MGM option chain MGM Resorts International
Cboe delayed options data · as of 18:36 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 ±13.7% (35.77–47.12) · ATM IV 36.9% · P/C open interest 0.30
| 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 | |
| 6.70 | 9.40 | 35.1% | 0.87 | 0.0252 | -0.010 | 34 | 0 | 1.15 | 42.8% | -0.13 | 0.0255 | -0.011 | ||||
| 7.00 | 8.10 | 43.3% | 0.84 | 0.0296 | -0.011 | 35 | 0.1500 | 0.9000 | 1 | 1 | 37.4% | -0.16 | 0.0300 | -0.012 | ||
| 5.70 | 7.30 | 37.5% | 0.81 | 0.0343 | -0.013 | 36 | 0.4000 | 1.00 | 98 | 36.9% | -0.19 | 0.0348 | -0.013 | |||
| 5.10 | 6.50 | 38.4% | 0.78 | 0.0392 | -0.014 | 37 | 0.8000 | 1.25 | 38.4% | -0.23 | 0.0398 | -0.015 | ||||
| 4.40 | 5.70 | 37.5% | 0.73 | 0.0440 | -0.015 | 38 | 1.05 | 1.55 | 15 | 38.0% | -0.27 | 0.0448 | -0.016 | |||
| 4.20 | 5.00 | 40.3% | 0.69 | 0.0485 | -0.016 | 39 | 1.40 | 1.85 | 1 | 1 | 37.6% | -0.32 | 0.0494 | -0.017 | ||
| 3.30 | 4.30 | 41 | 37.2% | 0.63 | 0.0522 | -0.017 | 40 | 1.75 | 2.25 | 4 | 37.2% | -0.37 | 0.0534 | -0.017 | ||
| 2.75 | 3.70 | 1 | 2 | 36.7% | 0.58 | 0.0550 | -0.017 | 41 | 2.20 | 2.70 | 1 | 37.0% | -0.43 | 0.0564 | -0.018 | |
| 2.30 | 3.20 | 4 | 4 | 36.8% | 0.52 | 0.0566 | -0.017 | 42 | 2.35 | 3.20 | 5 | 9 | 34.5% | -0.48 | 0.0582 | -0.018 |
| 2.00 | 2.70 | 155 | 350 | 37.1% | 0.47 | 0.0568 | -0.017 | 43 | 3.20 | 3.80 | 5 | 9 | 36.4% | -0.54 | 0.0588 | -0.018 |
| 1.45 | 2.30 | 1 | 28 | 35.8% | 0.41 | 0.0558 | -0.017 | 44 | 3.40 | 4.40 | 33.3% | -0.60 | 0.0581 | -0.017 | ||
| 1.20 | 1.90 | 35 | 36 | 35.7% | 0.36 | 0.0538 | -0.016 | 45 | 4.50 | 5.00 | 35.6% | -0.65 | 0.0564 | -0.017 | ||
| 0.8500 | 1.70 | 1 | 35.7% | 0.32 | 0.0509 | -0.016 | 46 | 4.60 | 6.10 | 33.6% | -0.70 | 0.0537 | -0.016 | |||
| 0.6500 | 1.30 | 34.7% | 0.27 | 0.0474 | -0.015 | 47 | 5.50 | 6.70 | 12 | 32.9% | -0.74 | 0.0505 | -0.015 | |||
| 0.4500 | 1.25 | 28 | 35.8% | 0.24 | 0.0435 | -0.014 | 48 | 5.80 | 8.30 | 35.2% | -0.79 | 0.0469 | -0.014 | |||
| 0.3000 | 0.8500 | 33.7% | 0.20 | 0.0396 | -0.013 | 49 | 6.30 | 9.50 | 35.1% | -0.82 | 0.0431 | -0.013 | ||||
| 0.3000 | 0.7000 | 4 | 4 | 34.8% | 0.17 | 0.0357 | -0.011 | 50 | 7.20 | 10.30 | 34.2% | -0.85 | 0.0394 | -0.012 | ||
| 0 | 0.5000 | 39.1% | 0.08 | 0.0196 | -0.007 | 55 | 11.40 | 15.00 | -0.96 | 0.0240 | -0.008 | |||||
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.
callsputs