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MGM Resorts International MGM

CONSUMER CYCLICAL · RESORTS & CASINOS
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Market dataready · fetched 2026-10-16T21:48:51.374Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:41:46.202242212Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:48:50.754795+00:00

Share price$28.70
1D-3.5%
AH$28.33$28.74$29.15$29.56$29.975:30 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$0.25$1.65$3.06$4.46$5.87$21.43$26.59$31.74$36.90$42.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MGM spot · $28.70MGM PRICE$0.40$0.52$0.65$0.80$0.96$1.16$1.36$1.58$1.81$2.55$3.47$3.44$5.46$0.50$0.67$0.85$1.04$1.25$1.54$1.82$2.02$2.24$2.73$3.29$4.03$4.80
PutsCheap0.77×
CallsExpensive1.15×
SkewBullish-1.05 pp
Implied moveBearish±$3.18
TiltBearish5.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.5142.7%14.7%25.7746.5%11.9%
25Δ31.6741.2%12.2%26.4046.5%10.4%
30Δ31.0240.7%10.3%27.0046.4%8.9%
35Δ30.5040.6%9.1%27.5445.6%7.7%
40Δ29.9840.6%7.8%28.0845.1%6.5%
45Δ29.5140.9%6.9%28.6046.3%5.7%
50Δ29.0441.3%5.9%29.1046.7%4.9%
55Δ28.5841.2%5.1%29.5744.5%4.0%
60Δ28.1241.2%4.3%30.0542.6%3.1%
65Δ27.3449.7%4.2%30.6844.3%2.6%
70Δ26.4561.3%4.2%31.3946.1%2.1%
75Δ26.1052.8%2.9%32.2548.4%1.7%
80Δ24.2077.9%3.3%33.1649.4%1.2%

20Δ

Calls
Pseudo strike
32.51
IV
42.7%
B/E move
14.7%
Puts
Pseudo strike
25.77
IV
46.5%
B/E move
11.9%

25Δ

Calls
Pseudo strike
31.67
IV
41.2%
B/E move
12.2%
Puts
Pseudo strike
26.40
IV
46.5%
B/E move
10.4%

30Δ

Calls
Pseudo strike
31.02
IV
40.7%
B/E move
10.3%
Puts
Pseudo strike
27.00
IV
46.4%
B/E move
8.9%

35Δ

Calls
Pseudo strike
30.50
IV
40.6%
B/E move
9.1%
Puts
Pseudo strike
27.54
IV
45.6%
B/E move
7.7%

40Δ

Calls
Pseudo strike
29.98
IV
40.6%
B/E move
7.8%
Puts
Pseudo strike
28.08
IV
45.1%
B/E move
6.5%

45Δ

Calls
Pseudo strike
29.51
IV
40.9%
B/E move
6.9%
Puts
Pseudo strike
28.60
IV
46.3%
B/E move
5.7%

50Δ

Calls
Pseudo strike
29.04
IV
41.3%
B/E move
5.9%
Puts
Pseudo strike
29.10
IV
46.7%
B/E move
4.9%

55Δ

Calls
Pseudo strike
28.58
IV
41.2%
B/E move
5.1%
Puts
Pseudo strike
29.57
IV
44.5%
B/E move
4.0%

60Δ

Calls
Pseudo strike
28.12
IV
41.2%
B/E move
4.3%
Puts
Pseudo strike
30.05
IV
42.6%
B/E move
3.1%

65Δ

Calls
Pseudo strike
27.34
IV
49.7%
B/E move
4.2%
Puts
Pseudo strike
30.68
IV
44.3%
B/E move
2.6%

70Δ

Calls
Pseudo strike
26.45
IV
61.3%
B/E move
4.2%
Puts
Pseudo strike
31.39
IV
46.1%
B/E move
2.1%

75Δ

Calls
Pseudo strike
26.10
IV
52.8%
B/E move
2.9%
Puts
Pseudo strike
32.25
IV
48.4%
B/E move
1.7%

80Δ

Calls
Pseudo strike
24.20
IV
77.9%
B/E move
3.3%
Puts
Pseudo strike
33.16
IV
49.4%
B/E move
1.2%