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MGM Resorts International MGM

CONSUMER CYCLICAL · RESORTS & CASINOS
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Market dataready · fetched 2026-10-15T20:05:38.448Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:01:15.440559836Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:05:36.076300+00:00

Share price$29.49
1D+1.0%
AH$29.05$29.22$29.39$29.56$29.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMGM
Sold putSold callAH

MGM Resorts International options

Live interpolated MGM call and put midpoint premiums by absolute delta.MGM Resorts International$0.08$0.33$0.57$0.81$1.06$28.02$28.71$29.40$30.09$30.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $29.49OPTION PRICELive MGM spot · $29.49MGM PRICE$0.17$0.11$0.17$0.22$0.28$0.34$0.40$0.46$0.51$0.57$0.63$0.78$0.99$0.35$0.22$0.17$0.22$0.26$0.31$0.36$0.40$0.45$0.49$0.54$0.59$0.89
PutsExpensive2.33×
CallsExpensive1.67×
SkewBearish+11.26 pp
Implied moveBullish±$0.75
TiltBullish3.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.61232.7%24.7%25.30311.7%15.4%
25Δ29.9846.0%2.0%27.69146.3%6.8%
30Δ29.8847.2%1.9%29.0555.4%2.1%
35Δ29.7748.4%1.7%29.1554.2%1.9%
40Δ29.6749.6%1.6%29.2553.0%1.7%
45Δ29.5650.8%1.4%29.3551.8%1.5%
50Δ29.4652.0%1.2%29.4650.6%1.3%
55Δ29.3553.2%1.1%29.5649.5%1.1%
60Δ29.2554.4%0.9%29.6648.3%0.9%
65Δ29.1455.6%0.8%29.7647.1%0.7%
70Δ29.0456.8%0.6%29.8745.9%0.6%
75Δ28.8558.8%0.5%29.9744.7%0.4%
80Δ28.6261.2%0.4%30.3054.6%0.3%

20Δ

Calls
Pseudo strike
36.61
IV
232.7%
B/E move
24.7%
Puts
Pseudo strike
25.30
IV
311.7%
B/E move
15.4%

25Δ

Calls
Pseudo strike
29.98
IV
46.0%
B/E move
2.0%
Puts
Pseudo strike
27.69
IV
146.3%
B/E move
6.8%

30Δ

Calls
Pseudo strike
29.88
IV
47.2%
B/E move
1.9%
Puts
Pseudo strike
29.05
IV
55.4%
B/E move
2.1%

35Δ

Calls
Pseudo strike
29.77
IV
48.4%
B/E move
1.7%
Puts
Pseudo strike
29.15
IV
54.2%
B/E move
1.9%

40Δ

Calls
Pseudo strike
29.67
IV
49.6%
B/E move
1.6%
Puts
Pseudo strike
29.25
IV
53.0%
B/E move
1.7%

45Δ

Calls
Pseudo strike
29.56
IV
50.8%
B/E move
1.4%
Puts
Pseudo strike
29.35
IV
51.8%
B/E move
1.5%

50Δ

Calls
Pseudo strike
29.46
IV
52.0%
B/E move
1.2%
Puts
Pseudo strike
29.46
IV
50.6%
B/E move
1.3%

55Δ

Calls
Pseudo strike
29.35
IV
53.2%
B/E move
1.1%
Puts
Pseudo strike
29.56
IV
49.5%
B/E move
1.1%

60Δ

Calls
Pseudo strike
29.25
IV
54.4%
B/E move
0.9%
Puts
Pseudo strike
29.66
IV
48.3%
B/E move
0.9%

65Δ

Calls
Pseudo strike
29.14
IV
55.6%
B/E move
0.8%
Puts
Pseudo strike
29.76
IV
47.1%
B/E move
0.7%

70Δ

Calls
Pseudo strike
29.04
IV
56.8%
B/E move
0.6%
Puts
Pseudo strike
29.87
IV
45.9%
B/E move
0.6%

75Δ

Calls
Pseudo strike
28.85
IV
58.8%
B/E move
0.5%
Puts
Pseudo strike
29.97
IV
44.7%
B/E move
0.4%

80Δ

Calls
Pseudo strike
28.62
IV
61.2%
B/E move
0.4%
Puts
Pseudo strike
30.30
IV
54.6%
B/E move
0.3%