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Melco Resorts & Entertainment Limited American Depositary Shares MLCO

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Market datapartial · fetched 2026-10-22T20:51:11.088Z

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 · 2026-10-22T20:34:59.095326361Z

FundamentalsAlpha Vantage · unavailable

Share price$3.96
1D-1.7%
AH$3.89$3.95$4.01$4.06$4.125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMLCO
Sold putSold callAH

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$0.32$0.58$0.85$1.12$2.45$3.10$3.75$4.40$5.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MLCO spot · $3.96MLCO PRICE$0.08$0.10$0.13$0.15$0.17$0.20$0.22$0.33$0.47$0.62$0.76$0.90$1.04$0.34$0.31$0.29$0.27$0.25$0.22$0.20$0.32$0.44$0.56$0.69$0.81$0.93
PutsExpensive2.10×
CallsExpensive1.35×
SkewBearish+38.34 pp
Implied moveBullish±$0.42
TiltBearish4.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.8466.4%24.1%2.43284.3%47.1%
25Δ4.7064.3%21.3%2.69243.9%39.9%
30Δ4.5762.2%18.5%2.95203.5%32.8%
35Δ4.4360.1%15.7%3.22163.0%25.6%
40Δ4.3058.1%12.9%3.48122.6%18.4%
45Δ4.1756.0%10.1%3.7482.2%11.2%
50Δ4.0353.9%7.3%4.0041.8%4.1%
55Δ3.8862.5%6.4%4.1445.4%3.6%
60Δ3.7274.3%6.0%4.2849.3%3.2%
65Δ3.5786.1%5.6%4.4253.1%2.7%
70Δ3.4197.9%5.2%4.5556.9%2.3%
75Δ3.25109.7%4.8%4.6960.8%1.9%
80Δ3.10121.6%4.4%4.8364.6%1.4%

20Δ

Calls
Pseudo strike
4.84
IV
66.4%
B/E move
24.1%
Puts
Pseudo strike
2.43
IV
284.3%
B/E move
47.1%

25Δ

Calls
Pseudo strike
4.70
IV
64.3%
B/E move
21.3%
Puts
Pseudo strike
2.69
IV
243.9%
B/E move
39.9%

30Δ

Calls
Pseudo strike
4.57
IV
62.2%
B/E move
18.5%
Puts
Pseudo strike
2.95
IV
203.5%
B/E move
32.8%

35Δ

Calls
Pseudo strike
4.43
IV
60.1%
B/E move
15.7%
Puts
Pseudo strike
3.22
IV
163.0%
B/E move
25.6%

40Δ

Calls
Pseudo strike
4.30
IV
58.1%
B/E move
12.9%
Puts
Pseudo strike
3.48
IV
122.6%
B/E move
18.4%

45Δ

Calls
Pseudo strike
4.17
IV
56.0%
B/E move
10.1%
Puts
Pseudo strike
3.74
IV
82.2%
B/E move
11.2%

50Δ

Calls
Pseudo strike
4.03
IV
53.9%
B/E move
7.3%
Puts
Pseudo strike
4.00
IV
41.8%
B/E move
4.1%

55Δ

Calls
Pseudo strike
3.88
IV
62.5%
B/E move
6.4%
Puts
Pseudo strike
4.14
IV
45.4%
B/E move
3.6%

60Δ

Calls
Pseudo strike
3.72
IV
74.3%
B/E move
6.0%
Puts
Pseudo strike
4.28
IV
49.3%
B/E move
3.2%

65Δ

Calls
Pseudo strike
3.57
IV
86.1%
B/E move
5.6%
Puts
Pseudo strike
4.42
IV
53.1%
B/E move
2.7%

70Δ

Calls
Pseudo strike
3.41
IV
97.9%
B/E move
5.2%
Puts
Pseudo strike
4.55
IV
56.9%
B/E move
2.3%

75Δ

Calls
Pseudo strike
3.25
IV
109.7%
B/E move
4.8%
Puts
Pseudo strike
4.69
IV
60.8%
B/E move
1.9%

80Δ

Calls
Pseudo strike
3.10
IV
121.6%
B/E move
4.4%
Puts
Pseudo strike
4.83
IV
64.6%
B/E move
1.4%

Options history

No recorded observations