MP option chain MP Materials Corp.
Cboe delayed options data · as of 12:38 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 ±15.7% (34.23–46.99) · ATM IV 64.4% · P/C open interest 0.58
| 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 | |
| 13.70 | 17.40 | 12 | 102.9% | 0.97 | 0.0058 | -0.009 | 25 | 0 | 0.2200 | 43 | 84.6% | -0.03 | 0.0058 | -0.009 | ||
| 10.05 | 11.80 | 96 | 87.2% | 0.94 | 0.0148 | -0.014 | 30 | 0.0300 | 0.4300 | 50 | 625 | 65.7% | -0.06 | 0.0149 | -0.014 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 32 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 33 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 34 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 5.95 | 6.75 | 5 | 27 | 64.4% | 0.79 | 0.0361 | -0.032 | 35 | 0.8800 | 1.08 | 137 | 1,462 | 62.4% | -0.21 | 0.0363 | -0.032 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 36 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 36.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 37 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 37.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 38 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 38.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 39 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 39.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.25 | 3.60 | 96 | 811 | 66.0% | 0.56 | 0.0492 | -0.045 | 40 | 2.81 | 3.10 | 90 | 1,513 | 62.8% | -0.45 | 0.0496 | -0.046 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 40.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 41 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 41.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 42 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 42.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 43 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 43.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 44 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 44.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.45 | 1.74 | 363 | 778 | 65.5% | 0.33 | 0.0442 | -0.042 | 45 | 5.95 | 6.35 | 71 | 1,805 | 62.6% | -0.67 | 0.0449 | -0.043 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 45.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 46 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 46.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 47 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 48 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 49 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.6500 | 0.8100 | 331 | 3,201 | 67.3% | 0.18 | 0.0310 | -0.031 | 50 | 9.95 | 10.85 | 18 | 646 | 66.6% | -0.83 | 0.0320 | -0.032 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 51 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.2900 | 0.5000 | 66 | 1,682 | 72.3% | 0.09 | 0.0190 | -0.020 | 55 | 14.90 | 15.45 | 3 | 254 | 77.0% | -0.92 | 0.0202 | -0.021 |
| 0.1100 | 0.1900 | 22 | 1,647 | 71.1% | 0.05 | 0.0115 | -0.013 | 60 | 18.00 | 20.40 | 84 | -0.96 | 0.0124 | -0.015 | ||
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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs