LVS option chain Las Vegas Sands Corp.
Cboe delayed options data · as of 12:38 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 ±10.1% (34.16–41.85) · ATM IV 41.1% · P/C open interest 0.41
| 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 | |
| 11.30 | 15.10 | 3 | 91.2% | 0.99 | 0.0030 | -0.002 | 25 | 0 | 0.1200 | 68.2% | -0.01 | 0.0049 | -0.004 | |||
| 8.95 | 12.60 | 1 | 79.2% | 0.99 | 0.0070 | -0.004 | 27.5 | 0 | 0.1300 | 12 | 55.1% | -0.03 | 0.0096 | -0.006 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 29 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 7.95 | 9.05 | 44 | 73.3% | 0.96 | 0.0168 | -0.008 | 30 | 0.0800 | 0.2600 | 525 | 3,160 | 51.3% | -0.06 | 0.0195 | -0.009 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 31 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 32 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 5.65 | 6.65 | 3 | 60.4% | 0.90 | 0.0385 | -0.015 | 32.5 | 0.2800 | 0.4100 | 11 | 551 | 45.2% | -0.12 | 0.0390 | -0.015 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 33 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 33.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 34 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 34.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.55 | 4.00 | 220 | 387 | 44.7% | 0.76 | 0.0678 | -0.024 | 35 | 0.6900 | 0.9100 | 22 | 4,218 | 42.1% | -0.26 | 0.0655 | -0.023 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 35.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 36 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 36.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 37 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.94 | 2.30 | 11 | 16.3K | 41.5% | 0.56 | 0.0880 | -0.027 | 37.5 | 1.51 | 1.94 | 69 | 911 | 40.6% | -0.45 | 0.0859 | -0.027 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 38 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 38.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 39 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 39.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.7300 | 1.22 | 22 | 1,034 | 38.6% | 0.35 | 0.0819 | -0.025 | 40 | 2.88 | 3.45 | 1 | 603 | 39.2% | -0.66 | 0.0819 | -0.025 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 40.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 41 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 41.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 42 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.2100 | 0.5800 | 70 | 2,011 | 37.7% | 0.19 | 0.0588 | -0.018 | 42.5 | 4.45 | 5.40 | 1 | 464 | 32.0% | -0.82 | 0.0590 | -0.018 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 43 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 44 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0100 | 0.2500 | 4 | 880 | 36.7% | 0.09 | 0.0347 | -0.010 | 45 | 6.75 | 7.65 | 121 | -0.92 | 0.0340 | -0.010 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 46 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 47 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0.1000 | 6 | 701 | 38.0% | 0.04 | 0.0173 | -0.005 | 47.5 | 8.85 | 10.85 | 24 | 47.3% | -0.97 | 0.0158 | -0.005 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 48 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0100 | 0.0300 | 10 | 3,080 | 39.4% | 0.02 | 0.0085 | -0.003 | 50 | 10.20 | 13.85 | 72 | -0.99 | 0.0071 | -0.002 | ||
| 0 | 0.2600 | 10 | 60.1% | 0.01 | 0.0050 | -0.002 | 52.5 | 12.65 | 16.35 | -0.99 | 0.0040 | -0.001 | ||||
| 0 | 0.4500 | 18 | 74.1% | 0.01 | 0.0035 | -0.001 | 55 | 15.15 | 18.85 | -1.00 | 0.0027 | -0.001 | ||||
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