MSFT option chain Microsoft Corporation

Expiration Cboe delayed options data · as of 14:03 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 ±3.7% (492.94–530.99) · ATM IV 24.3% · P/C open interest 0.74

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
75.70	79.35			32.1%	0.99	0.0009	-0.009	435	0	0.7800		74	44.4%	-0.01	0.0009	-0.044
70.75	74.50			35.2%	0.98	0.0011	-0.017	440	0	0.6100		51	40.1%	-0.02	0.0011	-0.050
65.75	69.20		7		0.98	0.0013	-0.026	445	0	0.8100			39.4%	-0.02	0.0013	-0.057
60.80	64.30		3	26.2%	0.98	0.0016	-0.038	450	0	0.8300		144	36.9%	-0.02	0.0016	-0.066
55.85	59.20		3	16.2%	0.97	0.0020	-0.052	455	0.0100	0.8700	3	13	34.6%	-0.03	0.0020	-0.078
50.95	54.30		1	25.1%	0.96	0.0026	-0.069	460	0.0100	1.54		6	35.7%	-0.04	0.0026	-0.092
46.00	49.45			25.3%	0.95	0.0033	-0.089	465	0.2400	1.78		132	34.8%	-0.05	0.0033	-0.111
41.20	44.70			26.2%	0.94	0.0042	-0.115	470	0.4400	1.88		29	32.9%	-0.06	0.0042	-0.134
36.45	39.75			25.0%	0.92	0.0053	-0.144	475	0.5200	2.69		14	32.5%	-0.08	0.0054	-0.162
31.80	35.15			25.1%	0.89	0.0067	-0.178	480	0.3300	2.93		18	29.3%	-0.11	0.0067	-0.194
27.40	30.60		25	24.9%	0.86	0.0083	-0.216	485	1.31	2.70	1	25	27.7%	-0.14	0.0083	-0.229
23.05	26.05		20	24.1%	0.81	0.0101	-0.255	490	2.00	2.89	310	12	26.0%	-0.19	0.0101	-0.267
19.30	21.50	79	2	23.5%	0.76	0.0119	-0.293	495	2.75	3.90	2	43	25.3%	-0.24	0.0120	-0.303
15.45	18.10	12	527	23.7%	0.70	0.0137	-0.327	500	4.00	5.20	302	9	25.2%	-0.30	0.0138	-0.335
13.25	14.55	90	60	24.9%	0.63	0.0152	-0.352	505	5.65	7.45		1	25.5%	-0.37	0.0153	-0.359
9.45	11.75	34	19	23.8%	0.55	0.0161	-0.366	510	7.55	9.30		1	24.8%	-0.45	0.0163	-0.371
7.15	9.00	10	8	23.6%	0.47	0.0164	-0.365	515	9.90	11.70			24.3%	-0.53	0.0166	-0.369
5.30	6.85	2	24	23.7%	0.39	0.0159	-0.350	520	12.80	14.75		1	24.4%	-0.61	0.0162	-0.352
2.46	5.20	2	10	21.9%	0.31	0.0148	-0.322	525	16.10	18.95		14	25.5%	-0.69	0.0151	-0.323
1.33	3.70	1	13	21.5%	0.25	0.0131	-0.284	530	19.90	21.95			24.6%	-0.76	0.0134	-0.283
1.38	2.83		50	23.4%	0.19	0.0112	-0.242	535	23.65	26.60			25.3%	-0.82	0.0115	-0.238
0.9900	1.85	7	8	23.5%	0.14	0.0092	-0.199	540	27.80	30.75			24.8%	-0.87	0.0095	-0.191
0.2200	1.85	1	7	24.1%	0.10	0.0074	-0.159	545	32.65	35.55			26.8%	-0.91	0.0080	-0.147
0.2600	0.9900	6	11	23.8%	0.07	0.0057	-0.124	550	37.35	40.25			27.7%	-0.94	0.0068	-0.117
0.0100	1.02			25.1%	0.05	0.0044	-0.095	555	42.20	45.10			29.1%	-0.97	0.0054	-0.111
0.0100	1.55			29.8%	0.04	0.0033	-0.073	560	47.25	50.05			31.6%	-0.98	0.0036	-0.125
0	0.5800			26.7%	0.03	0.0025	-0.057	565	52.20	55.05			33.7%	-0.99	0.0019	-0.150
0	1.54			34.3%	0.02	0.0019	-0.046	570	57.15	60.05			35.8%	-1.00	0.0009	-0.173
0	1.14			34.4%	0.02	0.0015	-0.038	575	61.75	65.05			35.8%	-1.00	0.0003	-0.187
0	1.12			36.3%	0.01	0.0012	-0.032	580	67.15	70.05			40.3%	-1.00	0.0001	-0.197

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 16, 2026

Volatility page →

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

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MSFT option chain Microsoft Corporation

Volatility smile — Sep 16, 2026

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