451 | -0.038 | |||
| 4.05 | 4.70 | 26.2% | 0.63 | 0.0469 | -0.039 | 91 | 1.98 | 3.90 | 32.8% | -0.38 | 0.0479 | -0.040 | ||||
| 2.10 | 4.10 | 20.3% | 0.58 | 0.0489 | -0.040 | 92 | 0.8400 | 2.91 | 20.0% | -0.43 | 0.0501 | -0.041 | ||||
| 2.95 | 5.20 | 1 | 32.7% | 0.53 | 0.0502 | -0.040 | 93 | 2.81 | 3.40 | 26.2% | -0.48 | 0.0516 | -0.041 | |||
| 2.46 | 3.40 | 101 | 26.7% | 0.48 | 0.0507 | -0.040 | 94 | 3.30 | 4.75 | 29.4% | -0.53 | 0.0522 | -0.041 | |||
| 1.08 | 3.20 | 58 | 24.0% | 0.43 | 0.0503 | -0.039 | 95 | 3.85 | 4.50 | 25.8% | -0.58 | 0.0521 | -0.040 | |||
| 1.58 | 3.85 | 50 | 158 | 32.0% | 0.38 | 0.0490 | -0.038 | 96 | 4.55 | 5.10 | 25.9% | -0.63 | 0.0511 | -0.039 | ||
| 0.1200 | 1.95 | 157 | 20.0% | 0.33 | 0.0470 | -0.036 | 97 | 3.35 | 6.05 | 17.8% | -0.68 | 0.0494 | -0.037 | |||
| 1.06 | 3.25 | 4 | 33.0% | 0.29 | 0.0444 | -0.033 | 98 | 5.75 | 6.45 | 24.5% | -0.73 | 0.0470 | -0.035 | |||
| 0 | 3.05 | 121 | 29.7% | 0.25 | 0.0412 | -0.031 | 99 | 4.65 | 7.55 | 41 | -0.77 | 0.0442 | -0.032 | |||
| 0.6400 | 1.40 | 114 | 26.9% | 0.21 | 0.0377 | -0.028 | 100 | 5.70 | 8.10 | 162 | -0.81 | 0.0409 | -0.029 | |||
| 0 | 1.52 | 15 | 25.9% | 0.18 | 0.0339 | -0.025 | 101 | 6.40 | 9.90 | -0.85 | 0.0375 | -0.026 | ||||
| 0.3600 | 2.59 | 2 | 36.1% | 0.15 | 0.0301 | -0.022 | 102 | 7.30 | 10.55 | -0.89 | 0.0339 | -0.024 | ||||
| 0.1800 | 2.50 | 50 | 36.8% | 0.12 | 0.0264 | -0.019 | 103 | 8.25 | 11.45 | -0.91 | 0.0306 | -0.021 | ||||
| 0 | 2.42 | 37.3% | 0.10 | 0.0229 | -0.017 | 104 | 9.20 | 12.55 | -0.94 | 0.0264 | -0.019 | |||||
| 0 | 2.36 | 467 | 38.9% | 0.08 | 0.0198 | -0.015 | 105 | 10.20 | 13.75 | -0.96 | 0.0242 | -0.017 | ||||
| 0 | 0.8100 | 2 | 35.5% | 0.04 | 0.0105 | -0.010 | 110 | 15.15 | 19.10 | -0.99 | 0.0075 | -0.009 | ||||
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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs