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Melco Resorts & Entertainment Limited American Depositary Shares MLCO

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Market datapartial · fetched 2026-10-22T18:23:56.409Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T18:23:25.297296007Z

FundamentalsAlpha Vantage · unavailable

Share price$3.99
1D-1.1%
$3.91$3.96$4.02$4.07$4.125:30 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$0.31$0.56$0.82$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEMLCO PRICE$0.08$0.11$0.13$0.16$0.18$0.21$0.23$0.31$0.45$0.58$0.72$0.86$1.00$0.33$0.30$0.27$0.25$0.22$0.19
PutsExpensive3.16×
CallsExpensive1.32×
SkewBearish+98.84 pp
Implied move——
TiltBullish52.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.8565.6%23.7%2.46279.5%46.5%
25Δ4.7264.2%21.1%2.74236.4%38.8%
30Δ4.5962.7%18.5%3.01193.2%31.2%
35Δ4.4661.3%15.9%3.29150.0%23.6%
40Δ4.3359.9%13.3%3.57106.9%16.0%
45Δ4.2158.4%10.8%3.8463.7%8.4%
50Δ4.0857.0%8.2%
55Δ3.9460.3%6.4%
60Δ3.7870.6%6.0%
65Δ3.6281.0%5.5%
70Δ3.4691.3%5.0%
75Δ3.30101.7%4.5%
80Δ3.14112.0%4.0%

20Δ

Calls
Pseudo strike
4.85
IV
65.6%
B/E move
23.7%
Puts
Pseudo strike
2.46
IV
279.5%
B/E move
46.5%

25Δ

Calls
Pseudo strike
4.72
IV
64.2%
B/E move
21.1%
Puts
Pseudo strike
2.74
IV
236.4%
B/E move
38.8%

30Δ

Calls
Pseudo strike
4.59
IV
62.7%
B/E move
18.5%
Puts
Pseudo strike
3.01
IV
193.2%
B/E move
31.2%

35Δ

Calls
Pseudo strike
4.46
IV
61.3%
B/E move
15.9%
Puts
Pseudo strike
3.29
IV
150.0%
B/E move
23.6%

40Δ

Calls
Pseudo strike
4.33
IV
59.9%
B/E move
13.3%
Puts
Pseudo strike
3.57
IV
106.9%
B/E move
16.0%

45Δ

Calls
Pseudo strike
4.21
IV
58.4%
B/E move
10.8%
Puts
Pseudo strike
3.84
IV
63.7%
B/E move
8.4%

50Δ

Calls
Pseudo strike
4.08
IV
57.0%
B/E move
8.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
3.94
IV
60.3%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
3.78
IV
70.6%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
3.62
IV
81.0%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.46
IV
91.3%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.30
IV
101.7%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.14
IV
112.0%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations