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 ±43.7% (22.86–58.36) · ATM IV 58.7% · P/C open interest 1.05
| 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 | |
| 19.20 | 21.30 | 63.5% | 0.93 | 0.0066 | -0.003 | 22.5 | 0.6200 | 1.60 | 59.1% | -0.08 | 0.0068 | -0.005 | ||||
| 17.35 | 19.40 | 62.1% | 0.89 | 0.0085 | -0.005 | 25 | 1.13 | 1.95 | 57.3% | -0.11 | 0.0088 | -0.006 | ||||
| 14.15 | 16.00 | 60.9% | 0.82 | 0.0120 | -0.008 | 30 | 2.53 | 3.55 | 3 | 57.3% | -0.19 | 0.0124 | -0.009 | |||
| 11.90 | 13.35 | 62.8% | 0.74 | 0.0146 | -0.010 | 35 | 3.95 | 6.40 | 1 | 57.8% | -0.28 | 0.0154 | -0.011 | |||
| 9.50 | 10.35 | 1 | 1 | 59.3% | 0.65 | 0.0162 | -0.012 | 40 | 7.10 | 8.55 | 2 | 2 | 58.2% | -0.37 | 0.0173 | -0.013 |
| 7.75 | 9.40 | 1 | 1 | 62.5% | 0.57 | 0.0170 | -0.013 | 45 | 10.70 | 11.50 | 15 | 30 | 59.7% | -0.45 | 0.0185 | -0.014 |
| 6.45 | 7.15 | 14 | 14 | 60.6% | 0.50 | 0.0171 | -0.013 | 50 | 13.55 | 15.35 | 59.2% | -0.53 | 0.0190 | -0.014 | ||
| 5.30 | 6.15 | 39 | 38 | 61.6% | 0.44 | 0.0167 | -0.013 | 55 | 16.80 | 19.25 | 58.0% | -0.60 | 0.0190 | -0.014 | ||
| 4.30 | 5.05 | 2 | 2 | 61.2% | 0.39 | 0.0161 | -0.013 | 60 | 21.50 | 23.40 | 21 | 23 | 61.0% | -0.66 | 0.0187 | -0.014 |
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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs