MS option chain Morgan Stanley
Cboe delayed options data · as of 12:39 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 ±6.9% (169.19–194.44) · ATM IV 28.3% · P/C open interest 1.03
| 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 | |
| 83.85 | 87.85 | 1 | 104.7% | 1.00 | 0.0000 | 0.000 | 95 | 0 | 0.1000 | 97 | 80.4% | -0.00 | 0.0000 | -0.000 | ||
| 78.80 | 82.85 | 94.6% | 1.00 | 0.0000 | 0.000 | 100 | 0 | 0.1000 | 49 | 74.4% | -0.00 | 0.0000 | -0.001 | |||
| 73.90 | 77.85 | 90.5% | 1.00 | 0.0000 | -0.000 | 105 | 0 | 0.1400 | 117 | 71.4% | -0.00 | 0.0001 | -0.001 | |||
| 68.85 | 72.90 | 19 | 87.2% | 1.00 | 0.0000 | -0.000 | 110 | 0 | 2.14 | 41 | 101.2% | -0.00 | 0.0001 | -0.002 | ||
| 64.10 | 67.45 | 11 | 67.9% | 1.00 | 0.0000 | -0.000 | 115 | 0 | 2.15 | 55 | 93.6% | -0.00 | 0.0002 | -0.003 | ||
| 59.10 | 62.30 | 1.00 | 0.0001 | -0.001 | 120 | 0 | 0.1000 | 61 | 53.0% | -0.00 | 0.0004 | -0.004 | ||||
| 54.10 | 57.30 | 3 | 1.00 | 0.0002 | -0.002 | 125 | 0 | 0.2400 | 1 | 74 | 53.8% | -0.01 | 0.0006 | -0.006 | ||
| 49.60 | 52.30 | 4 | 3 | 60.1% | 1.00 | 0.0004 | -0.003 | 130 | 0 | 0.2600 | 10 | 49.2% | -0.01 | 0.0009 | -0.008 | |
| 44.95 | 47.30 | 40 | 59.1% | 1.00 | 0.0007 | -0.005 | 135 | 0 | 0.2800 | 216 | 44.6% | -0.01 | 0.0014 | -0.011 | ||
| 39.95 | 42.35 | 17 | 53.3% | 0.99 | 0.0013 | -0.009 | 140 | 0 | 0.2800 | 9 | 264 | 39.7% | -0.02 | 0.0021 | -0.015 | |
| 35.05 | 37.40 | 47 | 48.5% | 0.98 | 0.0023 | -0.014 | 145 | 0.1400 | 0.3000 | 3 | 87 | 37.5% | -0.03 | 0.0031 | -0.020 | |
| 29.95 | 32.20 | 12 | 39.6% | 0.97 | 0.0040 | -0.022 | 150 | 0.2700 | 0.4300 | 6 | 328 | 35.4% | -0.04 | 0.0047 | -0.026 | |
| 25.10 | 27.60 | 18 | 38.1% | 0.95 | 0.0067 | -0.033 | 155 | 0.4800 | 0.7100 | 25 | 834 | 34.0% | -0.07 | 0.0071 | -0.036 | |
| 20.75 | 22.85 | 6 | 171 | 36.6% | 0.91 | 0.0106 | -0.050 | 160 | 0.8700 | 1.13 | 4,142 | 4,822 | 32.6% | -0.11 | 0.0104 | -0.049 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 162.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 16.25 | 18.10 | 116 | 32.8% | 0.84 | 0.0153 | -0.068 | 165 | 1.57 | 1.78 | 132 | 1,441 | 31.4% | -0.17 | 0.0146 | -0.065 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 167.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 12.70 | 14.05 | 50 | 32.8% | 0.76 | 0.0198 | -0.083 | 170 | 2.59 | 2.84 | 238 | 3,944 | 30.5% | -0.26 | 0.0190 | -0.079 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 172.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 9.15 | 10.35 | 2 | 147 | 31.1% | 0.65 | 0.0235 | -0.091 | 175 | 4.15 | 4.30 | 205 | 1,450 | 29.6% | -0.36 | 0.0230 | -0.089 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 177.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 6.30 | 6.55 | 153 | 1,583 | 28.5% | 0.53 | 0.0256 | -0.092 | 180 | 6.00 | 6.40 | 124 | 2,427 | 28.2% | -0.48 | 0.0255 | -0.092 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 182.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 4.05 | 4.30 | 145 | 962 | 27.8% | 0.40 | 0.0251 | -0.086 | 185 | 8.65 | 9.45 | 259 | 2,722 | 27.9% | -0.61 | 0.0255 | -0.087 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 187.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.42 | 2.67 | 142 | 1,073 | 27.4% | 0.28 | 0.0222 | -0.073 | 190 | 11.90 | 12.95 | 33 | 1,826 | 27.3% | -0.73 | 0.0227 | -0.075 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 192.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.39 | 1.66 | 625 | 4,876 | 27.5% | 0.19 | 0.0178 | -0.057 | 195 | 15.80 | 17.25 | 2 | 957 | 27.9% | -0.83 | 0.0180 | -0.058 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 197.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.7600 | 0.8600 | 4,754 | 5,760 | 27.0% | 0.12 | 0.0129 | -0.041 | 200 | 20.15 | 21.55 | 13 | 1,246 | 27.4% | -0.90 | 0.0127 | -0.040 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 202.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 205 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 207.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.1700 | 0.3100 | 153 | 2,110 | 27.5% | 0.04 | 0.0058 | -0.019 | 210 | 29.20 | 31.30 | 2 | 824 | 24.9% | -0.97 | 0.0051 | -0.016 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 215 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0500 | 0.1400 | 75 | 2,733 | 29.6% | 0.02 | 0.0027 | -0.010 | 220 | 38.40 | 41.30 | 661 | -0.99 | 0.0021 | -0.008 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 225 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0.0700 | 2 | 1,325 | 31.1% | 0.01 | 0.0015 | -0.007 | 230 | 48.40 | 51.30 | 274 | -0.99 | 0.0010 | -0.005 | ||
| 0 | 0.0500 | 21 | 1,326 | 34.6% | 0.01 | 0.0009 | -0.005 | 240 | 58.65 | 61.30 | 18 | -1.00 | 0.0006 | -0.003 | ||
| 0 | 0.2400 | 782 | 46.5% | 0.00 | 0.0006 | -0.004 | 250 | 68.20 | 71.70 | 1 | -1.00 | 0.0004 | -0.002 | |||
| 0 | 2.13 | 357 | 72.9% | 0.00 | 0.0004 | -0.003 | 260 | 78.40 | 81.75 | -1.00 | 0.0002 | -0.001 | ||||
| 0 | 0.0100 | 433 | 40.9% | 0.00 | 0.0003 | -0.002 | 270 | 88.35 | 91.75 | -1.00 | 0.0001 | -0.001 | ||||
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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs