MP option chain MP Materials Corp.
Cboe delayed options data · as of 06:40 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 ±51.7% (18.82–59.17) · ATM IV 61.0% · 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 | |
| 20.95 | 23.35 | 141 | 70.8% | 0.94 | 0.0055 | -0.001 | 20 | 0.7000 | 1.12 | 2,582 | 56.5% | -0.07 | 0.0057 | -0.004 | ||
| 18.30 | 21.25 | 408 | 56.6% | 0.92 | 0.0068 | -0.002 | 22 | 1.10 | 1.61 | 1,123 | 57.1% | -0.09 | 0.0070 | -0.005 | ||
| 16.15 | 19.15 | 10 | 1,579 | 56.1% | 0.88 | 0.0087 | -0.004 | 25 | 1.88 | 2.42 | 2 | 510 | 57.3% | -0.14 | 0.0091 | -0.006 |
| 14.95 | 17.95 | 48 | 57.0% | 0.85 | 0.0099 | -0.005 | 27 | 2.31 | 3.20 | 1 | 395 | 57.0% | -0.16 | 0.0104 | -0.007 | |
| 14.05 | 15.85 | 354 | 59.1% | 0.80 | 0.0115 | -0.006 | 30 | 3.20 | 4.30 | 5 | 1,496 | 56.0% | -0.21 | 0.0122 | -0.008 | |
| 12.60 | 15.15 | 31 | 58.9% | 0.77 | 0.0124 | -0.007 | 32 | 4.10 | 5.20 | 151 | 56.5% | -0.24 | 0.0132 | -0.009 | ||
| 11.20 | 13.70 | 2 | 195 | 59.0% | 0.73 | 0.0135 | -0.008 | 35 | 5.85 | 6.70 | 4 | 425 | 58.0% | -0.29 | 0.0146 | -0.010 |
| 10.15 | 12.90 | 358 | 58.7% | 0.70 | 0.0141 | -0.009 | 37 | 6.50 | 7.80 | 219 | 56.9% | -0.32 | 0.0153 | -0.010 | ||
| 9.80 | 11.25 | 502 | 60.0% | 0.66 | 0.0148 | -0.010 | 40 | 8.50 | 10.80 | 476 | 62.0% | -0.37 | 0.0162 | -0.011 | ||
| 8.60 | 10.20 | 81 | 57.5% | 0.63 | 0.0151 | -0.010 | 42 | 8.50 | 10.85 | 305 | 54.5% | -0.40 | 0.0167 | -0.011 | ||
| 8.70 | 9.95 | 33 | 372 | 63.0% | 0.59 | 0.0154 | -0.011 | 45 | 11.55 | 13.90 | 563 | 61.4% | -0.45 | 0.0172 | -0.012 | |
| 8.00 | 9.45 | 3 | 136 | 63.0% | 0.56 | 0.0155 | -0.011 | 47 | 13.10 | 14.40 | 239 | 59.3% | -0.47 | 0.0175 | -0.012 | |
| 7.50 | 8.80 | 2 | 2,775 | 64.3% | 0.53 | 0.0155 | -0.011 | 50 | 15.25 | 16.75 | 342 | 60.0% | -0.52 | 0.0178 | -0.012 | |
| 6.20 | 6.90 | 2 | 440 | 61.8% | 0.47 | 0.0154 | -0.011 | 55 | 18.40 | 20.35 | 1,283 | 57.5% | -0.58 | 0.0180 | -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.
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