MDT option chain Medtronic plc
Cboe delayed options data · as of 09:36 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 ±21.9% (72.11–112.51) · ATM IV 27.6% · P/C open interest 0.36
| 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 | |
| 42.50 | 47.50 | 42.0% | 0.96 | 0.0025 | -0.000 | 47.5 | 0 | 2.30 | 47.8% | -0.05 | 0.0024 | -0.005 | ||||
| 40.00 | 45.00 | 33.8% | 0.96 | 0.0028 | -0.001 | 50 | 0 | 2.36 | 45.0% | -0.05 | 0.0027 | -0.005 | ||||
| 36.00 | 39.00 | 31.5% | 0.94 | 0.0036 | -0.002 | 55 | 0 | 2.55 | 40.1% | -0.07 | 0.0036 | -0.006 | ||||
| 31.50 | 34.60 | 32.0% | 0.92 | 0.0047 | -0.003 | 60 | 0 | 2.85 | 35.8% | -0.08 | 0.0047 | -0.006 | ||||
| 27.25 | 30.40 | 31.6% | 0.89 | 0.0061 | -0.004 | 65 | 0.0700 | 3.35 | 3 | 32.5% | -0.11 | 0.0062 | -0.007 | |||
| 23.45 | 26.35 | 2 | 31.3% | 0.85 | 0.0079 | -0.006 | 70 | 1.89 | 3.70 | 32.8% | -0.15 | 0.0081 | -0.009 | |||
| 19.05 | 22.30 | 15 | 28.4% | 0.81 | 0.0099 | -0.007 | 75 | 2.77 | 4.05 | 29.9% | -0.20 | 0.0102 | -0.010 | |||
| 16.50 | 18.75 | 29.3% | 0.75 | 0.0119 | -0.009 | 80 | 3.30 | 5.45 | 27.8% | -0.26 | 0.0123 | -0.011 | ||||
| 14.95 | 17.00 | 28.8% | 0.72 | 0.0129 | -0.010 | 82.5 | 4.65 | 6.45 | 28.8% | -0.29 | 0.0134 | -0.011 | ||||
| 12.55 | 15.55 | 27.2% | 0.68 | 0.0138 | -0.010 | 85 | 5.10 | 7.35 | 1 | 27.8% | -0.33 | 0.0143 | -0.012 | |||
| 11.45 | 14.10 | 27.4% | 0.65 | 0.0146 | -0.011 | 87.5 | 5.05 | 8.35 | 25.9% | -0.36 | 0.0152 | -0.012 | ||||
| 9.90 | 12.75 | 26.8% | 0.61 | 0.0152 | -0.011 | 90 | 7.30 | 9.45 | 5 | 27.4% | -0.40 | 0.0159 | -0.012 | |||
| 9.60 | 11.50 | 14 | 27.9% | 0.57 | 0.0158 | -0.012 | 92.5 | 8.65 | 10.65 | 5 | 27.4% | -0.44 | 0.0165 | -0.012 | ||
| 8.55 | 10.55 | 10 | 28.0% | 0.53 | 0.0161 | -0.012 | 95 | 9.15 | 12.00 | 1 | 26.1% | -0.48 | 0.0169 | -0.012 | ||
| 6.45 | 9.30 | 26.0% | 0.49 | 0.0163 | -0.012 | 97.5 | 11.35 | 13.05 | 26.5% | -0.53 | 0.0172 | -0.012 | ||||
| 4.90 | 8.35 | 25.0% | 0.46 | 0.0163 | -0.012 | 100 | 12.85 | 15.00 | 27.0% | -0.57 | 0.0173 | -0.012 | ||||
| 4.85 | 6.65 | 26.8% | 0.38 | 0.0160 | -0.011 | 105 | 16.20 | 18.10 | 26.4% | -0.64 | 0.0171 | -0.011 | ||||
| 1.72 | 5.30 | 24.0% | 0.32 | 0.0151 | -0.011 | 110 | 19.65 | 21.10 | 24.8% | -0.72 | 0.0167 | -0.010 | ||||
| 2.77 | 4.30 | 1 | 26.9% | 0.26 | 0.0138 | -0.009 | 115 | 22.50 | 26.25 | 24.4% | -0.79 | 0.0164 | -0.009 | |||
| 1.71 | 2.60 | 2 | 24.7% | 0.20 | 0.0122 | -0.008 | 120 | 26.50 | 29.55 | -0.86 | 0.0154 | -0.008 | ||||
| 0.3500 | 2.87 | 24.7% | 0.16 | 0.0106 | -0.007 | 125 | 31.00 | 35.40 | 21.2% | -0.91 | 0.0128 | -0.005 | ||||
| 0.9600 | 3.25 | 29.1% | 0.13 | 0.0091 | -0.006 | 130 | 36.00 | 40.00 | -0.95 | 0.0092 | -0.002 | |||||
| 0 | 3.10 | 28.6% | 0.11 | 0.0078 | -0.006 | 135 | 40.80 | 45.50 | 24.5% | -0.97 | 0.0059 | 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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs