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 ±15.0% (78.84–106.69) · ATM IV 24.7% · P/C open interest 0.07
| 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 | |
| 36.50 | 40.50 | 37.4% | 0.97 | 0.0025 | 0.000 | 55 | 0 | 0.7600 | 40.8% | -0.04 | 0.0026 | -0.005 | ||||
| 31.70 | 35.75 | 35.5% | 0.96 | 0.0035 | 0.000 | 60 | 0 | 0.7500 | 5 | 35.0% | -0.05 | 0.0036 | -0.006 | |||
| 27.00 | 31.05 | 33.1% | 0.94 | 0.0049 | -0.000 | 65 | 0 | 1.11 | 4 | 32.2% | -0.06 | 0.0051 | -0.006 | |||
| 22.45 | 26.45 | 30.9% | 0.92 | 0.0072 | -0.003 | 70 | 0 | 1.78 | 3 | 30.3% | -0.09 | 0.0074 | -0.008 | |||
| 18.10 | 22.15 | 29.5% | 0.88 | 0.0104 | -0.005 | 75 | 0.9800 | 1.90 | 5 | 28.8% | -0.13 | 0.0107 | -0.010 | |||
| 14.05 | 18.10 | 1 | 28.1% | 0.81 | 0.0142 | -0.009 | 80 | 2.07 | 2.43 | 26 | 3 | 27.3% | -0.20 | 0.0146 | -0.012 | |
| 12.30 | 16.30 | 1 | 28.0% | 0.77 | 0.0161 | -0.010 | 82.5 | 2.44 | 4.20 | 29.0% | -0.24 | 0.0166 | -0.013 | |||
| 10.45 | 14.30 | 19 | 26.7% | 0.73 | 0.0180 | -0.012 | 85 | 2.81 | 4.00 | 2 | 25.8% | -0.28 | 0.0185 | -0.014 | ||
| 9.40 | 12.65 | 27.5% | 0.68 | 0.0197 | -0.013 | 87.5 | 3.80 | 4.85 | 1 | 25.8% | -0.33 | 0.0204 | -0.015 | |||
| 7.90 | 10.70 | 1 | 1 | 26.2% | 0.63 | 0.0211 | -0.014 | 90 | 4.75 | 5.95 | 25.7% | -0.39 | 0.0219 | -0.015 | ||
| 6.10 | 9.75 | 1 | 25.8% | 0.57 | 0.0222 | -0.015 | 92.5 | 5.00 | 7.00 | 2 | 23.7% | -0.44 | 0.0231 | -0.015 | ||
| 4.90 | 8.50 | 1 | 2 | 25.4% | 0.52 | 0.0228 | -0.015 | 95 | 6.90 | 8.30 | 50 | 24.6% | -0.50 | 0.0238 | -0.015 | |
| 4.25 | 7.75 | 3 | 26.6% | 0.46 | 0.0229 | -0.015 | 97.5 | 8.50 | 10.85 | 26.8% | -0.56 | 0.0240 | -0.015 | |||
| 2.88 | 6.20 | 1 | 1,008 | 24.5% | 0.41 | 0.0225 | -0.015 | 100 | 10.10 | 11.25 | 24.6% | -0.61 | 0.0238 | -0.014 | ||
| 1.37 | 4.95 | 11 | 2 | 24.6% | 0.31 | 0.0206 | -0.013 | 105 | 13.75 | 14.75 | 24.6% | -0.72 | 0.0219 | -0.012 | ||
| 1.84 | 2.33 | 15 | 2 | 24.4% | 0.23 | 0.0177 | -0.012 | 110 | 16.80 | 19.70 | 24.6% | -0.81 | 0.0187 | -0.009 | ||
| 1.08 | 1.40 | 50 | 23.8% | 0.17 | 0.0145 | -0.010 | 115 | 20.60 | 24.30 | 23.4% | -0.88 | 0.0164 | -0.006 | |||
| 0 | 2.82 | 28.0% | 0.12 | 0.0115 | -0.008 | 120 | 25.20 | 29.10 | -0.94 | 0.0200 | -0.005 | |||||
| 0 | 1.81 | 27.5% | 0.09 | 0.0090 | -0.007 | 125 | 30.10 | 34.15 | -0.99 | 0.0081 | -0.016 | |||||
| 0 | 1.25 | 27.7% | 0.07 | 0.0073 | -0.006 | 130 | 35.10 | 39.15 | -1.00 | 0.0000 | -0.022 | |||||
| 0 | 0.7500 | 27.1% | 0.06 | 0.0060 | -0.005 | 135 | 40.10 | 44.15 | -1.00 | 0.0000 | -0.022 | |||||
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 — May 21, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs