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 ±8.5% (26.39–31.30) · ATM IV 47.5% · P/C open interest 3.00
| 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 | |
| 9.15 | 11.95 | 175.8% | 0.95 | 0.0129 | -0.021 | 19 | 0 | 2.13 | 207.3% | -0.05 | 0.0129 | -0.022 | ||||
| 8.15 | 10.95 | 159.4% | 0.94 | 0.0159 | -0.022 | 20 | 0 | 0.9900 | 1 | 145.0% | -0.06 | 0.0159 | -0.023 | |||
| 7.15 | 9.70 | 1 | 133.9% | 0.93 | 0.0197 | -0.023 | 21 | 0 | 2.13 | 171.8% | -0.07 | 0.0197 | -0.024 | |||
| 6.15 | 8.95 | 128.5% | 0.92 | 0.0246 | -0.024 | 22 | 0 | 2.13 | 154.9% | -0.08 | 0.0247 | -0.025 | ||||
| 5.15 | 7.95 | 113.7% | 0.90 | 0.0312 | -0.024 | 23 | 0 | 2.13 | 138.5% | -0.10 | 0.0313 | -0.025 | ||||
| 4.30 | 7.00 | 105.2% | 0.88 | 0.0403 | -0.024 | 24 | 0 | 2.14 | 122.8% | -0.11 | 0.0404 | -0.025 | ||||
| 3.80 | 6.00 | 83.0% | 0.87 | 0.0463 | -0.024 | 24.5 | 0 | 2.14 | 114.9% | -0.13 | 0.0464 | -0.025 | ||||
| 1.86 | 6.00 | 36.3% | 0.86 | 0.0535 | -0.024 | 25 | 0 | 2.15 | 107.2% | -0.14 | 0.0536 | -0.024 | ||||
| 2.40 | 5.45 | 70.9% | 0.85 | 0.0625 | -0.024 | 25.5 | 0 | 2.15 | 99.3% | -0.15 | 0.0627 | -0.024 | ||||
| 0.8800 | 4.95 | 24.2% | 0.83 | 0.0740 | -0.023 | 26 | 0 | 2.16 | 91.6% | -0.17 | 0.0743 | -0.023 | ||||
| 1.80 | 4.55 | 69.5% | 0.81 | 0.0891 | -0.022 | 26.5 | 0 | 2.17 | 83.8% | -0.19 | 0.0894 | -0.023 | ||||
| 0.4600 | 4.05 | 41.6% | 0.78 | 0.1097 | -0.021 | 27 | 0 | 2.19 | 76.1% | -0.22 | 0.1101 | -0.021 | ||||
| 0.9000 | 2.25 | 25.6% | 0.75 | 0.1390 | -0.020 | 27.5 | 0 | 2.21 | 68.3% | -0.25 | 0.1398 | -0.020 | ||||
| 0 | 3.15 | 41.8% | 0.70 | 0.1836 | -0.018 | 28 | 0 | 2.26 | 60.7% | -0.30 | 0.1848 | -0.018 | ||||
| 0 | 2.74 | 45.1% | 0.62 | 0.2532 | -0.016 | 28.5 | 0 | 2.35 | 53.4% | -0.39 | 0.2556 | -0.016 | ||||
| 0 | 2.41 | 48.4% | 0.48 | 0.3265 | -0.013 | 29 | 0 | 2.50 | 1 | 46.5% | -0.53 | 0.3318 | -0.013 | |||
| 0 | 2.19 | 52.6% | 0.33 | 0.2894 | -0.012 | 29.5 | 0 | 1.45 | 13.1% | -0.68 | 0.2957 | -0.013 | ||||
| 0 | 0.2500 | 2 | 18.6% | 0.20 | 0.2262 | -0.009 | 30 | 0 | 2.15 | 7 | -0.81 | 0.2341 | -0.009 | |||
| 0 | 2.13 | 66.0% | 0.06 | 0.1233 | -0.003 | 30.5 | 1.08 | 2.36 | 23.0% | -0.96 | 0.1404 | -0.004 | ||||
| 0 | 0.3400 | 31.0% | 0.04 | 0.0739 | -0.002 | 31 | 0.2200 | 4.20 | 26.7% | -0.98 | 0.0740 | -0.003 | ||||
| 0 | 2.13 | 78.5% | 0.03 | 0.0546 | -0.003 | 31.5 | 2.05 | 4.70 | 66.3% | -0.99 | 0.0528 | -0.003 | ||||
| 0 | 2.13 | 84.3% | 0.03 | 0.0423 | -0.003 | 32 | 2.55 | 5.20 | 71.9% | -0.99 | 0.0396 | -0.003 | ||||
| 0 | 2.13 | 89.8% | 0.02 | 0.0339 | -0.003 | 32.5 | 3.05 | 5.70 | 77.1% | -0.99 | 0.0307 | -0.003 | ||||
| 0 | 0.0200 | 27.3% | 0.02 | 0.0279 | -0.003 | 33 | 3.35 | 6.20 | 77.4% | -0.99 | 0.0243 | -0.003 | ||||
| 0 | 2.13 | 100.1% | 0.02 | 0.0234 | -0.003 | 33.5 | 4.05 | 6.70 | 87.0% | -0.99 | 0.0196 | -0.003 | ||||
| 0 | 2.13 | 105.0% | 0.02 | 0.0200 | -0.002 | 34 | 4.55 | 7.20 | 91.7% | -0.99 | 0.0160 | -0.003 | ||||
| 0 | 2.13 | 114.2% | 0.01 | 0.0151 | -0.002 | 35 | 5.40 | 8.20 | 96.7% | -1.00 | 0.0111 | -0.003 | ||||
| 0 | 2.13 | 122.9% | 0.01 | 0.0118 | -0.002 | 36 | 6.20 | 9.20 | 99.3% | -1.00 | 0.0080 | -0.002 | ||||
| 0 | 2.13 | 131.1% | 0.01 | 0.0095 | -0.002 | 37 | 7.20 | 10.20 | 106.9% | -1.00 | 0.0057 | -0.003 | ||||
| 0 | 2.13 | 138.9% | 0.01 | 0.0078 | -0.002 | 38 | 8.40 | 11.20 | 120.1% | -1.00 | 0.0042 | -0.002 | ||||
| 0 | 2.13 | 146.3% | 0.01 | 0.0065 | -0.002 | 39 | 9.20 | 12.20 | 121.0% | -1.00 | 0.0030 | -0.002 | ||||
| 0 | 2.13 | 153.3% | 0.01 | 0.0055 | -0.002 | 40 | 9.80 | 13.20 | 113.7% | -1.00 | 0.0021 | -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 — Nov 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs