CAVA option chain CAVA Group, Inc.
Cboe delayed options data · as of 15:35 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 ±23.4% (43.38–69.94) · ATM IV 60.3% · P/C open interest 0.29
| 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 | |
| 25.20 | 28.55 | 30 | 0.98 | 0.0027 | -0.004 | 30 | 0.0800 | 0.2500 | 234 | 70.3% | -0.02 | 0.0027 | -0.006 | |||
| 21.35 | 23.05 | 30 | 53.4% | 0.95 | 0.0055 | -0.009 | 35 | 0.3400 | 0.4700 | 1 | 364 | 66.2% | -0.05 | 0.0055 | -0.011 | |
| 16.95 | 18.60 | 336 | 57.8% | 0.90 | 0.0097 | -0.016 | 40 | 0.7500 | 1.22 | 948 | 65.0% | -0.10 | 0.0097 | -0.018 | ||
| 13.00 | 14.65 | 76 | 59.1% | 0.83 | 0.0147 | -0.024 | 45 | 1.82 | 2.05 | 752 | 63.1% | -0.18 | 0.0148 | -0.025 | ||
| 10.40 | 10.80 | 659 | 61.2% | 0.73 | 0.0195 | -0.031 | 50 | 3.10 | 3.50 | 1 | 1,139 | 60.3% | -0.27 | 0.0198 | -0.032 | |
| 7.55 | 7.95 | 495 | 60.2% | 0.61 | 0.0229 | -0.035 | 55 | 5.30 | 5.75 | 1,055 | 60.5% | -0.39 | 0.0233 | -0.036 | ||
| 5.30 | 5.55 | 2 | 1,302 | 58.8% | 0.50 | 0.0241 | -0.037 | 60 | 8.00 | 8.30 | 1,568 | 58.8% | -0.51 | 0.0247 | -0.037 | |
| 3.55 | 4.00 | 853 | 58.6% | 0.39 | 0.0232 | -0.035 | 65 | 11.30 | 11.85 | 619 | 59.4% | -0.62 | 0.0240 | -0.036 | ||
| 2.25 | 2.79 | 1,330 | 57.8% | 0.30 | 0.0209 | -0.032 | 70 | 15.10 | 15.65 | 492 | 59.3% | -0.72 | 0.0219 | -0.032 | ||
| 1.48 | 1.95 | 1 | 1,321 | 58.1% | 0.22 | 0.0179 | -0.028 | 75 | 18.95 | 20.25 | 194 | 60.0% | -0.80 | 0.0191 | -0.028 | |
| 0.9900 | 1.32 | 1 | 2,109 | 58.3% | 0.16 | 0.0148 | -0.023 | 80 | 23.50 | 25.10 | 364 | 64.1% | -0.86 | 0.0162 | -0.024 | |
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.
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