LVS option chain Las Vegas Sands Corp.
Cboe delayed options data · as of 15:40 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 ±8.5% (34.49–40.89) · ATM IV 46.8% · P/C open interest 0.86
| 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 | |
| 9.80 | 13.80 | 93.3% | 0.98 | 0.0072 | -0.009 | 26 | 0 | 0.9500 | 132.2% | -0.03 | 0.0088 | -0.013 | ||||
| 8.80 | 12.80 | 84.9% | 0.97 | 0.0090 | -0.010 | 27 | 0 | 0.9500 | 121.6% | -0.03 | 0.0108 | -0.014 | ||||
| 7.95 | 11.85 | 91.1% | 0.97 | 0.0113 | -0.011 | 28 | 0 | 0.9500 | 111.2% | -0.04 | 0.0134 | -0.015 | ||||
| 7.80 | 10.65 | 108.5% | 0.96 | 0.0143 | -0.013 | 29 | 0 | 0.9500 | 101.1% | -0.05 | 0.0168 | -0.017 | ||||
| 6.15 | 9.80 | 80.4% | 0.95 | 0.0185 | -0.015 | 30 | 0 | 0.9500 | 91.2% | -0.06 | 0.0214 | -0.018 | ||||
| 4.85 | 8.85 | 59.9% | 0.94 | 0.0244 | -0.017 | 31 | 0 | 0.9500 | 2 | 81.4% | -0.08 | 0.0277 | -0.020 | |||
| 4.40 | 7.25 | 49.3% | 0.92 | 0.0326 | -0.020 | 32 | 0.1200 | 0.4300 | 12 | 15 | 60.2% | -0.10 | 0.0363 | -0.023 | ||
| 4.80 | 7.45 | 91.6% | 0.91 | 0.0379 | -0.022 | 32.5 | 0 | 1.15 | 71.8% | -0.12 | 0.0416 | -0.025 | ||||
| 3.65 | 5.55 | 0.89 | 0.0441 | -0.024 | 33 | 0.0100 | 0.7500 | 6 | 57.3% | -0.13 | 0.0478 | -0.027 | ||||
| 3.90 | 6.55 | 84.3% | 0.87 | 0.0511 | -0.026 | 33.5 | 0.2900 | 0.7500 | 59.3% | -0.16 | 0.0546 | -0.029 | ||||
| 2.91 | 4.65 | 93 | 28.9% | 0.84 | 0.0589 | -0.029 | 34 | 0.3300 | 0.4800 | 18 | 85 | 49.2% | -0.18 | 0.0619 | -0.031 | |
| 3.05 | 4.95 | 64.1% | 0.81 | 0.0672 | -0.032 | 34.5 | 0.4000 | 0.5900 | 1 | 48.3% | -0.22 | 0.0696 | -0.034 | |||
| 2.65 | 4.95 | 7 | 69.5% | 0.78 | 0.0756 | -0.035 | 35 | 0.5400 | 0.7800 | 44 | 49.6% | -0.25 | 0.0772 | -0.036 | ||
| 2.25 | 4.55 | 66.8% | 0.74 | 0.0838 | -0.038 | 35.5 | 0.6800 | 0.8800 | 48.4% | -0.29 | 0.0844 | -0.038 | ||||
| 2.43 | 2.69 | 10 | 49.0% | 0.69 | 0.0913 | -0.040 | 36 | 0.8000 | 1.05 | 42 | 47.4% | -0.34 | 0.0908 | -0.040 | ||
| 1.91 | 2.36 | 45.4% | 0.65 | 0.0976 | -0.042 | 36.5 | 0.9700 | 1.17 | 45.7% | -0.38 | 0.0961 | -0.042 | ||||
| 1.78 | 2.00 | 3 | 105 | 46.9% | 0.60 | 0.1024 | -0.044 | 37 | 1.15 | 1.35 | 130 | 44.4% | -0.43 | 0.1000 | -0.043 | |
| 1.50 | 1.79 | 47.4% | 0.54 | 0.1055 | -0.044 | 37.5 | 1.42 | 1.69 | 46.1% | -0.48 | 0.1021 | -0.043 | ||||
| 1.26 | 1.55 | 1 | 5 | 47.4% | 0.49 | 0.1065 | -0.044 | 38 | 1.68 | 1.97 | 85 | 46.0% | -0.53 | 0.1024 | -0.043 | |
| 0.8900 | 1.25 | 43.6% | 0.44 | 0.1052 | -0.044 | 38.5 | 1.66 | 2.25 | 40.8% | -0.58 | 0.1009 | -0.042 | ||||
| 0.8700 | 1.08 | 1 | 11 | 46.4% | 0.39 | 0.1022 | -0.042 | 39 | 2.31 | 2.54 | 45.3% | -0.63 | 0.0976 | -0.040 | ||
| 0.6900 | 0.9400 | 46.5% | 0.34 | 0.0975 | -0.040 | 39.5 | 2.65 | 2.90 | 45.4% | -0.68 | 0.0929 | -0.038 | ||||
| 0.5800 | 0.7700 | 94 | 46.5% | 0.30 | 0.0915 | -0.038 | 40 | 2.97 | 3.25 | 9 | 44.2% | -0.72 | 0.0871 | -0.036 | ||
| 0.4400 | 0.7100 | 47.3% | 0.26 | 0.0846 | -0.035 | 40.5 | 2.85 | 4.75 | 55.3% | -0.76 | 0.0806 | -0.033 | ||||
| 0.3400 | 0.5000 | 48 | 45.2% | 0.22 | 0.0773 | -0.033 | 41 | 3.30 | 5.25 | 58.6% | -0.79 | 0.0736 | -0.030 | |||
| 0 | 0.5100 | 41.2% | 0.19 | 0.0698 | -0.030 | 41.5 | 3.70 | 6.20 | 69.0% | -0.82 | 0.0666 | -0.028 | ||||
| 0.2300 | 0.4700 | 47 | 49.3% | 0.16 | 0.0626 | -0.027 | 42 | 3.45 | 6.80 | 2 | 60.7% | -0.84 | 0.0598 | -0.025 | ||
| 0 | 0.9500 | 23 | 61.8% | 0.12 | 0.0496 | -0.023 | 43 | 3.70 | 7.75 | 2 | 47.8% | -0.88 | 0.0474 | -0.021 | ||
| 0 | 0.9500 | 64 | 68.3% | 0.09 | 0.0391 | -0.019 | 44 | 5.20 | 8.00 | 13 | 42.7% | -0.91 | 0.0375 | -0.017 | ||
| 0 | 0.2200 | 1 | 51.1% | 0.07 | 0.0312 | -0.017 | 45 | 5.60 | 9.65 | 1 | 50.4% | -0.93 | 0.0301 | -0.015 | ||
| 0 | 0.9500 | 80.3% | 0.06 | 0.0256 | -0.015 | 46 | 7.25 | 10.60 | 1 | 77.0% | -0.94 | 0.0247 | -0.013 | |||
| 0 | 0.9500 | 86.0% | 0.05 | 0.0215 | -0.014 | 47 | 7.60 | 11.60 | 57.0% | -0.95 | 0.0208 | -0.012 | ||||
| 0 | 0.9500 | 91.3% | 0.05 | 0.0185 | -0.013 | 48 | 8.60 | 12.60 | 61.4% | -0.96 | 0.0179 | -0.011 | ||||
| 0 | 0.9500 | 96.5% | 0.04 | 0.0162 | -0.013 | 49 | 9.55 | 13.60 | 61.7% | -0.96 | 0.0157 | -0.011 | ||||
| 0 | 0.9500 | 101.5% | 0.04 | 0.0143 | -0.013 | 50 | 11.15 | 14.60 | 94.8% | -0.96 | 0.0139 | -0.010 | ||||
| 0 | 0.2000 | 90.3% | 0.03 | 0.0087 | -0.011 | 55 | 15.50 | 19.60 | 79.6% | -0.97 | 0.0085 | -0.008 | ||||
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 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs