MS option chain Morgan Stanley
Cboe delayed options data · as of 21:52 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 ±7.3% (196.31–227.16) · ATM IV 28.4% · P/C open interest 1.39
| 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 | |
| 96.05 | 99.50 | 100.3% | 1.00 | 0.0001 | 0.000 | 115 | 0 | 2.13 | 114.8% | -0.00 | 0.0001 | -0.004 | ||||
| 90.90 | 94.50 | 90.8% | 1.00 | 0.0002 | 0.000 | 120 | 0 | 2.13 | 107.9% | -0.00 | 0.0002 | -0.005 | ||||
| 85.95 | 89.50 | 85.1% | 1.00 | 0.0002 | 0.000 | 125 | 0 | 2.13 | 101.3% | -0.00 | 0.0002 | -0.005 | ||||
| 80.95 | 84.55 | 79.6% | 1.00 | 0.0003 | 0.000 | 130 | 0 | 2.13 | 94.8% | -0.00 | 0.0003 | -0.006 | ||||
| 76.00 | 79.55 | 74.2% | 0.99 | 0.0004 | 0.000 | 135 | 0 | 2.13 | 88.7% | -0.01 | 0.0004 | -0.007 | ||||
| 71.00 | 74.60 | 69.1% | 0.99 | 0.0005 | -0.001 | 140 | 0 | 2.13 | 82.7% | -0.01 | 0.0005 | -0.008 | ||||
| 66.05 | 69.60 | 64.1% | 0.99 | 0.0006 | -0.003 | 145 | 0 | 2.13 | 76.9% | -0.01 | 0.0006 | -0.010 | ||||
| 61.05 | 64.65 | 59.2% | 0.99 | 0.0008 | -0.005 | 150 | 0 | 2.13 | 71.2% | -0.01 | 0.0008 | -0.011 | ||||
| 55.85 | 59.65 | 51.2% | 0.99 | 0.0011 | -0.007 | 155 | 0 | 2.14 | 65.8% | -0.01 | 0.0011 | -0.013 | ||||
| 50.90 | 54.75 | 48.1% | 0.98 | 0.0014 | -0.011 | 160 | 0 | 2.15 | 60.4% | -0.02 | 0.0014 | -0.016 | ||||
| 46.35 | 49.75 | 47.6% | 0.98 | 0.0019 | -0.014 | 165 | 0 | 2.18 | 55.3% | -0.02 | 0.0019 | -0.019 | ||||
| 41.45 | 44.85 | 44.1% | 0.97 | 0.0026 | -0.019 | 170 | 0.0100 | 0.8600 | 41.1% | -0.03 | 0.0026 | -0.024 | ||||
| 36.55 | 39.25 | 35.0% | 0.96 | 0.0036 | -0.025 | 175 | 0.0100 | 0.9800 | 37.6% | -0.04 | 0.0036 | -0.029 | ||||
| 31.75 | 35.15 | 37.7% | 0.94 | 0.0050 | -0.033 | 180 | 0.1700 | 0.7600 | 1 | 1 | 32.7% | -0.06 | 0.0050 | -0.036 | ||
| 27.55 | 30.10 | 36.0% | 0.92 | 0.0069 | -0.042 | 185 | 0.4900 | 1.65 | 2 | 34.7% | -0.08 | 0.0069 | -0.045 | |||
| 23.05 | 25.00 | 32.2% | 0.88 | 0.0094 | -0.054 | 190 | 0.8600 | 1.58 | 2 | 4 | 30.8% | -0.12 | 0.0095 | -0.057 | ||
| 18.80 | 21.25 | 32.7% | 0.83 | 0.0124 | -0.068 | 195 | 1.38 | 2.35 | 2 | 4 | 29.7% | -0.17 | 0.0126 | -0.071 | ||
| 14.90 | 16.95 | 30.9% | 0.76 | 0.0156 | -0.082 | 200 | 2.33 | 3.45 | 3 | 13 | 29.0% | -0.24 | 0.0158 | -0.085 | ||
| 11.15 | 13.40 | 14 | 7 | 29.7% | 0.67 | 0.0185 | -0.094 | 205 | 3.65 | 4.90 | 1 | 4 | 28.2% | -0.33 | 0.0188 | -0.096 |
| 8.70 | 9.95 | 29.5% | 0.57 | 0.0206 | -0.100 | 210 | 5.40 | 6.80 | 1 | 27.4% | -0.43 | 0.0210 | -0.102 | |||
| 6.20 | 7.50 | 5 | 29.3% | 0.47 | 0.0213 | -0.100 | 215 | 7.70 | 9.20 | 41 | 26.5% | -0.54 | 0.0218 | -0.102 | ||
| 3.95 | 5.25 | 1 | 1 | 28.1% | 0.37 | 0.0204 | -0.093 | 220 | 10.95 | 12.10 | 1 | 22 | 26.2% | -0.65 | 0.0211 | -0.096 |
| 2.50 | 3.40 | 1 | 3 | 27.2% | 0.27 | 0.0182 | -0.081 | 225 | 14.10 | 16.00 | 25.7% | -0.74 | 0.0190 | -0.084 | ||
| 1.50 | 2.42 | 4 | 17 | 27.5% | 0.19 | 0.0151 | -0.067 | 230 | 17.75 | 20.20 | 24.5% | -0.83 | 0.0160 | -0.070 | ||
| 0.9100 | 1.46 | 5 | 5 | 27.1% | 0.14 | 0.0118 | -0.053 | 235 | 22.10 | 24.40 | 21.1% | -0.89 | 0.0129 | -0.055 | ||
| 0.5000 | 1.38 | 27 | 27 | 29.1% | 0.09 | 0.0089 | -0.042 | 240 | 26.40 | 29.65 | -0.93 | 0.0104 | -0.044 | |||
| 0.2800 | 0.9200 | 1 | 1 | 29.3% | 0.07 | 0.0068 | -0.034 | 245 | 31.45 | 34.25 | -0.96 | 0.0088 | -0.044 | |||
| 0.0100 | 0.7000 | 29.2% | 0.05 | 0.0052 | -0.028 | 250 | 36.05 | 39.95 | -0.98 | 0.0059 | -0.039 | |||||
| 0.0100 | 0.8700 | 33.3% | 0.04 | 0.0041 | -0.025 | 255 | 41.50 | 44.55 | -0.99 | 0.0036 | -0.023 | |||||
| 0 | 2.22 | 44.0% | 0.03 | 0.0034 | -0.022 | 260 | 46.50 | 49.55 | -1.00 | 0.0020 | -0.021 | |||||
| 0 | 2.18 | 46.8% | 0.03 | 0.0028 | -0.021 | 265 | 51.50 | 54.55 | -1.00 | 0.0010 | -0.021 | |||||
| 0 | 2.15 | 49.6% | 0.03 | 0.0024 | -0.019 | 270 | 56.50 | 59.55 | -1.00 | 0.0005 | -0.021 | |||||
| 0 | 2.14 | 52.4% | 0.02 | 0.0020 | -0.018 | 275 | 61.50 | 64.55 | -1.00 | 0.0001 | -0.021 | |||||
| 0 | 2.13 | 55.1% | 0.02 | 0.0018 | -0.017 | 280 | 66.50 | 69.55 | -1.00 | 0.0000 | -0.021 | |||||
| 0 | 2.13 | 57.7% | 0.02 | 0.0016 | -0.017 | 285 | 71.50 | 74.55 | -1.00 | 0.0000 | -0.021 | |||||
| 0 | 2.13 | 60.3% | 0.02 | 0.0014 | -0.016 | 290 | 76.50 | 79.55 | -1.00 | 0.0000 | -0.021 | |||||
| 0 | 2.13 | 62.9% | 0.02 | 0.0012 | -0.015 | 295 | 81.50 | 84.55 | -1.00 | 0.0000 | -0.021 | |||||
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 — Oct 09, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs