MercadoLibre, Inc. (MELI)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 18:39 UTC · Figures derived from the full chain (3,780 contracts, 15 expirations) · IV own-history percentile appears after 60 recorded days (28 so far)
Expected move · Nov 13, 2026 (25 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±10.6% (range 1,634.41–2,023.91) by Nov 13, 2026. ATM straddle: 194.75 @ strike 1,830 · ATM IV: 47.9%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 1,646.24 | -10% | 78.1% | 21.9% |
| 1,737.70 | -5% | 63.5% | 36.5% |
| 1,829.16 | +0% | 47.5% | 52.5% |
| 1,920.62 | +5% | 32.6% | 67.4% |
| 2,012.08 | +10% | 20.5% | 79.5% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 13, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | ±4.2% | 37.3% | 6,046 |
| Oct 30, 2026 | 11 | ±6.4% | 40.4% | 3,367 |
| Nov 06, 2026 | 18 | ±10.2% | 53.2% | 3,289 |
| Nov 13, 2026 | 25 | ±10.6% | 47.9% | 7,225 |
| Nov 20, 2026 | 32 | ±11.4% | 45.8% | 6,275 |
| Nov 27, 2026 | 39 | ±11.9% | 43.7% | 638 |
| Dec 18, 2026 | 60 | ±13.9% | 41.6% | 13.1K |
| Jan 15, 2027 | 88 | ±16.3% | 40.9% | 10.6K |
| Mar 19, 2027 | 151 | ±21.6% | 41.7% | 3,177 |
Open interest by strike · Nov 13
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 2,100 C · 3,2352,200 C · 3,0351,700 P · 1,1421,500 P · 9592,180 C · 904
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 93 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 44.1% of the time.
Past earnings reactions
Avg |reaction| 7.7% · median 6.4% (20 reports). Two-session close-to-close window; definition
About MercadoLibre, Inc.
MercadoLibre, Inc. operates as a prominent provider of digital commerce platforms throughout Latin America. Its primary service, the Mercado Libre Marketplace, is an automated online system allowing businesses, independent vendors, and private individuals to list merchandise and finalize sales. Supporting this, the Mercado Pago FinTech platform offers a financial technology solution, facilitating transactions both on and off its e-commerce sites by enabling users to securely send and receive online payments and transfer funds via web and mobile applications. The company further expands its financial offerings through Mercado Fondo, a service that permits users to invest balances held in their Mercado Pago accounts, and Mercado Credito, which extends credit options to qualified merchants and consumers. For logistics, Mercado Envios provides a comprehensive solution, empowering sellers on its platform to utilize third-party delivery services and other logistical partners, including warehousing and fulfillment capabilities. Beyond these core services, MercadoLibre also runs Mercado Libre Classifieds, an online classifieds platform for motor vehicles, real estate, and professional serv
Consumer Cyclical · Specialty Retail · NASDAQ · Profile: Financial Modeling Prep
Related securities · Consumer Cyclical
TSLA · IV 45.3%AMZN · IV 40.3%GME · IV 59.4%RIVN · IV 66.3%NKE · IV 38.1%BABA · IV 39.7%