CZR option chain Caesars Entertainment, Inc.
Cboe delayed options data · as of 18:41 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 ±9.1% (26.96–32.35) · ATM IV 15.3% · P/C open interest 0.15
| 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 | |
| 12.80 | 17.00 | 40 | 52.6% | 0.98 | 0.0041 | 0.000 | 15 | 0 | 2.13 | 143 | 91.9% | -0.02 | 0.0039 | -0.001 | ||
| 9.85 | 14.05 | 2 | 39.1% | 0.96 | 0.0077 | 0.000 | 18 | 0 | 2.13 | 5 | 72.6% | -0.03 | 0.0077 | -0.002 | ||
| 7.90 | 12.00 | 4 | 28.3% | 0.95 | 0.0119 | 0.000 | 20 | 0 | 2.14 | 80 | 61.6% | -0.04 | 0.0120 | -0.002 | ||
| 6.00 | 10.20 | 51 | 28.2% | 0.93 | 0.0187 | -0.001 | 22 | 0 | 2.16 | 32 | 51.5% | -0.06 | 0.0189 | -0.002 | ||
| 5.00 | 9.25 | 4 | 25.0% | 0.91 | 0.0235 | -0.001 | 23 | 0 | 2.18 | 46.8% | -0.08 | 0.0240 | -0.002 | |||
| 4.05 | 8.25 | 21.9% | 0.90 | 0.0300 | -0.001 | 24 | 0 | 2.20 | 42.2% | -0.09 | 0.0306 | -0.002 | ||||
| 3.05 | 7.30 | 19 | 18.8% | 0.88 | 0.0386 | -0.001 | 25 | 0 | 0.2000 | 19 | 17.0% | -0.12 | 0.0396 | -0.002 | ||
| 2.15 | 6.40 | 17.6% | 0.85 | 0.0505 | -0.002 | 26 | 0 | 2.26 | 33.3% | -0.14 | 0.0521 | -0.003 | ||||
| 1.24 | 5.45 | 22 | 15.3% | 0.81 | 0.0676 | -0.002 | 27 | 0 | 1.72 | 9 | 13.7% | -0.18 | 0.0705 | -0.003 | ||
| 0.3600 | 4.60 | 13.6% | 0.76 | 0.0933 | -0.002 | 28 | 0 | 0.7500 | 14 | 11.3% | -0.24 | 0.0988 | -0.003 | |||
| 0 | 3.80 | 1 | 14.8% | 0.67 | 0.1251 | -0.002 | 29 | 0 | 2.62 | 21.1% | -0.34 | 0.1365 | -0.003 | |||
| 0.2000 | 2.30 | 327 | 13.6% | 0.54 | 0.1465 | -0.002 | 30 | 0 | 2.89 | 3 | 17.0% | -0.49 | 0.1677 | -0.003 | ||
| 0 | 2.54 | 889 | 18.8% | 0.40 | 0.1383 | -0.003 | 31 | 0 | 3.45 | 1 | 13.3% | -0.65 | 0.1677 | -0.003 | ||
| 0.0500 | 2.00 | 909 | 20.0% | 0.30 | 0.1117 | -0.003 | 32 | 0.2700 | 4.45 | 11.3% | -0.76 | 0.1413 | -0.003 | |||
| 0 | 2.15 | 24.2% | 0.25 | 0.0865 | -0.003 | 33 | 1.40 | 5.40 | 15.2% | -0.81 | 0.1100 | -0.003 | ||||
| 0 | 2.13 | 27.4% | 0.22 | 0.0695 | -0.003 | 34 | 2.18 | 6.40 | -0.84 | 0.0883 | -0.003 | |||||
| 0 | 2.13 | 168 | 30.3% | 0.20 | 0.0580 | -0.003 | 35 | 3.15 | 7.40 | -0.86 | 0.0737 | -0.003 | ||||
| 0 | 2.13 | 3 | 33.1% | 0.18 | 0.0496 | -0.003 | 36 | 4.20 | 8.40 | -0.88 | 0.0632 | -0.003 | ||||
| 0 | 2.13 | 35.7% | 0.16 | 0.0433 | -0.003 | 37 | 5.20 | 9.40 | -0.89 | 0.0554 | -0.003 | |||||
| 0 | 2.13 | 38.2% | 0.15 | 0.0384 | -0.004 | 38 | 6.20 | 10.40 | -0.90 | 0.0492 | -0.003 | |||||
| 0 | 2.13 | 40.5% | 0.14 | 0.0345 | -0.004 | 39 | 7.20 | 11.40 | -0.91 | 0.0440 | -0.003 | |||||
| 0 | 2.13 | 42.7% | 0.13 | 0.0312 | -0.004 | 40 | 8.20 | 12.40 | -0.92 | 0.0397 | -0.003 | |||||
| 0 | 2.13 | 44.8% | 0.13 | 0.0285 | -0.004 | 41 | 9.20 | 13.40 | -0.93 | 0.0361 | -0.003 | |||||
| 0 | 2.13 | 2 | 46.9% | 0.12 | 0.0262 | -0.004 | 42 | 10.20 | 14.40 | -0.93 | 0.0331 | -0.003 | ||||
| 0 | 2.13 | 48.8% | 0.11 | 0.0242 | -0.004 | 43 | 11.20 | 15.40 | -0.94 | 0.0313 | -0.003 | |||||
| 0 | 2.13 | 50.7% | 0.11 | 0.0225 | -0.004 | 44 | 12.20 | 16.40 | -0.95 | 0.0304 | -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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs