LVS option chain Las Vegas Sands Corp.

Expiration Cboe delayed options data · as of 00:36 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 ±7.2% (40.90–47.24) · ATM IV 31.8% · P/C open interest 2.39

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
13.55	16.10			114.0%	0.97	0.0067	-0.002	30	0	0.7500		100	98.5%	-0.03	0.0067	-0.010
8.65	10.75			72.3%	0.95	0.0158	-0.007	35	0	0.7500			66.3%	-0.05	0.0159	-0.011
7.65	9.75			65.7%	0.94	0.0195	-0.008	36	0	0.7500			60.2%	-0.06	0.0196	-0.012
6.90	8.50			59.2%	0.93	0.0243	-0.009	37	0	0.7500		22	54.2%	-0.07	0.0244	-0.013
5.85	7.80			57.1%	0.91	0.0308	-0.010	38	0	0.7500		2	48.2%	-0.09	0.0310	-0.014
4.95	6.85			52.8%	0.89	0.0398	-0.012	39	0	0.7500		4	42.3%	-0.11	0.0401	-0.015
4.05	5.75			45.9%	0.86	0.0519	-0.014	40	0	0.7500		4	36.3%	-0.14	0.0524	-0.017
3.20	4.85			42.2%	0.81	0.0672	-0.017	41	0.2600	0.5000		30	30.3%	-0.20	0.0679	-0.019
2.37	4.00			38.5%	0.73	0.0839	-0.020	42	0.1500	0.8400		31	27.1%	-0.27	0.0849	-0.022
1.70	3.25			36.6%	0.65	0.0989	-0.023	43	0.5900	1.25		108	29.4%	-0.36	0.1004	-0.024
1.25	2.36		10	34.0%	0.54	0.1083	-0.024	44	1.19	1.55		31	29.5%	-0.46	0.1104	-0.025
0.7800	1.80		11	32.8%	0.43	0.1090	-0.024	45	1.73	2.21		109	30.6%	-0.58	0.1116	-0.024
0.4100	1.35		20	31.7%	0.33	0.1006	-0.022	46	2.13	2.90		54	28.2%	-0.68	0.1039	-0.022
0.3000	1.00	3	28	32.8%	0.24	0.0862	-0.019	47	2.10	3.65				-0.77	0.0900	-0.019
0.0900	0.7500		2	32.1%	0.18	0.0699	-0.016	48	2.91	4.50				-0.84	0.0738	-0.015
0.0200	0.7500		20	35.8%	0.13	0.0550	-0.014	49	3.70	5.50				-0.89	0.0582	-0.012
0	0.3300		12	31.7%	0.10	0.0433	-0.012	50	4.65	6.40				-0.92	0.0454	-0.010
0	0.3000		52	34.6%	0.08	0.0349	-0.011	51	5.45	7.50				-0.94	0.0397	-0.008
0	0.7400		50	48.0%	0.07	0.0290	-0.011	52	6.00	8.50				-0.95	0.0341	-0.007
0	0.7500		2	52.0%	0.06	0.0247	-0.010	53	7.00	9.50				-0.96	0.0297	-0.006
0	0.7500			55.7%	0.06	0.0214	-0.010	54	8.00	11.60				-0.96	0.0262	-0.006
0	0.7500			59.3%	0.05	0.0189	-0.010	55	9.00	12.70				-0.97	0.0233	-0.006
0	0.7500			62.7%	0.05	0.0168	-0.010	56	10.00	13.80				-0.97	0.0210	-0.006
0	0.2100			50.2%	0.05	0.0150	-0.010	57	11.05	14.70				-0.97	0.0189	-0.006
0	0.7500			75.4%	0.04	0.0113	-0.010	60	14.00	17.70				-0.98	0.0145	-0.005
0	2.13			117.1%	0.03	0.0077	-0.009	65	19.00	21.80				-0.99	0.0094	-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 — Oct 02, 2026

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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LVS option chain Las Vegas Sands Corp.

Volatility smile — Oct 02, 2026

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