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 ±9.1% (26.23–31.46) · ATM IV 34.6% · P/C open interest —
| 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 | |
| 7.90 | 12.05 | 70.4% | 0.95 | 0.0121 | -0.008 | 19 | 0 | 2.14 | 142.4% | -0.04 | 0.0121 | -0.009 | ||||
| 6.90 | 11.05 | 62.1% | 0.95 | 0.0150 | -0.009 | 20 | 0 | 2.15 | 130.2% | -0.05 | 0.0150 | -0.009 | ||||
| 5.95 | 10.05 | 57.9% | 0.94 | 0.0187 | -0.009 | 21 | 0 | 2.15 | 118.3% | -0.06 | 0.0188 | -0.010 | ||||
| 4.95 | 9.05 | 50.2% | 0.93 | 0.0236 | -0.009 | 22 | 0 | 2.16 | 106.9% | -0.07 | 0.0236 | -0.010 | ||||
| 4.80 | 8.10 | 72.0% | 0.91 | 0.0301 | -0.010 | 23 | 0 | 2.18 | 96.1% | -0.09 | 0.0302 | -0.010 | ||||
| 2.98 | 7.10 | 39.4% | 0.89 | 0.0392 | -0.010 | 24 | 0 | 2.19 | 85.3% | -0.10 | 0.0394 | -0.010 | ||||
| 2.00 | 6.00 | 28.8% | 0.87 | 0.0525 | -0.010 | 25 | 0 | 2.21 | 74.8% | -0.13 | 0.0528 | -0.010 | ||||
| 1.03 | 5.15 | 28.1% | 0.84 | 0.0734 | -0.009 | 26 | 0 | 2.23 | 64.2% | -0.16 | 0.0739 | -0.010 | ||||
| 0.4300 | 4.20 | 29.5% | 0.80 | 0.1101 | -0.009 | 27 | 0 | 2.26 | 53.6% | -0.20 | 0.1111 | -0.009 | ||||
| 0 | 3.30 | 30.0% | 0.71 | 0.1865 | -0.008 | 28 | 0 | 2.34 | 43.1% | -0.29 | 0.1893 | -0.008 | ||||
| 0 | 2.60 | 35.1% | 0.49 | 0.3511 | -0.006 | 29 | 0 | 2.63 | 34.1% | -0.52 | 0.3666 | -0.006 | ||||
| 0 | 2.26 | 41.6% | 0.17 | 0.2407 | -0.003 | 30 | 0.5900 | 3.30 | 1 | 35.2% | -0.88 | 0.2845 | -0.004 | |||
| 0 | 0.2000 | 17.6% | 0.07 | 0.1033 | -0.002 | 31 | 0.2600 | 4.25 | 21.7% | -0.97 | 0.1156 | -0.003 | ||||
| 0 | 2.15 | 57.5% | 0.05 | 0.0622 | -0.002 | 32 | 1.27 | 5.20 | 26.8% | -0.98 | 0.0667 | -0.003 | ||||
| 0 | 2.15 | 64.9% | 0.04 | 0.0427 | -0.002 | 33 | 3.15 | 6.20 | 50.7% | -0.99 | 0.0433 | -0.003 | ||||
| 0 | 2.14 | 71.6% | 0.04 | 0.0316 | -0.003 | 34 | 4.15 | 7.20 | 57.0% | -0.99 | 0.0292 | -0.003 | ||||
| 0 | 2.14 | 77.9% | 0.03 | 0.0245 | -0.002 | 35 | 4.10 | 8.20 | 34.1% | -0.99 | 0.0205 | -0.003 | ||||
| 0 | 2.14 | 83.9% | 0.03 | 0.0197 | -0.002 | 36 | 5.10 | 9.20 | 38.1% | -0.99 | 0.0147 | -0.003 | ||||
| 0 | 2.13 | 89.3% | 0.02 | 0.0162 | -0.002 | 37 | 7.00 | 10.20 | 70.7% | -1.00 | 0.0108 | -0.002 | ||||
| 0 | 2.13 | 94.7% | 0.02 | 0.0136 | -0.002 | 38 | 7.10 | 11.20 | 45.6% | -1.00 | 0.0079 | -0.002 | ||||
| 0 | 2.13 | 99.7% | 0.02 | 0.0117 | -0.002 | 39 | 8.10 | 12.20 | 49.2% | -1.00 | 0.0059 | -0.002 | ||||
| 0 | 2.13 | 104.6% | 0.02 | 0.0101 | -0.002 | 40 | 9.10 | 13.20 | 52.6% | -1.00 | 0.0044 | -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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs