Hi there!

Yes, there is an option to display months in capital letters in Excel. Here's how you can do it:

1. Select the cell or range of cells containing the dates you want to format.
2. Right-click and select "Format Cells" from the menu.
3. In the "Format Cells" dialog box, select the "Custom" category.
4. In the "Type" field, enter the following format code: "MMM-YY"
5. Click "OK" to apply the format.

This will display the month abbreviation in capital letters followed by the year in two digits. For example, "JAN-07" for January 2007.