CAVA option chain CAVA Group, Inc.
Cboe delayed options data · as of 00:33 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±5.6% (57.92–64.78) · ATM IV 44.1% · P/C open interest 1.40
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 15.35 | 17.95 | 117.1% | 1.00 | 0.0010 | -0.000 | 45 | 0 | 0.7500 | 11 | 137.2% | -0.00 | 0.0010 | -0.002 | |||
| 10.90 | 13.00 | 1 | 105.7% | 0.99 | 0.0058 | -0.008 | 50 | 0 | 0.1000 | 143 | 66.0% | -0.01 | 0.0058 | -0.009 | ||
| 7.00 | 8.90 | 75.1% | 0.95 | 0.0214 | -0.028 | 54 | 0 | 0.2700 | 90 | 54.0% | -0.05 | 0.0216 | -0.029 | |||
| 5.65 | 7.80 | 55.4% | 0.93 | 0.0291 | -0.036 | 55 | 0.0400 | 0.1800 | 6 | 21 | 45.8% | -0.08 | 0.0293 | -0.037 | ||
| 5.40 | 6.45 | 28 | 58.6% | 0.89 | 0.0387 | -0.046 | 56 | 0.1500 | 0.2500 | 12 | 16 | 46.1% | -0.11 | 0.0390 | -0.047 | |
| 4.30 | 5.50 | 28 | 2 | 49.9% | 0.85 | 0.0501 | -0.058 | 57 | 0.2500 | 0.3800 | 9 | 204 | 45.4% | -0.15 | 0.0506 | -0.059 |
| 3.65 | 5.15 | 2 | 2 | 59.7% | 0.80 | 0.0628 | -0.070 | 58 | 0.4000 | 0.5700 | 34 | 63 | 44.8% | -0.20 | 0.0634 | -0.071 |
| 2.98 | 3.40 | 43.8% | 0.73 | 0.0753 | -0.081 | 59 | 0.6100 | 0.8400 | 24 | 104 | 44.4% | -0.27 | 0.0761 | -0.082 | ||
| 2.35 | 2.70 | 7 | 43.9% | 0.65 | 0.0857 | -0.090 | 60 | 0.9000 | 1.17 | 14 | 72 | 43.7% | -0.35 | 0.0866 | -0.091 | |
| 1.86 | 2.12 | 30 | 45.1% | 0.56 | 0.0920 | -0.096 | 61 | 1.30 | 1.58 | 21 | 63 | 43.2% | -0.45 | 0.0930 | -0.097 | |
| 1.34 | 1.61 | 15 | 38 | 44.3% | 0.47 | 0.0929 | -0.096 | 62 | 1.81 | 2.17 | 13 | 74 | 44.0% | -0.54 | 0.0939 | -0.097 |
| 1.02 | 1.23 | 102 | 105 | 45.5% | 0.38 | 0.0885 | -0.092 | 63 | 2.43 | 2.78 | 4 | 77 | 44.1% | -0.63 | 0.0894 | -0.093 |
| 0.7000 | 0.9200 | 31 | 26 | 45.5% | 0.30 | 0.0799 | -0.084 | 64 | 3.15 | 3.65 | 10 | 534 | 47.1% | -0.71 | 0.0807 | -0.085 |
| 0.4900 | 0.6800 | 80 | 11 | 46.0% | 0.23 | 0.0691 | -0.074 | 65 | 3.90 | 4.25 | 4 | 46 | 44.3% | -0.78 | 0.0700 | -0.075 |
| 0.3400 | 0.5000 | 30 | 188 | 46.7% | 0.18 | 0.0578 | -0.064 | 66 | 4.55 | 5.25 | 1 | 34 | 43.9% | -0.83 | 0.0592 | -0.064 |
| 0.2200 | 0.3700 | 1 | 10 | 47.3% | 0.13 | 0.0471 | -0.054 | 67 | 4.90 | 6.30 | 20 | 50 | -0.88 | 0.0492 | -0.055 | |
| 0.1400 | 0.4500 | 3 | 68 | 52.8% | 0.10 | 0.0378 | -0.045 | 68 | 5.65 | 7.70 | 426 | 39.8% | -0.91 | 0.0404 | -0.048 | |
| 0.0700 | 0.2100 | 1 | 16 | 48.3% | 0.08 | 0.0300 | -0.037 | 69 | 6.55 | 8.55 | 31 | -0.94 | 0.0331 | -0.041 | ||
| 0.1000 | 0.1600 | 18 | 49 | 52.1% | 0.06 | 0.0236 | -0.030 | 70 | 7.55 | 9.10 | 46 | -0.96 | 0.0268 | -0.033 | ||
| 0.0100 | 0.2100 | 2 | 81 | 54.6% | 0.04 | 0.0186 | -0.024 | 71 | 8.35 | 10.10 | 47 | -0.97 | 0.0214 | -0.027 | ||
| 0.0200 | 0.0700 | 10 | 41 | 50.3% | 0.03 | 0.0146 | -0.020 | 72 | 9.45 | 12.00 | 12 | 63.0% | -0.98 | 0.0154 | -0.021 | |
| 0 | 0.0600 | 26 | 8 | 50.8% | 0.03 | 0.0115 | -0.016 | 73 | 10.45 | 12.95 | 2 | 64.3% | -0.99 | 0.0106 | -0.017 | |
| 0 | 1.29 | 23 | 13 | 101.0% | 0.02 | 0.0091 | -0.013 | 74 | 11.40 | 13.95 | 16 | 64.3% | -0.99 | 0.0062 | -0.015 | |
| 0 | 0.0500 | 17 | 72 | 56.1% | 0.02 | 0.0072 | -0.011 | 75 | 12.70 | 14.45 | 7 | -1.00 | 0.0034 | -0.013 | ||
| 0 | 0.2100 | 62 | 73.7% | 0.01 | 0.0057 | -0.009 | 76 | 13.45 | 16.10 | 84.4% | -1.00 | 0.0017 | -0.013 | |||
| 0 | 0.4300 | 69 | 88.6% | 0.01 | 0.0046 | -0.007 | 77 | 14.30 | 16.80 | -1.00 | 0.0006 | -0.013 | ||||
| 0 | 0.7500 | 96 | 104.5% | 0.01 | 0.0037 | -0.006 | 78 | 15.10 | 17.90 | -1.00 | 0.0003 | -0.013 | ||||
| 0 | 0.7500 | 1 | 108.6% | 0.01 | 0.0030 | -0.005 | 79 | 16.35 | 19.05 | 86.8% | -1.00 | 0.0000 | -0.013 | |||
| 0.0100 | 0.0200 | 70 | 443 | 67.2% | 0.01 | 0.0024 | -0.004 | 80 | 17.35 | 20.05 | 90.3% | -1.00 | 0.0000 | -0.013 | ||
| 0 | 0.5700 | 29 | 109.8% | 0.00 | 0.0020 | -0.004 | 81 | 18.35 | 21.10 | 97.6% | -1.00 | 0.0000 | -0.013 | |||
| 0 | 0.7500 | 120.3% | 0.00 | 0.0016 | -0.003 | 82 | 19.25 | 21.60 | -1.00 | 0.0000 | -0.013 | |||||
| 0 | 0.7500 | 2 | 124.1% | 0.00 | 0.0013 | -0.003 | 83 | 20.25 | 23.10 | 95.2% | -1.00 | 0.0000 | -0.013 | |||
| 0 | 0.7500 | 2 | 127.8% | 0.00 | 0.0011 | -0.002 | 84 | 21.25 | 24.05 | -1.00 | 0.0000 | -0.013 | ||||
| 0 | 0.3800 | 89 | 115.0% | 0.00 | 0.0009 | -0.002 | 85 | 22.20 | 24.60 | -1.00 | 0.0000 | -0.013 | ||||
| 0 | 0.4900 | 9 | 136.8% | 0.00 | 0.0004 | -0.001 | 90 | 27.40 | 29.95 | 116.0% | -1.00 | 0.0000 | -0.013 | |||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Sep 11, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs