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 ±17.0% (34.41–48.47) · ATM IV 34.9% · P/C open interest 0.44
| 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 | |
| 17.10 | 20.00 | 19 | 0.98 | 0.0040 | 0.000 | 23 | 0 | 0.4000 | 423 | 58.7% | -0.02 | 0.0040 | -0.003 | |||
| 15.60 | 18.10 | 796 | 36.0% | 0.97 | 0.0057 | 0.000 | 25 | 0 | 0.4500 | 397 | 52.9% | -0.03 | 0.0057 | -0.003 | ||
| 13.30 | 14.90 | 1,627 | 42.9% | 0.94 | 0.0096 | -0.001 | 28 | 0 | 0.4500 | 603 | 43.0% | -0.06 | 0.0097 | -0.005 | ||
| 11.40 | 12.90 | 1,176 | 37.4% | 0.92 | 0.0133 | -0.002 | 30 | 0 | 0.5500 | 2,372 | 38.7% | -0.08 | 0.0135 | -0.006 | ||
| 10.50 | 12.00 | 37.0% | 0.91 | 0.0156 | -0.003 | 31 | 0.1000 | 0.4500 | 3 | 5 | 35.6% | -0.09 | 0.0158 | -0.006 | ||
| 9.60 | 11.10 | 36.2% | 0.89 | 0.0182 | -0.004 | 32 | 0.2500 | 0.8500 | 7 | 39.6% | -0.11 | 0.0185 | -0.007 | |||
| 8.80 | 10.40 | 124 | 38.1% | 0.87 | 0.0210 | -0.005 | 33 | 0.3000 | 0.9500 | 635 | 37.7% | -0.13 | 0.0214 | -0.008 | ||
| 7.90 | 9.40 | 1 | 35.3% | 0.85 | 0.0241 | -0.006 | 34 | 0.4500 | 1.10 | 2 | 37.1% | -0.16 | 0.0246 | -0.008 | ||
| 7.10 | 8.60 | 573 | 35.0% | 0.82 | 0.0274 | -0.007 | 35 | 0.6000 | 1.25 | 1,628 | 36.0% | -0.18 | 0.0279 | -0.009 | ||
| 6.60 | 7.80 | 3 | 36.3% | 0.79 | 0.0307 | -0.008 | 36 | 0.9000 | 1.50 | 20 | 36.3% | -0.21 | 0.0314 | -0.010 | ||
| 5.90 | 7.20 | 1,147 | 36.9% | 0.76 | 0.0341 | -0.009 | 37 | 1.20 | 1.80 | 231 | 36.4% | -0.25 | 0.0350 | -0.010 | ||
| 5.20 | 6.50 | 36.2% | 0.72 | 0.0374 | -0.010 | 38 | 1.35 | 2.10 | 63 | 35.0% | -0.29 | 0.0384 | -0.011 | |||
| 4.60 | 5.80 | 2,462 | 35.7% | 0.68 | 0.0403 | -0.010 | 39 | 1.85 | 2.45 | 13 | 35.5% | -0.33 | 0.0417 | -0.011 | ||
| 4.20 | 5.10 | 966 | 35.9% | 0.64 | 0.0429 | -0.011 | 40 | 2.05 | 2.85 | 906 | 34.2% | -0.37 | 0.0445 | -0.012 | ||
| 3.50 | 4.50 | 2,460 | 34.5% | 0.59 | 0.0449 | -0.011 | 41 | 2.65 | 3.40 | 31 | 35.3% | -0.42 | 0.0468 | -0.012 | ||
| 2.90 | 4.00 | 692 | 33.8% | 0.55 | 0.0463 | -0.012 | 42 | 2.85 | 3.80 | 79 | 33.1% | -0.47 | 0.0486 | -0.012 | ||
| 2.45 | 3.50 | 2,462 | 34.4% | 0.50 | 0.0470 | -0.012 | 43 | 3.50 | 4.30 | 67 | 33.2% | -0.51 | 0.0496 | -0.012 | ||
| 2.05 | 3.10 | 21 | 34.3% | 0.46 | 0.0470 | -0.012 | 44 | 4.10 | 4.80 | 60 | 32.6% | -0.56 | 0.0500 | -0.012 | ||
| 1.70 | 2.70 | 9 | 968 | 33.1% | 0.41 | 0.0463 | -0.011 | 45 | 4.70 | 5.50 | 953 | 32.5% | -0.61 | 0.0496 | -0.011 | |
| 1.40 | 2.20 | 5,059 | 32.2% | 0.37 | 0.0450 | -0.011 | 46 | 5.30 | 6.10 | 81 | 31.4% | -0.65 | 0.0487 | -0.011 | ||
| 1.10 | 1.90 | 10 | 331 | 31.8% | 0.33 | 0.0432 | -0.011 | 47 | 5.80 | 7.30 | 15 | 32.6% | -0.70 | 0.0473 | -0.010 | |
| 0.8500 | 1.60 | 5,282 | 31.3% | 0.29 | 0.0410 | -0.010 | 48 | 6.50 | 7.50 | 4 | 40 | 28.3% | -0.74 | 0.0455 | -0.010 | |
| 0.6500 | 1.65 | 42 | 75 | 32.8% | 0.26 | 0.0386 | -0.010 | 49 | 7.20 | 8.80 | 3 | 30.7% | -0.77 | 0.0434 | -0.009 | |
| 0.4500 | 1.00 | 1 | 8,275 | 29.4% | 0.23 | 0.0360 | -0.009 | 50 | 8.10 | 9.60 | 44 | 30.5% | -0.81 | 0.0412 | -0.008 | |
| 0 | 0.5000 | 547 | 29.4% | 0.12 | 0.0231 | -0.006 | 55 | 11.40 | 15.50 | -0.94 | 0.0312 | -0.004 | ||||
| 0 | 0.4000 | 797 | 34.7% | 0.06 | 0.0138 | -0.004 | 60 | 16.40 | 20.00 | 1,925 | -1.00 | 0.0018 | -0.010 | |||
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs