CZR option chain Caesars Entertainment, Inc.
Cboe delayed options data · as of 12:41 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 ±1.8% (29.12–30.20) · ATM IV 6.0% · P/C open interest 0.76
| 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 | |
| 12.55 | 17.50 | 135.6% | 0.99 | 0.0027 | 0.000 | 15 | 0 | 0.0200 | 78.1% | -0.01 | 0.0026 | -0.003 | ||||
| 11.65 | 16.50 | 128.9% | 0.99 | 0.0034 | -0.001 | 16 | 0 | 4.80 | 245.9% | -0.01 | 0.0034 | -0.003 | ||||
| 10.75 | 15.50 | 122.0% | 0.98 | 0.0044 | -0.001 | 17 | 0 | 4.80 | 228.5% | -0.01 | 0.0043 | -0.003 | ||||
| 9.50 | 14.45 | 99.1% | 0.98 | 0.0055 | -0.001 | 18 | 0 | 0.0300 | 61.7% | -0.02 | 0.0055 | -0.003 | ||||
| 8.50 | 13.35 | 85.2% | 0.98 | 0.0070 | -0.002 | 19 | 0 | 4.80 | 196.7% | -0.02 | 0.0070 | -0.004 | ||||
| 7.50 | 12.35 | 76.5% | 0.97 | 0.0088 | -0.002 | 20 | 0 | 0.0400 | 51.8% | -0.02 | 0.0089 | -0.004 | ||||
| 6.50 | 11.45 | 72.4% | 0.97 | 0.0113 | -0.003 | 21 | 0 | 4.80 | 168.1% | -0.03 | 0.0113 | -0.004 | ||||
| 5.50 | 10.40 | 62.4% | 0.96 | 0.0145 | -0.003 | 22 | 0 | 0.0500 | 42.0% | -0.03 | 0.0146 | -0.004 | ||||
| 4.70 | 9.50 | 63.9% | 0.96 | 0.0190 | -0.003 | 23 | 0 | 0.0700 | 38.6% | -0.04 | 0.0190 | -0.004 | ||||
| 3.50 | 8.40 | 47.2% | 0.95 | 0.0252 | -0.004 | 24 | 0 | 4.80 | 129.2% | -0.05 | 0.0253 | -0.005 | ||||
| 2.56 | 7.50 | 44.3% | 0.94 | 0.0345 | -0.004 | 25 | 0 | 0.1000 | 29.6% | -0.06 | 0.0347 | -0.005 | ||||
| 1.51 | 6.45 | 34.4% | 0.92 | 0.0493 | -0.004 | 26 | 0 | 4.80 | 104.8% | -0.08 | 0.0496 | -0.005 | ||||
| 0.7200 | 5.15 | 25.1% | 0.89 | 0.0751 | -0.004 | 27 | 0 | 0.7000 | 33.0% | -0.10 | 0.0758 | -0.005 | ||||
| 0 | 4.80 | 33.2% | 0.85 | 0.1271 | -0.004 | 28 | 0 | 4.80 | 80.8% | -0.15 | 0.1288 | -0.005 | ||||
| 0 | 1.00 | 1 | 52 | 0.74 | 0.2522 | -0.004 | 29 | 0 | 0.3000 | 3 | 10.7% | -0.26 | 0.2584 | -0.005 | ||
| 0.0600 | 0.2500 | 962 | 5.9% | 0.40 | 0.4746 | -0.004 | 30 | 0 | 0.7700 | 821 | 6.0% | -0.62 | 0.5202 | -0.004 | ||
| 0.0300 | 0.0700 | 25 | 67 | 9.2% | 0.10 | 0.1951 | -0.002 | 31 | 0 | 4.80 | 1 | 41.1% | -0.97 | 0.2402 | -0.003 | |
| 0 | 0.0200 | 10 | 10.4% | 0.04 | 0.0681 | -0.001 | 32 | 0.6500 | 4.95 | 33.4% | -1.00 | 0.0000 | -0.003 | |||
| 0 | 4.80 | 87.8% | 0.03 | 0.0395 | -0.001 | 33 | 1.00 | 5.80 | 25.4% | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 4.80 | 95.3% | 0.02 | 0.0264 | -0.001 | 34 | 2.01 | 6.95 | 34.4% | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 4.80 | 102.1% | 0.02 | 0.0191 | -0.001 | 35 | 3.00 | 7.80 | 35.0% | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 4.80 | 108.6% | 0.01 | 0.0146 | -0.001 | 36 | 4.00 | 8.85 | 41.0% | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 4.80 | 114.6% | 0.01 | 0.0115 | -0.001 | 37 | 5.00 | 9.85 | 45.3% | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 4.80 | 120.3% | 0.01 | 0.0093 | -0.001 | 38 | 6.00 | 10.85 | 49.4% | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 4.80 | 125.8% | 0.01 | 0.0077 | -0.001 | 39 | 7.15 | 12.00 | 61.9% | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 4.80 | 131.0% | 0.01 | 0.0065 | -0.001 | 40 | 8.00 | 12.90 | 58.8% | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 4.80 | 135.9% | 0.01 | 0.0055 | -0.001 | 41 | 9.25 | 14.00 | 72.4% | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 4.80 | 140.6% | 0.01 | 0.0048 | -0.001 | 42 | 10.05 | 15.00 | 70.8% | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 4.80 | 145.2% | 0.01 | 0.0042 | -0.001 | 43 | 11.00 | 15.85 | 67.6% | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 4.80 | 149.5% | 0.01 | 0.0036 | -0.001 | 44 | 12.00 | 16.95 | 74.5% | -1.00 | 0.0000 | -0.003 | ||||
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 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs