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	-0.004	270	0	0		1	100.4%	-0.00	0.0000	-0.005
0	0			78.4%	1.00	0.0000	-0.005	280	0	0			95.7%	-0.00	0.0000	-0.006
0	0	2	1		1.00	0.0000	-0.006	290	0	0			91.1%	-0.00	0.0000	-0.007
0	0				1.00	0.0000	-0.007	300	0	0			86.7%	-0.00	0.0001	-0.008
0	0				1.00	0.0001	-0.007	305	0	0		1	84.5%	-0.00	0.0001	-0.009
0	0				1.00	0.0001	-0.008	310	0	0			82.4%	-0.00	0.0001	-0.009
0	0				1.00	0.0001	-0.009	315	0	0			80.3%	-0.00	0.0001	-0.010
0	0			61.1%	1.00	0.0001	-0.010	320	0	0			78.2%	-0.00	0.0001	-0.011
0	0		1	58.6%	1.00	0.0001	-0.011	325	0	0			76.2%	-0.00	0.0001	-0.012
0	0			47.9%	1.00	0.0001	-0.012	330	0	0			74.1%	-0.00	0.0001	-0.013
0	0			40.0%	1.00	0.0001	-0.013	335	0	0			72.2%	-0.00	0.0001	-0.014
0	0			52.0%	1.00	0.0001	-0.014	340	0	0			70.3%	-0.01	0.0001	-0.015
0	0			45.7%	0.99	0.0002	-0.015	345	0	0			68.4%	-0.01	0.0002	-0.017
0	0			41.7%	0.99	0.0002	-0.017	350	0	0		3	66.5%	-0.01	0.0002	-0.018
0	0			52.8%	0.99	0.0002	-0.018	355	0	0			64.7%	-0.01	0.0002	-0.020
0	0		1	44.5%	0.99	0.0002	-0.020	360	0	0			59.6%	-0.01	0.0002	-0.022
0	0			43.3%	0.99	0.0003	-0.022	365	0	0			59.4%	-0.01	0.0003	-0.024
0	0			40.8%	0.99	0.0003	-0.024	370	0	0		1	55.9%	-0.01	0.0003	-0.026
0	0			49.8%	0.99	0.0003	-0.027	375	0	0			51.5%	-0.01	0.0004	-0.029
0	0	1	2	48.9%	0.99	0.0004	-0.029	380	0	0			45.3%	-0.01	0.0004	-0.031
0	0		1	41.7%	0.99	0.0004	-0.032	385	0	0			46.4%	-0.01	0.0005	-0.034
0	0		1	47.2%	0.98	0.0005	-0.035	390	0	0		1	52.4%	-0.02	0.0005	-0.037
0	0			40.5%	0.98	0.0006	-0.039	395	0	0	1	1	43.6%	-0.02	0.0006	-0.041
0	0		2	42.6%	0.98	0.0006	-0.043	400	0	0	5	2	41.7%	-0.02	0.0007	-0.045
0	0			38.0%	0.98	0.0007	-0.047	405	0	0	1	1	41.9%	-0.02	0.0008	-0.049
0	0		10	39.2%	0.97	0.0008	-0.052	410	0	0	20	43	41.0%	-0.03	0.0008	-0.054
0	0			40.1%	0.97	0.0009	-0.057	415	0	0			41.6%	-0.03	0.0010	-0.059
0	0	1	1	39.0%	0.97	0.0011	-0.062	420	0	0	9	9	38.8%	-0.04	0.0011	-0.064
0	0		1	37.1%	0.96	0.0012	-0.068	425	0	0	22	23	38.3%	-0.04	0.0012	-0.071
0	0	2	1	37.6%	0.96	0.0014	-0.075	430	0	0	364	363	36.8%	-0.05	0.0014	-0.077
0	0			37.1%	0.95	0.0016	-0.083	435	0	0		13	37.3%	-0.05	0.0016	-0.085
0	0			35.7%	0.94	0.0018	-0.091	440	0	0		2	37.0%	-0.06	0.0018	-0.093
0	0		2	35.8%	0.93	0.0020	-0.099	445	0	0	3	2	36.7%	-0.07	0.0020	-0.101
0	0		2	34.9%	0.92	0.0022	-0.109	450	0	0	280	268	36.6%	-0.08	0.0023	-0.111
0	0		1	34.6%	0.91	0.0025	-0.119	455	0	0	286	253	36.1%	-0.09	0.0026	-0.121
0	0		1	34.4%	0.90	0.0028	-0.130	460	0	0	11	21	35.1%	-0.10	0.0029	-0.131
0	0		5	34.0%	0.89	0.0032	-0.141	465	0	0	11	32	33.1%	-0.12	0.0032	-0.142
0	0	1	8	32.7%	0.87	0.0035	-0.153	470	0	0	31	77	33.8%	-0.13	0.0035	-0.154
0	0		3	33.3%	0.85	0.0039	-0.165	475	0	0	11	38	34.2%	-0.15	0.0039	-0.166
0	0	1	5	32.8%	0.83	0.0043	-0.177	480	0	0	17	99	33.2%	-0.17	0.0043	-0.178
0	0	10	11	32.3%	0.81	0.0047	-0.189	485	0	0	13	60	32.5%	-0.19	0.0047	-0.191
0	0		5	32.4%	0.79	0.0051	-0.201	490	0	0	18	100	32.9%	-0.22	0.0051	-0.203
0	0	44	48	31.9%	0.76	0.0055	-0.213	495	0	0	39	68	32.0%	-0.24	0.0055	-0.214
0	0	15	44	31.2%	0.73	0.0058	-0.223	500	0	0	173	218	32.0%	-0.27	0.0059	-0.225
0	0	6	26	30.9%	0.70	0.0062	-0.233	505	0	0	17	28	31.4%	-0.30	0.0062	-0.234
0	0		16	30.9%	0.67	0.0065	-0.241	510	0	0	33	115	31.1%	-0.33	0.0066	-0.242
0	0	10	34	30.6%	0.64	0.0068	-0.248	515	0	0	20	26	31.1%	-0.37	0.0069	-0.249
0	0	30	30	30.4%	0.60	0.0071	-0.253	520	0	0	31	42	30.7%	-0.40	0.0071	-0.254
0	0	136	132	29.8%	0.57	0.0073	-0.255	525	0	0	17	27	30.9%	-0.44	0.0073	-0.256
0	0	1,030	1,046	30.5%	0.53	0.0074	-0.256	530	0	0	43	57	29.8%	-0.48	0.0074	-0.257
0	0	20	36	29.6%	0.49	0.0075	-0.254	535	0	0	17	1,032	30.1%	-0.51	0.0075	-0.256
0	0	34	166	29.5%	0.45	0.0075	-0.251	540	0	0	13	37	30.1%	-0.55	0.0075	-0.252
0	0	19	65	28.7%	0.42	0.0074	-0.245	545	0	0		13	29.5%	-0.59	0.0075	-0.246
0	0	19	77	28.9%	0.38	0.0073	-0.237	550	0	0	4	26	29.6%	-0.62	0.0074	-0.239
0	0	84	171	28.0%	0.35	0.0071	-0.228	555	0	0	2	2	29.1%	-0.66	0.0072	-0.230
0	0	60	48	28.3%	0.31	0.0069	-0.216	560	0	0	14	8	29.1%	-0.70	0.0070	-0.219
0	0	1	22	27.9%	0.28	0.0066	-0.204	565	0	0			28.7%	-0.73	0.0067	-0.208
0	0	31	160	28.6%	0.25	0.0062	-0.191	570	0	0	2	1	28.7%	-0.76	0.0064	-0.196
0	0	31	50	28.2%	0.22	0.0058	-0.177	575	0	0		1	28.9%	-0.79	0.0060	-0.184
0	0	24	69	28.9%	0.19	0.0054	-0.163	580	0	0			28.6%	-0.82	0.0057	-0.171
0	0	324	319	28.3%	0.17	0.0050	-0.149	585	0	0			29.1%	-0.85	0.0053	-0.159
0	0	14	46	27.6%	0.15	0.0045	-0.135	590	0	0			28.2%	-0.87	0.0050	-0.148
0	0	11	28	27.1%	0.13	0.0041	-0.122	595	0	0			29.2%	-0.89	0.0046	-0.137
0	0	46	135	27.8%	0.11	0.0037	-0.109	600	0	0		3	29.3%	-0.91	0.0042	-0.127
0	0		1	28.1%	0.09	0.0033	-0.098	605	0	0			27.8%	-0.93	0.0038	-0.116
0	0		28	28.3%	0.08	0.0029	-0.087	610	0	0			28.0%	-0.94	0.0034	-0.104
0	0	3	50	27.4%	0.06	0.0023	-0.068	620	0	0			29.4%	-0.97	0.0025	-0.077
0	0	3	41	28.9%	0.04	0.0018	-0.053	630	0	0			31.4%	-0.98	0.0016	-0.048
0	0		12	28.0%	0.03	0.0014	-0.042	640	0	0			34.0%	-0.99	0.0008	-0.023
0	0	10	57	29.6%	0.02	0.0010	-0.033	650	0	0	1		35.4%	-1.00	0.0004	-0.009
0	0		6	34.1%	0.02	0.0008	-0.026	660	0	0			37.5%	-1.00	0.0001	-0.002
0	0		60	38.5%	0.01	0.0006	-0.020	670	0	0			38.7%	-1.00	0.0000	-0.001
0	0		65	37.8%	0.01	0.0005	-0.016	680	0	0			41.8%	-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 27, 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 27, 2026

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