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MGM Resorts International MGM

CONSUMER CYCLICAL · RESORTS & CASINOS
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Market dataready · fetched 2026-10-16T00:20:21.152Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:21:02.675029233Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:20:20.601165+00:00

Share price$29.58
1D+1.4%
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$0.24$1.68$3.12$4.55$5.99$22.13$27.37$32.60$37.84$43.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MGM spot · $29.58MGM PRICE$0.40$0.53$0.67$0.83$0.99$1.20$1.40$1.63$1.86$2.19$2.52$2.78$3.04$0.48$0.64$0.79$1.00$1.21$1.47$1.73$2.02$2.31$2.74$3.30$4.92$5.57
PutsCheap0.76×
CallsFair0.99×
SkewBearish+4.09 pp
Implied moveBearish±$3.13
TiltBearish16.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.3540.5%14.1%26.7343.0%11.3%
25Δ32.6440.5%12.1%27.3542.7%9.7%
30Δ32.0140.6%10.5%27.9641.6%8.1%
35Δ31.4540.2%9.1%28.4741.9%7.1%
40Δ30.9040.0%7.8%28.9742.2%6.2%
45Δ30.4240.5%6.9%29.4742.5%5.4%
50Δ29.9440.9%6.0%29.9742.8%4.6%
55Δ29.4640.6%5.1%30.4742.5%3.8%
60Δ28.9940.4%4.3%30.9742.1%3.1%
65Δ28.4741.2%3.7%31.5742.6%2.5%
70Δ27.9641.8%3.1%32.2744.3%2.0%
75Δ27.5139.7%2.4%33.9355.6%1.9%
80Δ27.0737.7%1.8%34.7754.1%1.3%

20Δ

Calls
Pseudo strike
33.35
IV
40.5%
B/E move
14.1%
Puts
Pseudo strike
26.73
IV
43.0%
B/E move
11.3%

25Δ

Calls
Pseudo strike
32.64
IV
40.5%
B/E move
12.1%
Puts
Pseudo strike
27.35
IV
42.7%
B/E move
9.7%

30Δ

Calls
Pseudo strike
32.01
IV
40.6%
B/E move
10.5%
Puts
Pseudo strike
27.96
IV
41.6%
B/E move
8.1%

35Δ

Calls
Pseudo strike
31.45
IV
40.2%
B/E move
9.1%
Puts
Pseudo strike
28.47
IV
41.9%
B/E move
7.1%

40Δ

Calls
Pseudo strike
30.90
IV
40.0%
B/E move
7.8%
Puts
Pseudo strike
28.97
IV
42.2%
B/E move
6.2%

45Δ

Calls
Pseudo strike
30.42
IV
40.5%
B/E move
6.9%
Puts
Pseudo strike
29.47
IV
42.5%
B/E move
5.4%

50Δ

Calls
Pseudo strike
29.94
IV
40.9%
B/E move
6.0%
Puts
Pseudo strike
29.97
IV
42.8%
B/E move
4.6%

55Δ

Calls
Pseudo strike
29.46
IV
40.6%
B/E move
5.1%
Puts
Pseudo strike
30.47
IV
42.5%
B/E move
3.8%

60Δ

Calls
Pseudo strike
28.99
IV
40.4%
B/E move
4.3%
Puts
Pseudo strike
30.97
IV
42.1%
B/E move
3.1%

65Δ

Calls
Pseudo strike
28.47
IV
41.2%
B/E move
3.7%
Puts
Pseudo strike
31.57
IV
42.6%
B/E move
2.5%

70Δ

Calls
Pseudo strike
27.96
IV
41.8%
B/E move
3.1%
Puts
Pseudo strike
32.27
IV
44.3%
B/E move
2.0%

75Δ

Calls
Pseudo strike
27.51
IV
39.7%
B/E move
2.4%
Puts
Pseudo strike
33.93
IV
55.6%
B/E move
1.9%

80Δ

Calls
Pseudo strike
27.07
IV
37.7%
B/E move
1.8%
Puts
Pseudo strike
34.77
IV
54.1%
B/E move
1.3%