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 ±31.4% (42.59–81.59) · ATM IV 54.5% · P/C open interest 2.36
| 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 | |
| 27.25 | 29.70 | 57.4% | 0.94 | 0.0043 | -0.003 | 35 | 0.5900 | 1.05 | 5 | 59.9% | -0.06 | 0.0044 | -0.008 | |||
| 23.00 | 25.45 | 10 | 55.9% | 0.90 | 0.0066 | -0.007 | 40 | 1.26 | 1.77 | 51 | 58.4% | -0.10 | 0.0067 | -0.012 | ||
| 19.25 | 21.55 | 4 | 55.7% | 0.85 | 0.0091 | -0.012 | 45 | 2.29 | 2.80 | 2 | 61 | 57.1% | -0.15 | 0.0093 | -0.015 | |
| 15.95 | 18.70 | 6 | 57.9% | 0.79 | 0.0116 | -0.016 | 50 | 3.70 | 4.30 | 1 | 79 | 56.3% | -0.22 | 0.0118 | -0.019 | |
| 13.30 | 14.60 | 2 | 7 | 54.8% | 0.71 | 0.0137 | -0.019 | 55 | 5.50 | 6.20 | 124 | 55.4% | -0.30 | 0.0141 | -0.021 | |
| 10.80 | 11.75 | 46 | 53.9% | 0.64 | 0.0153 | -0.021 | 60 | 7.85 | 8.60 | 33 | 55.2% | -0.38 | 0.0159 | -0.023 | ||
| 8.60 | 9.50 | 4 | 52 | 53.4% | 0.56 | 0.0162 | -0.023 | 65 | 10.50 | 11.40 | 1,185 | 54.6% | -0.46 | 0.0170 | -0.024 | |
| 6.60 | 7.55 | 57 | 52.2% | 0.48 | 0.0164 | -0.023 | 70 | 13.35 | 14.55 | 57 | 53.6% | -0.54 | 0.0174 | -0.024 | ||
| 5.35 | 6.05 | 17 | 52.6% | 0.41 | 0.0160 | -0.023 | 75 | 16.65 | 18.05 | 74 | 52.8% | -0.61 | 0.0174 | -0.022 | ||
| 4.15 | 4.90 | 15 | 52.6% | 0.35 | 0.0153 | -0.022 | 80 | 20.50 | 21.85 | 34 | 52.7% | -0.68 | 0.0168 | -0.021 | ||
| 3.25 | 3.95 | 43 | 52.7% | 0.30 | 0.0142 | -0.020 | 85 | 24.55 | 25.95 | 52.6% | -0.74 | 0.0160 | -0.019 | |||
| 2.49 | 3.20 | 6 | 102 | 52.7% | 0.25 | 0.0130 | -0.019 | 90 | 29.05 | 30.60 | 2 | 54.8% | -0.80 | 0.0151 | -0.017 | |
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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs