MS Options Chain
MS $183.49 · Updated Oct 26, 4:00 PM ET
MS is at $183.49. The nearest expiration, Oct 30, 2026 (4 days out), lists 46 strikes, with 1,884 calls and 1,446 puts traded in the latest session. At-the-money implied volatility is 0.8%. The at-the-money straddle prices a move of about $5.80 (3.2%) 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
- Apr 16, 2027
ATM IV
0.4%
185 strike
EXPECTED MOVE
$13.72
ATM straddle
MAX PAIN
$135.00
-26.4%
PUT/CALL VOLUME
1.97
298 / 151
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 |
| 135 | -0.000 | 0.0000 | -0.000 | 25.0% | 0.15 | 0.00 | 0.00 | |||||||||||
| 140 | -0.000 | 0.0000 | -0.000 | 25.0% | 0.16 | 0.00 | 0.00 | |||||||||||
| 145 | -0.000 | 0.0000 | -0.000 | 12.5% | 1 | 0.19 | 0.00 | 0.00 | ||||||||||
| 150 | -0.000 | 0.0000 | -0.000 | 12.5% | 1 | 0.42 | 0.00 | 0.00 | ||||||||||
| 155 | -0.000 | 0.0000 | -0.000 | 12.5% | 1 | 0.78 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 26.00 | 1 | 0.0% | 1.000 | 0.0000 | -0.020 | 160 | -0.000 | 0.0000 | -0.000 | 12.5% | 28 | 0.98 | 0.00 | 0.00 | ||
| 165 | -0.000 | 0.0000 | -0.000 | 6.3% | 61 | 1.30 | 0.00 | 0.00 | ||||||||||
| 170 | -0.000 | 0.0000 | -0.000 | 6.3% | 3 | 2.09 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 10.51 | 1 | 0.0% | 1.000 | 0.0000 | -0.021 | 175 | -0.000 | 0.0000 | -0.000 | 3.1% | 9 | 3.00 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 8.20 | 85 | 0.0% | 1.000 | 0.0000 | -0.022 | 180 | -0.000 | 0.0000 | -0.000 | 1.6% | 8 | 4.63 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 6.17 | 1 | 0.8% | 0.031 | 0.1667 | -0.001 | 185 | 0.023 | 0.0000 | -1.000 | 0.0% | 156 | 7.55 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.80 | 5 | 3.1% | 0.000 | 0.0008 | -0.000 | 190 | 0.023 | 0.0000 | -1.000 | 0.0% | 25 | 9.50 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.33 | 6 | 6.3% | 0.001 | 0.0010 | -0.000 | 195 | 0.024 | 0.0000 | -1.000 | 0.0% | 12.78 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 1.34 | 12 | 6.3% | 0.000 | 0.0000 | -0.000 | 200 | 0.025 | 0.0000 | -1.000 | 0.0% | 2 | 16.90 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.91 | 33 | 6.3% | 0.000 | 0.0000 | -0.000 | 205 | 0.025 | 0.0000 | -1.000 | 0.0% | 2 | 22.92 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.84 | 1 | 12.5% | 0.000 | 0.0001 | -0.000 | 210 | 0.026 | 0.0000 | -1.000 | 0.0% | 1 | 28.50 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.23 | 6 | 12.5% | 0.000 | 0.0000 | -0.000 | 215 | 0.026 | 0.0000 | -1.000 | 0.0% | 34.70 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 0.69 | 12.5% | 0.000 | 0.0000 | -0.000 | 220 | |||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology