LVS option chain Las Vegas Sands Corp.
Cboe delayed options data · as of 15:36 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 ±12.9% (38.38–49.77) · ATM IV 34.3% · P/C open interest 0.22
| 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 | |
| 9.30 | 11.10 | 55.3% | 0.92 | 0.0186 | -0.004 | 35 | 0.2000 | 0.6000 | 50 | 41.3% | -0.09 | 0.0197 | -0.008 | |||
| 6.95 | 8.85 | 47.6% | 0.86 | 0.0302 | -0.008 | 37.5 | 0.4500 | 0.7100 | 34 | 36.1% | -0.15 | 0.0311 | -0.011 | |||
| 5.10 | 6.75 | 30 | 43.9% | 0.76 | 0.0434 | -0.013 | 40 | 0.8900 | 1.31 | 268 | 34.8% | -0.25 | 0.0437 | -0.014 | ||
| 3.35 | 4.50 | 268 | 37.3% | 0.64 | 0.0550 | -0.016 | 42.5 | 1.61 | 2.26 | 328 | 33.8% | -0.38 | 0.0548 | -0.016 | ||
| 2.16 | 3.05 | 130 | 36.2% | 0.49 | 0.0600 | -0.017 | 45 | 2.68 | 3.50 | 123 | 32.4% | -0.52 | 0.0594 | -0.016 | ||
| 1.31 | 1.93 | 834 | 35.3% | 0.35 | 0.0558 | -0.016 | 47.5 | 4.10 | 5.05 | 11 | 30.7% | -0.66 | 0.0552 | -0.014 | ||
| 0.7100 | 1.20 | 2,679 | 34.6% | 0.24 | 0.0461 | -0.013 | 50 | 5.85 | 7.00 | 70 | 29.1% | -0.77 | 0.0455 | -0.011 | ||
| 0.3300 | 0.7400 | 9 | 34.2% | 0.16 | 0.0350 | -0.010 | 52.5 | 7.40 | 9.10 | -0.85 | 0.0348 | -0.007 | ||||
| 0.2100 | 0.4800 | 4 | 35.5% | 0.10 | 0.0250 | -0.007 | 55 | 9.65 | 11.45 | -0.91 | 0.0271 | -0.004 | ||||
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