CAVA option chain CAVA Group, Inc.
Cboe delayed options data · as of 15:35 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 ±14.9% (48.21–65.11) · ATM IV 83.4% · P/C open interest 0.99
| 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 | |
| 15.90 | 18.35 | 105.7% | 0.96 | 0.0073 | -0.027 | 40 | 0.1000 | 0.3800 | 10 | 98.1% | -0.04 | 0.0074 | -0.030 | |||
| 14.60 | 17.05 | 4 | 66.6% | 0.95 | 0.0087 | -0.032 | 41 | 0.1000 | 1.01 | 6 | 112.7% | -0.05 | 0.0088 | -0.035 | ||
| 13.55 | 16.70 | 6 | 93.3% | 0.94 | 0.0103 | -0.038 | 42 | 0.1400 | 1.02 | 15 | 107.4% | -0.06 | 0.0103 | -0.040 | ||
| 13.40 | 14.40 | 2 | 2 | 68.9% | 0.92 | 0.0120 | -0.044 | 43 | 0.2000 | 0.7300 | 9 | 95.1% | -0.08 | 0.0121 | -0.046 | |
| 12.65 | 13.50 | 2 | 78.3% | 0.91 | 0.0139 | -0.050 | 44 | 0.2700 | 0.9400 | 8 | 95.8% | -0.09 | 0.0140 | -0.052 | ||
| 10.95 | 13.80 | 88.2% | 0.89 | 0.0159 | -0.057 | 45 | 0.3600 | 1.10 | 52 | 94.7% | -0.11 | 0.0160 | -0.059 | |||
| 9.90 | 12.95 | 84.0% | 0.87 | 0.0181 | -0.064 | 46 | 0.4900 | 1.70 | 11 | 101.5% | -0.13 | 0.0181 | -0.066 | |||
| 9.75 | 11.60 | 86.9% | 0.85 | 0.0203 | -0.071 | 47 | 0.6100 | 1.85 | 176 | 98.8% | -0.15 | 0.0203 | -0.073 | |||
| 9.05 | 10.80 | 88.3% | 0.83 | 0.0225 | -0.078 | 48 | 0.7400 | 1.25 | 64 | 84.3% | -0.17 | 0.0226 | -0.080 | |||
| 8.05 | 10.35 | 89.2% | 0.80 | 0.0248 | -0.085 | 49 | 1.05 | 1.48 | 15 | 85.5% | -0.20 | 0.0248 | -0.086 | |||
| 7.35 | 9.20 | 5 | 83.8% | 0.77 | 0.0269 | -0.092 | 50 | 1.36 | 1.85 | 63 | 87.5% | -0.23 | 0.0270 | -0.093 | ||
| 7.05 | 8.90 | 7 | 93.6% | 0.74 | 0.0290 | -0.098 | 51 | 1.61 | 2.05 | 30 | 85.5% | -0.26 | 0.0291 | -0.099 | ||
| 6.40 | 7.20 | 2 | 81.3% | 0.71 | 0.0309 | -0.104 | 52 | 1.81 | 2.90 | 33 | 89.8% | -0.29 | 0.0310 | -0.105 | ||
| 5.40 | 8.00 | 93.0% | 0.68 | 0.0326 | -0.108 | 53 | 2.30 | 2.76 | 3 | 85.2% | -0.33 | 0.0327 | -0.109 | |||
| 5.45 | 5.95 | 16 | 84.0% | 0.64 | 0.0340 | -0.113 | 54 | 2.51 | 3.65 | 8 | 88.1% | -0.36 | 0.0341 | -0.113 | ||
| 4.75 | 5.30 | 33 | 81.4% | 0.61 | 0.0351 | -0.116 | 55 | 3.10 | 3.65 | 61 | 84.8% | -0.40 | 0.0353 | -0.116 | ||
| 4.15 | 4.80 | 2 | 25 | 80.7% | 0.57 | 0.0359 | -0.118 | 56 | 3.40 | 4.55 | 21 | 87.0% | -0.43 | 0.0361 | -0.118 | |
| 3.65 | 4.70 | 1 | 2 | 84.2% | 0.53 | 0.0364 | -0.119 | 57 | 3.90 | 4.65 | 3 | 82.5% | -0.47 | 0.0366 | -0.120 | |
| 3.20 | 3.90 | 24 | 80.4% | 0.50 | 0.0366 | -0.119 | 58 | 4.50 | 5.60 | 3 | 86.7% | -0.51 | 0.0368 | -0.120 | ||
| 2.80 | 3.90 | 83 | 84.4% | 0.46 | 0.0365 | -0.118 | 59 | 5.20 | 5.80 | 4 | 83.8% | -0.54 | 0.0367 | -0.119 | ||
| 2.60 | 3.10 | 3 | 133 | 81.7% | 0.43 | 0.0360 | -0.117 | 60 | 5.90 | 6.75 | 29 | 87.7% | -0.58 | 0.0363 | -0.117 | |
| 2.14 | 3.20 | 44 | 84.9% | 0.39 | 0.0353 | -0.115 | 61 | 6.50 | 7.15 | 183 | 84.3% | -0.61 | 0.0356 | -0.115 | ||
| 1.86 | 2.45 | 59 | 80.4% | 0.36 | 0.0344 | -0.112 | 62 | 7.20 | 7.80 | 4 | 83.9% | -0.64 | 0.0347 | -0.112 | ||
| 1.61 | 2.30 | 13 | 81.9% | 0.33 | 0.0333 | -0.108 | 63 | 7.95 | 9.60 | 95.7% | -0.67 | 0.0335 | -0.108 | |||
| 1.45 | 2.20 | 28 | 84.5% | 0.30 | 0.0320 | -0.104 | 64 | 8.75 | 9.30 | 1 | 84.9% | -0.70 | 0.0322 | -0.104 | ||
| 1.23 | 1.75 | 107 | 81.8% | 0.27 | 0.0305 | -0.099 | 65 | 9.40 | 10.35 | 20 | 86.6% | -0.73 | 0.0308 | -0.099 | ||
| 1.10 | 1.68 | 1 | 9 | 84.1% | 0.25 | 0.0290 | -0.095 | 66 | 10.25 | 11.00 | 85.4% | -0.75 | 0.0293 | -0.094 | ||
| 0.8600 | 2.28 | 93.3% | 0.23 | 0.0274 | -0.090 | 67 | 11.05 | 11.95 | 86.8% | -0.78 | 0.0277 | -0.089 | ||||
| 0.6500 | 1.23 | 80.7% | 0.20 | 0.0258 | -0.085 | 68 | 11.30 | 13.70 | 91.3% | -0.80 | 0.0261 | -0.084 | ||||
| 0.5400 | 1.09 | 3 | 80.9% | 0.18 | 0.0242 | -0.080 | 69 | 12.20 | 14.60 | 92.8% | -0.82 | 0.0245 | -0.079 | |||
| 0.5700 | 1.01 | 3 | 181 | 83.9% | 0.17 | 0.0226 | -0.075 | 70 | 12.70 | 15.55 | 22 | 88.6% | -0.84 | 0.0229 | -0.074 | |
| 0.2200 | 0.9500 | 77 | 93.6% | 0.10 | 0.0153 | -0.052 | 75 | 17.70 | 20.30 | 102.4% | -0.91 | 0.0157 | -0.051 | |||
| 0.0600 | 1.32 | 113.2% | 0.06 | 0.0099 | -0.035 | 80 | 21.95 | 25.55 | 107.4% | -0.95 | 0.0104 | -0.033 | ||||
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 — Nov 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs