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 ±25.5% (46.24–77.94) · ATM IV 53.5% · P/C open interest 0.22
| 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 | |
| 26.95 | 28.40 | 22 | 57.0% | 0.96 | 0.0038 | -0.000 | 35 | 0.3600 | 0.7600 | 190 | 65.2% | -0.04 | 0.0039 | -0.008 | ||
| 21.95 | 24.30 | 344 | 54.9% | 0.92 | 0.0064 | -0.005 | 40 | 0.7300 | 0.9500 | 346 | 58.4% | -0.08 | 0.0065 | -0.012 | ||
| 18.20 | 19.65 | 48 | 54.1% | 0.87 | 0.0098 | -0.011 | 45 | 1.52 | 1.91 | 61 | 450 | 58.2% | -0.13 | 0.0099 | -0.017 | |
| 14.75 | 15.95 | 427 | 55.3% | 0.80 | 0.0134 | -0.017 | 50 | 2.69 | 3.10 | 31 | 446 | 56.7% | -0.20 | 0.0136 | -0.021 | |
| 11.55 | 13.00 | 132 | 56.0% | 0.72 | 0.0166 | -0.022 | 55 | 4.35 | 4.60 | 33 | 464 | 54.9% | -0.29 | 0.0170 | -0.025 | |
| 8.80 | 9.55 | 20 | 451 | 52.7% | 0.62 | 0.0190 | -0.026 | 60 | 6.45 | 6.90 | 6 | 635 | 54.3% | -0.39 | 0.0195 | -0.027 |
| 6.70 | 7.15 | 25 | 727 | 52.2% | 0.52 | 0.0201 | -0.027 | 65 | 8.95 | 9.65 | 30 | 565 | 53.2% | -0.49 | 0.0208 | -0.028 |
| 4.95 | 5.35 | 7 | 810 | 51.9% | 0.43 | 0.0199 | -0.027 | 70 | 12.25 | 12.90 | 53 | 444 | 53.3% | -0.58 | 0.0209 | -0.026 |
| 3.45 | 4.00 | 2 | 589 | 51.3% | 0.35 | 0.0188 | -0.026 | 75 | 15.40 | 16.50 | 2 | 206 | 51.3% | -0.67 | 0.0200 | -0.024 |
| 2.51 | 3.30 | 21 | 1,249 | 52.8% | 0.28 | 0.0169 | -0.024 | 80 | 19.50 | 20.50 | 3 | 397 | 51.6% | -0.75 | 0.0184 | -0.021 |
| 1.99 | 2.28 | 19 | 1,126 | 52.8% | 0.22 | 0.0148 | -0.021 | 85 | 23.95 | 25.25 | 5 | 116 | 54.7% | -0.81 | 0.0165 | -0.017 |
| 1.40 | 1.67 | 39 | 679 | 52.6% | 0.17 | 0.0127 | -0.018 | 90 | 27.90 | 30.15 | 2 | 502 | 54.5% | -0.86 | 0.0146 | -0.013 |
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs