MP option chain MP Materials Corp.
Cboe delayed options data · as of 00:36 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 ±58.5% (22.29–85.19) · ATM IV 66.0% · P/C open interest 1.08
| 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 | |
| 29.05 | 31.95 | 47 | 61.5% | 0.93 | 0.0038 | -0.001 | 27 | 0.6900 | 2.35 | 8 | 386 | 58.2% | -0.08 | 0.0040 | -0.006 | |
| 27.30 | 29.40 | 351 | 61.1% | 0.90 | 0.0047 | -0.003 | 30 | 2.16 | 3.20 | 8 | 1,422 | 62.7% | -0.11 | 0.0048 | -0.007 | |
| 24.50 | 29.50 | 31 | 60.9% | 0.89 | 0.0052 | -0.004 | 32 | 1.29 | 4.00 | 150 | 57.6% | -0.13 | 0.0054 | -0.008 | ||
| 23.00 | 26.90 | 186 | 59.8% | 0.86 | 0.0059 | -0.006 | 35 | 3.80 | 5.10 | 4 | 382 | 64.0% | -0.15 | 0.0062 | -0.009 | |
| 22.00 | 25.70 | 373 | 60.4% | 0.84 | 0.0064 | -0.007 | 37 | 3.90 | 5.90 | 215 | 62.1% | -0.17 | 0.0067 | -0.010 | ||
| 20.00 | 23.30 | 2 | 450 | 57.3% | 0.81 | 0.0070 | -0.008 | 40 | 4.50 | 7.25 | 448 | 60.7% | -0.20 | 0.0074 | -0.011 | |
| 19.50 | 23.10 | 85 | 61.5% | 0.79 | 0.0074 | -0.009 | 42 | 5.45 | 9.00 | 299 | 63.4% | -0.22 | 0.0078 | -0.012 | ||
| 18.00 | 21.75 | 364 | 61.7% | 0.77 | 0.0079 | -0.010 | 45 | 8.60 | 9.85 | 557 | 66.2% | -0.25 | 0.0084 | -0.013 | ||
| 18.35 | 20.90 | 130 | 65.1% | 0.75 | 0.0082 | -0.011 | 47 | 9.30 | 11.60 | 239 | 67.2% | -0.27 | 0.0088 | -0.013 | ||
| 17.60 | 18.90 | 17 | 2,763 | 64.5% | 0.72 | 0.0086 | -0.012 | 50 | 11.45 | 13.30 | 20 | 284 | 68.5% | -0.30 | 0.0092 | -0.014 |
| 15.80 | 17.45 | 2 | 422 | 65.8% | 0.67 | 0.0091 | -0.013 | 55 | 13.30 | 16.35 | 1,285 | 66.2% | -0.35 | 0.0099 | -0.015 | |
| 13.90 | 15.25 | 63 | 2,716 | 64.1% | 0.63 | 0.0094 | -0.014 | 60 | 17.55 | 18.85 | 2,589 | 67.1% | -0.40 | 0.0104 | -0.015 | |
| 12.95 | 14.75 | 357 | 67.3% | 0.59 | 0.0096 | -0.015 | 65 | 20.65 | 22.45 | 526 | 66.9% | -0.44 | 0.0107 | -0.015 | ||
| 11.65 | 13.10 | 20 | 590 | 66.6% | 0.55 | 0.0097 | -0.015 | 70 | 24.20 | 26.20 | 1,326 | 67.3% | -0.48 | 0.0110 | -0.016 | |
| 10.50 | 11.85 | 1 | 272 | 66.5% | 0.52 | 0.0098 | -0.016 | 75 | 27.90 | 30.05 | 188 | 67.4% | -0.52 | 0.0112 | -0.015 | |
| 9.35 | 12.45 | 1,005 | 69.6% | 0.49 | 0.0097 | -0.016 | 80 | 31.55 | 34.65 | 69 | 68.5% | -0.56 | 0.0113 | -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 — 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