MSFT option chain Microsoft Corporation

Expiration Cboe delayed options data · as of 09:39 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.

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
0	0				1.00	0.0000	-0.006	270	0	0	15	78	83.3%	-0.00	0.0000	-0.006
0	0			94.0%	1.00	0.0000	-0.007	280	0	0		12	79.1%	-0.00	0.0000	-0.007
0	0		1	91.0%	1.00	0.0000	-0.008	290	0	0		33	110.7%	-0.00	0.0000	-0.008
0	0			85.9%	1.00	0.0000	-0.009	300	0	0		12	105.3%	-0.00	0.0000	-0.009
0	0			60.2%	1.00	0.0000	-0.010	305	0	0		5	102.6%	-0.00	0.0000	-0.010
0	0			85.3%	1.00	0.0001	-0.010	310	0	0			100.0%	-0.00	0.0001	-0.010
0	0			79.0%	1.00	0.0001	-0.011	315	0	0		2	97.3%	-0.00	0.0001	-0.011
0	0			77.1%	1.00	0.0001	-0.012	320	0	0	2	4	73.3%	-0.00	0.0001	-0.012
0	0			71.0%	1.00	0.0001	-0.013	325	0	0	3	8	65.0%	-0.00	0.0001	-0.013
0	0			70.5%	1.00	0.0001	-0.014	330	0	0	3	19	64.0%	-0.00	0.0001	-0.014
0	0			65.1%	1.00	0.0001	-0.015	335	0	0	1	12	62.5%	-0.00	0.0001	-0.015
0	0			69.6%	1.00	0.0001	-0.016	340	0	0	3	5	60.7%	-0.00	0.0001	-0.016
0	0			72.7%	1.00	0.0001	-0.017	345	0	0	1	4	58.5%	-0.00	0.0001	-0.017
0	0			67.3%	1.00	0.0001	-0.018	350	0	0	2	7	64.0%	-0.00	0.0001	-0.018
0	0			68.2%	0.99	0.0002	-0.020	355	0	0	1	14	61.0%	-0.00	0.0002	-0.020
0	0			60.1%	0.99	0.0002	-0.021	360	0	0		4	56.5%	-0.01	0.0002	-0.021
0	0		1	61.1%	0.99	0.0002	-0.023	365	0	0		12	55.5%	-0.01	0.0002	-0.023
0	0			62.8%	0.99	0.0002	-0.025	370	0	0	2	4	57.5%	-0.01	0.0002	-0.025
0	0		49	55.7%	0.99	0.0003	-0.027	375	0	0	1	4	53.2%	-0.01	0.0003	-0.027
0	0		11	56.2%	0.99	0.0003	-0.029	380	0	0		33	51.7%	-0.01	0.0003	-0.029
0	0		75	54.9%	0.99	0.0003	-0.032	385	0	0		6	49.4%	-0.01	0.0003	-0.032
0	0		17	54.0%	0.99	0.0004	-0.035	390	0	0	2	6	50.4%	-0.01	0.0004	-0.035
0	0		20	52.5%	0.99	0.0004	-0.038	395	0	0	1	97	48.2%	-0.01	0.0004	-0.038
0	0		44	48.6%	0.99	0.0005	-0.042	400	0	0	14	82	48.1%	-0.01	0.0005	-0.042
0	0		8	51.5%	0.98	0.0006	-0.046	405	0	0	2	7	46.8%	-0.02	0.0006	-0.046
0	0			46.7%	0.98	0.0007	-0.051	410	0	0		12	45.3%	-0.02	0.0007	-0.051
0	0	1	11	46.8%	0.98	0.0008	-0.056	415	0	0	2	14	44.0%	-0.02	0.0008	-0.056
0	0	3	85	45.2%	0.98	0.0009	-0.062	420	0	0	2	35	43.9%	-0.02	0.0009	-0.062
0	0		62	43.6%	0.97	0.0010	-0.069	425	0	0	2	513	43.2%	-0.03	0.0010	-0.069
0	0	3	29	42.2%	0.97	0.0012	-0.076	430	0	0	10	129	42.5%	-0.03	0.0012	-0.077
0	0	2	4	41.5%	0.96	0.0013	-0.085	435	0	0	1	56	42.0%	-0.04	0.0013	-0.086
0	0	2	67	40.9%	0.96	0.0015	-0.095	440	0	0	4	398	41.1%	-0.04	0.0015	-0.095
0	0		51	40.3%	0.95	0.0018	-0.106	445	0	0	1	57	40.3%	-0.05	0.0018	-0.106
0	0	9	19	38.0%	0.94	0.0020	-0.118	450	0	0	37	202	39.6%	-0.06	0.0020	-0.119
0	0	2	10	37.4%	0.93	0.0023	-0.132	455	0	0	74	362	39.7%	-0.07	0.0023	-0.132
0	0	1	37	38.0%	0.92	0.0026	-0.146	460	0	0	216	471	38.5%	-0.08	0.0027	-0.147
0	0	2	48	36.7%	0.91	0.0030	-0.162	465	0	0	7	97	37.7%	-0.09	0.0030	-0.163
0	0	5	8	36.7%	0.89	0.0034	-0.179	470	0	0	101	386	36.3%	-0.11	0.0034	-0.180
0	0	6	107	36.0%	0.87	0.0038	-0.196	475	0	0	87	151	36.9%	-0.13	0.0039	-0.198
0	0		25	35.7%	0.85	0.0043	-0.215	480	0	0	51	170	36.0%	-0.15	0.0043	-0.216
0	0	9	18	35.0%	0.83	0.0048	-0.233	485	0	0	113	288	35.6%	-0.17	0.0048	-0.235
0	0	10	48	34.7%	0.81	0.0053	-0.251	490	0	0	79	168	35.9%	-0.19	0.0053	-0.254
0	0	1	16	34.1%	0.78	0.0058	-0.269	495	0	0	84	270	35.8%	-0.22	0.0058	-0.272
0	0	16	71	33.9%	0.75	0.0063	-0.286	500	0	0	80	351	35.5%	-0.25	0.0063	-0.289
0	0	22	185	33.5%	0.72	0.0068	-0.301	505	0	0	100	142	34.6%	-0.28	0.0068	-0.304
0	0	24	108	33.1%	0.68	0.0072	-0.314	510	0	0	131	244	33.6%	-0.32	0.0073	-0.318
0	0	639	619	32.6%	0.65	0.0076	-0.325	515	0	0	99	479	33.9%	-0.36	0.0077	-0.329
0	0	8	42	33.5%	0.61	0.0079	-0.333	520	0	0	65	284	32.8%	-0.40	0.0080	-0.338
0	0	52	199	32.2%	0.57	0.0082	-0.337	525	0	0	40	164	32.2%	-0.44	0.0083	-0.343
0	0	57	253	31.6%	0.53	0.0084	-0.338	530	0	0	28	284	32.8%	-0.48	0.0085	-0.344
0	0	100	291	32.9%	0.48	0.0084	-0.336	535	0	0	20	86	31.7%	-0.52	0.0086	-0.342
0	0	166	1,240	31.1%	0.44	0.0084	-0.329	540	0	0	13	87	32.8%	-0.56	0.0086	-0.337
0	0	57	303	31.1%	0.40	0.0083	-0.320	545	0	0	6	45	31.3%	-0.61	0.0085	-0.327
0	0	140	10.3K	31.1%	0.36	0.0081	-0.307	550	0	0	5	74	31.6%	-0.65	0.0084	-0.315
0	0	52	861	30.1%	0.32	0.0078	-0.291	555	0	0	5	16	31.4%	-0.69	0.0081	-0.300
0	0	80	352	30.7%	0.28	0.0074	-0.273	560	0	0		21	31.1%	-0.73	0.0077	-0.282
0	0	59	278	30.3%	0.25	0.0070	-0.253	565	0	0		17	31.0%	-0.77	0.0073	-0.264
0	0	31	213	30.8%	0.21	0.0065	-0.232	570	0	0		2	30.9%	-0.80	0.0068	-0.243
0	0	119	391	31.2%	0.19	0.0060	-0.211	575	0	0		2	31.3%	-0.83	0.0063	-0.223
0	0	62	448	29.9%	0.16	0.0054	-0.191	580	0	0		4	30.4%	-0.86	0.0058	-0.203
0	0	107	151	29.8%	0.14	0.0048	-0.170	585	0	0		18	30.2%	-0.88	0.0052	-0.184
0	0	5	287	30.7%	0.11	0.0043	-0.151	590	0	0			30.0%	-0.91	0.0047	-0.165
0	0	2	73	29.5%	0.10	0.0038	-0.134	595	0	0			30.4%	-0.93	0.0041	-0.147
0	0	10	344	30.3%	0.08	0.0034	-0.117	600	0	0		1	29.5%	-0.94	0.0036	-0.129
0	0	22	21	29.9%	0.07	0.0029	-0.103	605	0	0			29.7%	-0.96	0.0031	-0.111
0	0	15	458	31.1%	0.06	0.0025	-0.090	610	0	0		2	29.1%	-0.97	0.0025	-0.092
0	0	35	224	31.0%	0.04	0.0019	-0.068	620	0	0			32.2%	-0.98	0.0016	-0.057
0	0	48	190	31.0%	0.03	0.0014	-0.051	630	0	0			34.3%	-0.99	0.0009	-0.029
0	0	13	193	32.6%	0.02	0.0010	-0.038	640	0	0			36.8%	-1.00	0.0004	-0.012
0	0	17	189	37.0%	0.01	0.0008	-0.029	650	0	0			39.2%	-1.00	0.0002	-0.004
0	0		21	35.1%	0.01	0.0006	-0.021	660	0	0			41.0%	-1.00	0.0001	-0.001
0	0		83	36.6%	0.01	0.0004	-0.016	670	0	0			43.9%	-1.00	0.0000	-0.000
0	0	4	59	39.6%	0.01	0.0003	-0.012	680	0	0			46.1%	-1.00	0.0000	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 — Nov 13, 2026

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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 13, 2026

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