CAVA option chain CAVA Group, Inc.
Cboe delayed options data · as of 03:33 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 ±23.2% (47.66–76.52) · ATM IV 54.4% · P/C open interest 0.55
| 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 | |
| 26.20 | 28.65 | 38 | 46.1% | 0.97 | 0.0034 | 0.000 | 35 | 0.2100 | 0.4000 | 190 | 64.2% | -0.03 | 0.0035 | -0.007 | ||
| 21.65 | 24.00 | 72 | 53.6% | 0.94 | 0.0062 | -0.004 | 40 | 0.3300 | 0.7100 | 579 | 57.9% | -0.07 | 0.0062 | -0.012 | ||
| 17.80 | 19.55 | 51 | 57.0% | 0.89 | 0.0099 | -0.011 | 45 | 1.00 | 1.44 | 24 | 1,894 | 57.9% | -0.12 | 0.0100 | -0.018 | |
| 14.30 | 15.05 | 1 | 198 | 54.9% | 0.81 | 0.0141 | -0.019 | 50 | 2.01 | 2.55 | 78 | 283 | 56.8% | -0.19 | 0.0143 | -0.024 |
| 10.75 | 12.20 | 11 | 107 | 56.0% | 0.72 | 0.0181 | -0.025 | 55 | 3.70 | 4.05 | 65 | 692 | 56.1% | -0.28 | 0.0184 | -0.028 |
| 8.15 | 8.65 | 6 | 465 | 53.3% | 0.62 | 0.0210 | -0.030 | 60 | 5.80 | 6.25 | 36 | 798 | 55.5% | -0.39 | 0.0215 | -0.031 |
| 5.80 | 6.45 | 79 | 590 | 52.9% | 0.51 | 0.0222 | -0.031 | 65 | 8.50 | 9.15 | 19 | 3,505 | 55.7% | -0.50 | 0.0229 | -0.032 |
| 4.20 | 4.60 | 40 | 581 | 52.7% | 0.41 | 0.0217 | -0.031 | 70 | 11.70 | 12.20 | 339 | 54.6% | -0.60 | 0.0227 | -0.030 | |
| 2.99 | 3.25 | 134 | 206 | 52.7% | 0.32 | 0.0200 | -0.029 | 75 | 15.20 | 16.05 | 9 | 2,573 | 54.3% | -0.70 | 0.0212 | -0.026 |
| 2.05 | 2.43 | 12 | 503 | 53.3% | 0.25 | 0.0175 | -0.026 | 80 | 18.95 | 20.15 | 151 | 52.8% | -0.78 | 0.0190 | -0.022 | |
| 1.31 | 1.70 | 123 | 559 | 52.7% | 0.19 | 0.0149 | -0.022 | 85 | 23.25 | 24.65 | 4 | 62 | 53.0% | -0.84 | 0.0166 | -0.017 |
| 1.08 | 1.25 | 61 | 1,107 | 54.5% | 0.14 | 0.0124 | -0.019 | 90 | 27.85 | 29.55 | 23 | 55.5% | -0.89 | 0.0142 | -0.012 | |
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.
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