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
$15.98
ATM straddle
MAX PAIN
$165.00
-34.2%
PUT/CALL VOLUME
1.34
165 / 123
DEC 4, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 165 | -0.000 | 0.0000 | -0.000 | 25.0% | 3 | 0.17 | 0.00 | 0.00 | ||||||||||
| 205 | -0.000 | 0.0000 | -0.000 | 12.5% | 7 | 0.18 | 0.00 | 0.00 | ||||||||||
| 210 | -0.000 | 0.0000 | -0.000 | 12.5% | 7 | 0.30 | 0.00 | 0.00 | ||||||||||
| 215 | -0.000 | 0.0000 | -0.000 | 12.5% | 1 | 0.47 | 0.00 | 0.00 | ||||||||||
| 220 | -0.000 | 0.0000 | -0.000 | 6.3% | 16 | 0.80 | 0.00 | 0.00 | ||||||||||
| 225 | -0.000 | 0.0000 | -0.000 | 6.3% | 38 | 1.13 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 21.07 | 0.0% | 1.000 | 0.0000 | -0.028 | 230 | -0.000 | 0.0000 | -0.000 | 6.3% | 41 | 1.76 | 0.00 | 0.00 | |||
| 235 | -0.000 | 0.0002 | -0.000 | 6.3% | 11 | 2.76 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 14.01 | 10 | 0.0% | 1.000 | 0.0000 | -0.029 | 240 | -0.000 | 0.0000 | -0.000 | 3.1% | 15 | 3.64 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 9.73 | 1 | 0.0% | 1.000 | 0.0000 | -0.030 | 245 | -0.000 | 0.0000 | -0.000 | 1.6% | 10 | 6.00 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 7.89 | 7 | 0.0% | 1.000 | 0.0000 | -0.031 | 250 | 0.000 | 0.0000 | -0.000 | 0.4% | 12 | 8.09 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 5.48 | 12 | 1.6% | 0.011 | 0.0221 | -0.001 | 255 | 0.031 | 0.0000 | -1.000 | 0.0% | 2 | 9.93 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.82 | 13 | 3.1% | 0.001 | 0.0015 | -0.000 | 260 | 0.032 | 0.0000 | -1.000 | 0.0% | 2 | 16.75 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.45 | 19 | 3.1% | 0.000 | 0.0000 | -0.000 | 265 | ||||||||||
| 0.00 | 0.00 | 1.80 | 4 | 6.3% | 0.000 | 0.0003 | -0.000 | 270 | ||||||||||
| 0.00 | 0.00 | 1.15 | 9 | 6.3% | 0.000 | 0.0000 | -0.000 | 275 | ||||||||||
| 0.00 | 0.00 | 0.69 | 14 | 6.3% | 0.000 | 0.0000 | -0.000 | 280 | ||||||||||
| 0.00 | 0.00 | 0.46 | 12 | 6.3% | 0.000 | 0.0000 | -0.000 | 285 | ||||||||||
| 0.00 | 0.00 | 0.25 | 2 | 12.5% | 0.000 | 0.0001 | -0.000 | 290 | ||||||||||
| 0.00 | 0.00 | 0.10 | 20 | 12.5% | 0.000 | 0.0000 | -0.000 | 305 | ||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology