MGM option chain MGM Resorts International

Expiration Cboe delayed options data · as of 12:38 UTC

Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.

This expiration prices a move of about ±11.0% (25.45–31.75) · ATM IV 44.0% · P/C open interest 0.81

CALLS								Strike	PUTS
Bid	Ask	Vol	OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated.	IV	ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money).	Γ	Θ		Bid	Ask	Vol	OI	IV	Δ	Γ	Θ
10.80	13.70			140.3%	0.99	0.0035	-0.002	17	0	0.2500		2	100.3%	-0.01	0.0036	-0.002
10.20	12.70			141.5%	0.99	0.0051	-0.003	18	0	0.2500			90.9%	-0.01	0.0052	-0.003
9.40	11.70			134.8%	0.98	0.0074	-0.004	19	0	0.2500			81.9%	-0.02	0.0074	-0.004
8.40	10.70		2	122.2%	0.98	0.0106	-0.005	20	0	0.1500		2	66.4%	-0.03	0.0107	-0.005
7.40	9.60			107.7%	0.97	0.0151	-0.006	21	0	0.2500			65.1%	-0.04	0.0152	-0.006
6.50	8.60			98.7%	0.95	0.0214	-0.007	22	0	0.2500		11	57.2%	-0.05	0.0216	-0.007
5.50	7.60			87.4%	0.93	0.0300	-0.009	23	0.0500	0.3000		1	53.7%	-0.08	0.0303	-0.009
4.60	6.70		1	80.5%	0.90	0.0414	-0.012	24	0.1000	0.3000	10	29	47.4%	-0.11	0.0419	-0.012
3.80	5.60		16	71.2%	0.85	0.0559	-0.014	25	0.2500	0.4000	38	1,030	46.0%	-0.15	0.0565	-0.014
2.75	5.10			67.6%	0.79	0.0726	-0.017	26	0.5000	0.6000	76	178	46.2%	-0.22	0.0736	-0.017
2.10	2.70		1	38.6%	0.71	0.0896	-0.019	27	0.7500	0.9500	87	832	45.9%	-0.30	0.0911	-0.019
1.80	1.95	4	34	41.5%	0.61	0.1030	-0.021	28	1.10	1.30	106	560	44.3%	-0.40	0.1052	-0.021
1.30	1.45	83	196	41.6%	0.50	0.1091	-0.021	29	1.60	1.95	113	1,365	46.3%	-0.51	0.1120	-0.021
0.9000	1.00	92	227	40.8%	0.40	0.1059	-0.020	30	2.05	2.35	17	1,761	41.1%	-0.61	0.1096	-0.021
0.6000	0.7000	195	287	40.8%	0.31	0.0953	-0.018	31	2.75	3.20	5	744	43.4%	-0.71	0.0998	-0.019
0.4000	0.5000	2,642	381	41.6%	0.23	0.0810	-0.016	32	3.60	4.00	25	1,502	45.1%	-0.79	0.0862	-0.017
0.1000	0.4000	153	1,321	44.1%	0.17	0.0664	-0.014	33	4.50	4.90	1	172	47.8%	-0.85	0.0720	-0.015
0.2000	0.3000	2,425	2,651	45.2%	0.13	0.0534	-0.012	34	4.80	5.90	8	135		-0.90	0.0588	-0.013
0.0500	0.2000	11	1,203	42.4%	0.10	0.0426	-0.010	35	4.90	6.70		197		-0.93	0.0468	-0.011
0.0500	0.2000	106	1,167	47.0%	0.08	0.0339	-0.009	36	6.40	7.70		469		-0.95	0.0360	-0.009
0.0500	0.1500	2	101	49.0%	0.06	0.0270	-0.007	37	7.60	8.70	14	204		-0.97	0.0265	-0.007
0	0.2000	25	160	53.0%	0.05	0.0217	-0.006	38	7.40	9.70		32		-0.98	0.0186	-0.005
0	0.1500	2	55	53.9%	0.04	0.0176	-0.005	39	8.40	11.30				-0.99	0.0126	-0.003
0	0.0500		448	48.5%	0.03	0.0143	-0.004	40	9.40	12.00		3		-0.99	0.0082	-0.002
0	0.2500		1,013	66.8%	0.02	0.0117	-0.004	41	10.40	13.30				-1.00	0.0051	-0.001
0	0.6500		135	54.5%	0.02	0.0097	-0.003	42	11.40	14.30				-1.00	0.0032	-0.001

Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.

Volatility smile — Nov 20, 2026

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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MGM option chain MGM Resorts International

Volatility smile — Nov 20, 2026

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