MGM option chain MGM Resorts International
Cboe delayed options data · as of 21:41 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 ±28.6% (20.32–36.62) · ATM IV 38.0% · P/C open interest 4.31
| 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 | |
| 9.40 | 10.40 | 15 | 40.5% | 0.88 | 0.0174 | -0.002 | 20 | 0.6500 | 0.9000 | 279 | 41.3% | -0.12 | 0.0180 | -0.003 | ||
| 6.20 | 6.70 | 8 | 39.1% | 0.74 | 0.0303 | -0.004 | 25 | 1.80 | 2.30 | 112 | 38.4% | -0.27 | 0.0322 | -0.005 | ||
| 4.40 | 5.10 | 1 | 2 | 37.7% | 0.63 | 0.0359 | -0.005 | 28 | 3.20 | 3.60 | 27 | 38.4% | -0.39 | 0.0391 | -0.006 | |
| 3.60 | 4.20 | 22 | 106 | 37.9% | 0.56 | 0.0380 | -0.006 | 30 | 4.20 | 4.80 | 612 | 38.4% | -0.47 | 0.0421 | -0.006 | |
| 2.60 | 3.10 | 10 | 37.8% | 0.45 | 0.0386 | -0.006 | 33 | 6.10 | 6.70 | 1 | 144 | 38.1% | -0.58 | 0.0444 | -0.006 | |
| 2.00 | 3.90 | 38 | 44.0% | 0.39 | 0.0374 | -0.005 | 35 | 7.50 | 8.30 | 32 | 38.6% | -0.66 | 0.0446 | -0.006 | ||
| 1.50 | 1.80 | 2 | 15 | 37.7% | 0.30 | 0.0342 | -0.005 | 38 | 9.90 | 10.70 | 38.7% | -0.76 | 0.0434 | -0.005 | ||
| 1.05 | 1.45 | 2 | 56 | 36.9% | 0.25 | 0.0314 | -0.005 | 40 | 11.50 | 12.60 | 9 | 39.4% | -0.83 | 0.0423 | -0.005 | |
| 0.8000 | 1.20 | 4 | 37.0% | 0.21 | 0.0284 | -0.004 | 42 | 13.30 | 14.40 | 58 | 39.7% | -0.88 | 0.0408 | -0.004 | ||
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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs