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 ±58.9% (57.63–222.83) · ATM IV 71.0% · P/C open interest 0.79
| 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 | |
| 76.70 | 80.25 | 46 | 75.3% | 0.90 | 0.0016 | -0.015 | 75 | 8.55 | 9.70 | 590 | 76.9% | -0.11 | 0.0016 | -0.025 | ||
| 72.25 | 76.95 | 44 | 72.7% | 0.88 | 0.0018 | -0.018 | 80 | 9.95 | 11.20 | 747 | 76.1% | -0.12 | 0.0018 | -0.027 | ||
| 70.25 | 73.75 | 61 | 74.0% | 0.87 | 0.0019 | -0.020 | 85 | 11.50 | 12.80 | 129 | 75.3% | -0.14 | 0.0020 | -0.029 | ||
| 67.15 | 71.30 | 78 | 74.2% | 0.85 | 0.0021 | -0.023 | 90 | 13.20 | 14.55 | 541 | 74.7% | -0.16 | 0.0022 | -0.031 | ||
| 63.20 | 68.15 | 33 | 72.0% | 0.84 | 0.0022 | -0.025 | 95 | 15.00 | 16.40 | 2,428 | 74.1% | -0.17 | 0.0023 | -0.033 | ||
| 61.70 | 65.15 | 669 | 73.0% | 0.82 | 0.0024 | -0.027 | 100 | 16.90 | 18.35 | 4,040 | 73.5% | -0.19 | 0.0025 | -0.035 | ||
| 58.90 | 62.50 | 75 | 72.5% | 0.80 | 0.0025 | -0.029 | 105 | 19.05 | 20.55 | 691 | 73.3% | -0.21 | 0.0027 | -0.036 | ||
| 56.50 | 60.10 | 198 | 72.6% | 0.79 | 0.0027 | -0.031 | 110 | 21.35 | 22.80 | 1 | 1,161 | 73.0% | -0.23 | 0.0028 | -0.038 | |
| 53.40 | 57.60 | 83 | 71.5% | 0.77 | 0.0028 | -0.033 | 115 | 23.60 | 25.20 | 570 | 72.7% | -0.24 | 0.0030 | -0.039 | ||
| 51.75 | 55.00 | 204 | 71.7% | 0.75 | 0.0029 | -0.035 | 120 | 26.05 | 27.75 | 33 | 663 | 72.5% | -0.26 | 0.0031 | -0.041 | |
| 49.55 | 52.50 | 149 | 71.2% | 0.74 | 0.0030 | -0.036 | 125 | 28.55 | 30.35 | 790 | 72.1% | -0.28 | 0.0032 | -0.042 | ||
| 47.45 | 50.85 | 2 | 1,122 | 71.5% | 0.72 | 0.0031 | -0.037 | 130 | 31.30 | 33.10 | 1,769 | 72.0% | -0.30 | 0.0034 | -0.043 | |
| 45.70 | 48.80 | 749 | 71.5% | 0.70 | 0.0032 | -0.039 | 135 | 33.90 | 35.90 | 398 | 71.7% | -0.32 | 0.0035 | -0.044 | ||
| 43.50 | 46.35 | 218 | 70.6% | 0.68 | 0.0033 | -0.040 | 140 | 36.75 | 38.60 | 354 | 71.3% | -0.33 | 0.0036 | -0.045 | ||
| 41.65 | 44.95 | 85 | 70.9% | 0.67 | 0.0034 | -0.041 | 145 | 39.70 | 41.85 | 1 | 325 | 71.3% | -0.35 | 0.0037 | -0.045 | |
| 40.50 | 42.30 | 31 | 2,398 | 70.5% | 0.65 | 0.0034 | -0.042 | 150 | 42.85 | 45.05 | 1,058 | 71.4% | -0.37 | 0.0038 | -0.046 | |
| 38.75 | 40.80 | 1,865 | 70.5% | 0.64 | 0.0035 | -0.043 | 155 | 45.95 | 48.25 | 161 | 71.2% | -0.39 | 0.0038 | -0.047 | ||
| 36.55 | 39.80 | 1,276 | 70.4% | 0.62 | 0.0036 | -0.044 | 160 | 49.40 | 51.60 | 477 | 71.3% | -0.41 | 0.0039 | -0.047 | ||
| 35.05 | 37.85 | 654 | 69.9% | 0.60 | 0.0036 | -0.044 | 165 | 52.50 | 55.00 | 160 | 71.1% | -0.42 | 0.0040 | -0.047 | ||
| 33.75 | 36.45 | 2,045 | 70.0% | 0.59 | 0.0036 | -0.045 | 170 | 55.95 | 58.50 | 460 | 71.1% | -0.44 | 0.0040 | -0.048 | ||
| 32.25 | 35.10 | 1,576 | 69.9% | 0.57 | 0.0037 | -0.045 | 175 | 59.50 | 62.05 | 424 | 71.1% | -0.46 | 0.0041 | -0.048 | ||
| 31.25 | 33.65 | 1,164 | 70.0% | 0.56 | 0.0037 | -0.046 | 180 | 63.00 | 65.70 | 312 | 71.1% | -0.47 | 0.0041 | -0.048 | ||
| 29.70 | 32.65 | 1,894 | 69.9% | 0.54 | 0.0037 | -0.046 | 185 | 66.60 | 69.40 | 342 | 71.1% | -0.49 | 0.0042 | -0.048 | ||
| 28.50 | 31.50 | 333 | 69.9% | 0.53 | 0.0037 | -0.047 | 190 | 70.55 | 73.15 | 379 | 71.3% | -0.50 | 0.0042 | -0.048 | ||
| 28.60 | 30.15 | 2 | 625 | 70.7% | 0.52 | 0.0037 | -0.047 | 195 | 74.10 | 77.00 | 247 | 71.2% | -0.52 | 0.0042 | -0.048 | |
| 26.60 | 29.10 | 3 | 2,112 | 70.0% | 0.50 | 0.0037 | -0.047 | 200 | 77.95 | 80.85 | 874 | 71.2% | -0.53 | 0.0043 | -0.048 | |
| 24.50 | 27.25 | 498 | 70.0% | 0.48 | 0.0037 | -0.047 | 210 | 85.60 | 88.80 | 264 | 71.1% | -0.56 | 0.0043 | -0.048 | ||
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 — Dec 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.