MGM option chain MGM Resorts International
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 ±9.8% (37.37–45.52) · ATM IV 35.3% · P/C open interest 0.96
| 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 | |
| 15.10 | 18.10 | 53.4% | 0.99 | 0.0036 | -0.002 | 25 | 0 | 0.5000 | 93.2% | -0.01 | 0.0037 | -0.004 | ||||
| 14.10 | 17.10 | 0.98 | 0.0045 | -0.002 | 26 | 0 | 0.5000 | 87.1% | -0.02 | 0.0045 | -0.005 | |||||
| 13.10 | 16.10 | 0.98 | 0.0055 | -0.003 | 27 | 0 | 0.5000 | 10 | 81.2% | -0.02 | 0.0055 | -0.005 | ||||
| 12.10 | 15.10 | 0.97 | 0.0068 | -0.004 | 28 | 0 | 0.4500 | 10 | 73.8% | -0.03 | 0.0068 | -0.006 | ||||
| 11.10 | 14.20 | 48.7% | 0.97 | 0.0083 | -0.005 | 29 | 0 | 0.5000 | 10 | 70.1% | -0.03 | 0.0084 | -0.007 | |||
| 10.10 | 12.90 | 0.96 | 0.0103 | -0.006 | 30 | 0 | 0.5000 | 16 | 64.7% | -0.04 | 0.0104 | -0.008 | ||||
| 9.80 | 11.70 | 50.9% | 0.95 | 0.0128 | -0.007 | 31 | 0 | 0.5000 | 10 | 59.4% | -0.05 | 0.0129 | -0.009 | |||
| 8.80 | 10.60 | 1 | 41.3% | 0.94 | 0.0158 | -0.008 | 32 | 0 | 0.5000 | 10 | 54.3% | -0.06 | 0.0160 | -0.010 | ||
| 8.00 | 9.70 | 47.3% | 0.93 | 0.0197 | -0.010 | 33 | 0 | 0.5000 | 10 | 49.3% | -0.07 | 0.0198 | -0.011 | |||
| 6.90 | 8.70 | 39.5% | 0.91 | 0.0244 | -0.011 | 34 | 0 | 0.4000 | 41.9% | -0.09 | 0.0246 | -0.013 | ||||
| 6.00 | 7.70 | 37.2% | 0.89 | 0.0301 | -0.013 | 35 | 0 | 0.5500 | 12 | 40.5% | -0.12 | 0.0304 | -0.014 | |||
| 5.20 | 6.70 | 36.3% | 0.86 | 0.0369 | -0.015 | 36 | 0.1500 | 0.6500 | 68 | 39.9% | -0.15 | 0.0373 | -0.016 | |||
| 4.40 | 5.90 | 3 | 37.3% | 0.82 | 0.0448 | -0.017 | 37 | 0.1500 | 0.8000 | 1 | 54 | 36.8% | -0.18 | 0.0453 | -0.018 | |
| 3.60 | 5.10 | 2 | 36.6% | 0.77 | 0.0534 | -0.019 | 38 | 0.5500 | 0.8500 | 1 | 791 | 36.8% | -0.23 | 0.0541 | -0.019 | |
| 2.90 | 4.30 | 1 | 35.7% | 0.72 | 0.0620 | -0.020 | 39 | 0.8500 | 1.15 | 8 | 2,470 | 37.0% | -0.29 | 0.0628 | -0.021 | |
| 2.70 | 3.60 | 6 | 566 | 39.3% | 0.65 | 0.0697 | -0.022 | 40 | 1.05 | 1.45 | 1 | 1,114 | 34.9% | -0.35 | 0.0708 | -0.022 |
| 1.80 | 2.95 | 8 | 35.4% | 0.58 | 0.0751 | -0.023 | 41 | 1.45 | 1.95 | 106 | 35.2% | -0.43 | 0.0765 | -0.023 | ||
| 1.15 | 2.40 | 11 | 47 | 33.4% | 0.50 | 0.0774 | -0.023 | 42 | 1.90 | 2.50 | 12 | 798 | 35.0% | -0.51 | 0.0791 | -0.024 |
| 0.9000 | 1.80 | 8 | 2,392 | 33.1% | 0.43 | 0.0762 | -0.023 | 43 | 2.50 | 3.50 | 7 | 5,000 | 38.7% | -0.58 | 0.0782 | -0.023 |
| 0.9500 | 1.50 | 7 | 1,027 | 37.0% | 0.36 | 0.0719 | -0.022 | 44 | 3.10 | 3.70 | 134 | 33.9% | -0.65 | 0.0743 | -0.022 | |
| 0.8500 | 1.10 | 505 | 605 | 37.7% | 0.30 | 0.0657 | -0.020 | 45 | 3.70 | 4.50 | 200 | 615 | 33.1% | -0.72 | 0.0683 | -0.021 |
| 0.4000 | 0.8500 | 35 | 233 | 35.0% | 0.24 | 0.0585 | -0.019 | 46 | 4.40 | 5.20 | 60 | 30.2% | -0.77 | 0.0614 | -0.019 | |
| 0.3500 | 0.6500 | 30 | 933 | 36.2% | 0.20 | 0.0512 | -0.017 | 47 | 5.20 | 6.70 | 119 | 38.4% | -0.82 | 0.0542 | -0.017 | |
| 0.2000 | 0.5500 | 1 | 1,414 | 36.5% | 0.16 | 0.0442 | -0.015 | 48 | 6.00 | 7.30 | 5 | 34 | 32.4% | -0.85 | 0.0472 | -0.015 |
| 0.1000 | 0.4000 | 2 | 59 | 35.7% | 0.14 | 0.0380 | -0.014 | 49 | 6.80 | 9.00 | 1 | 44.7% | -0.88 | 0.0408 | -0.014 | |
| 0 | 0.5000 | 1 | 4,571 | 38.9% | 0.11 | 0.0325 | -0.012 | 50 | 7.70 | 9.30 | 11 | -0.91 | 0.0354 | -0.012 | ||
| 0 | 0.5000 | 14 | 53.0% | 0.05 | 0.0150 | -0.007 | 55 | 12.10 | 15.00 | -0.98 | 0.0180 | -0.009 | ||||
| 0 | 0.1000 | 3 | 49.3% | 0.02 | 0.0074 | -0.004 | 60 | 16.80 | 20.20 | -1.00 | 0.0000 | -0.007 | ||||
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 — Oct 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.