MP option chain MP Materials Corp.
Cboe delayed options data · as of 15:40 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 ±50.2% (19.74–59.59) · ATM IV 60.2% · P/C open interest 1.07
| 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 | |
| 19.75 | 22.85 | 141 | 54.3% | 0.93 | 0.0053 | -0.001 | 20 | 0.6700 | 1.15 | 1 | 2,582 | 56.7% | -0.07 | 0.0054 | -0.004 | |
| 18.30 | 21.05 | 408 | 52.8% | 0.90 | 0.0065 | -0.002 | 22 | 1.03 | 1.80 | 1,123 | 58.3% | -0.09 | 0.0067 | -0.005 | ||
| 16.35 | 19.25 | 1,589 | 56.3% | 0.87 | 0.0084 | -0.004 | 25 | 1.83 | 2.73 | 512 | 59.1% | -0.13 | 0.0087 | -0.006 | ||
| 15.10 | 18.20 | 48 | 57.6% | 0.84 | 0.0095 | -0.005 | 27 | 2.64 | 3.70 | 396 | 61.4% | -0.16 | 0.0099 | -0.007 | ||
| 14.80 | 16.00 | 354 | 61.9% | 0.79 | 0.0110 | -0.006 | 30 | 3.80 | 4.25 | 2 | 1,501 | 58.8% | -0.21 | 0.0116 | -0.008 | |
| 12.55 | 14.95 | 31 | 57.1% | 0.76 | 0.0119 | -0.007 | 32 | 4.65 | 5.20 | 151 | 59.1% | -0.24 | 0.0125 | -0.009 | ||
| 11.70 | 13.75 | 197 | 60.2% | 0.72 | 0.0129 | -0.008 | 35 | 6.10 | 6.75 | 429 | 59.6% | -0.28 | 0.0138 | -0.010 | ||
| 10.80 | 12.80 | 358 | 59.9% | 0.69 | 0.0135 | -0.009 | 37 | 7.20 | 7.70 | 219 | 59.5% | -0.31 | 0.0144 | -0.010 | ||
| 10.20 | 11.35 | 1 | 502 | 61.0% | 0.65 | 0.0141 | -0.010 | 40 | 8.75 | 9.55 | 476 | 59.5% | -0.36 | 0.0153 | -0.011 | |
| 9.65 | 10.90 | 81 | 62.4% | 0.62 | 0.0145 | -0.010 | 42 | 9.60 | 11.50 | 305 | 60.7% | -0.39 | 0.0158 | -0.011 | ||
| 7.95 | 9.75 | 1 | 372 | 59.7% | 0.58 | 0.0148 | -0.011 | 45 | 11.70 | 13.60 | 563 | 61.8% | -0.43 | 0.0164 | -0.012 | |
| 7.65 | 9.35 | 133 | 61.2% | 0.56 | 0.0150 | -0.011 | 47 | 13.10 | 15.05 | 239 | 62.2% | -0.46 | 0.0166 | -0.012 | ||
| 6.50 | 8.25 | 2,776 | 59.3% | 0.52 | 0.0150 | -0.011 | 50 | 15.30 | 16.75 | 1 | 342 | 61.3% | -0.50 | 0.0170 | -0.012 | |
| 5.40 | 7.40 | 440 | 60.5% | 0.47 | 0.0149 | -0.011 | 55 | 18.70 | 21.25 | 1,283 | 62.6% | -0.56 | 0.0172 | -0.012 | ||
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 — Dec 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