MSFT option chain Microsoft Corporation

Expiration Cboe delayed options data · as of 16:04 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 ±5.7% (504.26–565.66) · ATM IV 36.4% · P/C open interest —

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
70.00	73.55	2		46.0%	0.95	0.0021	-0.149	465	0.0800	2.90			48.7%	-0.05	0.0022	-0.158
65.25	68.60			44.3%	0.94	0.0025	-0.172	470	0	1.74	38		40.7%	-0.06	0.0025	-0.181
60.55	64.10			44.2%	0.93	0.0030	-0.198	475	0.8700	1.81	250		41.8%	-0.07	0.0030	-0.207
55.90	59.45			43.3%	0.91	0.0035	-0.228	480	1.16	2.26	251		41.4%	-0.09	0.0035	-0.236
51.35	54.50			41.5%	0.90	0.0041	-0.261	485	1.71	2.82	236		41.5%	-0.10	0.0041	-0.268
46.85	50.10	5		40.9%	0.88	0.0048	-0.296	490	1.53	4.30	184		41.4%	-0.12	0.0048	-0.303
42.50	45.75			40.3%	0.85	0.0055	-0.334	495	3.05	4.00	92		40.6%	-0.15	0.0055	-0.340
38.90	41.25			40.4%	0.82	0.0062	-0.372	500	3.80	4.10	181		38.7%	-0.18	0.0063	-0.378
34.20	37.40			39.1%	0.79	0.0070	-0.411	505	4.60	7.05	154		41.3%	-0.21	0.0070	-0.416
30.10	33.95			38.9%	0.75	0.0078	-0.448	510	5.35	7.10	1		38.6%	-0.25	0.0078	-0.453
26.55	29.80			38.0%	0.71	0.0084	-0.481	515	7.15	8.75			39.3%	-0.29	0.0085	-0.486
23.05	26.25			37.4%	0.67	0.0091	-0.510	520	7.85	10.60			38.2%	-0.33	0.0091	-0.515
19.80	22.85	3		36.8%	0.62	0.0096	-0.531	525	9.95	11.85	2		37.5%	-0.38	0.0096	-0.536
16.80	19.90	2		36.5%	0.57	0.0100	-0.545	530	12.50	13.35	19		37.2%	-0.43	0.0100	-0.550
14.25	16.60	113		35.7%	0.52	0.0102	-0.550	535	14.95	15.60	21		37.0%	-0.48	0.0103	-0.555
12.05	14.80	129		36.5%	0.47	0.0102	-0.546	540	17.25	19.60	148		38.2%	-0.53	0.0103	-0.551
9.45	12.00	132		35.1%	0.42	0.0101	-0.533	545	19.05	22.10			36.4%	-0.58	0.0102	-0.537
8.85	10.05	11		36.4%	0.37	0.0099	-0.511	550	22.10	25.30			36.2%	-0.63	0.0100	-0.515
7.35	9.70	163		38.2%	0.32	0.0094	-0.481	555	25.55	28.75			36.3%	-0.68	0.0096	-0.485
4.55	6.85	1		34.3%	0.28	0.0089	-0.445	560	29.05	32.25			36.0%	-0.73	0.0090	-0.449
4.70	6.65	222		37.6%	0.24	0.0082	-0.405	565	32.25	36.20			35.2%	-0.77	0.0083	-0.409
3.70	4.55	19		36.0%	0.20	0.0074	-0.363	570	36.25	39.95			34.5%	-0.81	0.0076	-0.366
1.10	3.30	138		31.5%	0.16	0.0066	-0.320	575	40.70	44.05			34.7%	-0.84	0.0068	-0.323
1.65	3.20	4		35.2%	0.13	0.0058	-0.277	580	45.45	48.40			35.4%	-0.87	0.0060	-0.281
1.12	2.35	1		34.4%	0.11	0.0050	-0.237	585	49.65	53.15			35.4%	-0.90	0.0052	-0.241
0.7900	1.55	3		33.4%	0.09	0.0043	-0.201	590	54.20	57.35			33.9%	-0.92	0.0045	-0.205
0.4000	1.46	2		33.8%	0.07	0.0036	-0.169	595	58.90	62.20			34.2%	-0.94	0.0038	-0.171
0	2.42			38.0%	0.06	0.0030	-0.140	600	63.45	67.00			32.6%	-0.96	0.0033	-0.142
0	2.53			40.5%	0.04	0.0025	-0.116	605	68.65	71.70			33.5%	-0.97	0.0028	-0.116
0	2.26			41.6%	0.04	0.0020	-0.096	610	73.55	76.75			34.8%	-0.98	0.0023	-0.096

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 02, 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 — Nov 02, 2026

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