MSTR option chain Strategy Inc
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 ±62.6% (53.70–233.30) · ATM IV 79.1% · P/C open interest 1.12
| 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 | |
| 79.20 | 86.00 | 12 | 81.7% | 0.90 | 0.0015 | -0.020 | 75 | 9.25 | 9.90 | 2 | 247 | 84.0% | -0.11 | 0.0015 | -0.029 | |
| 75.95 | 82.15 | 5 | 43 | 80.2% | 0.89 | 0.0016 | -0.023 | 80 | 10.65 | 11.50 | 1 | 742 | 83.2% | -0.12 | 0.0016 | -0.032 |
| 72.80 | 80.30 | 29 | 81.8% | 0.87 | 0.0018 | -0.025 | 85 | 11.85 | 13.75 | 5 | 206 | 82.8% | -0.14 | 0.0018 | -0.034 | |
| 69.80 | 77.25 | 3 | 121 | 81.3% | 0.86 | 0.0019 | -0.028 | 90 | 14.05 | 14.95 | 6 | 376 | 82.0% | -0.15 | 0.0020 | -0.036 |
| 66.90 | 74.40 | 118 | 80.9% | 0.84 | 0.0020 | -0.031 | 95 | 15.95 | 16.90 | 2 | 854 | 81.6% | -0.17 | 0.0021 | -0.038 | |
| 64.15 | 69.75 | 120 | 392 | 78.2% | 0.83 | 0.0022 | -0.033 | 100 | 18.00 | 18.95 | 13 | 729 | 81.2% | -0.18 | 0.0022 | -0.041 |
| 62.05 | 68.95 | 249 | 80.9% | 0.81 | 0.0023 | -0.036 | 105 | 20.15 | 21.10 | 582 | 80.8% | -0.20 | 0.0024 | -0.043 | ||
| 60.35 | 64.50 | 9 | 149 | 79.4% | 0.79 | 0.0024 | -0.038 | 110 | 22.40 | 23.40 | 3 | 508 | 80.5% | -0.21 | 0.0025 | -0.044 |
| 57.45 | 63.25 | 44 | 77 | 79.9% | 0.78 | 0.0025 | -0.040 | 115 | 24.80 | 25.80 | 711 | 80.2% | -0.23 | 0.0026 | -0.046 | |
| 56.50 | 59.65 | 245 | 79.8% | 0.76 | 0.0026 | -0.042 | 120 | 27.25 | 27.95 | 1 | 642 | 79.5% | -0.25 | 0.0028 | -0.048 | |
| 54.95 | 57.30 | 2 | 1,115 | 80.2% | 0.75 | 0.0027 | -0.044 | 125 | 29.90 | 30.85 | 2 | 606 | 79.7% | -0.26 | 0.0029 | -0.049 |
| 53.10 | 54.40 | 15 | 502 | 79.5% | 0.73 | 0.0028 | -0.045 | 130 | 32.55 | 33.45 | 54 | 675 | 79.3% | -0.28 | 0.0030 | -0.050 |
| 51.15 | 52.35 | 93 | 105 | 79.2% | 0.71 | 0.0029 | -0.047 | 135 | 35.35 | 36.45 | 15 | 444 | 79.3% | -0.30 | 0.0031 | -0.052 |
| 48.80 | 50.75 | 27 | 258 | 79.0% | 0.70 | 0.0030 | -0.049 | 140 | 38.30 | 39.40 | 31 | 403 | 79.3% | -0.31 | 0.0032 | -0.053 |
| 47.30 | 48.65 | 67 | 278 | 79.1% | 0.68 | 0.0031 | -0.050 | 145 | 41.25 | 42.40 | 31 | 217 | 79.1% | -0.33 | 0.0032 | -0.054 |
| 45.55 | 47.25 | 85 | 685 | 79.0% | 0.67 | 0.0031 | -0.051 | 150 | 44.35 | 45.50 | 37 | 423 | 79.0% | -0.35 | 0.0033 | -0.055 |
| 43.50 | 45.60 | 22 | 91 | 78.9% | 0.65 | 0.0032 | -0.052 | 155 | 47.00 | 49.65 | 141 | 79.3% | -0.36 | 0.0034 | -0.055 | |
| 41.95 | 43.90 | 18 | 77 | 78.8% | 0.64 | 0.0032 | -0.053 | 160 | 50.80 | 51.95 | 33 | 382 | 78.9% | -0.38 | 0.0034 | -0.056 |
| 40.25 | 42.75 | 4 | 252 | 78.4% | 0.62 | 0.0033 | -0.054 | 165 | 54.20 | 55.35 | 9 | 156 | 79.0% | -0.39 | 0.0035 | -0.057 |
| 39.30 | 40.75 | 33 | 167 | 78.9% | 0.61 | 0.0033 | -0.055 | 170 | 57.55 | 58.80 | 529 | 78.9% | -0.41 | 0.0036 | -0.057 | |
| 37.55 | 39.75 | 8 | 161 | 78.9% | 0.60 | 0.0033 | -0.056 | 175 | 60.55 | 63.30 | 76 | 79.3% | -0.42 | 0.0036 | -0.058 | |
| 36.65 | 38.10 | 6 | 633 | 78.9% | 0.58 | 0.0034 | -0.056 | 180 | 64.65 | 65.90 | 479 | 79.0% | -0.44 | 0.0036 | -0.058 | |
| 35.40 | 36.85 | 329 | 78.9% | 0.57 | 0.0034 | -0.057 | 185 | 67.75 | 70.10 | 215 | 79.0% | -0.45 | 0.0037 | -0.058 | ||
| 34.20 | 35.60 | 10 | 915 | 78.8% | 0.56 | 0.0034 | -0.057 | 190 | 71.95 | 73.25 | 698 | 79.0% | -0.47 | 0.0037 | -0.058 | |
| 33.05 | 34.45 | 9 | 382 | 79.0% | 0.54 | 0.0034 | -0.058 | 195 | 75.20 | 78.10 | 61 | 79.6% | -0.48 | 0.0037 | -0.058 | |
| 31.85 | 33.45 | 157 | 979 | 79.1% | 0.53 | 0.0034 | -0.058 | 200 | 79.55 | 80.85 | 3 | 119 | 79.2% | -0.50 | 0.0037 | -0.058 |
| 29.80 | 31.35 | 15 | 530 | 79.1% | 0.51 | 0.0034 | -0.058 | 210 | 86.25 | 90.30 | 137 | 79.8% | -0.52 | 0.0038 | -0.058 | |
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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.