MCD Options Chain
MCD $250.83 · Updated Oct 26, 4:00 PM ET
MCD is at $250.83. The nearest expiration, Oct 30, 2026 (4 days out), lists 46 strikes, with 9,311 calls and 3,018 puts traded in the latest session. At-the-money implied volatility is 0.4%. The at-the-money straddle prices a move of about $5.79 (2.3%) by expiration.
EXPIRATION
- Oct 30, 2026
- Nov 6, 2026
- Nov 13, 2026
- Nov 20, 2026
- Nov 27, 2026
- Dec 4, 2026
- Dec 18, 2026
- Jan 15, 2027
- Mar 19, 2027
ATM IV
0.2%
250 strike
EXPECTED MOVE
$11.73
ATM straddle
MAX PAIN
$160.00
-36.2%
PUT/CALL VOLUME
0.13
172 / 1,346
NOV 13, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 0.00 | 0.00 | 81.15 | 268 | 0.0% | 1.000 | 0.0000 | -0.021 | 170 | -0.000 | 0.0000 | -0.000 | 25.0% | 2 | 0.33 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 76.18 | 190 | 0.0% | 1.000 | 0.0000 | -0.022 | 175 | -0.000 | 0.0000 | -0.000 | 25.0% | 1 | 0.25 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 70.99 | 108 | 0.0% | 1.000 | 0.0000 | -0.022 | 180 | -0.000 | 0.0000 | -0.000 | 25.0% | 0.24 | 0.00 | 0.00 | |||
| 190 | -0.000 | 0.0000 | -0.000 | 25.0% | 0.10 | 0.00 | 0.00 | |||||||||||
| 195 | -0.000 | 0.0000 | -0.000 | 25.0% | 1 | 0.05 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 34.30 | 3 | 0.0% | 1.000 | 0.0000 | -0.025 | 200 | -0.000 | 0.0000 | -0.000 | 25.0% | 1 | 0.05 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 30.98 | 0.0% | 1.000 | 0.0000 | -0.025 | 205 | -0.000 | 0.0000 | -0.000 | 25.0% | 2 | 0.03 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 27.00 | 0.0% | 1.000 | 0.0000 | -0.026 | 210 | -0.000 | 0.0000 | -0.000 | 12.5% | 3 | 0.13 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 33.70 | 1 | 0.0% | 1.000 | 0.0000 | -0.026 | 215 | -0.000 | 0.0000 | -0.000 | 12.5% | 1 | 0.24 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 31.50 | 1 | 0.0% | 1.000 | 0.0000 | -0.027 | 220 | -0.000 | 0.0000 | -0.000 | 12.5% | 3 | 0.28 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 11.25 | 0.0% | 1.000 | 0.0000 | -0.028 | 225 | -0.000 | 0.0000 | -0.000 | 12.5% | 10 | 0.34 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 20.82 | 10 | 0.0% | 1.000 | 0.0000 | -0.028 | 230 | -0.000 | 0.0000 | -0.000 | 6.3% | 31 | 0.65 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 16.86 | 1 | 0.0% | 1.000 | 0.0000 | -0.029 | 235 | -0.000 | 0.0000 | -0.000 | 6.3% | 31 | 1.32 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 12.65 | 14 | 0.0% | 1.000 | 0.0000 | -0.030 | 240 | -0.000 | 0.0004 | -0.000 | 6.3% | 45 | 2.36 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 8.80 | 18 | 0.0% | 1.000 | 0.0000 | -0.030 | 245 | -0.000 | 0.0002 | -0.000 | 3.1% | 11 | 3.90 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 6.13 | 78 | 0.0% | 1.000 | 0.0000 | -0.031 | 250 | -0.000 | 0.0000 | -0.000 | 0.4% | 23 | 5.60 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 4.35 | 35 | 1.6% | 0.000 | 0.0001 | -0.000 | 255 | 0.031 | 0.0000 | -1.000 | 0.0% | 2 | 10.45 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.45 | 68 | 3.1% | 0.000 | 0.0000 | -0.000 | 260 | 0.032 | 0.0000 | -1.000 | 0.0% | 4 | 12.79 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.51 | 51 | 6.3% | 0.000 | 0.0001 | -0.000 | 265 | 0.033 | 0.0000 | -1.000 | 0.0% | 33.11 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 0.90 | 17 | 6.3% | 0.000 | 0.0000 | -0.000 | 270 | ||||||||||
| 0.00 | 0.00 | 0.44 | 6 | 12.5% | 0.001 | 0.0003 | -0.000 | 275 | ||||||||||
| 0.00 | 0.00 | 0.31 | 6 | 12.5% | 0.000 | 0.0000 | -0.000 | 280 | ||||||||||
| 0.00 | 0.00 | 0.23 | 2 | 12.5% | 0.000 | 0.0000 | -0.000 | 285 | ||||||||||
| 0.00 | 0.00 | 0.29 | 1 | 12.5% | 0.000 | 0.0000 | -0.000 | 290 | 0.036 | 0.0000 | -1.000 | 0.0% | 45.89 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 0.23 | 12.5% | 0.000 | 0.0000 | -0.000 | 295 | |||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology