CAVA option chain CAVA Group, Inc.
Cboe delayed options data · as of 03:33 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 ±9.3% (56.29–67.89) · ATM IV 46.6% · P/C open interest 0.79
| 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 | |
| 15.50 | 18.25 | 4 | 0.98 | 0.0047 | -0.008 | 45 | 0 | 0.7500 | 13 | 87.8% | -0.02 | 0.0047 | -0.010 | |||
| 11.00 | 13.00 | 33.6% | 0.95 | 0.0129 | -0.019 | 50 | 0.0100 | 0.4500 | 16 | 32 | 57.0% | -0.06 | 0.0130 | -0.021 | ||
| 6.90 | 9.30 | 33.2% | 0.87 | 0.0262 | -0.035 | 54 | 0.1700 | 1.18 | 4 | 15 | 55.3% | -0.13 | 0.0265 | -0.036 | ||
| 6.85 | 8.55 | 50.9% | 0.85 | 0.0306 | -0.039 | 55 | 0.4500 | 0.9200 | 5 | 58 | 50.5% | -0.16 | 0.0309 | -0.040 | ||
| 5.60 | 7.55 | 42.5% | 0.81 | 0.0353 | -0.044 | 56 | 0.6600 | 0.9800 | 1 | 16 | 48.8% | -0.19 | 0.0357 | -0.045 | ||
| 5.05 | 6.90 | 1 | 46.8% | 0.78 | 0.0400 | -0.048 | 57 | 0.8000 | 1.76 | 18 | 53.3% | -0.23 | 0.0404 | -0.049 | ||
| 3.80 | 5.80 | 1 | 37.4% | 0.73 | 0.0447 | -0.052 | 58 | 1.09 | 1.72 | 7 | 19 | 49.8% | -0.27 | 0.0451 | -0.053 | |
| 4.05 | 5.45 | 49.7% | 0.69 | 0.0488 | -0.056 | 59 | 1.36 | 2.25 | 30 | 10 | 50.8% | -0.32 | 0.0494 | -0.057 | ||
| 3.30 | 4.15 | 21 | 42.5% | 0.64 | 0.0523 | -0.059 | 60 | 1.89 | 2.38 | 33 | 51 | 49.6% | -0.37 | 0.0529 | -0.060 | |
| 2.86 | 4.30 | 2 | 49.5% | 0.58 | 0.0548 | -0.061 | 61 | 2.27 | 4.00 | 7 | 58.7% | -0.42 | 0.0555 | -0.062 | ||
| 2.36 | 3.20 | 2 | 44.7% | 0.53 | 0.0560 | -0.062 | 62 | 2.79 | 3.25 | 38 | 48.6% | -0.48 | 0.0568 | -0.063 | ||
| 2.03 | 2.56 | 4 | 8 | 44.1% | 0.47 | 0.0560 | -0.062 | 63 | 3.35 | 3.80 | 36 | 48.6% | -0.54 | 0.0569 | -0.062 | |
| 1.67 | 2.20 | 7 | 5 | 44.6% | 0.42 | 0.0548 | -0.061 | 64 | 3.95 | 4.40 | 3 | 18 | 48.6% | -0.59 | 0.0558 | -0.061 |
| 1.32 | 2.57 | 1 | 5 | 50.6% | 0.37 | 0.0526 | -0.059 | 65 | 3.70 | 5.10 | 56 | 41.1% | -0.64 | 0.0537 | -0.059 | |
| 1.00 | 1.85 | 2 | 46.9% | 0.32 | 0.0496 | -0.056 | 66 | 4.45 | 5.80 | 1 | 41.1% | -0.69 | 0.0508 | -0.057 | ||
| 0.9700 | 1.25 | 3 | 10 | 45.8% | 0.28 | 0.0460 | -0.053 | 67 | 4.45 | 7.05 | 4 | 37.8% | -0.73 | 0.0472 | -0.054 | |
| 0.6200 | 1.79 | 4 | 52.1% | 0.24 | 0.0422 | -0.049 | 68 | 6.45 | 7.80 | 15 | 50.1% | -0.77 | 0.0434 | -0.050 | ||
| 0.5800 | 1.35 | 5 | 11 | 51.4% | 0.21 | 0.0383 | -0.046 | 69 | 7.35 | 8.85 | 4 | 53.8% | -0.81 | 0.0395 | -0.046 | |
| 0.4700 | 0.7000 | 3 | 19 | 46.2% | 0.18 | 0.0344 | -0.042 | 70 | 8.25 | 9.80 | 26 | 56.1% | -0.84 | 0.0356 | -0.043 | |
| 0.1500 | 0.9800 | 6 | 49.2% | 0.15 | 0.0308 | -0.038 | 71 | 8.65 | 10.70 | 7 | 51.0% | -0.86 | 0.0319 | -0.039 | ||
| 0.3000 | 0.4800 | 4 | 12 | 47.2% | 0.13 | 0.0274 | -0.035 | 72 | 10.00 | 11.65 | 11 | 58.5% | -0.88 | 0.0287 | -0.035 | |
| 0.0400 | 0.7500 | 5 | 50.4% | 0.11 | 0.0243 | -0.032 | 73 | 10.50 | 12.45 | 13 | 51.0% | -0.90 | 0.0256 | -0.032 | ||
| 0.0200 | 0.7500 | 9 | 53.0% | 0.10 | 0.0215 | -0.029 | 74 | 11.45 | 13.85 | 3 | 60.1% | -0.92 | 0.0232 | -0.029 | ||
| 0.0100 | 0.7300 | 74 | 55.3% | 0.08 | 0.0190 | -0.026 | 75 | 12.40 | 14.45 | 2 | 54.8% | -0.93 | 0.0209 | -0.027 | ||
| 0 | 0.7500 | 5 | 58.3% | 0.07 | 0.0168 | -0.024 | 76 | 13.40 | 15.85 | 65.3% | -0.95 | 0.0192 | -0.026 | |||
| 0 | 1.15 | 10 | 68.1% | 0.06 | 0.0148 | -0.022 | 77 | 14.20 | 16.80 | 63.5% | -0.96 | 0.0176 | -0.025 | |||
| 0 | 0.9500 | 31 | 67.5% | 0.06 | 0.0131 | -0.020 | 78 | 15.35 | 17.80 | 69.2% | -0.96 | 0.0161 | -0.024 | |||
| 0 | 1.00 | 2 | 71.1% | 0.05 | 0.0116 | -0.018 | 79 | 16.35 | 18.75 | 71.0% | -0.97 | 0.0140 | -0.022 | |||
| 0.0600 | 0.2000 | 16 | 116 | 55.6% | 0.04 | 0.0103 | -0.016 | 80 | 17.40 | 19.35 | 1 | 65.4% | -0.98 | 0.0122 | -0.019 | |
| 0 | 0.7500 | 27 | 71.3% | 0.04 | 0.0091 | -0.015 | 81 | 17.50 | 21.35 | 70.5% | -0.99 | 0.0107 | -0.017 | |||
| 0 | 0.7500 | 2 | 73.7% | 0.03 | 0.0081 | -0.013 | 82 | 18.45 | 22.35 | 71.6% | -0.99 | 0.0081 | -0.015 | |||
| 0 | 0.7500 | 2 | 76.1% | 0.03 | 0.0072 | -0.012 | 83 | 19.65 | 22.90 | 64.3% | -0.99 | 0.0060 | -0.013 | |||
| 0 | 0.7500 | 22 | 78.4% | 0.03 | 0.0064 | -0.011 | 84 | 20.45 | 24.00 | -1.00 | 0.0043 | -0.011 | ||||
| 0.0200 | 0.7500 | 124 | 81.2% | 0.02 | 0.0057 | -0.010 | 85 | 21.65 | 25.35 | 1 | 83.8% | -1.00 | 0.0029 | -0.010 | ||
| 0 | 0.4400 | 56 | 82.6% | 0.01 | 0.0034 | -0.007 | 90 | 26.45 | 29.90 | -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 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs