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Melco Resorts & Entertainment Limited American Depositary Shares MLCO

i

Market datapartial · fetched 2026-11-12T17:10:19.715Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T17:08:31.34681104Z

FundamentalsAlpha Vantage · unavailable

Share price$4.24
1D+1.2%
$4.05$4.10$4.15$4.21$4.265:30 AM6:30 AM9:00 AM1:00 PMMLCO
Sold putSold call

Melco Resorts & Entertainment Limited American Depositary Shares options

Live interpolated MLCO call and put midpoint premiums by absolute delta.Melco Resorts & Entertainment Limited American Depositary Shares$0.05$0.62$1.20$1.77$2.35$3.14$3.70$4.26$4.82$5.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MLCO spot · $4.24MLCO PRICE$0.11$0.14$0.17$0.22$0.26$0.30$0.34$0.38$0.42$0.46$0.22$0.32$0.42$0.51$0.61$0.70$0.80$0.90$1.46$2.18
Puts——
Calls——
Skew——
Implied moveBearish±$0.85
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.6363.5%35.4%
25Δ5.3161.0%28.7%
30Δ5.0058.5%22.1%
35Δ4.8657.0%19.8%4.1040.3%8.6%
40Δ4.7355.5%17.6%4.2342.9%7.8%
45Δ4.5954.0%15.3%4.3545.4%7.1%
50Δ4.4552.4%13.0%4.4847.9%6.3%
55Δ4.3150.9%10.8%4.6150.5%5.6%
60Δ4.1849.4%8.5%4.7453.0%4.8%
65Δ4.0447.9%6.2%4.8755.5%4.1%
70Δ5.0058.1%3.3%
75Δ5.5772.9%2.9%
80Δ6.3289.4%2.5%

20Δ

Calls
Pseudo strike
5.63
IV
63.5%
B/E move
35.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
5.31
IV
61.0%
B/E move
28.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
5.00
IV
58.5%
B/E move
22.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
4.86
IV
57.0%
B/E move
19.8%
Puts
Pseudo strike
4.10
IV
40.3%
B/E move
8.6%

40Δ

Calls
Pseudo strike
4.73
IV
55.5%
B/E move
17.6%
Puts
Pseudo strike
4.23
IV
42.9%
B/E move
7.8%

45Δ

Calls
Pseudo strike
4.59
IV
54.0%
B/E move
15.3%
Puts
Pseudo strike
4.35
IV
45.4%
B/E move
7.1%

50Δ

Calls
Pseudo strike
4.45
IV
52.4%
B/E move
13.0%
Puts
Pseudo strike
4.48
IV
47.9%
B/E move
6.3%

55Δ

Calls
Pseudo strike
4.31
IV
50.9%
B/E move
10.8%
Puts
Pseudo strike
4.61
IV
50.5%
B/E move
5.6%

60Δ

Calls
Pseudo strike
4.18
IV
49.4%
B/E move
8.5%
Puts
Pseudo strike
4.74
IV
53.0%
B/E move
4.8%

65Δ

Calls
Pseudo strike
4.04
IV
47.9%
B/E move
6.2%
Puts
Pseudo strike
4.87
IV
55.5%
B/E move
4.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.00
IV
58.1%
B/E move
3.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.57
IV
72.9%
B/E move
2.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.32
IV
89.4%
B/E move
2.5%

Options history

IV · four-Friday blend67.69%
Daily EOD
MLCO61.0%64.6%68.2%2026-10-19: 63.74%2026-10-22: 61.45%2026-10-23: 67.69%Oct 19Oct 22Oct 23
3 observations2026-10-19 — 2026-10-23
Table
DateIV (%)
63.74%
61.45%
67.69%