CZR option chain Caesars Entertainment, Inc.
Cboe delayed options data · as of 15:41 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 ±4.7% (28.27–31.05) · ATM IV 37.7% · P/C open interest 1.16
| 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 | |
| 7.90 | 11.95 | 93.8% | 0.97 | 0.0103 | -0.006 | 20 | 0 | 2.13 | 154.1% | -0.03 | 0.0104 | -0.007 | ||||
| 6.90 | 10.95 | 84.0% | 0.96 | 0.0130 | -0.007 | 21 | 0 | 2.13 | 140.7% | -0.04 | 0.0131 | -0.008 | ||||
| 5.90 | 9.95 | 74.5% | 0.95 | 0.0166 | -0.007 | 22 | 0 | 2.13 | 127.8% | -0.04 | 0.0166 | -0.008 | ||||
| 4.95 | 8.95 | 67.5% | 0.95 | 0.0214 | -0.008 | 23 | 0 | 2.13 | 115.2% | -0.05 | 0.0214 | -0.009 | ||||
| 3.95 | 7.95 | 58.4% | 0.94 | 0.0280 | -0.008 | 24 | 0 | 2.13 | 103.0% | -0.06 | 0.0281 | -0.009 | ||||
| 3.35 | 6.95 | 61.4% | 0.92 | 0.0377 | -0.008 | 25 | 0 | 2.14 | 91.2% | -0.08 | 0.0378 | -0.009 | ||||
| 1.96 | 5.95 | 41.3% | 0.90 | 0.0527 | -0.008 | 26 | 0 | 2.14 | 79.2% | -0.09 | 0.0529 | -0.009 | ||||
| 1.36 | 4.95 | 42.0% | 0.88 | 0.0782 | -0.008 | 27 | 0 | 2.15 | 67.5% | -0.12 | 0.0787 | -0.008 | ||||
| 0.9300 | 3.10 | 3 | 26.4% | 0.83 | 0.1288 | -0.008 | 28 | 0 | 2.17 | 50 | 55.6% | -0.17 | 0.1299 | -0.008 | ||
| 0 | 3.05 | 895 | 33.0% | 0.73 | 0.2516 | -0.007 | 29 | 0 | 0.6000 | 47 | 18.0% | -0.27 | 0.2556 | -0.007 | ||
| 0 | 2.34 | 320 | 37.7% | 0.40 | 0.4251 | -0.006 | 30 | 0 | 0.4500 | 1,407 | -0.61 | 0.4453 | -0.006 | |||
| 0 | 0.1000 | 11.4% | 0.10 | 0.1878 | -0.003 | 31 | 0.2800 | 2.10 | 4 | -0.94 | 0.2590 | -0.004 | ||||
| 0 | 0.0200 | 75 | 80 | 12.8% | 0.04 | 0.0674 | -0.002 | 32 | 1.34 | 4.45 | 43.0% | -1.00 | 0.0129 | -0.002 | ||
| 0 | 2.13 | 65.3% | 0.03 | 0.0389 | -0.002 | 33 | 1.81 | 5.40 | 40.0% | -1.00 | 0.0031 | -0.002 | ||||
| 0 | 2.13 | 73.4% | 0.02 | 0.0261 | -0.002 | 34 | 3.10 | 6.40 | 53.2% | -1.00 | 0.0002 | -0.002 | ||||
| 0 | 2.13 | 80.9% | 0.02 | 0.0189 | -0.002 | 35 | 4.35 | 7.40 | 65.1% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 2.13 | 87.9% | 0.01 | 0.0144 | -0.001 | 36 | 5.05 | 8.40 | 65.0% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 2.13 | 94.5% | 0.01 | 0.0113 | -0.001 | 37 | 6.15 | 9.40 | 73.3% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 2.13 | 100.7% | 0.01 | 0.0092 | -0.001 | 38 | 6.95 | 10.40 | 74.0% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 2.13 | 106.6% | 0.01 | 0.0076 | -0.001 | 39 | 8.15 | 11.40 | 84.4% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 2.13 | 112.2% | 0.01 | 0.0064 | -0.001 | 40 | 8.75 | 12.40 | 78.4% | -1.00 | 0.0000 | -0.002 | ||||
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 — Oct 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs