CAVA option chain CAVA Group, Inc.
Cboe delayed options data · as of 21:33 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 ±48.3% (32.11–92.01) · ATM IV 55.5% · P/C open interest 0.47
| 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 | |
| 30.60 | 32.95 | 16 | 60.0% | 0.89 | 0.0042 | -0.003 | 35 | 2.42 | 3.40 | 291 | 60.1% | -0.11 | 0.0044 | -0.008 | ||
| 27.15 | 30.25 | 40 | 61.0% | 0.86 | 0.0054 | -0.005 | 40 | 3.85 | 4.65 | 56 | 59.0% | -0.14 | 0.0056 | -0.009 | ||
| 24.35 | 26.50 | 1 | 31 | 58.9% | 0.82 | 0.0065 | -0.007 | 45 | 5.50 | 6.15 | 81 | 57.6% | -0.19 | 0.0068 | -0.011 | |
| 21.55 | 23.30 | 22 | 57.2% | 0.77 | 0.0075 | -0.009 | 50 | 7.30 | 8.10 | 44 | 56.6% | -0.23 | 0.0080 | -0.012 | ||
| 19.10 | 20.75 | 13 | 56.7% | 0.72 | 0.0084 | -0.011 | 55 | 9.45 | 10.35 | 120 | 55.8% | -0.28 | 0.0090 | -0.013 | ||
| 16.75 | 18.35 | 536 | 55.8% | 0.68 | 0.0091 | -0.012 | 60 | 11.90 | 12.90 | 62 | 55.2% | -0.34 | 0.0099 | -0.014 | ||
| 14.70 | 16.25 | 126 | 55.2% | 0.63 | 0.0097 | -0.013 | 65 | 14.55 | 15.75 | 32 | 54.6% | -0.39 | 0.0106 | -0.015 | ||
| 13.00 | 14.50 | 3 | 131 | 55.1% | 0.58 | 0.0101 | -0.014 | 70 | 17.50 | 18.70 | 93 | 53.9% | -0.44 | 0.0112 | -0.015 | |
| 11.35 | 12.70 | 129 | 54.3% | 0.54 | 0.0103 | -0.014 | 75 | 20.65 | 22.00 | 160 | 53.4% | -0.49 | 0.0117 | -0.015 | ||
| 10.00 | 11.30 | 233 | 54.1% | 0.49 | 0.0104 | -0.014 | 80 | 24.10 | 25.45 | 83 | 52.9% | -0.54 | 0.0120 | -0.015 | ||
| 8.85 | 9.95 | 83 | 53.9% | 0.45 | 0.0104 | -0.015 | 85 | 27.70 | 29.15 | 22 | 52.5% | -0.58 | 0.0122 | -0.014 | ||
| 7.75 | 8.95 | 221 | 53.8% | 0.42 | 0.0102 | -0.014 | 90 | 32.05 | 33.15 | 33 | 53.5% | -0.63 | 0.0123 | -0.014 | ||
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 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs