MP option chain MP Materials Corp.
Cboe delayed options data · as of 21:36 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 ±16.1% (45.06–62.31) · ATM IV 71.2% · P/C open interest 1.41
| 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 | |
| 21.95 | 26.00 | 1 | 107.8% | 0.98 | 0.0025 | 0.000 | 30 | 0 | 0.2000 | 5 | 104.4% | -0.02 | 0.0025 | -0.010 | ||
| 17.85 | 20.70 | 104.9% | 0.97 | 0.0047 | -0.003 | 35 | 0 | 0.3800 | 2 | 89.4% | -0.03 | 0.0048 | -0.013 | |||
| 13.10 | 15.40 | 10 | 75.7% | 0.95 | 0.0099 | -0.010 | 40 | 0 | 0.9700 | 59 | 81.7% | -0.05 | 0.0099 | -0.018 | ||
| 11.25 | 13.40 | 2 | 68.9% | 0.93 | 0.0138 | -0.015 | 42 | 0.0100 | 0.4800 | 2 | 4 | 60.0% | -0.07 | 0.0139 | -0.022 | |
| 10.40 | 12.55 | 69.5% | 0.92 | 0.0164 | -0.019 | 43 | 0.0400 | 0.5500 | 2 | 11 | 58.0% | -0.08 | 0.0164 | -0.025 | ||
| 9.55 | 11.30 | 11 | 13 | 62.4% | 0.90 | 0.0193 | -0.023 | 44 | 0 | 0.8400 | 3 | 4 | 58.8% | -0.10 | 0.0194 | -0.028 |
| 8.65 | 10.45 | 11 | 17 | 61.3% | 0.87 | 0.0226 | -0.028 | 45 | 0.2500 | 0.8300 | 11 | 62 | 57.9% | -0.13 | 0.0227 | -0.032 |
| 7.35 | 9.95 | 1 | 58.8% | 0.85 | 0.0259 | -0.033 | 46 | 0.5800 | 0.9300 | 5 | 46 | 59.2% | -0.16 | 0.0261 | -0.037 | |
| 6.95 | 9.05 | 1 | 62.2% | 0.81 | 0.0292 | -0.038 | 47 | 0.6300 | 1.13 | 78 | 25 | 57.1% | -0.19 | 0.0294 | -0.042 | |
| 6.05 | 8.45 | 1 | 61.9% | 0.78 | 0.0322 | -0.044 | 48 | 0.9800 | 1.42 | 7 | 68 | 58.9% | -0.22 | 0.0324 | -0.047 | |
| 5.70 | 7.85 | 2 | 66.3% | 0.74 | 0.0348 | -0.049 | 49 | 1.33 | 2.41 | 8 | 44 | 66.6% | -0.26 | 0.0350 | -0.052 | |
| 5.30 | 7.25 | 32 | 68.9% | 0.70 | 0.0370 | -0.054 | 50 | 1.72 | 2.50 | 17 | 1,141 | 64.3% | -0.30 | 0.0372 | -0.056 | |
| 4.10 | 6.70 | 2 | 63.9% | 0.66 | 0.0386 | -0.058 | 51 | 1.95 | 2.80 | 6 | 33 | 62.1% | -0.34 | 0.0389 | -0.060 | |
| 4.40 | 5.05 | 1 | 3 | 62.0% | 0.62 | 0.0397 | -0.061 | 52 | 2.59 | 3.30 | 5 | 137 | 64.5% | -0.39 | 0.0400 | -0.062 |
| 3.40 | 5.60 | 25 | 10 | 67.0% | 0.57 | 0.0404 | -0.064 | 53 | 3.10 | 3.65 | 121 | 90 | 63.7% | -0.43 | 0.0407 | -0.064 |
| 3.55 | 5.10 | 1 | 4 | 72.1% | 0.53 | 0.0407 | -0.065 | 54 | 3.60 | 5.00 | 3 | 48 | 70.4% | -0.47 | 0.0410 | -0.066 |
| 3.20 | 3.65 | 61 | 71 | 64.4% | 0.49 | 0.0406 | -0.066 | 55 | 3.90 | 5.80 | 21 | 198 | 70.2% | -0.51 | 0.0410 | -0.066 |
| 2.71 | 4.05 | 8 | 26 | 70.3% | 0.46 | 0.0402 | -0.066 | 56 | 4.85 | 6.40 | 3 | 73.2% | -0.55 | 0.0405 | -0.066 | |
| 2.26 | 3.00 | 2 | 27 | 63.9% | 0.42 | 0.0394 | -0.066 | 57 | 5.25 | 6.55 | 49 | 67.2% | -0.58 | 0.0398 | -0.065 | |
| 1.89 | 2.96 | 2 | 16 | 67.8% | 0.38 | 0.0383 | -0.064 | 58 | 6.20 | 6.90 | 49 | 66.9% | -0.62 | 0.0388 | -0.063 | |
| 1.48 | 2.50 | 40 | 33 | 63.6% | 0.35 | 0.0370 | -0.063 | 59 | 5.85 | 7.95 | 9 | 60.6% | -0.65 | 0.0375 | -0.061 | |
| 1.43 | 2.14 | 38 | 198 | 64.6% | 0.32 | 0.0355 | -0.061 | 60 | 7.40 | 9.25 | 118 | 73.2% | -0.69 | 0.0360 | -0.058 | |
| 1.40 | 1.84 | 5 | 280 | 66.0% | 0.29 | 0.0339 | -0.058 | 61 | 7.35 | 9.35 | 101 | 59.0% | -0.72 | 0.0344 | -0.055 | |
| 1.18 | 1.56 | 1 | 23 | 65.2% | 0.26 | 0.0321 | -0.056 | 62 | 8.20 | 10.85 | 50 | 66.8% | -0.75 | 0.0326 | -0.052 | |
| 0.8400 | 1.65 | 1 | 7 | 66.5% | 0.23 | 0.0302 | -0.053 | 63 | 9.40 | 11.50 | 3 | 69.3% | -0.77 | 0.0308 | -0.049 | |
| 0.6800 | 1.49 | 13 | 66.7% | 0.21 | 0.0283 | -0.050 | 64 | 10.25 | 12.30 | 71 | 69.2% | -0.80 | 0.0289 | -0.046 | ||
| 0.8000 | 1.18 | 8 | 487 | 68.0% | 0.19 | 0.0264 | -0.047 | 65 | 11.10 | 12.80 | 11 | 64.8% | -0.82 | 0.0270 | -0.043 | |
| 0.7000 | 1.25 | 3 | 23 | 71.0% | 0.17 | 0.0246 | -0.044 | 66 | 12.00 | 14.25 | 4 | 72.7% | -0.84 | 0.0252 | -0.039 | |
| 0.4600 | 1.20 | 3 | 70.5% | 0.15 | 0.0228 | -0.042 | 67 | 12.85 | 14.70 | 66.4% | -0.85 | 0.0234 | -0.036 | |||
| 0.2000 | 1.31 | 19 | 71.5% | 0.14 | 0.0211 | -0.039 | 68 | 13.80 | 15.70 | 68.6% | -0.87 | 0.0217 | -0.033 | |||
| 0.2400 | 1.22 | 6 | 73.8% | 0.13 | 0.0195 | -0.037 | 69 | 14.70 | 16.85 | 72.4% | -0.88 | 0.0202 | -0.030 | |||
| 0.2500 | 0.6000 | 2 | 178 | 66.4% | 0.11 | 0.0180 | -0.035 | 70 | 15.65 | 17.55 | 32 | 69.1% | -0.89 | 0.0187 | -0.028 | |
| 0.2000 | 1.00 | 252 | 85.6% | 0.07 | 0.0122 | -0.026 | 75 | 20.40 | 22.55 | 76.2% | -0.94 | 0.0127 | -0.017 | |||
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 — Oct 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs