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 ±7.5% (56.73–65.97) · ATM IV 44.8% · P/C open interest 1.06
| 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 | |
| 25.65 | 27.85 | 173 | 158.3% | 1.00 | 0.0002 | 0.000 | 35 | 0 | 0.0100 | 112 | 93.5% | -0.00 | 0.0002 | -0.001 | ||
| 20.45 | 22.70 | 46 | 103.1% | 1.00 | 0.0009 | 0.000 | 40 | 0 | 0.0800 | 792 | 91.5% | -0.00 | 0.0009 | -0.002 | ||
| 16.10 | 17.85 | 85 | 109.7% | 0.99 | 0.0033 | -0.005 | 45 | 0 | 0.0800 | 691 | 68.9% | -0.01 | 0.0033 | -0.007 | ||
| 11.00 | 12.85 | 43 | 77.1% | 0.96 | 0.0114 | -0.018 | 50 | 0.0100 | 0.1500 | 1 | 1,181 | 53.8% | -0.04 | 0.0115 | -0.019 | |
| 6.45 | 8.00 | 469 | 58.9% | 0.86 | 0.0332 | -0.044 | 55 | 0.2900 | 0.4500 | 26 | 1,080 | 47.2% | -0.14 | 0.0334 | -0.045 | |
| 2.89 | 3.40 | 101 | 261 | 45.4% | 0.62 | 0.0627 | -0.073 | 60 | 1.65 | 1.78 | 60 | 1,697 | 47.1% | -0.38 | 0.0633 | -0.073 |
| 2.39 | 2.81 | 1 | 1 | 45.5% | 0.56 | 0.0656 | -0.075 | 61 | 1.81 | 2.22 | 7 | 51 | 44.1% | -0.45 | 0.0662 | -0.076 |
| 2.08 | 2.31 | 196 | 266 | 47.0% | 0.49 | 0.0664 | -0.075 | 62 | 2.32 | 2.81 | 64 | 44.7% | -0.52 | 0.0672 | -0.076 | |
| 1.55 | 1.90 | 45.9% | 0.42 | 0.0653 | -0.074 | 63 | 3.00 | 3.40 | 3 | 52 | 45.6% | -0.58 | 0.0662 | -0.074 | ||
| 1.32 | 1.54 | 1 | 34 | 47.1% | 0.36 | 0.0624 | -0.071 | 64 | 3.70 | 4.05 | 8 | 49 | 46.1% | -0.64 | 0.0633 | -0.071 |
| 1.02 | 1.24 | 43 | 260 | 47.1% | 0.31 | 0.0581 | -0.066 | 65 | 4.30 | 4.75 | 13 | 1,175 | 44.8% | -0.70 | 0.0590 | -0.067 |
| 0.7600 | 0.9900 | 20 | 2 | 46.9% | 0.26 | 0.0529 | -0.061 | 66 | 5.10 | 5.55 | 14 | 45.6% | -0.75 | 0.0538 | -0.062 | |
| 0.5600 | 0.7900 | 12 | 279 | 47.0% | 0.21 | 0.0472 | -0.055 | 67 | 5.85 | 6.45 | 2 | 55 | 46.0% | -0.80 | 0.0481 | -0.056 |
| 0.4800 | 0.6300 | 291 | 48.2% | 0.18 | 0.0415 | -0.050 | 68 | 6.00 | 7.90 | 35 | 44.3% | -0.83 | 0.0423 | -0.050 | ||
| 0.2800 | 0.5100 | 196 | 47.3% | 0.14 | 0.0360 | -0.044 | 69 | 6.85 | 8.95 | 49 | 46.6% | -0.87 | 0.0370 | -0.044 | ||
| 0.2600 | 0.4000 | 70 | 1,011 | 48.8% | 0.12 | 0.0310 | -0.039 | 70 | 8.10 | 9.30 | 3 | 3,294 | 40.1% | -0.89 | 0.0321 | -0.038 |
| 0.1500 | 0.4100 | 3 | 80 | 50.3% | 0.10 | 0.0265 | -0.034 | 71 | 8.60 | 10.70 | 2 | 5 | -0.91 | 0.0279 | -0.034 | |
| 0.0100 | 0.2700 | 13 | 103 | 46.1% | 0.08 | 0.0225 | -0.029 | 72 | 9.45 | 11.45 | 4 | -0.93 | 0.0243 | -0.030 | ||
| 0.0600 | 0.2000 | 11 | 48.5% | 0.07 | 0.0191 | -0.026 | 73 | 10.40 | 12.40 | 2 | -0.95 | 0.0215 | -0.028 | |||
| 0.0100 | 0.1500 | 17 | 47.2% | 0.05 | 0.0161 | -0.022 | 74 | 11.40 | 13.15 | 4 | -0.96 | 0.0187 | -0.025 | |||
| 0.0600 | 0.1300 | 40 | 1,242 | 51.5% | 0.04 | 0.0136 | -0.019 | 75 | 13.10 | 13.80 | 2,737 | -0.97 | 0.0164 | -0.023 | ||
| 0 | 0.1500 | 4 | 52.1% | 0.04 | 0.0116 | -0.017 | 76 | 13.40 | 15.70 | -0.98 | 0.0137 | -0.019 | ||||
| 0.0400 | 0.1400 | 5 | 56.4% | 0.03 | 0.0098 | -0.015 | 77 | 14.45 | 16.60 | -0.99 | 0.0105 | -0.016 | ||||
| 0 | 0.2800 | 108 | 63.8% | 0.03 | 0.0083 | -0.013 | 78 | 15.35 | 17.60 | -0.99 | 0.0080 | -0.014 | ||||
| 0 | 0.0900 | 15 | 55.5% | 0.02 | 0.0070 | -0.011 | 79 | 16.40 | 18.60 | -0.99 | 0.0054 | -0.012 | ||||
| 0 | 0.1400 | 10 | 2,027 | 61.7% | 0.02 | 0.0060 | -0.010 | 80 | 18.15 | 19.10 | 15 | 278 | -1.00 | 0.0032 | -0.011 | |
| 0 | 0.1100 | 1 | 61.9% | 0.02 | 0.0051 | -0.008 | 81 | 18.30 | 20.70 | -1.00 | 0.0017 | -0.010 | ||||
| 0 | 0.1100 | 64.2% | 0.01 | 0.0044 | -0.007 | 82 | 19.35 | 21.70 | -1.00 | 0.0010 | -0.010 | |||||
| 0.0100 | 0.1000 | 23 | 66.4% | 0.01 | 0.0038 | -0.006 | 83 | 20.35 | 22.70 | -1.00 | 0.0004 | -0.010 | ||||
| 0 | 0.1000 | 3 | 67.7% | 0.01 | 0.0032 | -0.006 | 84 | 21.45 | 23.70 | -1.00 | 0.0000 | -0.010 | ||||
| 0.0200 | 0.1300 | 14 | 737 | 74.0% | 0.01 | 0.0028 | -0.005 | 85 | 22.60 | 24.40 | 22 | -1.00 | 0.0000 | -0.010 | ||
| 0 | 0.0900 | 859 | 79.1% | 0.00 | 0.0014 | -0.003 | 90 | 27.45 | 29.70 | 23 | -1.00 | 0.0000 | -0.010 | |||
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 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs