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 ±10.7% (54.77–67.92) · ATM IV 46.6% · P/C open interest 1.53
| 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 | 18.70 | 1 | 79.3% | 0.97 | 0.0064 | -0.010 | 45 | 0 | 0.7500 | 76.0% | -0.03 | 0.0064 | -0.012 | |||
| 10.70 | 13.35 | 54.4% | 0.92 | 0.0152 | -0.022 | 50 | 0.1700 | 0.3700 | 8 | 1 | 50.9% | -0.08 | 0.0153 | -0.023 | ||
| 6.75 | 8.95 | 2 | 53.3% | 0.81 | 0.0311 | -0.038 | 55 | 0.7300 | 1.08 | 5 | 16 | 48.0% | -0.19 | 0.0314 | -0.040 | |
| 5.65 | 8.30 | 50.6% | 0.78 | 0.0347 | -0.042 | 56 | 0.8800 | 1.47 | 14 | 48.5% | -0.23 | 0.0352 | -0.043 | |||
| 5.85 | 6.55 | 49.4% | 0.74 | 0.0383 | -0.045 | 57 | 1.14 | 1.68 | 10 | 47.5% | -0.26 | 0.0388 | -0.046 | |||
| 5.05 | 6.05 | 49.6% | 0.70 | 0.0416 | -0.048 | 58 | 1.43 | 1.90 | 2 | 6 | 46.3% | -0.30 | 0.0422 | -0.049 | ||
| 4.55 | 4.95 | 46.8% | 0.66 | 0.0445 | -0.050 | 59 | 1.84 | 2.26 | 8 | 46.6% | -0.35 | 0.0451 | -0.051 | |||
| 4.00 | 4.40 | 47.2% | 0.61 | 0.0467 | -0.052 | 60 | 2.28 | 2.72 | 17 | 131 | 47.0% | -0.40 | 0.0474 | -0.053 | ||
| 3.45 | 3.85 | 7 | 11 | 46.9% | 0.56 | 0.0482 | -0.054 | 61 | 2.70 | 3.15 | 6 | 46.3% | -0.44 | 0.0490 | -0.054 | |
| 2.85 | 3.45 | 20 | 46.7% | 0.51 | 0.0489 | -0.054 | 62 | 3.20 | 3.85 | 10 | 22 | 47.4% | -0.49 | 0.0498 | -0.055 | |
| 2.45 | 2.89 | 21 | 46.0% | 0.47 | 0.0488 | -0.054 | 63 | 3.75 | 4.30 | 4 | 46.5% | -0.54 | 0.0498 | -0.055 | ||
| 2.05 | 2.50 | 45.9% | 0.42 | 0.0478 | -0.053 | 64 | 4.35 | 4.90 | 2 | 46.2% | -0.59 | 0.0489 | -0.054 | |||
| 1.71 | 2.15 | 1 | 45.9% | 0.38 | 0.0462 | -0.052 | 65 | 5.10 | 5.70 | 2 | 48.0% | -0.64 | 0.0474 | -0.053 | ||
| 1.57 | 1.91 | 1 | 47.6% | 0.33 | 0.0441 | -0.050 | 66 | 5.65 | 6.30 | 16 | 46.0% | -0.68 | 0.0454 | -0.051 | ||
| 1.15 | 1.58 | 2 | 3 | 45.9% | 0.30 | 0.0416 | -0.048 | 67 | 6.40 | 7.25 | 47.8% | -0.72 | 0.0429 | -0.049 | ||
| 0.9100 | 1.49 | 1 | 47.0% | 0.26 | 0.0388 | -0.045 | 68 | 7.05 | 7.90 | 2 | 45.6% | -0.75 | 0.0402 | -0.046 | ||
| 0.7400 | 1.15 | 45.9% | 0.23 | 0.0359 | -0.043 | 69 | 7.15 | 9.00 | 2 | 40.9% | -0.78 | 0.0374 | -0.043 | |||
| 0.7700 | 0.9000 | 17 | 17 | 47.1% | 0.20 | 0.0330 | -0.040 | 70 | 8.60 | 9.90 | 11 | 48.1% | -0.81 | 0.0344 | -0.041 | |
| 0.4400 | 0.8300 | 1 | 45.8% | 0.18 | 0.0302 | -0.037 | 71 | 9.00 | 11.40 | 5 | 50.2% | -0.84 | 0.0316 | -0.038 | ||
| 0.3900 | 0.7900 | 2 | 1 | 47.7% | 0.16 | 0.0275 | -0.035 | 72 | 9.90 | 11.45 | 1 | 1 | 35.9% | -0.86 | 0.0288 | -0.035 |
| 0.3500 | 0.8700 | 1 | 2 | 51.0% | 0.14 | 0.0250 | -0.032 | 73 | 10.80 | 12.25 | 1 | -0.88 | 0.0264 | -0.033 | ||
| 0.3100 | 0.8100 | 1 | 13 | 52.5% | 0.12 | 0.0226 | -0.030 | 74 | 11.90 | 13.50 | 42.4% | -0.90 | 0.0240 | -0.030 | ||
| 0.2300 | 0.4600 | 1 | 15 | 48.6% | 0.11 | 0.0204 | -0.028 | 75 | 12.45 | 15.00 | 9 | 46.2% | -0.91 | 0.0221 | -0.028 | |
| 0.0200 | 0.7500 | 6 | 52.3% | 0.10 | 0.0184 | -0.026 | 76 | 13.30 | 15.95 | -0.92 | 0.0204 | -0.026 | ||||
| 0.1800 | 0.7700 | 22 | 57.7% | 0.09 | 0.0167 | -0.024 | 77 | 14.10 | 16.60 | 1 | -0.94 | 0.0187 | -0.024 | |||
| 0 | 0.7500 | 1 | 56.7% | 0.08 | 0.0150 | -0.022 | 78 | 14.95 | 17.45 | -0.95 | 0.0172 | -0.024 | ||||
| 0 | 0.7500 | 1 | 59.0% | 0.07 | 0.0136 | -0.020 | 79 | 16.10 | 18.85 | -0.96 | 0.0164 | -0.023 | ||||
| 0 | 0.7500 | 9 | 61.2% | 0.06 | 0.0123 | -0.019 | 80 | 16.85 | 19.85 | -0.97 | 0.0159 | -0.023 | ||||
| 0 | 0.7500 | 1 | 63.3% | 0.05 | 0.0111 | -0.017 | 81 | 17.60 | 21.00 | -0.97 | 0.0143 | -0.020 | ||||
| 0 | 0.7500 | 4 | 65.4% | 0.05 | 0.0100 | -0.016 | 82 | 18.60 | 22.65 | -0.98 | 0.0126 | -0.018 | ||||
| 0 | 0.7500 | 2 | 67.5% | 0.04 | 0.0091 | -0.015 | 83 | 19.55 | 23.45 | -0.98 | 0.0105 | -0.018 | ||||
| 0 | 0.7500 | 3 | 69.5% | 0.04 | 0.0082 | -0.014 | 84 | 20.55 | 24.70 | -0.99 | 0.0086 | -0.017 | ||||
| 0 | 0.7500 | 19 | 71.5% | 0.04 | 0.0075 | -0.013 | 85 | 21.55 | 25.60 | -0.99 | 0.0069 | -0.014 | ||||
| 0 | 0.7500 | 3 | 81.0% | 0.02 | 0.0047 | -0.009 | 90 | 26.55 | 30.40 | -1.00 | 0.0003 | -0.012 | ||||
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 — Oct 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs