MS option chain Morgan Stanley

Expiration 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 ±4.8% (201.25–221.69) · ATM IV 28.7% · P/C open interest 1.10

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
100.05	103.00				1.00	0.0000	0.000	110	0	0.0100		634	97.2%	0.00	0.0000	-0.000
95.05	98.00				1.00	0.0000	0.000	115	0	0.1100		1,500	112.8%	-0.00	0.0000	-0.000
90.10	93.00		1		1.00	0.0000	0.000	120	0	0.5300		686	128.5%	-0.00	0.0000	-0.000
85.10	88.00		36		1.00	0.0000	0.000	125	0	0.6100		888	122.7%	-0.00	0.0000	-0.000
80.10	83.05				1.00	0.0000	0.000	130	0	0.0600		2,515	86.1%	-0.00	0.0000	-0.001
75.10	78.05				1.00	0.0000	0.000	135	0	0.5600		695	105.3%	-0.00	0.0000	-0.001
70.30	73.15		2		1.00	0.0001	0.000	140	0	0.2000		875	84.8%	-0.00	0.0001	-0.002
65.10	68.05		18		1.00	0.0001	0.000	145	0	0.1000	10	1,638	72.1%	-0.00	0.0001	-0.003
60.15	62.95		53		1.00	0.0002	0.000	150	0	0.6000		1,152	84.4%	-0.00	0.0002	-0.004
55.15	58.10		165		1.00	0.0004	0.000	155	0.0100	0.2200		1,932	67.1%	-0.00	0.0004	-0.006
49.95	53.10		1,132		1.00	0.0006	-0.002	160	0	0.7400		1,522	73.2%	-0.00	0.0006	-0.008
45.50	48.20		664	38.0%	0.99	0.0009	-0.006	165	0	0.6800		923	65.3%	-0.01	0.0009	-0.012
40.55	42.85		540		0.99	0.0014	-0.011	170	0	0.4400	1	1,494	54.5%	-0.01	0.0014	-0.016
35.60	38.30		517	41.6%	0.98	0.0021	-0.018	175	0.0200	0.3300		1,803	46.5%	-0.02	0.0021	-0.022
30.45	33.25		834		0.98	0.0032	-0.026	180	0	0.4600	1	2,129	42.6%	-0.02	0.0032	-0.030
25.50	28.50		505	32.3%	0.96	0.0050	-0.037	185	0.0300	0.3500	2	1,623	35.3%	-0.04	0.0050	-0.040
23.00	25.70				0.95	0.0062	-0.044	187.5	0.0500	0.4500			34.0%	-0.05	0.0063	-0.047
21.75	22.85	2	633	34.2%	0.94	0.0079	-0.053	190	0.3000	0.4800	13	2,426	34.0%	-0.06	0.0079	-0.056
18.55	20.50			24.4%	0.92	0.0100	-0.063	192.5	0.2600	0.7000	2		32.3%	-0.08	0.0100	-0.066
16.30	18.20		895	26.6%	0.90	0.0125	-0.076	195	0.4700	0.9100	11	1,788	31.8%	-0.10	0.0126	-0.079
14.10	16.00			27.5%	0.86	0.0156	-0.092	197.5	0.9200	1.14	30	29	31.9%	-0.14	0.0157	-0.094
12.90	13.45	5	3,997	30.0%	0.82	0.0189	-0.109	200	1.21	1.44	203	4,753	30.6%	-0.18	0.0191	-0.111
10.15	11.50			27.0%	0.77	0.0224	-0.126	202.5	1.75	1.94	279	39	30.3%	-0.23	0.0226	-0.128
8.55	9.60		3	27.8%	0.71	0.0256	-0.141	205	2.43	2.59	166	102	30.1%	-0.29	0.0259	-0.143
7.15	7.95		6	28.6%	0.65	0.0284	-0.152	207.5	3.20	3.40	35	72	29.6%	-0.36	0.0287	-0.154
6.00	6.20	197	2,722	29.0%	0.57	0.0303	-0.159	210	4.15	4.40	28	4,773	29.2%	-0.43	0.0307	-0.161
4.70	4.90	162	50	28.7%	0.50	0.0311	-0.160	212.5	5.35	5.50	21	125	28.7%	-0.51	0.0316	-0.162
3.50	3.80	71	202	28.2%	0.42	0.0308	-0.155	215	6.65	6.95	58	51	28.4%	-0.59	0.0312	-0.157
2.69	2.92	85	516	28.4%	0.34	0.0292	-0.145	217.5	8.20	8.70	23	20	28.6%	-0.66	0.0297	-0.147
1.81	2.13	243	3,503	27.7%	0.28	0.0266	-0.131	220	9.45	10.45	19	1,099	26.5%	-0.73	0.0271	-0.132
1.35	1.56	19	196	28.0%	0.22	0.0233	-0.114	222.5	11.45	13.55		5	30.9%	-0.79	0.0239	-0.115
0.9100	1.15	11	265	28.0%	0.16	0.0197	-0.096	225	13.95	15.50		10	32.6%	-0.85	0.0204	-0.097
0.5700	1.13	4	160	29.5%	0.12	0.0162	-0.078	227.5	15.60	17.80		1	31.2%	-0.89	0.0171	-0.079
0.4200	0.5800	59	4,656	28.2%	0.09	0.0129	-0.062	230	17.90	20.10		355	32.0%	-0.93	0.0143	-0.067
0.1800	0.7200		142	30.2%	0.07	0.0100	-0.048	232.5	20.30	22.50			33.6%	-0.95	0.0118	-0.057
0.1100	0.6000		7,757	31.2%	0.05	0.0077	-0.037	235	22.85	25.05			37.1%	-0.98	0.0092	-0.042
0.0100	0.5100			31.6%	0.03	0.0058	-0.028	237.5	25.05	27.90			40.2%	-0.99	0.0056	-0.031
0.0700	0.1200	34	2,056	28.7%	0.02	0.0044	-0.022	240	27.55	30.30		1	42.1%	-1.00	0.0026	-0.027
0	0.3100		4	35.1%	0.01	0.0026	-0.014	245	32.55	35.35			47.6%	-1.00	0.0002	-0.024
0	0.0400	8	1,432	30.2%	0.01	0.0017	-0.010	250	37.55	40.30			52.1%	-1.00	0.0000	-0.024
0	0.7600			50.0%	0.01	0.0012	-0.008	255	42.55	45.25			56.3%	-1.00	0.0000	-0.024
0	0.5600	1	1,430	51.4%	0.01	0.0009	-0.007	260	47.55	50.30			61.3%	-1.00	0.0000	-0.024
0	0.1000		1,198	46.7%	0.00	0.0005	-0.005	270	57.55	60.10			67.7%	-1.00	0.0000	-0.024
0	0.8700		20	71.1%	0.00	0.0003	-0.003	280	67.55	70.40			79.3%	-1.00	0.0000	-0.024
0	0.1700		68	62.2%	0.00	0.0002	-0.003	290	77.55	80.45			87.6%	-1.00	0.0000	-0.024
0	0.9700			86.6%	0.00	0.0001	-0.002	300	87.55	90.40			94.4%	-1.00	0.0000	-0.024
0	1.18			96.2%	0.00	0.0001	-0.002	310	97.55	100.45			102.1%	-1.00	0.0000	-0.024

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 18, 2026

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Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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MS option chain Morgan Stanley

Volatility smile — Sep 18, 2026

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