CZR option chain Caesars Entertainment, Inc.
Cboe delayed options data · as of 09:35 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 ±11.4% (25.77–32.41) · ATM IV 22.3% · P/C open interest 2.52
| 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 | |
| 12.35 | 16.50 | 40 | 69.9% | 0.97 | 0.0057 | 0.000 | 15 | 0 | 2.13 | 143 | 103.4% | -0.03 | 0.0056 | -0.002 | ||
| 9.45 | 13.60 | 2 | 55.9% | 0.95 | 0.0104 | -0.000 | 18 | 0 | 2.14 | 39 | 81.3% | -0.05 | 0.0104 | -0.003 | ||
| 7.50 | 11.65 | 4 | 46.5% | 0.93 | 0.0154 | -0.001 | 20 | 0 | 2.18 | 80 | 68.8% | -0.07 | 0.0156 | -0.003 | ||
| 5.60 | 9.75 | 51 | 39.3% | 0.90 | 0.0233 | -0.002 | 22 | 0 | 2.25 | 32 | 57.6% | -0.09 | 0.0236 | -0.004 | ||
| 4.65 | 8.85 | 4 | 36.3% | 0.89 | 0.0290 | -0.002 | 23 | 0 | 2.29 | 52.2% | -0.11 | 0.0294 | -0.004 | |||
| 3.70 | 7.90 | 32.5% | 0.87 | 0.0363 | -0.002 | 24 | 0 | 2.34 | 47.0% | -0.13 | 0.0370 | -0.004 | ||||
| 2.77 | 7.00 | 19 | 29.4% | 0.84 | 0.0463 | -0.003 | 25 | 0 | 0.4900 | 6,258 | 22.4% | -0.15 | 0.0472 | -0.004 | ||
| 1.84 | 6.00 | 25.1% | 0.81 | 0.0602 | -0.003 | 26 | 0 | 1.24 | 130 | 26.3% | -0.19 | 0.0618 | -0.004 | |||
| 0.9200 | 3.60 | 22 | 0.76 | 0.0806 | -0.003 | 27 | 0.1500 | 0.5500 | 11 | 16.5% | -0.24 | 0.0835 | -0.004 | |||
| 0.1600 | 4.25 | 19.3% | 0.70 | 0.1127 | -0.003 | 28 | 0.2300 | 2.63 | 15 | 28.3% | -0.31 | 0.1188 | -0.004 | |||
| 0.5000 | 3.35 | 121 | 23.2% | 0.59 | 0.1668 | -0.003 | 29 | 0 | 2.78 | 1 | 21.3% | -0.43 | 0.1842 | -0.003 | ||
| 0 | 1.28 | 334 | 11.9% | 0.39 | 0.2170 | -0.002 | 30 | 0 | 3.20 | 3 | 16.8% | -0.69 | 0.2810 | -0.003 | ||
| 0.0500 | 0.1200 | 933 | 7.1% | 0.15 | 0.1634 | -0.001 | 31 | 0.1200 | 4.15 | 1 | 14.4% | -1.00 | 0.0000 | -0.005 | ||
| 0.0100 | 2.16 | 909 | 11.2% | 0.09 | 0.0919 | -0.001 | 32 | 0.8800 | 5.05 | 14.2% | -1.00 | 0.0000 | -0.005 | |||
| 0 | 2.15 | 1 | 31.2% | 0.07 | 0.0619 | -0.001 | 33 | 1.88 | 6.05 | 17.3% | -1.00 | 0.0000 | -0.005 | |||
| 0 | 2.14 | 34.7% | 0.06 | 0.0454 | -0.001 | 34 | 2.88 | 7.05 | 20.2% | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 2.14 | 168 | 15.4% | 0.05 | 0.0351 | -0.001 | 35 | 3.90 | 8.05 | 23.3% | -1.00 | 0.0000 | -0.005 | |||
| 0 | 2.13 | 3 | 41.0% | 0.04 | 0.0282 | -0.001 | 36 | 4.90 | 9.05 | 25.9% | -1.00 | 0.0000 | -0.005 | |||
| 0 | 2.13 | 43.9% | 0.04 | 0.0232 | -0.001 | 37 | 5.90 | 10.05 | 28.3% | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 2.13 | 46.7% | 0.04 | 0.0195 | -0.001 | 38 | 6.90 | 11.05 | 30.7% | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 2.13 | 49.3% | 0.03 | 0.0167 | -0.001 | 39 | 7.90 | 12.05 | 33.0% | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 2.13 | 51.8% | 0.03 | 0.0144 | -0.001 | 40 | 8.90 | 13.05 | 35.2% | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 2.13 | 54.2% | 0.03 | 0.0126 | -0.001 | 41 | 9.90 | 14.05 | 37.3% | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 2.13 | 2 | 56.5% | 0.02 | 0.0111 | -0.001 | 42 | 10.90 | 15.05 | 39.3% | -1.00 | 0.0000 | -0.005 | |||
| 0 | 2.13 | 58.7% | 0.02 | 0.0099 | -0.001 | 43 | 11.90 | 16.05 | 41.3% | -1.00 | 0.0000 | -0.005 | ||||
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