MDT option chain Medtronic Plc
Cboe delayed options data · as of 06:39 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 ±8.8% (84.62–100.92) · ATM IV 27.0% · P/C open interest 0.62
| 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 | |
| 43.75 | 47.85 | 83.1% | 1.00 | 0.0005 | 0.000 | 47.5 | 0 | 1.59 | 11 | 109.4% | -0.00 | 0.0005 | -0.003 | |||
| 41.15 | 45.35 | 72.0% | 0.99 | 0.0006 | 0.000 | 50 | 0 | 1.12 | 44 | 94.8% | -0.01 | 0.0006 | -0.003 | |||
| 36.35 | 40.40 | 67.8% | 0.99 | 0.0010 | 0.000 | 55 | 0 | 0.7500 | 301 | 75.9% | -0.01 | 0.0010 | -0.003 | |||
| 31.40 | 35.45 | 23 | 58.5% | 0.99 | 0.0015 | 0.000 | 60 | 0 | 0.1700 | 2 | 228 | 50.9% | -0.01 | 0.0015 | -0.004 | |
| 26.45 | 30.50 | 4 | 49.7% | 0.98 | 0.0024 | -0.001 | 65 | 0 | 0.7500 | 202 | 55.1% | -0.02 | 0.0024 | -0.005 | ||
| 24.00 | 28.05 | 15 | 46.4% | 0.98 | 0.0031 | -0.002 | 67.5 | 0 | 0.4700 | 202 | 45.8% | -0.02 | 0.0031 | -0.006 | ||
| 21.55 | 25.60 | 33 | 43.0% | 0.98 | 0.0040 | -0.004 | 70 | 0.0500 | 0.7000 | 184 | 45.6% | -0.02 | 0.0040 | -0.006 | ||
| 19.10 | 23.15 | 4 | 39.5% | 0.97 | 0.0054 | -0.005 | 72.5 | 0.1000 | 0.2100 | 285 | 34.4% | -0.03 | 0.0054 | -0.008 | ||
| 16.65 | 20.75 | 35 | 36.4% | 0.96 | 0.0073 | -0.007 | 75 | 0.1000 | 0.3000 | 2 | 395 | 32.0% | -0.04 | 0.0074 | -0.009 | |
| 14.25 | 18.25 | 82 | 32.7% | 0.94 | 0.0102 | -0.009 | 77.5 | 0.2000 | 0.3700 | 4 | 294 | 30.2% | -0.06 | 0.0103 | -0.011 | |
| 13.55 | 15.95 | 957 | 41.4% | 0.91 | 0.0142 | -0.013 | 80 | 0.4000 | 0.5200 | 12 | 649 | 29.3% | -0.09 | 0.0145 | -0.015 | |
| 9.80 | 13.75 | 183 | 30.5% | 0.87 | 0.0195 | -0.017 | 82.5 | 0.6500 | 0.9600 | 16 | 943 | 28.2% | -0.13 | 0.0198 | -0.019 | |
| 8.30 | 10.95 | 1 | 6,499 | 28.8% | 0.81 | 0.0254 | -0.022 | 85 | 1.02 | 1.16 | 77 | 728 | 27.5% | -0.19 | 0.0259 | -0.024 |
| 5.75 | 9.55 | 289 | 27.6% | 0.74 | 0.0314 | -0.026 | 87.5 | 1.55 | 1.81 | 43 | 564 | 27.1% | -0.26 | 0.0321 | -0.028 | |
| 4.70 | 6.60 | 11 | 4,213 | 24.9% | 0.66 | 0.0366 | -0.030 | 90 | 2.34 | 2.50 | 74 | 11.2K | 26.2% | -0.35 | 0.0377 | -0.031 |
| 4.25 | 5.25 | 23 | 4,694 | 28.5% | 0.56 | 0.0401 | -0.032 | 92.5 | 3.25 | 3.55 | 22 | 382 | 25.5% | -0.45 | 0.0415 | -0.033 |
| 3.05 | 3.60 | 16 | 1,993 | 26.7% | 0.46 | 0.0411 | -0.032 | 95 | 4.50 | 4.85 | 383 | 25.0% | -0.55 | 0.0429 | -0.033 | |
| 2.01 | 2.34 | 39 | 3,534 | 25.1% | 0.36 | 0.0392 | -0.029 | 97.5 | 5.00 | 7.35 | 9 | 38 | 24.2% | -0.66 | 0.0417 | -0.031 |
| 1.36 | 1.67 | 153 | 2,548 | 25.3% | 0.27 | 0.0351 | -0.026 | 100 | 6.80 | 8.80 | 110 | 21.9% | -0.76 | 0.0384 | -0.027 | |
| 0.5300 | 0.8000 | 40 | 1,771 | 25.5% | 0.14 | 0.0233 | -0.017 | 105 | 10.90 | 13.55 | 16 | -0.91 | 0.0280 | -0.019 | ||
| 0.2300 | 0.3000 | 167 | 25.7% | 0.07 | 0.0134 | -0.010 | 110 | 15.10 | 19.20 | 2 | -0.99 | 0.0135 | -0.012 | |||
| 0 | 2.20 | 6 | 476 | 43.9% | 0.04 | 0.0086 | -0.008 | 115 | 20.10 | 24.15 | 17 | -1.00 | 0.0000 | -0.012 | ||
| 0 | 0.5000 | 150 | 35.5% | 0.03 | 0.0062 | -0.007 | 120 | 25.10 | 29.15 | -1.00 | 0.0000 | -0.012 | ||||
| 0 | 2.18 | 38 | 55.2% | 0.03 | 0.0047 | -0.007 | 125 | 30.10 | 34.15 | -1.00 | 0.0000 | -0.012 | ||||
| 0 | 1.27 | 19 | 53.1% | 0.02 | 0.0037 | -0.006 | 130 | 35.10 | 39.15 | -1.00 | 0.0000 | -0.012 | ||||
| 0 | 1.24 | 15 | 57.3% | 0.02 | 0.0030 | -0.006 | 135 | 40.10 | 44.15 | -1.00 | 0.0000 | -0.012 | ||||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs