CZR option chain Caesars Entertainment, Inc.
Cboe delayed options data · as of 15:36 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 ±8.2% (26.48–31.21) · ATM IV 58.2% · P/C open interest 0.03
| 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 | |
| 7.95 | 12.00 | 138.7% | 0.96 | 0.0116 | -0.026 | 19 | 0 | 2.13 | 264.0% | -0.04 | 0.0116 | -0.027 | ||||
| 8.15 | 11.00 | 206.2% | 0.95 | 0.0144 | -0.027 | 20 | 0 | 2.13 | 44 | 240.9% | -0.05 | 0.0144 | -0.028 | |||
| 7.15 | 10.00 | 186.0% | 0.94 | 0.0181 | -0.029 | 21 | 0 | 2.13 | 19 | 218.7% | -0.06 | 0.0181 | -0.030 | |||
| 6.15 | 9.00 | 166.5% | 0.93 | 0.0230 | -0.030 | 22 | 0 | 2.13 | 25 | 197.2% | -0.07 | 0.0230 | -0.031 | |||
| 5.15 | 8.00 | 147.5% | 0.92 | 0.0296 | -0.030 | 23 | 0 | 2.13 | 13 | 176.3% | -0.08 | 0.0296 | -0.031 | |||
| 4.30 | 7.05 | 136.4% | 0.91 | 0.0389 | -0.031 | 24 | 0 | 2.13 | 155.9% | -0.09 | 0.0390 | -0.031 | ||||
| 3.80 | 6.55 | 126.9% | 0.90 | 0.0451 | -0.031 | 24.5 | 0 | 2.13 | 145.8% | -0.10 | 0.0452 | -0.031 | ||||
| 3.30 | 6.05 | 117.5% | 0.88 | 0.0528 | -0.030 | 25 | 0 | 2.13 | 135.7% | -0.12 | 0.0530 | -0.031 | ||||
| 2.80 | 5.55 | 108.0% | 0.87 | 0.0626 | -0.030 | 25.5 | 0 | 2.13 | 125.7% | -0.13 | 0.0627 | -0.031 | ||||
| 2.30 | 5.05 | 98.6% | 0.86 | 0.0753 | -0.029 | 26 | 0 | 2.13 | 115.6% | -0.14 | 0.0755 | -0.030 | ||||
| 1.40 | 4.55 | 76.6% | 0.84 | 0.0924 | -0.029 | 26.5 | 0 | 2.14 | 105.7% | -0.16 | 0.0927 | -0.029 | ||||
| 0.1000 | 4.05 | 40.8% | 0.81 | 0.1166 | -0.027 | 27 | 0 | 2.14 | 95.4% | -0.19 | 0.1171 | -0.028 | ||||
| 0.2800 | 3.55 | 54.7% | 0.78 | 0.1530 | -0.025 | 27.5 | 0 | 2.15 | 85.1% | -0.22 | 0.1538 | -0.026 | ||||
| 0 | 3.10 | 52.4% | 0.73 | 0.2130 | -0.023 | 28 | 0 | 2.18 | 4 | 74.9% | -0.27 | 0.2144 | -0.023 | |||
| 0 | 2.65 | 55.6% | 0.64 | 0.3202 | -0.020 | 28.5 | 0 | 2.25 | 65.2% | -0.36 | 0.3231 | -0.020 | ||||
| 0 | 2.33 | 60.1% | 0.46 | 0.4393 | -0.016 | 29 | 0 | 2.40 | 3 | 56.4% | -0.55 | 0.4446 | -0.016 | |||
| 0 | 2.15 | 66.4% | 0.26 | 0.3591 | -0.013 | 29.5 | 0 | 2.75 | 50.9% | -0.75 | 0.3657 | -0.013 | ||||
| 0 | 0.1500 | 11 | 3,223 | 20.0% | 0.07 | 0.1831 | -0.004 | 30 | 0 | 2.09 | 6 | -0.95 | 0.2006 | -0.004 | ||
| 0 | 2.13 | 84.3% | 0.04 | 0.1022 | -0.004 | 30.5 | 0 | 3.05 | -0.97 | 0.1099 | -0.004 | |||||
| 0 | 0.0900 | 160 | 27.3% | 0.04 | 0.0701 | -0.004 | 31 | 0.2200 | 4.25 | 35.5% | -0.98 | 0.0747 | -0.004 | |||
| 0 | 2.13 | 100.3% | 0.03 | 0.0518 | -0.004 | 31.5 | 1.85 | 4.75 | 79.6% | -0.98 | 0.0546 | -0.004 | ||||
| 0 | 0.0400 | 1 | 31.2% | 0.03 | 0.0401 | -0.004 | 32 | 1.40 | 5.25 | 54.5% | -0.98 | 0.0419 | -0.004 | |||
| 0 | 2.13 | 114.7% | 0.02 | 0.0321 | -0.004 | 32.5 | 2.65 | 5.75 | 86.9% | -0.99 | 0.0333 | -0.004 | ||||
| 0 | 2.13 | 121.4% | 0.02 | 0.0264 | -0.004 | 33 | 2.35 | 6.25 | 62.7% | -0.99 | 0.0272 | -0.003 | ||||
| 0 | 2.13 | 127.8% | 0.02 | 0.0222 | -0.004 | 33.5 | 2.85 | 6.75 | 67.6% | -0.99 | 0.0226 | -0.003 | ||||
| 0 | 2.13 | 134.0% | 0.02 | 0.0189 | -0.004 | 34 | 3.35 | 7.25 | 72.3% | -0.99 | 0.0192 | -0.003 | ||||
| 0 | 2.13 | 145.8% | 0.01 | 0.0143 | -0.003 | 35 | 5.40 | 8.25 | 124.0% | -0.99 | 0.0139 | -0.003 | ||||
| 0 | 2.13 | 156.8% | 0.01 | 0.0112 | -0.003 | 36 | 6.20 | 9.25 | 127.4% | -0.99 | 0.0104 | -0.003 | ||||
| 0 | 2.13 | 167.3% | 0.01 | 0.0090 | -0.003 | 37 | 7.20 | 10.25 | 137.0% | -1.00 | 0.0080 | -0.003 | ||||
| 0 | 2.13 | 177.2% | 0.01 | 0.0074 | -0.003 | 38 | 8.40 | 11.25 | 153.7% | -1.00 | 0.0063 | -0.003 | ||||
| 0 | 2.13 | 186.6% | 0.01 | 0.0062 | -0.003 | 39 | 9.20 | 12.25 | 155.0% | -1.00 | 0.0050 | -0.003 | ||||
| 0 | 0.0500 | 84.6% | 0.01 | 0.0052 | -0.003 | 40 | 9.60 | 13.25 | 135.7% | -1.00 | 0.0040 | -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 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs