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 ±15.3% (35.12–47.77) · ATM IV 35.3% · P/C open interest 0.46
| 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 | |
| 17.20 | 20.60 | 59 | 65.4% | 0.98 | 0.0033 | 0.000 | 23 | 0 | 0.3000 | 137 | 62.1% | -0.02 | 0.0034 | -0.002 | ||
| 15.20 | 18.30 | 18 | 40.0% | 0.97 | 0.0050 | 0.000 | 25 | 0 | 0.3000 | 1,019 | 54.5% | -0.03 | 0.0050 | -0.003 | ||
| 13.10 | 14.80 | 52 | 45.8% | 0.95 | 0.0089 | 0.000 | 28 | 0 | 0.4500 | 355 | 48.0% | -0.05 | 0.0090 | -0.005 | ||
| 12.20 | 13.80 | 44.1% | 0.94 | 0.0107 | -0.001 | 29 | 0 | 0.5000 | 200 | 45.6% | -0.06 | 0.0108 | -0.005 | |||
| 11.20 | 12.90 | 182 | 42.3% | 0.93 | 0.0129 | -0.002 | 30 | 0.0500 | 0.5000 | 282 | 43.1% | -0.07 | 0.0130 | -0.006 | ||
| 10.30 | 11.90 | 40.2% | 0.92 | 0.0153 | -0.003 | 31 | 0.0500 | 0.5500 | 729 | 40.5% | -0.08 | 0.0155 | -0.007 | |||
| 9.50 | 12.20 | 54.4% | 0.90 | 0.0182 | -0.004 | 32 | 0.1000 | 0.5500 | 91 | 37.9% | -0.10 | 0.0184 | -0.008 | |||
| 8.60 | 10.00 | 5 | 833 | 38.2% | 0.88 | 0.0213 | -0.005 | 33 | 0.1500 | 0.8000 | 999 | 38.5% | -0.12 | 0.0216 | -0.008 | |
| 7.70 | 9.20 | 2 | 37.7% | 0.86 | 0.0248 | -0.006 | 34 | 0.3000 | 0.9500 | 134 | 38.2% | -0.14 | 0.0252 | -0.009 | ||
| 6.80 | 9.50 | 107 | 46.1% | 0.83 | 0.0285 | -0.008 | 35 | 0.4000 | 1.05 | 1,075 | 36.3% | -0.17 | 0.0290 | -0.010 | ||
| 6.00 | 7.50 | 1 | 35.2% | 0.80 | 0.0324 | -0.009 | 36 | 0.6500 | 1.30 | 125 | 36.7% | -0.20 | 0.0331 | -0.011 | ||
| 5.50 | 6.80 | 340 | 37.1% | 0.76 | 0.0364 | -0.010 | 37 | 1.00 | 1.55 | 169 | 37.1% | -0.24 | 0.0372 | -0.012 | ||
| 4.80 | 6.10 | 530 | 36.6% | 0.72 | 0.0402 | -0.011 | 38 | 1.10 | 1.85 | 1,190 | 35.4% | -0.28 | 0.0411 | -0.013 | ||
| 4.30 | 5.40 | 3,032 | 36.9% | 0.68 | 0.0437 | -0.012 | 39 | 1.40 | 2.15 | 22 | 34.6% | -0.32 | 0.0448 | -0.013 | ||
| 3.80 | 4.90 | 17.9K | 37.8% | 0.63 | 0.0466 | -0.013 | 40 | 1.45 | 3.00 | 683 | 35.1% | -0.37 | 0.0480 | -0.014 | ||
| 3.20 | 4.20 | 138 | 36.3% | 0.59 | 0.0489 | -0.013 | 41 | 2.15 | 3.10 | 55 | 34.3% | -0.42 | 0.0505 | -0.014 | ||
| 2.80 | 3.60 | 14 | 712 | 36.0% | 0.54 | 0.0503 | -0.013 | 42 | 2.70 | 3.60 | 153 | 34.4% | -0.47 | 0.0522 | -0.014 | |
| 2.10 | 3.20 | 2 | 90 | 34.7% | 0.49 | 0.0509 | -0.014 | 43 | 3.50 | 4.20 | 2 | 36 | 35.9% | -0.53 | 0.0531 | -0.014 |
| 1.70 | 2.70 | 139 | 34.0% | 0.44 | 0.0506 | -0.013 | 44 | 3.70 | 4.70 | 72 | 32.9% | -0.58 | 0.0532 | -0.013 | ||
| 1.50 | 2.25 | 1,668 | 34.1% | 0.39 | 0.0494 | -0.013 | 45 | 4.10 | 5.70 | 304 | 33.2% | -0.63 | 0.0524 | -0.013 | ||
| 1.15 | 2.00 | 118 | 34.0% | 0.34 | 0.0476 | -0.013 | 46 | 4.80 | 6.00 | 71 | 30.4% | -0.67 | 0.0508 | -0.012 | ||
| 0.9000 | 1.70 | 42 | 756 | 33.7% | 0.30 | 0.0451 | -0.012 | 47 | 5.60 | 6.80 | 39 | 30.8% | -0.72 | 0.0488 | -0.011 | |
| 0.7000 | 1.30 | 69 | 174 | 32.6% | 0.27 | 0.0423 | -0.011 | 48 | 6.40 | 7.60 | 235 | 30.5% | -0.76 | 0.0463 | -0.010 | |
| 0.5000 | 1.20 | 186 | 33.1% | 0.23 | 0.0392 | -0.011 | 49 | 7.20 | 8.70 | 32 | 32.3% | -0.80 | 0.0435 | -0.009 | ||
| 0.3000 | 1.00 | 1 | 3,289 | 32.3% | 0.20 | 0.0360 | -0.010 | 50 | 8.00 | 9.50 | 1,588 | 30.7% | -0.83 | 0.0407 | -0.008 | |
| 0 | 0.5000 | 447 | 33.4% | 0.10 | 0.0212 | -0.006 | 55 | 11.40 | 14.40 | 125 | -0.95 | 0.0294 | -0.002 | |||
| 0 | 0.4000 | 1,016 | 39.3% | 0.05 | 0.0115 | -0.004 | 60 | 16.40 | 20.00 | 4,055 | -1.00 | 0.0000 | -0.013 | |||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.