MDT option chain Medtronic plc
Cboe delayed options data · as of 00:36 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 ±15.7% (77.83–106.78) · ATM IV 26.9% · P/C open interest 0.59
| 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 | |
| 42.95 | 46.90 | 50.5% | 0.98 | 0.0018 | 0.000 | 47.5 | 0 | 2.16 | 1 | 64.5% | -0.03 | 0.0017 | -0.005 | |||
| 40.25 | 44.40 | 1 | 38.5% | 0.98 | 0.0021 | 0.000 | 50 | 0 | 1.99 | 10 | 59.2% | -0.03 | 0.0020 | -0.005 | ||
| 35.45 | 39.40 | 2 | 35.6% | 0.97 | 0.0028 | 0.000 | 55 | 0 | 1.16 | 25 | 45.4% | -0.04 | 0.0027 | -0.005 | ||
| 30.50 | 34.50 | 1 | 32.9% | 0.96 | 0.0037 | 0.000 | 60 | 0 | 1.53 | 145 | 41.5% | -0.05 | 0.0038 | -0.006 | ||
| 26.70 | 29.40 | 4 | 35.0% | 0.94 | 0.0053 | -0.002 | 65 | 0.0300 | 1.02 | 93 | 32.3% | -0.06 | 0.0054 | -0.007 | ||
| 24.55 | 27.40 | 3 | 35.9% | 0.93 | 0.0064 | -0.003 | 67.5 | 0.2900 | 1.14 | 122 | 31.8% | -0.07 | 0.0065 | -0.008 | ||
| 22.80 | 25.15 | 28 | 36.4% | 0.91 | 0.0077 | -0.004 | 70 | 0.3800 | 1.32 | 3 | 68 | 30.2% | -0.09 | 0.0079 | -0.009 | |
| 20.65 | 22.95 | 5 | 35.0% | 0.89 | 0.0093 | -0.006 | 72.5 | 0.9000 | 1.82 | 403 | 31.5% | -0.11 | 0.0096 | -0.010 | ||
| 17.50 | 20.25 | 15 | 28.4% | 0.86 | 0.0111 | -0.007 | 75 | 1.04 | 2.39 | 418 | 30.7% | -0.14 | 0.0114 | -0.011 | ||
| 15.50 | 18.80 | 58 | 29.7% | 0.83 | 0.0130 | -0.009 | 77.5 | 0.8600 | 2.81 | 34 | 28.2% | -0.17 | 0.0134 | -0.012 | ||
| 13.45 | 16.25 | 4 | 116 | 27.2% | 0.79 | 0.0150 | -0.011 | 80 | 2.09 | 2.97 | 29 | 28.6% | -0.21 | 0.0155 | -0.014 | |
| 11.65 | 14.40 | 538 | 26.8% | 0.75 | 0.0170 | -0.012 | 82.5 | 2.48 | 3.95 | 455 | 28.4% | -0.25 | 0.0176 | -0.015 | ||
| 10.55 | 12.70 | 167 | 27.8% | 0.71 | 0.0189 | -0.014 | 85 | 3.20 | 4.80 | 1 | 122 | 28.0% | -0.30 | 0.0196 | -0.016 | |
| 8.70 | 11.10 | 129 | 26.7% | 0.66 | 0.0206 | -0.015 | 87.5 | 4.20 | 4.85 | 53 | 26.1% | -0.35 | 0.0214 | -0.016 | ||
| 7.00 | 9.70 | 50 | 26.0% | 0.60 | 0.0219 | -0.015 | 90 | 5.25 | 6.40 | 16 | 26.8% | -0.41 | 0.0229 | -0.017 | ||
| 5.70 | 8.45 | 79 | 25.8% | 0.55 | 0.0228 | -0.016 | 92.5 | 6.40 | 8.40 | 2 | 13 | 28.0% | -0.47 | 0.0238 | -0.017 | |
| 4.50 | 6.95 | 8 | 253 | 24.8% | 0.49 | 0.0231 | -0.016 | 95 | 7.75 | 8.55 | 19 | 1 | 25.5% | -0.53 | 0.0241 | -0.017 |
| 4.65 | 6.10 | 5 | 27.1% | 0.44 | 0.0228 | -0.016 | 97.5 | 9.25 | 10.10 | 25.4% | -0.58 | 0.0239 | -0.016 | |||
| 3.90 | 4.40 | 1 | 76 | 25.6% | 0.39 | 0.0222 | -0.016 | 100 | 10.90 | 11.90 | 2 | 12 | 25.6% | -0.64 | 0.0233 | -0.015 |
| 1.83 | 3.85 | 302 | 1,651 | 25.6% | 0.29 | 0.0199 | -0.014 | 105 | 14.60 | 16.30 | 27.2% | -0.74 | 0.0214 | -0.013 | ||
| 1.17 | 2.78 | 8 | 29 | 26.0% | 0.22 | 0.0169 | -0.012 | 110 | 17.20 | 21.00 | 24.9% | -0.82 | 0.0189 | -0.011 | ||
| 0.6800 | 2.20 | 132 | 26.9% | 0.15 | 0.0137 | -0.010 | 115 | 21.70 | 25.40 | 24.5% | -0.89 | 0.0152 | -0.007 | |||
| 0.4400 | 1.31 | 2 | 26.3% | 0.11 | 0.0107 | -0.008 | 120 | 26.40 | 30.45 | 26.2% | -0.94 | 0.0107 | -0.003 | |||
| 0 | 0.7700 | 36 | 24.3% | 0.08 | 0.0083 | -0.006 | 125 | 31.20 | 35.20 | -0.97 | 0.0067 | 0.000 | ||||
| 0.1200 | 0.5200 | 1 | 70 | 25.9% | 0.06 | 0.0066 | -0.005 | 130 | 36.10 | 40.15 | -0.98 | 0.0042 | 0.000 | |||
| 0 | 1.75 | 34.6% | 0.05 | 0.0053 | -0.005 | 135 | 41.15 | 44.65 | -0.99 | 0.0027 | 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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs