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 ±8.7% (26.32–31.36) · ATM IV 41.5% · P/C open interest 0.08
| 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 | |
| 8.95 | 12.00 | 143.7% | 0.95 | 0.0130 | -0.015 | 19 | 0 | 2.14 | 176.8% | -0.05 | 0.0130 | -0.017 | ||||
| 7.95 | 11.00 | 130.1% | 0.94 | 0.0160 | -0.016 | 20 | 0 | 2.14 | 161.4% | -0.06 | 0.0160 | -0.017 | ||||
| 7.20 | 10.00 | 125.1% | 0.93 | 0.0198 | -0.017 | 21 | 0 | 2.15 | 146.8% | -0.07 | 0.0199 | -0.018 | ||||
| 6.20 | 9.00 | 111.9% | 0.92 | 0.0248 | -0.017 | 22 | 0 | 2.15 | 132.5% | -0.08 | 0.0248 | -0.018 | ||||
| 5.00 | 8.05 | 94.9% | 0.90 | 0.0313 | -0.018 | 23 | 0 | 2.17 | 119.0% | -0.10 | 0.0314 | -0.019 | ||||
| 4.15 | 7.05 | 86.6% | 0.88 | 0.0403 | -0.018 | 24 | 0 | 2.18 | 105.5% | -0.12 | 0.0404 | -0.019 | ||||
| 1.93 | 6.05 | 37.4% | 0.86 | 0.0533 | -0.018 | 25 | 0 | 2.20 | 92.4% | -0.14 | 0.0535 | -0.018 | ||||
| 0.9500 | 5.10 | 32.0% | 0.83 | 0.0734 | -0.017 | 26 | 0 | 2.21 | 79.1% | -0.17 | 0.0736 | -0.018 | ||||
| 0.1700 | 4.10 | 29.3% | 0.78 | 0.1076 | -0.016 | 27 | 0 | 2.23 | 65.7% | -0.22 | 0.1082 | -0.016 | ||||
| 0 | 3.20 | 36.2% | 0.69 | 0.1761 | -0.014 | 28 | 0 | 2.29 | 52.3% | -0.31 | 0.1776 | -0.014 | ||||
| 0 | 2.49 | 42.3% | 0.48 | 0.3046 | -0.010 | 29 | 0 | 2.55 | 1 | 40.6% | -0.52 | 0.3108 | -0.010 | |||
| 0 | 0.3500 | 3 | 18.0% | 0.22 | 0.2238 | -0.008 | 30 | 0 | 3.25 | 32.0% | -0.80 | 0.2341 | -0.008 | |||
| 0 | 0.1400 | 20 | 20.1% | 0.06 | 0.0919 | -0.003 | 31 | 0.7400 | 4.20 | 1 | 36.1% | -0.97 | 0.1055 | -0.003 | ||
| 0 | 2.13 | 3 | 71.6% | 0.04 | 0.0544 | -0.003 | 32 | 2.35 | 5.20 | 57.6% | -0.98 | 0.0604 | -0.003 | |||
| 0 | 2.13 | 80.7% | 0.03 | 0.0368 | -0.003 | 33 | 3.55 | 6.20 | 70.4% | -0.99 | 0.0389 | -0.003 | ||||
| 0 | 2.13 | 89.2% | 0.03 | 0.0269 | -0.003 | 34 | 4.55 | 7.20 | 78.5% | -0.99 | 0.0270 | -0.003 | ||||
| 0 | 2.13 | 97.1% | 0.02 | 0.0207 | -0.003 | 35 | 5.20 | 8.20 | 78.2% | -0.99 | 0.0196 | -0.003 | ||||
| 0 | 2.13 | 104.4% | 0.02 | 0.0164 | -0.003 | 36 | 6.20 | 9.20 | 85.1% | -0.99 | 0.0148 | -0.003 | ||||
| 0 | 2.13 | 111.4% | 0.02 | 0.0134 | -0.003 | 37 | 7.40 | 10.20 | 96.5% | -0.99 | 0.0114 | -0.003 | ||||
| 0 | 2.13 | 118.0% | 0.02 | 0.0112 | -0.003 | 38 | 8.40 | 11.20 | 102.8% | -1.00 | 0.0086 | -0.003 | ||||
| 0 | 2.13 | 124.3% | 0.01 | 0.0095 | -0.003 | 39 | 9.40 | 12.20 | 108.9% | -1.00 | 0.0066 | -0.003 | ||||
| 0 | 2.13 | 130.3% | 0.01 | 0.0081 | -0.003 | 40 | 9.80 | 13.20 | 97.7% | -1.00 | 0.0050 | -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 — Nov 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs