CZR option chain Caesars Entertainment, Inc.
Cboe delayed options data · as of 15:41 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 ±5.6% (27.99–31.33) · ATM IV 12.9% · P/C open interest 0.51
| 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 | |
| 12.50 | 17.35 | 125 | 78.5% | 0.99 | 0.0029 | 0.000 | 15 | 0 | 0.0700 | 515 | 58.9% | -0.01 | 0.0027 | -0.001 | ||
| 9.80 | 13.65 | 55 | 0.98 | 0.0059 | 0.000 | 18 | 0 | 0.0800 | 521 | 45.6% | -0.02 | 0.0058 | -0.002 | |||
| 8.80 | 13.00 | 49.8% | 0.97 | 0.0074 | 0.000 | 19 | 0 | 0.1000 | 42.7% | -0.02 | 0.0074 | -0.002 | ||||
| 7.85 | 12.10 | 105 | 49.2% | 0.97 | 0.0095 | 0.000 | 20 | 0 | 0.1200 | 1,699 | 39.6% | -0.03 | 0.0095 | -0.002 | ||
| 7.15 | 11.10 | 50.9% | 0.96 | 0.0121 | 0.000 | 21 | 0 | 2.13 | 75.4% | -0.03 | 0.0122 | -0.002 | ||||
| 5.85 | 10.00 | 1 | 34.9% | 0.95 | 0.0156 | 0.000 | 22 | 0 | 2.13 | 7 | 68.5% | -0.04 | 0.0158 | -0.002 | ||
| 4.95 | 9.00 | 777 | 32.9% | 0.95 | 0.0204 | 0.000 | 23 | 0 | 1.15 | 1,255 | 48.9% | -0.05 | 0.0205 | -0.002 | ||
| 3.90 | 7.95 | 3 | 25.0% | 0.93 | 0.0269 | -0.000 | 24 | 0 | 2.13 | 38 | 55.4% | -0.06 | 0.0272 | -0.002 | ||
| 2.53 | 7.45 | 1,033 | 23.8% | 0.92 | 0.0364 | -0.001 | 25 | 0 | 0.1500 | 736 | -0.08 | 0.0368 | -0.003 | |||
| 1.56 | 6.50 | 100 | 20.7% | 0.90 | 0.0507 | -0.001 | 26 | 0 | 2.13 | 37 | 42.8% | -0.10 | 0.0515 | -0.003 | ||
| 0.9400 | 5.20 | 105 | 17.3% | 0.87 | 0.0741 | -0.002 | 27 | 0 | 2.13 | 24 | 36.5% | -0.13 | 0.0757 | -0.003 | ||
| 1.90 | 4.20 | 424 | 31.7% | 0.82 | 0.1163 | -0.002 | 28 | 0 | 0.5300 | 20 | 2,436 | 14.8% | -0.18 | 0.1201 | -0.003 | |
| 0.3000 | 3.25 | 70 | 20.1% | 0.72 | 0.2037 | -0.002 | 29 | 0.0100 | 2.15 | 129 | 23.5% | -0.28 | 0.2165 | -0.003 | ||
| 0.3600 | 0.4000 | 35 | 5,224 | 6.5% | 0.48 | 0.3760 | -0.002 | 30 | 0 | 2.58 | 711 | 19.2% | -0.58 | 0.4616 | -0.002 | |
| 0.0500 | 0.2000 | 1 | 764 | 7.4% | 0.21 | 0.2278 | -0.002 | 31 | 0.5000 | 3.45 | 20.6% | -0.91 | 0.3754 | -0.002 | ||
| 0 | 0.3900 | 1,182 | 13.0% | 0.14 | 0.1236 | -0.002 | 32 | 0.0100 | 4.95 | 16.4% | -0.96 | 0.1848 | -0.002 | |||
| 0 | 0.5000 | 1,374 | 18.0% | 0.11 | 0.0814 | -0.002 | 33 | 1.00 | 5.80 | 13 | 18.2% | -0.97 | 0.1150 | -0.002 | ||
| 0 | 1.07 | 59 | 28.1% | 0.09 | 0.0594 | -0.002 | 34 | 2.00 | 6.80 | 21.7% | -0.98 | 0.0797 | -0.002 | |||
| 0 | 0.4000 | 3,131 | 23.1% | 0.08 | 0.0460 | -0.002 | 35 | 3.00 | 7.80 | 25.0% | -0.98 | 0.0588 | -0.002 | |||
| 0 | 4.80 | 69.1% | 0.07 | 0.0371 | -0.002 | 36 | 4.00 | 8.85 | 29.0% | -0.99 | 0.0422 | -0.002 | ||||
| 0 | 4.80 | 73.0% | 0.06 | 0.0308 | -0.002 | 37 | 5.40 | 10.00 | 40.0% | -0.99 | 0.0280 | -0.003 | ||||
| 0 | 0.1500 | 75 | 25.4% | 0.06 | 0.0261 | -0.002 | 38 | 6.00 | 10.40 | -0.99 | 0.0183 | -0.004 | ||||
| 0 | 4.80 | 80.2% | 0.05 | 0.0226 | -0.002 | 39 | 7.00 | 11.30 | -0.99 | 0.0126 | -0.004 | |||||
| 0 | 4.80 | 2,661 | 83.5% | 0.05 | 0.0197 | -0.002 | 40 | 8.00 | 12.30 | -1.00 | 0.0084 | -0.004 | ||||
| 0 | 4.80 | 86.7% | 0.04 | 0.0174 | -0.002 | 41 | 9.00 | 13.85 | 42.6% | -1.00 | 0.0052 | -0.005 | ||||
| 0 | 4.80 | 89.7% | 0.04 | 0.0156 | -0.002 | 42 | 10.00 | 14.85 | 45.0% | -1.00 | 0.0026 | -0.005 | ||||
| 0 | 4.80 | 1,070 | 92.7% | 0.04 | 0.0140 | -0.002 | 43 | 11.00 | 15.20 | -1.00 | 0.0008 | -0.005 | ||||
| 0 | 4.80 | 95.5% | 0.03 | 0.0126 | -0.002 | 44 | 12.00 | 16.80 | 48.4% | -1.00 | 0.0000 | -0.006 | ||||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs