CZR option chain Caesars Entertainment, Inc.
Cboe delayed options data · as of 00:41 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 ±8.4% (27.16–32.15) · ATM IV 32.4% · P/C open interest —
| 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 | |
| 7.70 | 11.95 | 76.0% | 0.97 | 0.0088 | -0.003 | 20 | 0 | 2.13 | 136.9% | -0.02 | 0.0088 | -0.004 | ||||
| 6.70 | 10.95 | 67.6% | 0.97 | 0.0113 | -0.004 | 21 | 0 | 2.13 | 124.9% | -0.03 | 0.0113 | -0.005 | ||||
| 5.70 | 9.95 | 59.6% | 0.96 | 0.0145 | -0.004 | 22 | 0 | 2.13 | 113.4% | -0.03 | 0.0146 | -0.005 | ||||
| 4.70 | 8.95 | 51.8% | 0.96 | 0.0190 | -0.004 | 23 | 0 | 2.13 | 102.3% | -0.04 | 0.0190 | -0.005 | ||||
| 3.75 | 7.95 | 46.5% | 0.95 | 0.0253 | -0.005 | 24 | 0 | 2.13 | 91.4% | -0.05 | 0.0254 | -0.005 | ||||
| 2.73 | 7.00 | 38.7% | 0.94 | 0.0347 | -0.005 | 25 | 0 | 2.14 | 80.9% | -0.06 | 0.0349 | -0.005 | ||||
| 1.75 | 6.00 | 33.4% | 0.92 | 0.0498 | -0.005 | 26 | 0 | 2.14 | 70.3% | -0.08 | 0.0501 | -0.005 | ||||
| 0.7600 | 4.95 | 25.0% | 0.90 | 0.0765 | -0.005 | 27 | 0 | 2.15 | 59.8% | -0.10 | 0.0771 | -0.005 | ||||
| 0.2000 | 4.05 | 28.0% | 0.85 | 0.1311 | -0.005 | 28 | 0 | 0.1000 | 50 | 2 | 13.7% | -0.15 | 0.1326 | -0.005 | ||
| 0 | 3.10 | 30.4% | 0.73 | 0.2646 | -0.005 | 29 | 0 | 2.22 | 38.4% | -0.27 | 0.2704 | -0.005 | ||||
| 0 | 2.42 | 34.9% | 0.38 | 0.4679 | -0.004 | 30 | 0 | 2.57 | 29.9% | -0.64 | 0.5071 | -0.004 | ||||
| 0 | 2.18 | 42.2% | 0.10 | 0.1873 | -0.002 | 31 | 0 | 3.45 | 2 | 2 | 24.5% | -0.95 | 0.2546 | -0.003 | ||
| 0 | 0.0200 | 11.5% | 0.04 | 0.0660 | -0.001 | 32 | 0.2800 | 4.45 | 16.9% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 2.13 | 58.3% | 0.03 | 0.0382 | -0.001 | 33 | 1.19 | 5.45 | -1.00 | 0.0000 | -0.002 | |||||
| 0 | 0.2600 | 30.9% | 0.02 | 0.0257 | -0.001 | 34 | 2.20 | 6.45 | -1.00 | 0.0000 | -0.002 | |||||
| 0 | 2.13 | 72.1% | 0.02 | 0.0186 | -0.001 | 35 | 3.15 | 7.45 | -1.00 | 0.0000 | -0.002 | |||||
| 0 | 2.13 | 78.3% | 0.01 | 0.0142 | -0.001 | 36 | 4.20 | 8.45 | -1.00 | 0.0000 | -0.002 | |||||
| 0 | 2.13 | 84.2% | 0.01 | 0.0112 | -0.001 | 37 | 5.20 | 9.45 | -1.00 | 0.0000 | -0.002 | |||||
| 0 | 2.13 | 89.7% | 0.01 | 0.0091 | -0.001 | 38 | 6.20 | 10.45 | -1.00 | 0.0000 | -0.002 | |||||
| 0 | 2.13 | 95.0% | 0.01 | 0.0076 | -0.001 | 39 | 7.20 | 11.45 | -1.00 | 0.0000 | -0.002 | |||||
| 0 | 2.13 | 99.9% | 0.01 | 0.0064 | -0.001 | 40 | 8.20 | 12.45 | -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 09, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs