CAVA option chain CAVA Group, Inc.
Cboe delayed options data · as of 09:34 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 ±20.1% (46.41–69.75) · ATM IV 60.9% · P/C open interest 0.87
| 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 | |
| 26.90 | 29.55 | 2 | 78.4% | 0.99 | 0.0015 | -0.000 | 30 | 0 | 0.1200 | 630 | 74.6% | -0.01 | 0.0015 | -0.004 | ||
| 22.05 | 24.10 | 38 | 0.97 | 0.0038 | -0.006 | 35 | 0.0800 | 0.8900 | 309 | 85.8% | -0.03 | 0.0039 | -0.009 | |||
| 17.40 | 19.45 | 1 | 84 | 55.5% | 0.93 | 0.0080 | -0.015 | 40 | 0.4200 | 0.7100 | 11 | 10.4K | 69.6% | -0.07 | 0.0081 | -0.017 |
| 13.10 | 14.90 | 57 | 56.5% | 0.87 | 0.0140 | -0.025 | 45 | 0.9800 | 1.19 | 5 | 2,246 | 63.8% | -0.13 | 0.0141 | -0.027 | |
| 9.50 | 10.90 | 465 | 57.6% | 0.77 | 0.0205 | -0.036 | 50 | 2.18 | 2.45 | 42 | 990 | 63.3% | -0.23 | 0.0207 | -0.038 | |
| 6.50 | 7.70 | 30 | 2,318 | 58.0% | 0.64 | 0.0256 | -0.044 | 55 | 4.00 | 4.25 | 103 | 1,149 | 61.8% | -0.36 | 0.0259 | -0.045 |
| 4.65 | 5.35 | 318 | 1,806 | 60.9% | 0.51 | 0.0277 | -0.047 | 60 | 6.50 | 6.85 | 28 | 915 | 61.0% | -0.50 | 0.0281 | -0.048 |
| 3.15 | 3.40 | 16 | 961 | 60.8% | 0.38 | 0.0265 | -0.045 | 65 | 9.60 | 10.25 | 3,603 | 60.6% | -0.63 | 0.0272 | -0.045 | |
| 1.88 | 2.40 | 32 | 1,958 | 61.5% | 0.27 | 0.0231 | -0.039 | 70 | 13.40 | 14.00 | 10 | 339 | 60.0% | -0.74 | 0.0240 | -0.039 |
| 1.01 | 1.55 | 14 | 395 | 60.5% | 0.19 | 0.0188 | -0.032 | 75 | 17.55 | 19.95 | 2,630 | 72.4% | -0.83 | 0.0198 | -0.032 | |
| 0.7400 | 0.8900 | 150 | 852 | 61.3% | 0.13 | 0.0145 | -0.025 | 80 | 21.95 | 24.10 | 9 | 151 | 71.1% | -0.89 | 0.0158 | -0.024 |
| 0.4200 | 0.6100 | 4 | 423 | 62.0% | 0.09 | 0.0108 | -0.019 | 85 | 26.75 | 29.20 | 51 | 78.9% | -0.94 | 0.0122 | -0.018 | |
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs