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 ±12.0% (53.97–68.73) · ATM IV 47.1% · P/C open interest 5.39
| 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 | |
| 15.60 | 18.80 | 71.1% | 0.97 | 0.0068 | -0.010 | 45 | 0 | 0.9500 | 72.8% | -0.04 | 0.0069 | -0.011 | ||||
| 10.85 | 13.60 | 52.0% | 0.91 | 0.0156 | -0.021 | 50 | 0.3200 | 0.4900 | 12 | 51.0% | -0.09 | 0.0158 | -0.022 | |||
| 7.15 | 9.20 | 52.1% | 0.80 | 0.0297 | -0.035 | 55 | 0.8800 | 1.32 | 18 | 47.3% | -0.21 | 0.0301 | -0.037 | |||
| 6.00 | 8.45 | 48.2% | 0.77 | 0.0327 | -0.038 | 56 | 1.15 | 1.60 | 1 | 47.5% | -0.24 | 0.0332 | -0.040 | |||
| 6.20 | 6.95 | 48.8% | 0.73 | 0.0356 | -0.041 | 57 | 1.43 | 1.96 | 12 | 47.8% | -0.27 | 0.0362 | -0.042 | |||
| 5.50 | 6.60 | 50.6% | 0.69 | 0.0382 | -0.043 | 58 | 1.72 | 2.23 | 1 | 46.8% | -0.31 | 0.0389 | -0.044 | |||
| 4.95 | 5.40 | 46.9% | 0.65 | 0.0405 | -0.045 | 59 | 1.99 | 2.60 | 6 | 45.9% | -0.35 | 0.0412 | -0.046 | |||
| 4.15 | 4.80 | 45.1% | 0.61 | 0.0423 | -0.047 | 60 | 2.39 | 3.25 | 104 | 47.2% | -0.40 | 0.0431 | -0.048 | |||
| 3.80 | 4.30 | 1 | 46.5% | 0.57 | 0.0435 | -0.048 | 61 | 2.96 | 3.70 | 1 | 47.6% | -0.44 | 0.0445 | -0.049 | ||
| 3.35 | 3.80 | 1 | 46.6% | 0.53 | 0.0442 | -0.049 | 62 | 3.30 | 4.10 | 1 | 3 | 45.7% | -0.49 | 0.0452 | -0.050 | |
| 2.90 | 3.35 | 46.5% | 0.48 | 0.0442 | -0.049 | 63 | 3.90 | 4.65 | 45.9% | -0.53 | 0.0454 | -0.050 | ||||
| 2.50 | 2.92 | 1 | 1 | 46.3% | 0.44 | 0.0437 | -0.048 | 64 | 4.50 | 5.35 | 46.4% | -0.57 | 0.0450 | -0.049 | ||
| 2.11 | 2.69 | 46.9% | 0.40 | 0.0427 | -0.047 | 65 | 5.05 | 5.90 | 45.1% | -0.62 | 0.0440 | -0.048 | ||||
| 1.89 | 2.24 | 4 | 46.7% | 0.36 | 0.0412 | -0.046 | 66 | 5.85 | 6.60 | 3 | 33 | 45.9% | -0.66 | 0.0427 | -0.047 | |
| 1.56 | 1.95 | 46.4% | 0.32 | 0.0394 | -0.044 | 67 | 6.30 | 7.45 | 44.8% | -0.69 | 0.0410 | -0.045 | ||||
| 1.15 | 1.76 | 1 | 45.7% | 0.29 | 0.0373 | -0.042 | 68 | 7.40 | 8.05 | 9 | 46.2% | -0.73 | 0.0390 | -0.044 | ||
| 1.22 | 1.48 | 2 | 47.5% | 0.26 | 0.0350 | -0.040 | 69 | 7.60 | 9.20 | 44.2% | -0.76 | 0.0368 | -0.042 | |||
| 0.7500 | 1.35 | 5 | 45.8% | 0.23 | 0.0327 | -0.038 | 70 | 8.20 | 10.30 | 5 | 44.6% | -0.79 | 0.0345 | -0.039 | ||
| 0.7400 | 1.35 | 48.7% | 0.21 | 0.0304 | -0.036 | 71 | 9.05 | 11.50 | 48.0% | -0.82 | 0.0322 | -0.037 | ||||
| 0.6500 | 0.9600 | 1 | 47.0% | 0.18 | 0.0280 | -0.034 | 72 | 9.85 | 12.45 | 1 | 48.3% | -0.84 | 0.0298 | -0.035 | ||
| 0.5100 | 0.9400 | 1 | 48.1% | 0.16 | 0.0258 | -0.032 | 73 | 10.20 | 12.50 | 18 | -0.86 | 0.0274 | -0.033 | |||
| 0.5400 | 0.8600 | 1 | 2 | 50.1% | 0.15 | 0.0237 | -0.029 | 74 | 11.65 | 13.35 | -0.88 | 0.0255 | -0.030 | |||
| 0.4500 | 0.8000 | 1 | 2 | 50.8% | 0.13 | 0.0216 | -0.027 | 75 | 12.60 | 14.30 | -0.90 | 0.0235 | -0.028 | |||
| 0.1000 | 1.05 | 10 | 51.9% | 0.12 | 0.0198 | -0.025 | 76 | 13.30 | 16.05 | 42.7% | -0.91 | 0.0218 | -0.026 | |||
| 0.3000 | 0.7400 | 5 | 52.8% | 0.10 | 0.0180 | -0.024 | 77 | 14.40 | 16.45 | -0.93 | 0.0204 | -0.024 | ||||
| 0 | 0.7500 | 1 | 50.7% | 0.09 | 0.0164 | -0.022 | 78 | 15.25 | 17.80 | -0.94 | 0.0190 | -0.023 | ||||
| 0 | 0.7500 | 52.8% | 0.08 | 0.0149 | -0.020 | 79 | 15.90 | 18.85 | -0.95 | 0.0186 | -0.022 | |||||
| 0 | 0.7500 | 2 | 54.7% | 0.07 | 0.0136 | -0.019 | 80 | 17.05 | 19.85 | -0.96 | 0.0174 | -0.023 | ||||
| 0 | 0.9500 | 67.5% | 0.04 | 0.0085 | -0.013 | 85 | 21.75 | 24.75 | -0.99 | 0.0072 | -0.011 | |||||
| 0 | 0.9500 | 76.3% | 0.03 | 0.0054 | -0.009 | 90 | 26.55 | 30.60 | -1.00 | 0.0000 | -0.011 | |||||
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 09, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs