MS option chain Morgan Stanley
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 ±5.6% (205.07–229.22) · ATM IV 28.1% · P/C open interest 0.39
| 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 | |
| 100.80 | 104.35 | 1 | 112.2% | 1.00 | 0.0000 | 0.000 | 115 | 0 | 2.13 | 153.0% | -0.00 | 0.0000 | -0.002 | |||
| 95.45 | 98.60 | 1.00 | 0.0001 | 0.000 | 120 | 0 | 2.13 | 144.0% | -0.00 | 0.0001 | -0.002 | |||||
| 90.45 | 93.60 | 1.00 | 0.0001 | 0.000 | 125 | 0 | 2.13 | 135.5% | -0.00 | 0.0001 | -0.003 | |||||
| 85.25 | 89.40 | 1.00 | 0.0001 | 0.000 | 130 | 0 | 2.13 | 127.2% | -0.00 | 0.0001 | -0.003 | |||||
| 80.60 | 84.40 | 67.1% | 1.00 | 0.0002 | 0.000 | 135 | 0 | 2.13 | 119.3% | -0.00 | 0.0002 | -0.004 | ||||
| 75.55 | 78.65 | 1.00 | 0.0002 | 0.000 | 140 | 0 | 2.13 | 111.5% | -0.00 | 0.0002 | -0.006 | |||||
| 71.05 | 74.45 | 79.8% | 1.00 | 0.0003 | 0.000 | 145 | 0 | 2.13 | 104.1% | -0.00 | 0.0003 | -0.007 | ||||
| 66.00 | 69.45 | 71.9% | 0.99 | 0.0004 | 0.000 | 150 | 0 | 2.13 | 96.8% | -0.01 | 0.0004 | -0.010 | ||||
| 60.95 | 64.45 | 64.2% | 0.99 | 0.0006 | 0.000 | 155 | 0 | 2.13 | 89.7% | -0.01 | 0.0006 | -0.013 | ||||
| 56.10 | 59.50 | 62.8% | 0.99 | 0.0009 | 0.000 | 160 | 0 | 2.14 | 82.9% | -0.01 | 0.0009 | -0.016 | ||||
| 51.15 | 53.75 | 1 | 0.99 | 0.0012 | 0.000 | 165 | 0 | 0.5300 | 58.2% | -0.01 | 0.0012 | -0.020 | ||||
| 46.20 | 49.55 | 1 | 53.5% | 0.98 | 0.0016 | -0.003 | 170 | 0 | 0.5600 | 10 | 53.2% | -0.02 | 0.0017 | -0.024 | ||
| 41.30 | 44.60 | 49.8% | 0.98 | 0.0023 | -0.010 | 175 | 0 | 2.20 | 63.4% | -0.02 | 0.0023 | -0.030 | ||||
| 36.25 | 38.60 | 0.97 | 0.0031 | -0.019 | 180 | 0 | 0.9400 | 72 | 47.0% | -0.03 | 0.0031 | -0.036 | ||||
| 31.30 | 34.15 | 31.4% | 0.96 | 0.0043 | -0.028 | 185 | 0.1100 | 0.4600 | 2 | 11 | 37.5% | -0.04 | 0.0044 | -0.043 | ||
| 27.20 | 29.05 | 36.1% | 0.94 | 0.0061 | -0.038 | 190 | 0.1400 | 0.7300 | 3 | 46 | 35.3% | -0.06 | 0.0061 | -0.051 | ||
| 22.45 | 24.35 | 3 | 33.9% | 0.92 | 0.0086 | -0.051 | 195 | 0.4800 | 1.01 | 1 | 51 | 33.9% | -0.09 | 0.0087 | -0.062 | |
| 17.85 | 19.55 | 1 | 1 | 30.8% | 0.87 | 0.0124 | -0.068 | 200 | 0.8500 | 1.29 | 2 | 182 | 31.1% | -0.13 | 0.0125 | -0.077 |
| 13.60 | 15.15 | 9 | 29.2% | 0.81 | 0.0174 | -0.091 | 205 | 1.68 | 1.98 | 18 | 56 | 30.1% | -0.19 | 0.0176 | -0.098 | |
| 9.80 | 11.20 | 1 | 18 | 28.1% | 0.71 | 0.0224 | -0.115 | 210 | 2.84 | 3.10 | 26 | 53 | 28.9% | -0.29 | 0.0226 | -0.120 |
| 7.15 | 7.55 | 15 | 101 | 27.9% | 0.59 | 0.0259 | -0.131 | 215 | 4.55 | 4.90 | 13 | 58 | 28.2% | -0.42 | 0.0262 | -0.134 |
| 4.65 | 5.10 | 708 | 700 | 27.8% | 0.45 | 0.0268 | -0.132 | 220 | 7.00 | 7.40 | 216 | 45 | 27.7% | -0.55 | 0.0272 | -0.133 |
| 2.76 | 3.20 | 20 | 183 | 27.3% | 0.32 | 0.0247 | -0.118 | 225 | 9.90 | 10.65 | 1 | 27.0% | -0.68 | 0.0253 | -0.117 | |
| 1.41 | 1.75 | 21 | 102 | 26.3% | 0.21 | 0.0202 | -0.094 | 230 | 12.80 | 15.20 | 4 | 26.4% | -0.80 | 0.0209 | -0.092 | |
| 0.3400 | 1.00 | 332 | 24.6% | 0.13 | 0.0149 | -0.070 | 235 | 17.50 | 19.50 | 28.2% | -0.88 | 0.0155 | -0.065 | |||
| 0.2900 | 0.7700 | 12 | 13 | 27.7% | 0.09 | 0.0104 | -0.052 | 240 | 22.10 | 24.05 | 28.4% | -0.93 | 0.0112 | -0.043 | ||
| 0.0600 | 0.7300 | 5 | 30.1% | 0.06 | 0.0073 | -0.040 | 245 | 26.55 | 30.05 | 35.8% | -0.96 | 0.0092 | -0.032 | |||
| 0.0500 | 0.5700 | 24 | 32.5% | 0.04 | 0.0054 | -0.034 | 250 | 31.55 | 35.00 | 39.9% | -0.98 | 0.0074 | -0.030 | |||
| 0 | 2.16 | 3 | 47.2% | 0.03 | 0.0041 | -0.030 | 255 | 36.10 | 40.00 | 40.5% | -0.99 | 0.0048 | -0.039 | |||
| 0 | 2.14 | 1 | 51.3% | 0.03 | 0.0032 | -0.027 | 260 | 41.50 | 45.00 | 47.8% | -0.99 | 0.0030 | -0.047 | |||
| 0 | 2.13 | 55.2% | 0.02 | 0.0026 | -0.024 | 265 | 46.50 | 50.05 | 52.0% | -1.00 | 0.0018 | -0.052 | ||||
| 0 | 0.4800 | 44.5% | 0.02 | 0.0021 | -0.022 | 270 | 51.70 | 55.05 | 57.4% | -1.00 | 0.0010 | -0.061 | ||||
| 0 | 2.13 | 62.9% | 0.02 | 0.0018 | -0.020 | 275 | 56.55 | 59.95 | 59.0% | -1.00 | 0.0005 | -0.067 | ||||
| 0 | 2.13 | 66.5% | 0.01 | 0.0015 | -0.018 | 280 | 61.55 | 64.95 | 62.6% | -1.00 | 0.0001 | -0.072 | ||||
| 0 | 2.13 | 70.0% | 0.01 | 0.0012 | -0.017 | 285 | 66.55 | 69.95 | 66.0% | -1.00 | 0.0000 | -0.075 | ||||
| 0 | 2.13 | 73.4% | 0.01 | 0.0010 | -0.015 | 290 | 71.55 | 74.95 | 69.3% | -1.00 | 0.0000 | -0.078 | ||||
| 0 | 2.13 | 76.7% | 0.01 | 0.0009 | -0.014 | 295 | 76.55 | 79.95 | 72.6% | -1.00 | 0.0000 | -0.080 | ||||
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 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs