CAVA option chain CAVA Group, Inc.
Cboe delayed options data · as of 06:34 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 ±17.3% (48.01–68.16) · ATM IV 67.0% · P/C open interest 3.28
| 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 | |
| 17.05 | 19.55 | 11 | 74.4% | 0.95 | 0.0073 | -0.017 | 40 | 0.1300 | 0.8700 | 11 | 83.1% | -0.05 | 0.0073 | -0.018 | ||
| 16.10 | 18.60 | 11 | 72.5% | 0.94 | 0.0084 | -0.019 | 41 | 0 | 1.15 | 1 | 81.5% | -0.06 | 0.0084 | -0.021 | ||
| 15.20 | 17.40 | 1 | 65.9% | 0.93 | 0.0097 | -0.022 | 42 | 0 | 1.01 | 74.5% | -0.07 | 0.0097 | -0.024 | |||
| 14.35 | 16.65 | 1 | 70.0% | 0.91 | 0.0111 | -0.025 | 43 | 0 | 1.17 | 73.1% | -0.08 | 0.0111 | -0.027 | |||
| 13.45 | 16.20 | 75.9% | 0.90 | 0.0126 | -0.028 | 44 | 0.2900 | 1.15 | 3 | 73.0% | -0.10 | 0.0126 | -0.030 | |||
| 12.60 | 14.85 | 68.4% | 0.88 | 0.0142 | -0.032 | 45 | 0.5800 | 0.9400 | 9 | 55 | 69.7% | -0.11 | 0.0142 | -0.033 | ||
| 12.05 | 14.45 | 71 | 77.1% | 0.87 | 0.0158 | -0.035 | 46 | 0.5500 | 1.75 | 75.1% | -0.13 | 0.0158 | -0.036 | |||
| 11.45 | 13.05 | 72 | 72.1% | 0.85 | 0.0175 | -0.038 | 47 | 0.8300 | 1.71 | 73.0% | -0.15 | 0.0175 | -0.039 | |||
| 10.55 | 12.35 | 68 | 71.4% | 0.83 | 0.0192 | -0.042 | 48 | 1.02 | 1.56 | 1 | 1 | 68.6% | -0.17 | 0.0193 | -0.043 | |
| 9.70 | 11.50 | 68 | 69.3% | 0.80 | 0.0209 | -0.045 | 49 | 1.16 | 1.91 | 1 | 68.6% | -0.19 | 0.0210 | -0.046 | ||
| 8.80 | 10.85 | 1 | 68.3% | 0.78 | 0.0226 | -0.048 | 50 | 1.39 | 2.07 | 7 | 122 | 67.2% | -0.22 | 0.0227 | -0.049 | |
| 8.35 | 10.15 | 2 | 1 | 70.3% | 0.75 | 0.0242 | -0.051 | 51 | 1.59 | 2.82 | 5 | 70.2% | -0.24 | 0.0243 | -0.052 | |
| 7.15 | 9.30 | 3 | 1 | 64.3% | 0.73 | 0.0257 | -0.054 | 52 | 1.98 | 2.79 | 111 | 67.6% | -0.27 | 0.0258 | -0.055 | |
| 7.45 | 8.45 | 2 | 2 | 70.0% | 0.70 | 0.0271 | -0.056 | 53 | 2.46 | 3.85 | 73.8% | -0.30 | 0.0272 | -0.057 | ||
| 6.45 | 7.85 | 3 | 14 | 67.0% | 0.67 | 0.0284 | -0.058 | 54 | 2.76 | 3.35 | 66.3% | -0.33 | 0.0285 | -0.059 | ||
| 6.05 | 7.05 | 8 | 66.5% | 0.64 | 0.0294 | -0.060 | 55 | 3.25 | 3.75 | 1 | 66.6% | -0.36 | 0.0296 | -0.061 | ||
| 5.65 | 6.60 | 10 | 68.0% | 0.61 | 0.0303 | -0.062 | 56 | 3.65 | 4.40 | 2 | 67.5% | -0.39 | 0.0305 | -0.062 | ||
| 5.40 | 5.95 | 10 | 20 | 68.8% | 0.58 | 0.0310 | -0.063 | 57 | 4.10 | 5.80 | 2 | 73.3% | -0.42 | 0.0312 | -0.063 | |
| 4.60 | 5.45 | 4 | 66.4% | 0.54 | 0.0315 | -0.063 | 58 | 4.60 | 5.50 | 67.6% | -0.45 | 0.0317 | -0.064 | |||
| 3.35 | 6.10 | 8 | 68.2% | 0.51 | 0.0318 | -0.064 | 59 | 5.15 | 6.90 | 73.2% | -0.49 | 0.0320 | -0.064 | |||
| 3.60 | 4.55 | 2 | 4 | 65.1% | 0.48 | 0.0318 | -0.064 | 60 | 5.65 | 6.85 | 78 | 68.4% | -0.52 | 0.0320 | -0.064 | |
| 3.30 | 5.15 | 2 | 1 | 72.2% | 0.45 | 0.0317 | -0.063 | 61 | 6.25 | 7.10 | 65.8% | -0.55 | 0.0319 | -0.063 | ||
| 2.66 | 3.80 | 2 | 63.5% | 0.42 | 0.0313 | -0.062 | 62 | 6.90 | 7.55 | 8 | 64.5% | -0.58 | 0.0316 | -0.062 | ||
| 2.65 | 3.40 | 2 | 1 | 65.2% | 0.39 | 0.0308 | -0.061 | 63 | 7.50 | 8.55 | 66.3% | -0.61 | 0.0311 | -0.061 | ||
| 2.30 | 3.15 | 4 | 3 | 65.1% | 0.37 | 0.0301 | -0.060 | 64 | 8.15 | 9.15 | 65.3% | -0.64 | 0.0304 | -0.060 | ||
| 2.14 | 2.87 | 8 | 65.9% | 0.34 | 0.0293 | -0.058 | 65 | 8.80 | 9.65 | 63.1% | -0.66 | 0.0296 | -0.058 | |||
| 1.91 | 2.55 | 2 | 2 | 65.6% | 0.31 | 0.0284 | -0.056 | 66 | 9.60 | 10.50 | 64.2% | -0.69 | 0.0287 | -0.056 | ||
| 1.15 | 1.62 | 1 | 6 | 64.8% | 0.22 | 0.0239 | -0.048 | 70 | 12.25 | 14.70 | 1 | 68.0% | -0.78 | 0.0244 | -0.047 | |
| 0.4600 | 1.03 | 3 | 10 | 64.4% | 0.14 | 0.0179 | -0.036 | 75 | 16.60 | 19.15 | 69.6% | -0.86 | 0.0185 | -0.035 | ||
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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs