MSTR option chain Strategy Inc
Cboe delayed options data · as of 21:52 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 ±20.9% (115.08–175.94) · ATM IV 76.9% · P/C open interest 0.83
| 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 | |
| 68.80 | 72.45 | 1 | 91 | 99.3% | 0.98 | 0.0009 | 0.000 | 75 | 0.3800 | 0.4500 | 228 | 3,219 | 102.7% | -0.02 | 0.0009 | -0.027 |
| 63.85 | 67.10 | 2 | 164 | 80.9% | 0.98 | 0.0012 | 0.000 | 80 | 0.4600 | 0.5000 | 1,118 | 6,782 | 96.2% | -0.02 | 0.0012 | -0.031 |
| 58.95 | 63.25 | 1 | 185 | 95.7% | 0.97 | 0.0015 | 0.000 | 85 | 0.5000 | 0.6500 | 214 | 2,378 | 90.6% | -0.03 | 0.0015 | -0.035 |
| 53.65 | 56.85 | 7 | 267 | 0.96 | 0.0020 | -0.003 | 90 | 0.7100 | 0.8500 | 1,816 | 9,569 | 86.5% | -0.04 | 0.0020 | -0.041 | |
| 49.95 | 51.85 | 32 | 41.9K | 73.2% | 0.95 | 0.0025 | -0.014 | 95 | 0.9500 | 1.10 | 700 | 4,205 | 84.2% | -0.05 | 0.0025 | -0.049 |
| 45.45 | 47.00 | 20 | 1,557 | 77.5% | 0.93 | 0.0032 | -0.027 | 100 | 1.26 | 1.36 | 6,121 | 6,741 | 80.4% | -0.07 | 0.0032 | -0.059 |
| 40.80 | 42.80 | 83 | 763 | 73.0% | 0.91 | 0.0041 | -0.042 | 105 | 1.74 | 1.84 | 990 | 1,779 | 78.4% | -0.09 | 0.0041 | -0.070 |
| 36.85 | 38.75 | 175 | 1,769 | 76.0% | 0.88 | 0.0051 | -0.059 | 110 | 2.40 | 2.52 | 2,464 | 4,034 | 77.0% | -0.12 | 0.0051 | -0.084 |
| 32.90 | 34.50 | 120 | 1,007 | 74.9% | 0.85 | 0.0062 | -0.078 | 115 | 3.25 | 3.45 | 465 | 2,175 | 76.1% | -0.15 | 0.0062 | -0.100 |
| 29.05 | 30.70 | 274 | 2,306 | 74.8% | 0.81 | 0.0072 | -0.097 | 120 | 4.45 | 4.60 | 1,246 | 2,409 | 75.8% | -0.19 | 0.0073 | -0.116 |
| 26.30 | 26.85 | 424 | 1,706 | 75.5% | 0.76 | 0.0082 | -0.116 | 125 | 5.85 | 6.15 | 2,731 | 1,654 | 75.7% | -0.24 | 0.0083 | -0.131 |
| 23.00 | 23.65 | 1,694 | 13.3K | 75.3% | 0.71 | 0.0090 | -0.132 | 130 | 7.60 | 7.85 | 680 | 1,613 | 75.5% | -0.29 | 0.0091 | -0.144 |
| 20.15 | 20.55 | 889 | 2,614 | 75.8% | 0.66 | 0.0096 | -0.146 | 135 | 9.70 | 10.00 | 589 | 1,409 | 76.1% | -0.34 | 0.0097 | -0.155 |
| 17.55 | 17.90 | 1,759 | 3,942 | 76.3% | 0.61 | 0.0101 | -0.157 | 140 | 12.15 | 12.35 | 1,277 | 1,010 | 76.4% | -0.39 | 0.0102 | -0.162 |
| 15.20 | 15.70 | 1,373 | 5,222 | 76.5% | 0.56 | 0.0103 | -0.165 | 145 | 14.80 | 15.15 | 249 | 1,075 | 77.3% | -0.44 | 0.0104 | -0.167 |
| 13.30 | 13.65 | 9,977 | 2,878 | 77.4% | 0.51 | 0.0103 | -0.169 | 150 | 17.80 | 18.15 | 67 | 1,637 | 77.8% | -0.49 | 0.0104 | -0.168 |
| 11.60 | 11.85 | 1,159 | 1,714 | 78.1% | 0.46 | 0.0102 | -0.171 | 155 | 21.00 | 21.50 | 25 | 1,609 | 78.7% | -0.54 | 0.0103 | -0.167 |
| 10.05 | 10.35 | 1,522 | 5,887 | 78.8% | 0.42 | 0.0100 | -0.171 | 160 | 24.40 | 24.95 | 25 | 1,972 | 79.3% | -0.59 | 0.0101 | -0.163 |
| 8.70 | 9.00 | 959 | 1,148 | 79.5% | 0.38 | 0.0096 | -0.168 | 165 | 28.05 | 28.65 | 27 | 1,917 | 80.1% | -0.63 | 0.0097 | -0.157 |
| 7.55 | 7.85 | 825 | 1,457 | 80.3% | 0.34 | 0.0091 | -0.164 | 170 | 31.90 | 32.50 | 1 | 1,790 | 80.9% | -0.67 | 0.0093 | -0.150 |
| 6.60 | 6.85 | 1,476 | 1,667 | 81.1% | 0.30 | 0.0086 | -0.159 | 175 | 35.85 | 36.50 | 3 | 998 | 81.6% | -0.70 | 0.0088 | -0.141 |
| 5.75 | 6.00 | 3,331 | 9,931 | 81.9% | 0.27 | 0.0081 | -0.153 | 180 | 40.05 | 40.65 | 12 | 1,053 | 82.5% | -0.73 | 0.0083 | -0.132 |
| 5.05 | 5.30 | 582 | 603 | 83.0% | 0.24 | 0.0076 | -0.146 | 185 | 44.20 | 45.30 | 232 | 84.2% | -0.76 | 0.0078 | -0.122 | |
| 4.40 | 4.65 | 270 | 1,261 | 83.7% | 0.22 | 0.0071 | -0.139 | 190 | 48.60 | 49.70 | 375 | 85.3% | -0.79 | 0.0072 | -0.112 | |
| 3.90 | 4.15 | 235 | 579 | 84.7% | 0.20 | 0.0066 | -0.132 | 195 | 53.10 | 54.10 | 41 | 86.2% | -0.81 | 0.0067 | -0.102 | |
| 3.50 | 3.65 | 1,657 | 7,771 | 85.9% | 0.18 | 0.0061 | -0.125 | 200 | 57.25 | 59.20 | 5 | 337 | 87.9% | -0.83 | 0.0063 | -0.092 |
| 3.00 | 3.25 | 49 | 823 | 86.5% | 0.16 | 0.0056 | -0.119 | 205 | 61.25 | 63.75 | 3 | 86.2% | -0.85 | 0.0058 | -0.082 | |
| 2.66 | 2.88 | 409 | 1,183 | 87.3% | 0.14 | 0.0052 | -0.112 | 210 | 65.35 | 70.00 | 45 | 91.7% | -0.86 | 0.0054 | -0.072 | |
| 2.36 | 2.62 | 37 | 583 | 88.4% | 0.13 | 0.0048 | -0.106 | 215 | 70.80 | 74.65 | 1 | 96.1% | -0.88 | 0.0050 | -0.062 | |
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 — Oct 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs