MGM cadena de opciones MGM Resorts International
Cada fila corresponde a un strike. La mitad izquierda es el call, la mitad derecha el put. El bid/ask es lo que compradores y vendedores cotizan actualmente; el volumen son los contratos negociados en la sesión; el open interest son los contratos vigentes. La fila resaltada es la más cercana al precio de la acción.
Este vencimiento descuenta un movimiento de aproximadamente ±10.0% (25.98–31.78) · ATM IV 43.0% · P/C interés abierto 0.67
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Preguntar | 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 | Preguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 10.50 | 12.40 | 10 | 1.00 | 0.0020 | 0.000 | 17 | 0 | 0.2500 | 2 | 107.6% | -0.00 | 0.0020 | -0.001 | |||
| 9.80 | 11.20 | 0.99 | 0.0031 | -0.000 | 18 | 0 | 0.2500 | 97.6% | -0.01 | 0.0031 | -0.002 | |||||
| 8.80 | 10.30 | 0.99 | 0.0049 | -0.001 | 19 | 0 | 0.2500 | 88.1% | -0.01 | 0.0049 | -0.002 | |||||
| 7.80 | 9.30 | 2 | 0.98 | 0.0076 | -0.002 | 20 | 0 | 0.2500 | 2 | 79.0% | -0.02 | 0.0076 | -0.003 | |||
| 6.80 | 8.30 | 0.97 | 0.0116 | -0.003 | 21 | 0 | 0.3000 | 73.2% | -0.02 | 0.0117 | -0.004 | |||||
| 5.90 | 7.40 | 0.96 | 0.0176 | -0.005 | 22 | 0 | 0.3000 | 11 | 64.5% | -0.04 | 0.0176 | -0.006 | ||||
| 5.10 | 6.30 | 0.94 | 0.0261 | -0.007 | 23 | 0 | 0.3500 | 5 | 58.3% | -0.06 | 0.0262 | -0.008 | ||||
| 4.10 | 5.30 | 6 | 0.91 | 0.0376 | -0.010 | 24 | 0.1500 | 0.2500 | 4 | 43 | 51.7% | -0.09 | 0.0378 | -0.011 | ||
| 3.80 | 4.50 | 102 | 118 | 42.6% | 0.87 | 0.0525 | -0.013 | 25 | 0.2500 | 0.3000 | 22 | 1,075 | 47.6% | -0.13 | 0.0528 | -0.014 |
| 3.10 | 3.60 | 2 | 12 | 43.9% | 0.81 | 0.0700 | -0.017 | 26 | 0.3500 | 0.5000 | 13 | 220 | 45.5% | -0.19 | 0.0705 | -0.017 |
| 2.60 | 2.75 | 3 | 6 | 46.0% | 0.73 | 0.0880 | -0.020 | 27 | 0.6000 | 0.7500 | 33 | 853 | 44.7% | -0.27 | 0.0886 | -0.020 |
| 1.85 | 2.20 | 2 | 79 | 46.7% | 0.63 | 0.1028 | -0.022 | 28 | 0.8500 | 1.10 | 60 | 627 | 42.5% | -0.37 | 0.1037 | -0.022 |
| 1.35 | 1.50 | 464 | 770 | 42.8% | 0.52 | 0.1104 | -0.023 | 29 | 1.40 | 1.55 | 4 | 1,411 | 43.3% | -0.48 | 0.1116 | -0.023 |
| 0.9500 | 1.15 | 30 | 460 | 44.1% | 0.41 | 0.1088 | -0.022 | 30 | 1.95 | 2.15 | 3 | 1,792 | 43.1% | -0.59 | 0.1104 | -0.022 |
| 0.5000 | 0.7500 | 88 | 448 | 40.6% | 0.32 | 0.0991 | -0.020 | 31 | 2.65 | 3.20 | 2 | 732 | 49.4% | -0.69 | 0.1011 | -0.021 |
| 0.4000 | 0.5000 | 57 | 2,698 | 42.5% | 0.23 | 0.0845 | -0.018 | 32 | 3.40 | 3.70 | 1,297 | 888 | 44.9% | -0.77 | 0.0869 | -0.018 |
| 0.2000 | 0.3500 | 3 | 1,161 | 41.8% | 0.17 | 0.0686 | -0.015 | 33 | 4.20 | 5.20 | 171 | 58.2% | -0.84 | 0.0713 | -0.015 | |
| 0.1500 | 0.2000 | 16 | 823 | 42.2% | 0.12 | 0.0540 | -0.012 | 34 | 5.10 | 6.30 | 139 | 65.4% | -0.89 | 0.0568 | -0.012 | |
| 0.0500 | 0.4000 | 6 | 1,206 | 43.9% | 0.09 | 0.0416 | -0.010 | 35 | 5.90 | 6.60 | 197 | 49.4% | -0.92 | 0.0447 | -0.010 | |
| 0.0500 | 0.1500 | 7 | 1,147 | 46.5% | 0.06 | 0.0318 | -0.008 | 36 | 6.80 | 8.30 | 463 | 71.7% | -0.95 | 0.0353 | -0.008 | |
| 0.0500 | 0.1000 | 7 | 86 | 48.1% | 0.05 | 0.0242 | -0.006 | 37 | 7.80 | 9.30 | 6 | 77.4% | -0.97 | 0.0283 | -0.006 | |
| 0 | 0.0500 | 155 | 43.8% | 0.03 | 0.0184 | -0.005 | 38 | 8.70 | 10.60 | 32 | 87.7% | -0.98 | 0.0225 | -0.004 | ||
| 0 | 0.0500 | 55 | 47.2% | 0.03 | 0.0141 | -0.004 | 39 | 9.50 | 11.80 | 93.0% | -0.99 | 0.0135 | -0.004 | |||
| 0 | 0.0500 | 448 | 50.6% | 0.02 | 0.0109 | -0.003 | 40 | 10.10 | 13.20 | 98.2% | -1.00 | 0.0059 | -0.003 | |||
| 0 | 0.2500 | 1,013 | 69.8% | 0.01 | 0.0084 | -0.003 | 41 | 10.50 | 14.10 | 81.8% | -1.00 | 0.0007 | -0.003 | |||
| 0 | 0.2000 | 135 | 70.6% | 0.01 | 0.0066 | -0.002 | 42 | 12.60 | 14.60 | 105.1% | -1.00 | 0.0000 | -0.003 | |||
| 0 | 0.2000 | 398 | 74.1% | 0.01 | 0.0052 | -0.002 | 43 | 12.70 | 16.20 | 100.8% | -1.00 | 0.0000 | -0.003 | |||
Strikes mostrados: dentro del ±50% del precio del subyacente. Valor intrínseco = máx(0, precio − strike) para calls, máx(0, strike − precio) para puts; extrínseco = precio de la opción − intrínseco. Griegas e IV según los calcula el feed del mercado.
Sonrisa de volatilidad — Nov 20, 2026
Página de volatilidad →Volatilidad implícita por strike para este vencimiento. Los puts fuera del dinero suelen tener una IV más alta que los calls — el skew.