MSFT option chain Microsoft Corporation
Cboe delayed options data · as of 15:40 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 ±6.0% (499.03–562.33) · ATM IV 36.5% · 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 | |
| 66.10 | 68.50 | 40.3% | 0.94 | 0.0025 | -0.163 | 465 | 0 | 3.05 | 45.3% | -0.06 | 0.0025 | -0.172 | ||||
| 61.40 | 63.75 | 39.9% | 0.93 | 0.0030 | -0.189 | 470 | 0.0100 | 3.20 | 43.0% | -0.07 | 0.0030 | -0.197 | ||||
| 56.80 | 59.10 | 39.6% | 0.91 | 0.0035 | -0.217 | 475 | 0.2500 | 3.35 | 41.3% | -0.09 | 0.0035 | -0.225 | ||||
| 52.25 | 55.20 | 41.0% | 0.90 | 0.0041 | -0.249 | 480 | 0.6900 | 2.63 | 37.6% | -0.10 | 0.0041 | -0.256 | ||||
| 47.75 | 50.20 | 39.1% | 0.88 | 0.0047 | -0.282 | 485 | 2.17 | 3.35 | 1 | 40.1% | -0.12 | 0.0047 | -0.289 | |||
| 43.45 | 45.95 | 39.0% | 0.85 | 0.0054 | -0.318 | 490 | 1.89 | 4.00 | 37.7% | -0.15 | 0.0054 | -0.324 | ||||
| 39.25 | 41.80 | 38.7% | 0.82 | 0.0061 | -0.353 | 495 | 2.99 | 4.85 | 38.2% | -0.18 | 0.0061 | -0.359 | ||||
| 35.20 | 37.80 | 38.4% | 0.79 | 0.0068 | -0.389 | 500 | 4.40 | 5.60 | 38.3% | -0.21 | 0.0069 | -0.394 | ||||
| 31.35 | 34.00 | 1 | 38.1% | 0.76 | 0.0076 | -0.423 | 505 | 5.60 | 6.95 | 38.4% | -0.24 | 0.0076 | -0.428 | |||
| 27.65 | 30.35 | 37.8% | 0.72 | 0.0083 | -0.453 | 510 | 6.85 | 8.40 | 1 | 38.1% | -0.28 | 0.0083 | -0.458 | |||
| 24.15 | 26.95 | 5 | 37.5% | 0.67 | 0.0089 | -0.480 | 515 | 8.40 | 9.95 | 1 | 37.7% | -0.33 | 0.0089 | -0.484 | ||
| 20.90 | 23.65 | 37.0% | 0.63 | 0.0094 | -0.500 | 520 | 10.30 | 11.80 | 11 | 37.7% | -0.37 | 0.0095 | -0.504 | |||
| 17.95 | 20.55 | 3 | 36.7% | 0.58 | 0.0098 | -0.513 | 525 | 11.85 | 13.80 | 4 | 36.8% | -0.42 | 0.0099 | -0.518 | ||
| 15.10 | 17.65 | 1 | 36.1% | 0.53 | 0.0101 | -0.519 | 530 | 14.40 | 16.15 | 1 | 37.0% | -0.47 | 0.0102 | -0.523 | ||
| 12.80 | 15.35 | 36.3% | 0.48 | 0.0102 | -0.516 | 535 | 16.40 | 18.75 | 36.2% | -0.52 | 0.0103 | -0.520 | ||||
| 10.80 | 12.55 | 1 | 35.6% | 0.43 | 0.0101 | -0.505 | 540 | 19.25 | 21.55 | 36.1% | -0.57 | 0.0102 | -0.509 | |||
| 8.85 | 10.55 | 3 | 35.4% | 0.38 | 0.0098 | -0.486 | 545 | 21.95 | 24.70 | 35.6% | -0.62 | 0.0100 | -0.490 | |||
| 7.25 | 8.55 | 1 | 35.0% | 0.33 | 0.0094 | -0.460 | 550 | 25.30 | 28.10 | 35.6% | -0.67 | 0.0096 | -0.464 | |||
| 5.25 | 7.25 | 34.3% | 0.29 | 0.0089 | -0.428 | 555 | 28.75 | 31.70 | 35.4% | -0.72 | 0.0091 | -0.433 | ||||
| 4.40 | 6.05 | 34.8% | 0.25 | 0.0082 | -0.393 | 560 | 32.75 | 35.45 | 35.7% | -0.76 | 0.0084 | -0.397 | ||||
| 3.50 | 4.90 | 34.8% | 0.21 | 0.0075 | -0.354 | 565 | 36.65 | 39.65 | 35.9% | -0.80 | 0.0077 | -0.358 | ||||
| 2.33 | 4.10 | 34.3% | 0.17 | 0.0068 | -0.315 | 570 | 40.75 | 43.95 | 36.1% | -0.83 | 0.0069 | -0.318 | ||||
| 1.68 | 3.15 | 1 | 33.8% | 0.14 | 0.0060 | -0.276 | 575 | 45.30 | 48.25 | 36.7% | -0.86 | 0.0062 | -0.279 | |||
| 1.18 | 2.63 | 2 | 33.9% | 0.12 | 0.0052 | -0.238 | 580 | 49.40 | 52.40 | 35.4% | -0.89 | 0.0054 | -0.242 | |||
| 1.10 | 2.54 | 1 | 35.9% | 0.10 | 0.0045 | -0.203 | 585 | 54.00 | 57.35 | 36.6% | -0.92 | 0.0047 | -0.208 | |||
| 0 | 1.97 | 3 | 33.0% | 0.08 | 0.0038 | -0.172 | 590 | 58.70 | 61.80 | 36.4% | -0.93 | 0.0041 | -0.177 | |||
| 0.0500 | 2.03 | 3 | 35.4% | 0.06 | 0.0032 | -0.144 | 595 | 63.55 | 66.30 | 36.1% | -0.95 | 0.0034 | -0.148 | |||
| 0 | 2.29 | 38.2% | 0.05 | 0.0027 | -0.119 | 600 | 68.25 | 71.50 | 37.7% | -0.96 | 0.0030 | -0.124 | ||||
| 0 | 2.75 | 41.9% | 0.04 | 0.0022 | -0.098 | 605 | 73.15 | 76.45 | 39.0% | -0.98 | 0.0024 | -0.101 | ||||
| 0 | 2.62 | 43.5% | 0.03 | 0.0018 | -0.081 | 610 | 78.05 | 81.30 | 39.6% | -0.98 | 0.0019 | -0.084 | ||||
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 04, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs