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 ±13.7% (52.98–69.72) · ATM IV 49.1% · P/C open interest 2.55
| 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 | |
| 25.50 | 28.70 | 108.6% | 0.99 | 0.0014 | 0.000 | 35 | 0 | 0.3100 | 134 | 86.5% | -0.01 | 0.0014 | -0.003 | |||
| 20.75 | 23.55 | 11 | 87.8% | 0.98 | 0.0035 | -0.003 | 40 | 0.0100 | 0.1200 | 3 | 295 | 59.5% | -0.02 | 0.0035 | -0.007 | |
| 16.00 | 18.00 | 7 | 61.6% | 0.95 | 0.0081 | -0.011 | 45 | 0.1300 | 0.4200 | 12 | 167 | 58.6% | -0.05 | 0.0081 | -0.014 | |
| 11.80 | 13.50 | 17 | 60.7% | 0.89 | 0.0165 | -0.022 | 50 | 0.3200 | 0.6500 | 21 | 9,767 | 49.0% | -0.11 | 0.0166 | -0.025 | |
| 8.00 | 8.45 | 100 | 32 | 49.9% | 0.77 | 0.0280 | -0.035 | 55 | 1.40 | 1.60 | 4 | 303 | 49.6% | -0.23 | 0.0283 | -0.037 |
| 4.90 | 5.35 | 25 | 76 | 50.0% | 0.60 | 0.0373 | -0.045 | 60 | 3.05 | 3.45 | 80 | 1,327 | 48.2% | -0.40 | 0.0378 | -0.045 |
| 2.64 | 2.91 | 636 | 977 | 48.0% | 0.41 | 0.0380 | -0.045 | 65 | 5.85 | 6.20 | 6 | 558 | 47.6% | -0.60 | 0.0389 | -0.045 |
| 1.33 | 1.49 | 11 | 526 | 47.8% | 0.26 | 0.0310 | -0.037 | 70 | 9.45 | 9.90 | 10 | 4,631 | 47.2% | -0.76 | 0.0322 | -0.037 |
| 0.7000 | 0.8100 | 50 | 1,726 | 49.6% | 0.15 | 0.0220 | -0.028 | 75 | 13.75 | 14.35 | 1 | 535 | 48.5% | -0.87 | 0.0234 | -0.028 |
| 0.3300 | 0.5300 | 16 | 871 | 52.1% | 0.09 | 0.0146 | -0.020 | 80 | 17.75 | 19.25 | 58 | -0.93 | 0.0163 | -0.019 | ||
| 0.1400 | 0.2600 | 1 | 820 | 52.1% | 0.05 | 0.0095 | -0.014 | 85 | 22.50 | 24.00 | 2 | 111 | -0.97 | 0.0120 | -0.013 | |
| 0.1000 | 0.1600 | 3 | 565 | 55.2% | 0.03 | 0.0062 | -0.010 | 90 | 26.50 | 30.05 | 5 | -0.99 | 0.0048 | -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 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
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