MS option chain Morgan Stanley

Expiration Cboe delayed options data · as of 00:41 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 ±22.5% (138.35–218.75) · ATM IV 30.1% · P/C open interest 4.81

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
79.30	82.50			43.1%	0.97	0.0012	0.000	100	0.7200	1.21			38.2%	-0.04	0.0012	-0.007
74.30	77.95			40.3%	0.96	0.0014	0.000	105	0.9700	1.49		1	37.4%	-0.04	0.0015	-0.008
70.35	72.95		1	39.2%	0.95	0.0017	0.000	110	1.31	1.86		6	36.8%	-0.05	0.0018	-0.010
65.80	68.50			37.8%	0.94	0.0021	-0.002	115	1.61	2.22		257	35.7%	-0.07	0.0022	-0.011
61.45	64.60		1	37.8%	0.93	0.0025	-0.004	120	2.23	2.68			35.3%	-0.08	0.0026	-0.013
57.50	59.85			36.5%	0.91	0.0029	-0.006	125	2.53	3.15	16	28	34.0%	-0.10	0.0030	-0.014
53.05	55.80			35.4%	0.89	0.0034	-0.009	130	3.10	4.00	1	375	33.6%	-0.12	0.0035	-0.016
48.45	51.65		4	35.1%	0.87	0.0039	-0.011	135	4.30	4.60	1	24	33.3%	-0.14	0.0040	-0.018
45.40	47.80		1	34.3%	0.85	0.0044	-0.013	140	5.15	5.55	246	615	32.8%	-0.16	0.0046	-0.020
40.85	44.05			32.8%	0.82	0.0050	-0.016	145	5.80	6.65	222	128	31.8%	-0.19	0.0051	-0.021
37.20	40.35		7	33.2%	0.79	0.0055	-0.018	150	7.40	7.90	403	337	31.8%	-0.22	0.0056	-0.023
34.45	36.90		4	32.3%	0.76	0.0060	-0.020	155	8.85	9.30	75	906	31.4%	-0.25	0.0062	-0.024
31.40	33.65		5	32.1%	0.73	0.0065	-0.022	160	9.75	11.70	2	105	31.2%	-0.29	0.0067	-0.026
28.25	29.65		11	31.0%	0.69	0.0069	-0.023	165	12.10	12.90		424	30.8%	-0.32	0.0072	-0.027
25.35	27.65	2	16	31.4%	0.65	0.0073	-0.025	170	13.35	14.75	14	962	29.8%	-0.36	0.0077	-0.027
22.65	24.80	1	3	30.9%	0.62	0.0077	-0.026	175	16.20	16.80		112	29.9%	-0.40	0.0081	-0.028
20.40	22.00		10	30.3%	0.58	0.0079	-0.026	180	18.55	19.45		441	29.8%	-0.44	0.0084	-0.028
18.10	18.85		15	29.4%	0.54	0.0081	-0.027	185	21.05	21.85	2	849	29.3%	-0.48	0.0087	-0.028
16.05	17.35		55	29.7%	0.50	0.0082	-0.027	190	23.75	25.50		765	29.6%	-0.53	0.0089	-0.028
14.00	14.85		123	28.9%	0.46	0.0083	-0.027	195	26.55	28.35		479	29.1%	-0.57	0.0090	-0.028
12.35	13.05	7	231	28.7%	0.43	0.0082	-0.026	200	29.75	31.50		159	28.3%	-0.61	0.0090	-0.027
9.30	10.05	1	263	28.3%	0.35	0.0079	-0.025	210	36.65	38.35		777	27.9%	-0.69	0.0091	-0.025
7.10	7.85		164	28.3%	0.29	0.0073	-0.023	220	44.15	45.90		27	27.5%	-0.77	0.0091	-0.024
5.30	6.50		53	28.6%	0.23	0.0066	-0.021	230	53.05	55.05		4	28.7%	-0.85	0.0089	-0.022
4.00	4.95		209	28.5%	0.19	0.0058	-0.018	240	62.05	63.65		16	27.8%	-0.91	0.0076	-0.017
2.95	4.15	1	130	28.9%	0.15	0.0050	-0.016	250	71.50	73.30		2	27.7%	-0.96	0.0050	-0.006
2.30	2.75	2	55	28.4%	0.12	0.0043	-0.013	260	80.05	83.95				-0.98	0.0025	0.000

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 17, 2027

Volatility page →

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

callsputs

MS option chain Morgan Stanley

Volatility smile — Sep 17, 2027

Consumer Cyclical

ETF

Technology

Financial Services

Industrials

Consumer Defensive