MDT option chain Medtronic Plc
Cboe delayed options data · as of 12:40 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 ±22.4% (72.09–113.59) · ATM IV 25.8% · P/C open interest 0.47
| 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 | |
| 44.00 | 48.50 | 1 | 40.6% | 0.96 | 0.0023 | 0.000 | 47.5 | 0 | 2.98 | 14 | 47.7% | -0.05 | 0.0024 | -0.005 | ||
| 42.00 | 46.50 | 96 | 42.4% | 0.95 | 0.0026 | 0.000 | 50 | 0 | 3.05 | 14 | 45.0% | -0.06 | 0.0027 | -0.005 | ||
| 37.50 | 42.00 | 11 | 39.0% | 0.94 | 0.0033 | -0.001 | 55 | 0 | 2.40 | 44 | 37.0% | -0.07 | 0.0035 | -0.006 | ||
| 33.00 | 37.50 | 174 | 35.4% | 0.92 | 0.0043 | -0.002 | 60 | 0.3300 | 3.05 | 1,030 | 35.5% | -0.09 | 0.0045 | -0.006 | ||
| 28.50 | 33.50 | 37 | 33.3% | 0.90 | 0.0056 | -0.003 | 65 | 1.50 | 2.70 | 687 | 32.9% | -0.11 | 0.0058 | -0.007 | ||
| 26.50 | 31.50 | 11 | 32.6% | 0.88 | 0.0064 | -0.004 | 67.5 | 1.01 | 3.75 | 34 | 31.9% | -0.13 | 0.0066 | -0.007 | ||
| 24.50 | 29.50 | 147 | 31.8% | 0.86 | 0.0072 | -0.004 | 70 | 2.06 | 3.50 | 261 | 31.2% | -0.15 | 0.0074 | -0.007 | ||
| 23.00 | 27.50 | 83 | 31.8% | 0.85 | 0.0081 | -0.005 | 72.5 | 0.5000 | 4.35 | 33 | 27.3% | -0.17 | 0.0084 | -0.008 | ||
| 21.00 | 25.50 | 404 | 30.6% | 0.82 | 0.0090 | -0.006 | 75 | 2.70 | 4.10 | 173 | 28.7% | -0.19 | 0.0093 | -0.008 | ||
| 19.30 | 22.95 | 204 | 28.9% | 0.80 | 0.0100 | -0.006 | 77.5 | 1.50 | 5.35 | 44 | 26.3% | -0.21 | 0.0103 | -0.009 | ||
| 18.65 | 20.50 | 2 | 710 | 29.0% | 0.77 | 0.0109 | -0.007 | 80 | 4.00 | 6.05 | 426 | 29.1% | -0.24 | 0.0113 | -0.009 | |
| 16.00 | 20.00 | 114 | 28.8% | 0.74 | 0.0118 | -0.008 | 82.5 | 4.45 | 5.90 | 25 | 26.9% | -0.27 | 0.0123 | -0.010 | ||
| 14.00 | 17.55 | 254 | 26.4% | 0.71 | 0.0127 | -0.008 | 85 | 5.40 | 7.60 | 524 | 27.9% | -0.31 | 0.0133 | -0.010 | ||
| 12.50 | 17.00 | 97 | 27.4% | 0.68 | 0.0135 | -0.009 | 87.5 | 5.40 | 7.70 | 34 | 25.2% | -0.34 | 0.0142 | -0.010 | ||
| 11.50 | 14.50 | 2 | 403 | 26.1% | 0.64 | 0.0142 | -0.009 | 90 | 7.25 | 9.20 | 180 | 26.7% | -0.38 | 0.0150 | -0.011 | |
| 10.00 | 13.25 | 108 | 25.6% | 0.61 | 0.0148 | -0.010 | 92.5 | 8.40 | 9.85 | 23 | 25.9% | -0.42 | 0.0158 | -0.011 | ||
| 9.40 | 12.85 | 2 | 1,175 | 27.2% | 0.57 | 0.0153 | -0.010 | 95 | 9.55 | 11.55 | 109 | 26.2% | -0.46 | 0.0164 | -0.011 | |
| 7.50 | 11.00 | 147 | 25.0% | 0.53 | 0.0156 | -0.010 | 97.5 | 9.50 | 14.00 | 19 | 25.6% | -0.50 | 0.0169 | -0.011 | ||
| 7.30 | 10.50 | 1 | 574 | 26.5% | 0.50 | 0.0158 | -0.010 | 100 | 12.25 | 13.80 | 79 | 25.1% | -0.54 | 0.0173 | -0.011 | |
| 5.00 | 8.40 | 1 | 303 | 25.1% | 0.43 | 0.0157 | -0.010 | 105 | 14.60 | 18.00 | 26 | 25.1% | -0.62 | 0.0177 | -0.010 | |
| 4.70 | 5.90 | 1 | 519 | 25.0% | 0.36 | 0.0151 | -0.010 | 110 | 19.05 | 20.45 | 70 | 24.6% | -0.70 | 0.0176 | -0.010 | |
| 3.45 | 4.75 | 122 | 24.8% | 0.30 | 0.0141 | -0.009 | 115 | 21.50 | 25.20 | 17 | 23.3% | -0.77 | 0.0167 | -0.009 | ||
| 2.65 | 3.80 | 1 | 1,306 | 24.8% | 0.25 | 0.0128 | -0.008 | 120 | 25.50 | 29.55 | 22.5% | -0.84 | 0.0162 | -0.007 | ||
| 2.40 | 3.05 | 57 | 25.6% | 0.21 | 0.0115 | -0.007 | 125 | 30.00 | 34.50 | 1 | -0.90 | 0.0188 | -0.008 | |||
| 1.43 | 3.00 | 129 | 25.9% | 0.17 | 0.0101 | -0.007 | 130 | 35.00 | 39.00 | -0.96 | 0.0172 | -0.013 | ||||
| 0.0600 | 2.50 | 135 | 23.8% | 0.15 | 0.0089 | -0.006 | 135 | 39.50 | 44.50 | -0.99 | 0.0038 | -0.013 | ||||
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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs