MGM Optionskette MGM Resorts International
Jede Zeile entspricht einem Strike. Die linke Hälfte zeigt den Call, die rechte den Put. Geld-/Briefkurs sind die aktuellen Quotes von Käufern und Verkäufern; Volumen sind die in dieser Sitzung gehandelten Kontrakte; Open Interest sind die offenen Kontrakte. Die hervorgehobene Zeile liegt dem Aktienkurs am nächsten.
Dieser Verfallstermin preist einen Move von etwa ±10.2% (25.85–31.75) · ATM IV 43.7% · P/C Open Interest 0.75
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Geldkurs | Fragen | 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 | Geldkurs | Fragen | Vol | OI | IV | Δ | Γ | Θ | |
| 10.50 | 12.20 | 10 | 1.00 | 0.0018 | 0.000 | 17 | 0 | 0.2500 | 2 | 106.9% | -0.00 | 0.0018 | -0.001 | |||
| 9.80 | 11.20 | 0.99 | 0.0029 | 0.000 | 18 | 0 | 0.2500 | 97.0% | -0.01 | 0.0029 | -0.001 | |||||
| 8.80 | 10.30 | 0.99 | 0.0046 | -0.001 | 19 | 0 | 0.2500 | 87.5% | -0.01 | 0.0047 | -0.002 | |||||
| 7.80 | 9.30 | 2 | 0.98 | 0.0074 | -0.002 | 20 | 0 | 0.2500 | 2 | 78.5% | -0.01 | 0.0074 | -0.003 | |||
| 6.80 | 8.30 | 0.98 | 0.0116 | -0.003 | 21 | 0 | 0.3000 | 72.6% | -0.02 | 0.0116 | -0.004 | |||||
| 5.90 | 7.40 | 0.96 | 0.0177 | -0.005 | 22 | 0 | 0.3000 | 11 | 64.0% | -0.04 | 0.0178 | -0.006 | ||||
| 5.10 | 6.30 | 0.94 | 0.0265 | -0.007 | 23 | 0 | 0.3500 | 5 | 57.7% | -0.06 | 0.0266 | -0.008 | ||||
| 4.10 | 5.30 | 6 | 0.91 | 0.0384 | -0.010 | 24 | 0.1000 | 0.2500 | 1 | 42 | 49.3% | -0.09 | 0.0386 | -0.011 | ||
| 3.90 | 4.30 | 12 | 28 | 42.6% | 0.86 | 0.0535 | -0.014 | 25 | 0.2500 | 0.3500 | 5 | 1,075 | 48.4% | -0.14 | 0.0538 | -0.014 |
| 2.90 | 3.50 | 10 | 39.1% | 0.80 | 0.0708 | -0.017 | 26 | 0.4000 | 0.5000 | 13 | 212 | 45.9% | -0.20 | 0.0713 | -0.018 | |
| 2.45 | 2.65 | 3 | 42.9% | 0.72 | 0.0882 | -0.020 | 27 | 0.6000 | 0.8000 | 13 | 826 | 44.8% | -0.28 | 0.0888 | -0.021 | |
| 1.80 | 2.00 | 78 | 42.2% | 0.62 | 0.1021 | -0.022 | 28 | 0.9500 | 1.15 | 5 | 620 | 44.0% | -0.38 | 0.1030 | -0.023 | |
| 1.30 | 1.55 | 5 | 336 | 43.6% | 0.52 | 0.1091 | -0.023 | 29 | 1.45 | 1.60 | 2 | 1,413 | 43.8% | -0.49 | 0.1103 | -0.023 |
| 0.9000 | 1.05 | 18 | 452 | 42.4% | 0.41 | 0.1074 | -0.022 | 30 | 2.00 | 2.20 | 1,789 | 43.4% | -0.59 | 0.1089 | -0.023 | |
| 0.6000 | 0.7000 | 40 | 402 | 41.9% | 0.31 | 0.0978 | -0.020 | 31 | 2.70 | 2.95 | 732 | 44.6% | -0.69 | 0.0998 | -0.020 | |
| 0.4000 | 0.5000 | 17 | 2,688 | 42.9% | 0.23 | 0.0835 | -0.017 | 32 | 3.50 | 3.80 | 1,489 | 46.9% | -0.78 | 0.0858 | -0.018 | |
| 0.2500 | 0.4000 | 1 | 1,159 | 44.6% | 0.17 | 0.0677 | -0.014 | 33 | 4.20 | 5.20 | 171 | 56.4% | -0.84 | 0.0703 | -0.015 | |
| 0.1500 | 0.2000 | 4 | 813 | 42.5% | 0.12 | 0.0529 | -0.011 | 34 | 5.10 | 6.30 | 139 | 63.4% | -0.89 | 0.0558 | -0.011 | |
| 0.0500 | 0.2000 | 2 | 1,206 | 44.1% | 0.08 | 0.0403 | -0.009 | 35 | 5.90 | 6.70 | 197 | 49.0% | -0.93 | 0.0436 | -0.009 | |
| 0.0500 | 0.1000 | 1 | 1,140 | 44.0% | 0.06 | 0.0303 | -0.007 | 36 | 6.80 | 8.30 | 463 | 69.1% | -0.96 | 0.0339 | -0.007 | |
| 0.0500 | 0.1000 | 7 | 88 | 48.3% | 0.04 | 0.0226 | -0.005 | 37 | 7.80 | 9.30 | 6 | 74.7% | -0.98 | 0.0262 | -0.005 | |
| 0 | 0.0500 | 155 | 43.9% | 0.03 | 0.0169 | -0.004 | 38 | 8.90 | 10.20 | 32 | 80.0% | -0.99 | 0.0183 | -0.004 | ||
| 0 | 0.0500 | 55 | 47.4% | 0.02 | 0.0126 | -0.003 | 39 | 9.80 | 11.50 | 90.3% | -1.00 | 0.0089 | -0.003 | |||
| 0 | 0.0500 | 448 | 50.7% | 0.02 | 0.0094 | -0.003 | 40 | 10.60 | 12.60 | 2 | 92.7% | -1.00 | 0.0032 | -0.003 | ||
| 0 | 0.2500 | 1,013 | 70.0% | 0.01 | 0.0071 | -0.002 | 41 | 11.60 | 13.60 | 97.5% | -1.00 | 0.0003 | -0.003 | |||
| 0 | 0.2000 | 135 | 70.7% | 0.01 | 0.0054 | -0.002 | 42 | 12.60 | 14.60 | 102.0% | -1.00 | 0.0000 | -0.003 | |||
| 0 | 0.2000 | 398 | 74.2% | 0.01 | 0.0041 | -0.001 | 43 | 13.60 | 15.80 | 111.9% | -1.00 | 0.0000 | -0.003 | |||
Angezeigte Strikes: innerhalb von ±50 % des Basiswertpreises. Innerer Wert = max(0, Kurs − Strike) bei Calls, max(0, Strike − Kurs) bei Puts; Zeitwert = Optionspreis − innerer Wert. Greeks und IV gemäß Berechnung des Börsendatenfeeds.
Volatility Smile — Nov 20, 2026
Volatilitätsseite →Implizite Volatilität je Strike für diesen Verfallstermin. Out-of-the-money-Puts werden in der Regel mit höherer IV bepreist als Calls — der Skew.