CAVA option chain CAVA Group, Inc.
Cboe delayed options data · as of 21:51 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 ±16.1% (48.23–66.67) · ATM IV 78.5% · P/C open interest 26.47
| 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 | |
| 16.65 | 19.80 | 106.6% | 0.97 | 0.0056 | -0.013 | 40 | 0 | 0.2000 | 9,604 | 75.1% | -0.03 | 0.0056 | -0.015 | |||
| 16.00 | 18.80 | 108.7% | 0.96 | 0.0070 | -0.017 | 41 | 0.0300 | 0.2400 | 3 | 3 | 74.6% | -0.04 | 0.0070 | -0.019 | ||
| 14.75 | 17.85 | 98.4% | 0.95 | 0.0085 | -0.021 | 42 | 0 | 0.2700 | 3 | 2 | 70.1% | -0.05 | 0.0085 | -0.023 | ||
| 14.15 | 16.35 | 90.4% | 0.94 | 0.0102 | -0.026 | 43 | 0 | 0.6400 | 8 | 78.6% | -0.06 | 0.0102 | -0.028 | |||
| 13.10 | 15.45 | 85.9% | 0.93 | 0.0120 | -0.031 | 44 | 0.1500 | 0.4400 | 1 | 59 | 72.3% | -0.07 | 0.0121 | -0.033 | ||
| 12.25 | 14.55 | 1 | 85.1% | 0.91 | 0.0141 | -0.037 | 45 | 0.1600 | 0.8400 | 3 | 101 | 77.2% | -0.09 | 0.0141 | -0.038 | |
| 11.55 | 13.65 | 1 | 86.2% | 0.89 | 0.0162 | -0.042 | 46 | 0.2500 | 1.22 | 5 | 80.8% | -0.11 | 0.0163 | -0.044 | ||
| 10.70 | 13.50 | 94.8% | 0.87 | 0.0184 | -0.048 | 47 | 0.1500 | 1.95 | 12 | 85.0% | -0.13 | 0.0185 | -0.050 | |||
| 9.60 | 12.40 | 85.7% | 0.85 | 0.0206 | -0.054 | 48 | 0.7100 | 1.51 | 4 | 80.8% | -0.15 | 0.0207 | -0.055 | |||
| 9.40 | 11.10 | 1 | 3 | 85.7% | 0.82 | 0.0228 | -0.060 | 49 | 0.9100 | 1.34 | 23 | 75.0% | -0.18 | 0.0230 | -0.061 | |
| 8.50 | 10.45 | 1 | 6 | 84.5% | 0.80 | 0.0250 | -0.066 | 50 | 0.9300 | 2.06 | 8 | 78.2% | -0.20 | 0.0252 | -0.067 | |
| 7.75 | 9.70 | 3 | 83.2% | 0.77 | 0.0271 | -0.071 | 51 | 1.21 | 2.42 | 1 | 32 | 79.0% | -0.23 | 0.0272 | -0.072 | |
| 7.15 | 9.10 | 1 | 24 | 84.5% | 0.74 | 0.0290 | -0.076 | 52 | 1.60 | 2.84 | 80.7% | -0.27 | 0.0292 | -0.077 | ||
| 6.65 | 8.35 | 1 | 5 | 84.5% | 0.70 | 0.0308 | -0.081 | 53 | 1.95 | 3.20 | 4 | 2 | 80.5% | -0.30 | 0.0310 | -0.082 |
| 6.20 | 7.35 | 1 | 3 | 82.1% | 0.67 | 0.0323 | -0.084 | 54 | 2.32 | 3.55 | 4 | 12 | 79.9% | -0.33 | 0.0325 | -0.085 |
| 5.55 | 6.20 | 2 | 17 | 76.1% | 0.64 | 0.0336 | -0.087 | 55 | 2.51 | 4.15 | 2 | 17 | 79.2% | -0.37 | 0.0338 | -0.088 |
| 4.95 | 6.10 | 1 | 18 | 79.4% | 0.60 | 0.0346 | -0.090 | 56 | 3.05 | 4.20 | 2 | 76.3% | -0.40 | 0.0348 | -0.091 | |
| 4.30 | 5.50 | 24 | 77.3% | 0.57 | 0.0353 | -0.092 | 57 | 3.55 | 5.10 | 14 | 79.8% | -0.44 | 0.0356 | -0.092 | ||
| 3.95 | 5.70 | 7 | 16 | 83.9% | 0.53 | 0.0357 | -0.092 | 58 | 4.05 | 4.90 | 140 | 11 | 73.3% | -0.47 | 0.0360 | -0.093 |
| 3.45 | 5.45 | 1 | 10 | 84.9% | 0.50 | 0.0358 | -0.093 | 59 | 4.40 | 5.65 | 2 | 73.0% | -0.51 | 0.0362 | -0.093 | |
| 3.30 | 4.65 | 1 | 47 | 83.7% | 0.46 | 0.0357 | -0.092 | 60 | 5.15 | 6.45 | 1 | 6 | 76.0% | -0.54 | 0.0361 | -0.093 |
| 2.60 | 3.40 | 5 | 19 | 73.3% | 0.43 | 0.0353 | -0.091 | 61 | 5.40 | 6.75 | 69.7% | -0.58 | 0.0357 | -0.091 | ||
| 2.40 | 3.20 | 2 | 8 | 75.6% | 0.39 | 0.0347 | -0.089 | 62 | 6.25 | 7.50 | 72.0% | -0.61 | 0.0351 | -0.090 | ||
| 2.07 | 2.75 | 3 | 74.1% | 0.36 | 0.0338 | -0.087 | 63 | 6.75 | 8.10 | 69.2% | -0.64 | 0.0343 | -0.087 | |||
| 1.86 | 2.47 | 14 | 9 | 74.7% | 0.33 | 0.0328 | -0.084 | 64 | 7.35 | 9.70 | 76.1% | -0.67 | 0.0332 | -0.084 | ||
| 1.54 | 2.39 | 7 | 45 | 75.6% | 0.30 | 0.0316 | -0.080 | 65 | 8.60 | 10.45 | 81.0% | -0.70 | 0.0321 | -0.081 | ||
| 1.30 | 1.97 | 1 | 12 | 73.6% | 0.28 | 0.0302 | -0.077 | 66 | 9.15 | 11.20 | 78.7% | -0.73 | 0.0307 | -0.077 | ||
| 0.6600 | 1.68 | 57 | 78.9% | 0.18 | 0.0240 | -0.060 | 70 | 11.85 | 14.55 | 71.9% | -0.83 | 0.0247 | -0.061 | |||
| 0.2100 | 0.7000 | 4 | 44 | 73.1% | 0.10 | 0.0163 | -0.041 | 75 | 16.15 | 19.55 | 75.7% | -0.91 | 0.0171 | -0.041 | ||
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 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs