MSTR option chain Strategy Inc
Cboe delayed options data · as of 14:04 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 ±38.4% (86.38–194.08) · ATM IV 69.6% · P/C open interest 0.56
| 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 | |
| 68.20 | 71.90 | 75.6% | 0.93 | 0.0018 | -0.022 | 75 | 3.00 | 3.85 | 142 | 80.4% | -0.08 | 0.0018 | -0.031 | |||
| 64.05 | 67.70 | 5 | 74.4% | 0.91 | 0.0021 | -0.026 | 80 | 3.70 | 4.65 | 62 | 78.7% | -0.09 | 0.0021 | -0.035 | ||
| 60.10 | 63.75 | 3 | 73.8% | 0.90 | 0.0024 | -0.031 | 85 | 4.40 | 5.55 | 40 | 76.8% | -0.11 | 0.0025 | -0.039 | ||
| 55.45 | 59.65 | 9 | 70.4% | 0.88 | 0.0028 | -0.035 | 90 | 5.40 | 6.60 | 137 | 75.7% | -0.13 | 0.0028 | -0.043 | ||
| 52.30 | 56.10 | 1 | 71.6% | 0.86 | 0.0031 | -0.040 | 95 | 6.55 | 7.80 | 97 | 74.6% | -0.15 | 0.0032 | -0.047 | ||
| 49.05 | 52.55 | 36 | 71.7% | 0.83 | 0.0035 | -0.044 | 100 | 7.85 | 9.20 | 101 | 73.8% | -0.17 | 0.0035 | -0.051 | ||
| 45.70 | 48.85 | 7 | 70.7% | 0.81 | 0.0038 | -0.048 | 105 | 9.35 | 10.75 | 41 | 73.2% | -0.19 | 0.0039 | -0.054 | ||
| 42.65 | 45.55 | 151 | 70.4% | 0.79 | 0.0041 | -0.052 | 110 | 11.00 | 12.50 | 102 | 72.6% | -0.22 | 0.0042 | -0.058 | ||
| 39.50 | 42.55 | 81 | 69.9% | 0.76 | 0.0044 | -0.056 | 115 | 12.85 | 14.40 | 90 | 72.1% | -0.25 | 0.0045 | -0.061 | ||
| 36.80 | 39.55 | 119 | 69.6% | 0.73 | 0.0047 | -0.060 | 120 | 14.85 | 16.50 | 51 | 71.7% | -0.27 | 0.0048 | -0.064 | ||
| 34.10 | 36.80 | 79 | 69.3% | 0.70 | 0.0050 | -0.063 | 125 | 17.10 | 18.70 | 239 | 71.3% | -0.30 | 0.0051 | -0.067 | ||
| 31.60 | 34.20 | 472 | 69.0% | 0.68 | 0.0052 | -0.066 | 130 | 19.45 | 21.15 | 106 | 71.1% | -0.33 | 0.0053 | -0.069 | ||
| 29.45 | 31.80 | 4 | 103 | 69.0% | 0.65 | 0.0054 | -0.068 | 135 | 21.85 | 23.75 | 50 | 70.7% | -0.36 | 0.0055 | -0.071 | |
| 27.20 | 29.40 | 4 | 57 | 68.6% | 0.62 | 0.0055 | -0.070 | 140 | 24.60 | 26.50 | 1 | 160 | 70.6% | -0.39 | 0.0057 | -0.073 |
| 25.20 | 27.45 | 7 | 65 | 68.7% | 0.59 | 0.0056 | -0.071 | 145 | 27.50 | 29.20 | 1 | 382 | 70.2% | -0.42 | 0.0058 | -0.074 |
| 23.40 | 25.65 | 168 | 68.9% | 0.57 | 0.0057 | -0.072 | 150 | 30.60 | 32.50 | 94 | 70.6% | -0.45 | 0.0060 | -0.074 | ||
| 21.65 | 23.45 | 58 | 68.3% | 0.54 | 0.0058 | -0.073 | 155 | 33.65 | 35.80 | 26 | 70.5% | -0.47 | 0.0060 | -0.075 | ||
| 19.85 | 22.05 | 243 | 68.4% | 0.51 | 0.0058 | -0.074 | 160 | 36.80 | 38.95 | 40 | 70.1% | -0.50 | 0.0061 | -0.075 | ||
| 18.35 | 20.55 | 95 | 68.5% | 0.49 | 0.0058 | -0.074 | 165 | 40.40 | 42.65 | 31 | 70.7% | -0.53 | 0.0061 | -0.075 | ||
| 16.95 | 19.20 | 190 | 68.6% | 0.46 | 0.0058 | -0.074 | 170 | 43.85 | 46.25 | 25 | 70.6% | -0.55 | 0.0061 | -0.074 | ||
| 15.65 | 17.95 | 72 | 68.7% | 0.44 | 0.0058 | -0.073 | 175 | 47.50 | 49.95 | 30 | 70.7% | -0.58 | 0.0061 | -0.074 | ||
| 14.85 | 16.80 | 5 | 672 | 69.3% | 0.42 | 0.0057 | -0.073 | 180 | 51.30 | 53.90 | 21 | 71.0% | -0.60 | 0.0060 | -0.073 | |
| 13.40 | 15.70 | 105 | 68.9% | 0.40 | 0.0056 | -0.072 | 185 | 55.10 | 57.80 | 12 | 71.1% | -0.62 | 0.0060 | -0.072 | ||
| 12.40 | 14.70 | 101 | 69.1% | 0.38 | 0.0055 | -0.071 | 190 | 59.10 | 61.70 | 19 | 71.2% | -0.64 | 0.0059 | -0.070 | ||
| 11.45 | 13.80 | 269 | 69.2% | 0.36 | 0.0054 | -0.070 | 195 | 63.00 | 65.90 | 33 | 71.4% | -0.67 | 0.0058 | -0.069 | ||
| 11.00 | 12.95 | 1 | 568 | 69.9% | 0.34 | 0.0053 | -0.069 | 200 | 67.35 | 69.95 | 5 | 71.7% | -0.69 | 0.0057 | -0.068 | |
| 9.90 | 12.20 | 71 | 69.7% | 0.32 | 0.0052 | -0.068 | 205 | 71.35 | 74.25 | 1 | 71.8% | -0.70 | 0.0056 | -0.066 | ||
| 9.95 | 11.50 | 13 | 31 | 71.0% | 0.31 | 0.0050 | -0.066 | 210 | 75.60 | 78.45 | 71.8% | -0.72 | 0.0055 | -0.064 | ||
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 — Apr 16, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs