MGM cadeia de opções MGM Resorts International
Cada linha corresponde a um strike. A metade esquerda é a call, a metade direita é a put. Bid/ask são as cotações atuais de compradores e vendedores; volume é o número de contratos negociados na sessão; open interest são os contratos em aberto. A linha destacada é a mais próxima do preço da ação.
Este vencimento precifica um movimento de aproximadamente ±7.2% (38.47–44.41) · IV ATM 42.8% · P/C open interest 1.21
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Perguntar | 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 | Perguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 17.60 | 20.50 | 214.3% | 0.99 | 0.0017 | -0.003 | 23 | 0 | 2.15 | 5 | 95 | 253.6% | -0.01 | 0.0017 | -0.005 | ||
| 15.70 | 18.50 | 193.3% | 0.99 | 0.0025 | -0.004 | 25 | 0 | 2.15 | 5 | 523 | 225.2% | -0.01 | 0.0025 | -0.006 | ||
| 14.10 | 17.60 | 159.2% | 0.99 | 0.0031 | -0.005 | 26 | 0 | 2.15 | 61 | 211.7% | -0.01 | 0.0031 | -0.007 | |||
| 13.10 | 16.60 | 49 | 148.5% | 0.99 | 0.0038 | -0.006 | 27 | 0 | 2.15 | 51 | 198.8% | -0.01 | 0.0038 | -0.007 | ||
| 12.10 | 15.60 | 58 | 138.2% | 0.98 | 0.0048 | -0.007 | 28 | 0 | 2.15 | 200 | 186.2% | -0.01 | 0.0048 | -0.008 | ||
| 11.10 | 14.60 | 3 | 128.1% | 0.98 | 0.0060 | -0.008 | 29 | 0 | 2.15 | 111 | 174.0% | -0.02 | 0.0060 | -0.009 | ||
| 10.30 | 13.60 | 146 | 125.9% | 0.98 | 0.0075 | -0.009 | 30 | 0 | 0.5000 | 80 | 4,816 | 77.9% | -0.02 | 0.0075 | -0.011 | |
| 9.60 | 12.60 | 4 | 125.8% | 0.97 | 0.0096 | -0.011 | 31 | 0 | 0.3000 | 44 | 86.9% | -0.03 | 0.0096 | -0.012 | ||
| 8.60 | 11.70 | 976 | 118.4% | 0.96 | 0.0122 | -0.013 | 32 | 0 | 2.15 | 444 | 139.1% | -0.03 | 0.0123 | -0.014 | ||
| 7.80 | 10.70 | 10 | 113.5% | 0.96 | 0.0158 | -0.015 | 33 | 0 | 2.15 | 82 | 127.9% | -0.04 | 0.0158 | -0.016 | ||
| 6.70 | 9.70 | 55 | 100.6% | 0.94 | 0.0206 | -0.017 | 34 | 0 | 0.5000 | 58 | 72.3% | -0.05 | 0.0206 | -0.018 | ||
| 6.40 | 7.50 | 472 | 78.0% | 0.93 | 0.0270 | -0.020 | 35 | 0 | 0.1500 | 2 | 2,268 | 48.5% | -0.07 | 0.0271 | -0.020 | |
| 4.90 | 7.80 | 351 | 87.0% | 0.91 | 0.0358 | -0.023 | 36 | 0 | 0.5000 | 97 | 56.1% | -0.09 | 0.0359 | -0.023 | ||
| 3.70 | 5.60 | 705 | 43.1% | 0.88 | 0.0476 | -0.026 | 37 | 0.0500 | 0.3000 | 632 | 497 | 43.3% | -0.12 | 0.0477 | -0.027 | |
| 3.10 | 4.70 | 208 | 48.0% | 0.83 | 0.0631 | -0.030 | 38 | 0.1500 | 1.00 | 415 | 39.9% | -0.17 | 0.0633 | -0.031 | ||
| 2.30 | 3.80 | 673 | 44.5% | 0.77 | 0.0825 | -0.034 | 39 | 0.3500 | 0.6000 | 350 | 2,342 | 40.9% | -0.23 | 0.0828 | -0.035 | |
| 2.00 | 3.00 | 6,579 | 48.7% | 0.68 | 0.1036 | -0.038 | 40 | 0.6000 | 0.8500 | 22 | 2,028 | 39.3% | -0.32 | 0.1040 | -0.038 | |
| 1.45 | 2.30 | 1 | 185 | 47.1% | 0.57 | 0.1202 | -0.040 | 41 | 0.9500 | 1.25 | 2 | 5,183 | 38.5% | -0.43 | 0.1208 | -0.040 |
| 0.9000 | 1.55 | 11 | 3,695 | 42.1% | 0.45 | 0.1240 | -0.040 | 42 | 1.35 | 1.90 | 330 | 2,484 | 38.8% | -0.55 | 0.1247 | -0.040 |
| 0.1500 | 1.50 | 42 | 332 | 41.4% | 0.34 | 0.1130 | -0.037 | 43 | 1.65 | 3.30 | 6,978 | 45.5% | -0.66 | 0.1138 | -0.037 | |
| 0.3000 | 0.6000 | 153 | 356 | 37.9% | 0.25 | 0.0941 | -0.033 | 44 | 2.25 | 3.10 | 2 | 631 | 25.3% | -0.76 | 0.0949 | -0.033 |
| 0 | 0.7000 | 48 | 2,130 | 46.5% | 0.18 | 0.0746 | -0.029 | 45 | 3.00 | 4.10 | 200 | 977 | -0.82 | 0.0754 | -0.028 | |
| 0.0500 | 0.3000 | 16 | 2,085 | 39.0% | 0.13 | 0.0581 | -0.024 | 46 | 3.80 | 5.60 | 772 | 39.3% | -0.87 | 0.0588 | -0.024 | |
| 0 | 0.3000 | 5,146 | 43.0% | 0.10 | 0.0452 | -0.021 | 47 | 4.80 | 7.10 | 26 | 58.5% | -0.90 | 0.0458 | -0.021 | ||
| 0 | 0.3000 | 1,241 | 48.3% | 0.08 | 0.0353 | -0.018 | 48 | 5.80 | 8.30 | 8 | 69.4% | -0.93 | 0.0361 | -0.017 | ||
| 0 | 0.4500 | 147 | 58.8% | 0.06 | 0.0279 | -0.015 | 49 | 6.70 | 8.90 | 62.5% | -0.94 | 0.0288 | -0.015 | |||
| 0 | 1.25 | 1,384 | 85.6% | 0.05 | 0.0222 | -0.013 | 50 | 7.50 | 10.20 | 70.9% | -0.96 | 0.0233 | -0.013 | |||
| 0 | 0.2500 | 1 | 1,791 | 77.2% | 0.02 | 0.0082 | -0.007 | 55 | 11.40 | 15.20 | -0.99 | 0.0099 | -0.007 | |||
| 0 | 2.15 | 12 | 157.4% | 0.01 | 0.0037 | -0.004 | 60 | 16.40 | 20.20 | -1.00 | 0.0027 | -0.003 | ||||
Strikes exibidos: dentro de ±50% do preço do ativo subjacente. Valor intrínseco = max(0, preço − strike) para calls, max(0, strike − preço) para puts; extrínseco = preço da opção − intrínseco. Greeks e IV conforme calculados pelo feed da bolsa.
Sorriso de volatilidade — Sep 18, 2026
Página de volatilidade →Volatilidade implícita por strike para este vencimento. Puts fora do dinheiro geralmente apresentam IV mais alta do que calls — o skew.