CZR option chain Caesars Entertainment, Inc.
Cboe delayed options data · as of 15:35 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% (26.41–31.44) · ATM IV 37.2% · P/C open interest 1.07
| 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 | |
| 12.70 | 16.10 | 172.2% | 0.98 | 0.0050 | -0.007 | 15 | 0 | 2.13 | 222.4% | -0.02 | 0.0050 | -0.008 | ||||
| 11.70 | 15.15 | 160.1% | 0.97 | 0.0062 | -0.007 | 16 | 0 | 2.13 | 205.2% | -0.03 | 0.0062 | -0.009 | ||||
| 10.50 | 14.15 | 137.4% | 0.97 | 0.0077 | -0.008 | 17 | 0 | 2.13 | 189.0% | -0.03 | 0.0077 | -0.010 | ||||
| 9.70 | 13.15 | 133.5% | 0.96 | 0.0095 | -0.009 | 18 | 0 | 2.13 | 10 | 173.8% | -0.04 | 0.0095 | -0.010 | |||
| 8.70 | 12.15 | 121.2% | 0.96 | 0.0118 | -0.010 | 19 | 0 | 2.13 | 159.3% | -0.04 | 0.0118 | -0.011 | ||||
| 7.70 | 11.15 | 109.5% | 0.95 | 0.0146 | -0.010 | 20 | 0 | 2.13 | 145.4% | -0.05 | 0.0146 | -0.011 | ||||
| 6.50 | 10.15 | 91.3% | 0.94 | 0.0182 | -0.011 | 21 | 0 | 2.13 | 132.1% | -0.06 | 0.0183 | -0.012 | ||||
| 5.25 | 9.15 | 71.7% | 0.93 | 0.0230 | -0.011 | 22 | 0 | 2.13 | 119.2% | -0.07 | 0.0231 | -0.012 | ||||
| 4.50 | 8.15 | 70.8% | 0.92 | 0.0294 | -0.011 | 23 | 0 | 2.14 | 107.0% | -0.08 | 0.0295 | -0.012 | ||||
| 3.50 | 7.15 | 61.0% | 0.90 | 0.0383 | -0.011 | 24 | 0 | 2.15 | 94.9% | -0.10 | 0.0385 | -0.012 | ||||
| 3.85 | 6.55 | 74.2% | 0.89 | 0.0442 | -0.011 | 24.5 | 0 | 2.15 | 88.9% | -0.11 | 0.0444 | -0.012 | ||||
| 2.52 | 6.20 | 53.1% | 0.88 | 0.0515 | -0.011 | 25 | 0 | 0.3000 | 2 | 39.8% | -0.12 | 0.0517 | -0.012 | |||
| 2.62 | 5.70 | 61.4% | 0.87 | 0.0607 | -0.011 | 25.5 | 0 | 2.16 | 77.0% | -0.13 | 0.0609 | -0.012 | ||||
| 1.26 | 5.20 | 37.0% | 0.85 | 0.0724 | -0.011 | 26 | 0 | 2.17 | 3 | 71.1% | -0.15 | 0.0728 | -0.011 | |||
| 1.54 | 4.75 | 49.7% | 0.83 | 0.0881 | -0.011 | 26.5 | 0 | 2.17 | 65.0% | -0.17 | 0.0886 | -0.011 | ||||
| 0.5300 | 4.30 | 35.6% | 0.81 | 0.1097 | -0.010 | 27 | 0 | 2.18 | 3 | 59.0% | -0.19 | 0.1105 | -0.011 | |||
| 0.7500 | 3.80 | 42.8% | 0.78 | 0.1413 | -0.010 | 27.5 | 0 | 2.19 | 52.9% | -0.22 | 0.1426 | -0.010 | ||||
| 0.5000 | 2.25 | 2 | 23.5% | 0.73 | 0.1903 | -0.009 | 28 | 0.0100 | 0.1600 | 14 | 12.0% | -0.27 | 0.1926 | -0.009 | ||
| 0 | 2.90 | 35.4% | 0.65 | 0.2708 | -0.008 | 28.5 | 0 | 2.29 | 41.1% | -0.35 | 0.2758 | -0.008 | ||||
| 0 | 2.57 | 774 | 38.1% | 0.51 | 0.3814 | -0.007 | 29 | 0 | 2.46 | 9 | 36.2% | -0.50 | 0.3948 | -0.007 | ||
| 0 | 2.35 | 41.5% | 0.32 | 0.3533 | -0.006 | 29.5 | 0 | 2.75 | 32.3% | -0.70 | 0.3757 | -0.006 | ||||
| 0 | 0.1000 | 123 | 9.9% | 0.14 | 0.2479 | -0.003 | 30 | 0.2500 | 1.80 | 997 | -0.91 | 0.2965 | -0.004 | |||
| 0 | 2.17 | 50.0% | 0.03 | 0.0896 | -0.001 | 30.5 | 0 | 3.65 | 24.9% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 0.1000 | 16.1% | 0.02 | 0.0584 | -0.001 | 31 | 0.6800 | 4.15 | 32.5% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 2.14 | 59.3% | 0.02 | 0.0418 | -0.001 | 31.5 | 1.21 | 4.65 | 37.1% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 0.0400 | 62 | 18.2% | 0.02 | 0.0316 | -0.001 | 32 | 1.41 | 5.10 | 33.2% | -1.00 | 0.0000 | -0.002 | |||
| 0 | 2.13 | 67.8% | 0.01 | 0.0249 | -0.001 | 32.5 | 1.91 | 5.60 | 36.6% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 2.13 | 71.8% | 0.01 | 0.0202 | -0.001 | 33 | 2.42 | 6.10 | 40.1% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 2.13 | 75.7% | 0.01 | 0.0167 | -0.001 | 33.5 | 2.71 | 6.60 | 36.4% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 2.13 | 79.5% | 0.01 | 0.0141 | -0.001 | 34 | 3.40 | 7.10 | 45.6% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 0.1000 | 10 | 36.1% | 0.01 | 0.0104 | -0.001 | 35 | 4.40 | 8.00 | 47.9% | -1.00 | 0.0000 | -0.002 | |||
| 0 | 2.13 | 93.2% | 0.01 | 0.0080 | -0.001 | 36 | 5.70 | 9.00 | 62.6% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 2.13 | 99.5% | 0.01 | 0.0063 | -0.001 | 37 | 6.65 | 10.00 | 66.5% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 0.0500 | 43.5% | 0.01 | 0.0051 | -0.001 | 38 | 7.70 | 11.10 | 76.0% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 2.13 | 111.1% | 0.00 | 0.0042 | -0.001 | 39 | 8.70 | 12.00 | 78.0% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 2.13 | 116.5% | 0.00 | 0.0036 | -0.001 | 40 | 9.70 | 13.10 | 85.8% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 2.13 | 121.7% | 0.00 | 0.0030 | -0.001 | 41 | 10.40 | 14.00 | 75.7% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 2.13 | 126.7% | 0.00 | 0.0026 | -0.001 | 42 | 11.70 | 15.10 | 94.8% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 2.13 | 131.4% | 0.00 | 0.0022 | -0.001 | 43 | 12.65 | 16.05 | 95.8% | -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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs