CAVA option chain CAVA Group, Inc.
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 ±16.7% (48.41–67.75) · ATM IV 70.8% · P/C open interest 1.50
| 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 | |
| 26.75 | 29.35 | 91.4% | 1.00 | 0.0008 | 0.000 | 30 | 0.0100 | 0.1000 | 27 | 100.3% | -0.00 | 0.0006 | -0.002 | |||
| 21.15 | 24.45 | 171 | 0.99 | 0.0025 | -0.004 | 35 | 0 | 0.1900 | 44 | 85.5% | -0.01 | 0.0024 | -0.007 | |||
| 16.95 | 18.75 | 1 | 0.96 | 0.0066 | -0.016 | 40 | 0.1000 | 0.3900 | 30 | 821 | 77.9% | -0.04 | 0.0065 | -0.017 | ||
| 13.30 | 14.20 | 14 | 74.8% | 0.90 | 0.0140 | -0.034 | 45 | 0.5300 | 0.8000 | 6 | 437 | 73.9% | -0.10 | 0.0139 | -0.035 | |
| 11.00 | 13.35 | 45.5% | 0.88 | 0.0157 | -0.038 | 46 | 0.6300 | 1.00 | 2 | 73.7% | -0.12 | 0.0157 | -0.039 | |||
| 11.00 | 12.50 | 65.1% | 0.86 | 0.0176 | -0.042 | 47 | 0.8100 | 1.41 | 76.6% | -0.14 | 0.0176 | -0.043 | ||||
| 9.95 | 11.75 | 63.1% | 0.84 | 0.0194 | -0.046 | 48 | 0.9700 | 1.43 | 21 | 73.6% | -0.16 | 0.0194 | -0.047 | |||
| 9.15 | 11.10 | 65.0% | 0.81 | 0.0213 | -0.050 | 49 | 1.18 | 1.95 | 76.4% | -0.18 | 0.0213 | -0.051 | ||||
| 8.45 | 10.20 | 1 | 256 | 64.3% | 0.79 | 0.0231 | -0.054 | 50 | 1.44 | 1.81 | 60 | 1,919 | 72.1% | -0.21 | 0.0231 | -0.055 |
| 7.15 | 10.40 | 67.9% | 0.76 | 0.0249 | -0.058 | 51 | 1.64 | 2.41 | 74.1% | -0.24 | 0.0249 | -0.059 | ||||
| 7.25 | 8.65 | 65.4% | 0.73 | 0.0265 | -0.062 | 52 | 1.94 | 2.40 | 70.9% | -0.26 | 0.0266 | -0.062 | ||||
| 7.30 | 7.90 | 70.7% | 0.70 | 0.0280 | -0.065 | 53 | 2.17 | 3.05 | 21 | 72.4% | -0.29 | 0.0281 | -0.066 | |||
| 5.85 | 7.40 | 64.8% | 0.67 | 0.0294 | -0.068 | 54 | 2.66 | 3.15 | 24 | 70.8% | -0.32 | 0.0294 | -0.068 | |||
| 6.10 | 6.70 | 22 | 572 | 70.5% | 0.64 | 0.0305 | -0.070 | 55 | 3.15 | 3.45 | 7 | 219 | 70.4% | -0.36 | 0.0306 | -0.071 |
| 5.45 | 6.20 | 70.1% | 0.61 | 0.0315 | -0.072 | 56 | 3.45 | 4.15 | 2 | 71.2% | -0.39 | 0.0316 | -0.072 | |||
| 4.65 | 5.60 | 20 | 67.2% | 0.58 | 0.0322 | -0.073 | 57 | 3.95 | 4.45 | 69.8% | -0.42 | 0.0323 | -0.074 | |||
| 4.45 | 5.20 | 27 | 69.9% | 0.54 | 0.0327 | -0.074 | 58 | 4.40 | 5.30 | 71.8% | -0.45 | 0.0328 | -0.074 | |||
| 3.70 | 4.70 | 67.2% | 0.51 | 0.0330 | -0.074 | 59 | 5.00 | 5.50 | 69.5% | -0.49 | 0.0331 | -0.075 | ||||
| 3.85 | 4.05 | 65 | 376 | 69.6% | 0.48 | 0.0330 | -0.074 | 60 | 5.65 | 5.90 | 98 | 68.6% | -0.52 | 0.0331 | -0.074 | |
| 3.10 | 3.95 | 69.0% | 0.45 | 0.0328 | -0.074 | 61 | 6.15 | 6.70 | 1 | 69.1% | -0.55 | 0.0330 | -0.074 | |||
| 2.39 | 3.45 | 4 | 65.2% | 0.42 | 0.0324 | -0.073 | 62 | 6.70 | 7.30 | 96 | 68.1% | -0.58 | 0.0326 | -0.073 | ||
| 2.44 | 3.10 | 67.7% | 0.39 | 0.0318 | -0.071 | 63 | 7.40 | 8.35 | 71.1% | -0.61 | 0.0320 | -0.071 | ||||
| 2.46 | 2.89 | 1 | 70.8% | 0.36 | 0.0311 | -0.069 | 64 | 8.10 | 8.65 | 68.0% | -0.64 | 0.0312 | -0.069 | |||
| 2.21 | 2.36 | 38 | 329 | 68.9% | 0.33 | 0.0302 | -0.067 | 65 | 8.80 | 10.45 | 24 | 76.3% | -0.67 | 0.0304 | -0.067 | |
| 1.67 | 2.41 | 13 | 68.9% | 0.30 | 0.0291 | -0.065 | 66 | 9.55 | 10.25 | 68.6% | -0.70 | 0.0293 | -0.064 | |||
| 1.69 | 2.00 | 21 | 69.4% | 0.28 | 0.0280 | -0.062 | 67 | 10.30 | 10.90 | 67.3% | -0.72 | 0.0282 | -0.062 | |||
| 1.39 | 1.77 | 25 | 68.2% | 0.26 | 0.0268 | -0.059 | 68 | 11.10 | 13.45 | 82.6% | -0.74 | 0.0270 | -0.059 | |||
| 1.12 | 1.55 | 1 | 67.0% | 0.23 | 0.0255 | -0.057 | 69 | 11.95 | 14.20 | 82.9% | -0.77 | 0.0258 | -0.056 | |||
| 1.19 | 1.35 | 15 | 199 | 68.9% | 0.21 | 0.0242 | -0.054 | 70 | 12.75 | 15.10 | 1 | 83.7% | -0.79 | 0.0245 | -0.053 | |
| 0.6000 | 0.8600 | 40 | 182 | 70.4% | 0.13 | 0.0176 | -0.039 | 75 | 17.10 | 19.55 | 87.7% | -0.87 | 0.0180 | -0.038 | ||
| 0.3500 | 0.4000 | 8 | 296 | 70.1% | 0.08 | 0.0119 | -0.027 | 80 | 21.85 | 24.25 | 94.7% | -0.93 | 0.0124 | -0.025 | ||
| 0 | 0.4000 | 70.8% | 0.05 | 0.0077 | -0.018 | 85 | 26.55 | 29.00 | 99.0% | -0.96 | 0.0083 | -0.016 | ||||
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 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.