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
$14.48
ATM straddle
MAX PAIN
$160.00
-36.2%
PUT/CALL VOLUME
1.12
212 / 189
NOV 27, 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 | 63.55 | 0.0% | 1.000 | 0.0000 | -0.021 | 175 | -0.000 | 0.0000 | -0.000 | 25.0% | 0.35 | 0.00 | 0.00 | ||||
| 0.00 | 0.00 | 64.91 | 4 | 0.0% | 1.000 | 0.0000 | -0.022 | 180 | -0.000 | 0.0000 | -0.000 | 25.0% | 4 | 0.25 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 62.45 | 1 | 0.0% | 1.000 | 0.0000 | -0.023 | 185 | -0.000 | 0.0000 | -0.000 | 25.0% | 2 | 0.18 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 58.30 | 9 | 0.0% | 1.000 | 0.0000 | -0.023 | 190 | -0.000 | 0.0000 | -0.000 | 25.0% | 5 | 0.08 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 54.08 | 10 | 0.0% | 1.000 | 0.0000 | -0.024 | 195 | -0.000 | 0.0000 | -0.000 | 12.5% | 12 | 0.20 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 48.52 | 5 | 0.0% | 1.000 | 0.0000 | -0.025 | 200 | -0.000 | 0.0000 | -0.000 | 12.5% | 2 | 0.01 | 0.00 | 0.00 | ||
| 205 | -0.000 | 0.0000 | -0.000 | 12.5% | 5 | 0.21 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 41.20 | 1 | 0.0% | 1.000 | 0.0000 | -0.026 | 210 | -0.000 | 0.0000 | -0.000 | 12.5% | 26 | 0.18 | 0.00 | 0.00 | ||
| 215 | -0.000 | 0.0000 | -0.000 | 12.5% | 4 | 0.23 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 29.45 | 1 | 0.0% | 1.000 | 0.0000 | -0.027 | 220 | -0.000 | 0.0000 | -0.000 | 12.5% | 1 | 0.36 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 21.65 | 5 | 0.0% | 1.000 | 0.0000 | -0.028 | 225 | -0.000 | 0.0000 | -0.000 | 6.3% | 21 | 0.72 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 24.50 | 4 | 0.0% | 1.000 | 0.0000 | -0.028 | 230 | -0.000 | 0.0000 | -0.000 | 6.3% | 21 | 1.12 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 20.10 | 1 | 0.0% | 1.000 | 0.0000 | -0.029 | 235 | -0.000 | 0.0001 | -0.000 | 6.3% | 18 | 2.00 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 12.50 | 15 | 0.0% | 1.000 | 0.0000 | -0.029 | 240 | -0.000 | 0.0000 | -0.000 | 3.1% | 33 | 3.17 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 10.10 | 3 | 0.0% | 1.000 | 0.0000 | -0.030 | 245 | -0.000 | 0.0000 | -0.000 | 1.6% | 23 | 4.81 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 7.93 | 3 | 0.0% | 1.000 | 0.0000 | -0.031 | 250 | 0.000 | 0.0000 | -0.000 | 0.4% | 17 | 6.55 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 5.75 | 47 | 1.6% | 0.003 | 0.0083 | -0.000 | 255 | 0.031 | 0.0000 | -1.000 | 0.0% | 11 | 8.45 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.70 | 15 | 3.1% | 0.000 | 0.0004 | -0.000 | 260 | 0.032 | 0.0000 | -1.000 | 0.0% | 1 | 12.50 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.48 | 13 | 3.1% | 0.000 | 0.0000 | -0.000 | 265 | ||||||||||
| 0.00 | 0.00 | 1.43 | 25 | 6.3% | 0.000 | 0.0001 | -0.000 | 270 | 0.033 | 0.0000 | -1.000 | 0.0% | 2 | 20.75 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.80 | 21 | 6.3% | 0.000 | 0.0000 | -0.000 | 275 | 0.034 | 0.0000 | -1.000 | 0.0% | 30.20 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 0.57 | 2 | 6.3% | 0.000 | 0.0000 | -0.000 | 280 | ||||||||||
| 0.00 | 0.00 | 0.22 | 12.5% | 0.000 | 0.0002 | -0.000 | 285 | |||||||||||
| 0.00 | 0.00 | 0.23 | 12.5% | 0.000 | 0.0000 | -0.000 | 290 | |||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology