MDT option chain Medtronic plc

Expiration Cboe delayed options data · as of 18:36 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 ±24.4% (70.00–115.14) · ATM IV 27.2% · P/C open interest 0.44

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	46.45		2		0.97	0.0026	0.000	47.5	0	3.35		14	46.1%	-0.05	0.0024	-0.004
40.00	45.00		102		0.96	0.0029	0.000	50	0	4.45		14	47.0%	-0.06	0.0028	-0.004
35.50	39.45		12		0.94	0.0036	0.000	55	0	2.40		44	34.5%	-0.07	0.0036	-0.005
31.70	35.90		178	32.6%	0.92	0.0048	-0.001	60	1.00	2.85		1,024	34.4%	-0.09	0.0048	-0.005
27.50	31.15		50	29.8%	0.88	0.0061	-0.002	65	1.90	4.30		686	35.1%	-0.12	0.0062	-0.006
25.90	28.50		11	28.8%	0.86	0.0068	-0.003	67.5	2.35	4.40		34	33.7%	-0.14	0.0069	-0.007
23.95	26.00	1	156	27.2%	0.84	0.0076	-0.004	70	2.50	3.45	3	264	29.6%	-0.16	0.0078	-0.007
21.70	25.00		84	27.9%	0.82	0.0084	-0.004	72.5	3.20	4.75		23	30.9%	-0.18	0.0086	-0.008
20.30	23.00		425	27.9%	0.80	0.0092	-0.005	75	3.80	5.40		172	30.5%	-0.21	0.0094	-0.008
18.10	21.50		268	27.2%	0.77	0.0100	-0.006	77.5	3.15	5.90		44	27.6%	-0.24	0.0103	-0.009
17.30	19.20		766	27.1%	0.74	0.0108	-0.007	80	5.15	6.50		320	29.0%	-0.26	0.0111	-0.009
16.75	18.25		116	29.2%	0.71	0.0116	-0.007	82.5	4.50	7.50		24	26.8%	-0.29	0.0119	-0.009
14.60	16.20		261	27.1%	0.68	0.0123	-0.008	85	6.85	8.35	1	458	28.4%	-0.33	0.0126	-0.009
13.80	15.35		99	28.3%	0.65	0.0129	-0.008	87.5	7.85	9.35		39	28.1%	-0.36	0.0133	-0.009
12.35	13.30		518	26.9%	0.62	0.0135	-0.009	90	8.90	9.70		143	26.8%	-0.39	0.0139	-0.010
11.25	12.55		106	27.4%	0.58	0.0139	-0.009	92.5	10.00	11.35	1	14	27.1%	-0.43	0.0143	-0.010
10.15	10.80	3	1,156	26.4%	0.55	0.0142	-0.009	95	11.45	12.80		108	27.3%	-0.46	0.0147	-0.010
8.40	10.50		146	26.3%	0.52	0.0143	-0.010	97.5	12.70	14.75		19	27.6%	-0.50	0.0150	-0.009
8.55	9.00		432	26.8%	0.48	0.0144	-0.010	100	12.00	16.05		76	24.7%	-0.53	0.0151	-0.009
6.50	7.80		113	26.7%	0.42	0.0142	-0.010	105	17.35	19.30		25	27.2%	-0.60	0.0152	-0.009
5.15	6.00		457	26.0%	0.36	0.0136	-0.009	110	20.90	22.85		70	27.2%	-0.67	0.0149	-0.008
4.05	5.50		118	26.8%	0.31	0.0128	-0.009	115	24.85	26.70		17	27.5%	-0.73	0.0146	-0.007
2.80	4.50	1	1,293	26.1%	0.26	0.0119	-0.008	120	28.00	30.85			26.2%	-0.78	0.0145	-0.006
2.56	3.80		58	27.0%	0.22	0.0108	-0.008	125	32.50	35.95			28.2%	-0.84	0.0142	-0.006
1.57	3.60		56	27.0%	0.19	0.0098	-0.007	130	37.00	40.50			28.7%	-0.88	0.0131	-0.005
1.47	3.55		137	28.6%	0.17	0.0088	-0.007	135	42.00	45.45			30.9%	-0.92	0.0111	-0.003

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.

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MDT option chain Medtronic plc

Volatility smile — Jan 21, 2028

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