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 ±10.4% (33.76–41.62) · ATM IV 39.7% · P/C open interest 2.25
| 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 | |
| 9.85 | 13.90 | 77.5% | 0.98 | 0.0072 | -0.004 | 26 | 0 | 0.9500 | 90.8% | -0.03 | 0.0090 | -0.007 | ||||
| 8.85 | 12.90 | 70.8% | 0.98 | 0.0096 | -0.005 | 27 | 0 | 0.9500 | 83.6% | -0.04 | 0.0113 | -0.008 | ||||
| 9.00 | 11.90 | 93.7% | 0.97 | 0.0128 | -0.007 | 28 | 0 | 0.9500 | 76.5% | -0.05 | 0.0143 | -0.009 | ||||
| 8.05 | 9.55 | 51.3% | 0.96 | 0.0171 | -0.008 | 29 | 0 | 0.9500 | 69.6% | -0.06 | 0.0182 | -0.010 | ||||
| 7.10 | 8.60 | 50.1% | 0.94 | 0.0227 | -0.011 | 30 | 0 | 0.9500 | 1 | 62.8% | -0.08 | 0.0232 | -0.011 | |||
| 6.15 | 7.65 | 47.5% | 0.92 | 0.0300 | -0.013 | 31 | 0 | 0.7500 | 20 | 52.1% | -0.10 | 0.0295 | -0.013 | |||
| 5.25 | 6.75 | 46.4% | 0.89 | 0.0387 | -0.016 | 32 | 0 | 0.7500 | 1 | 45.8% | -0.13 | 0.0373 | -0.015 | |||
| 4.50 | 6.50 | 56.5% | 0.84 | 0.0485 | -0.018 | 33 | 0.4000 | 0.8400 | 1 | 47.6% | -0.17 | 0.0462 | -0.018 | |||
| 3.80 | 4.90 | 44.7% | 0.79 | 0.0587 | -0.021 | 34 | 0.5700 | 0.8400 | 43.0% | -0.22 | 0.0560 | -0.020 | ||||
| 3.40 | 3.75 | 42.9% | 0.73 | 0.0682 | -0.023 | 35 | 0.8000 | 1.10 | 1 | 10 | 41.8% | -0.28 | 0.0658 | -0.022 | ||
| 2.71 | 3.05 | 1 | 41.5% | 0.66 | 0.0762 | -0.024 | 36 | 1.10 | 1.44 | 1 | 40.8% | -0.35 | 0.0746 | -0.024 | ||
| 2.12 | 2.45 | 1 | 40.8% | 0.58 | 0.0815 | -0.025 | 37 | 1.49 | 1.84 | 39.8% | -0.43 | 0.0809 | -0.025 | |||
| 1.60 | 1.95 | 15 | 40.2% | 0.49 | 0.0832 | -0.025 | 38 | 1.98 | 2.34 | 39.2% | -0.51 | 0.0837 | -0.025 | |||
| 1.18 | 1.54 | 39.9% | 0.41 | 0.0812 | -0.024 | 39 | 2.58 | 2.92 | 3 | 20 | 38.9% | -0.60 | 0.0823 | -0.024 | ||
| 0.8500 | 1.19 | 39.6% | 0.34 | 0.0760 | -0.022 | 40 | 3.25 | 3.50 | 37.7% | -0.67 | 0.0774 | -0.023 | ||||
| 0.6000 | 0.9200 | 39.6% | 0.27 | 0.0686 | -0.021 | 41 | 4.00 | 4.35 | 38.9% | -0.74 | 0.0701 | -0.021 | ||||
| 0.1100 | 0.7100 | 35.3% | 0.22 | 0.0602 | -0.018 | 42 | 4.35 | 5.55 | 37.9% | -0.79 | 0.0614 | -0.018 | ||||
| 0.2900 | 0.7400 | 3 | 43.2% | 0.17 | 0.0514 | -0.016 | 43 | 5.05 | 6.55 | 37.4% | -0.84 | 0.0522 | -0.015 | |||
| 0 | 0.7500 | 1 | 43.0% | 0.13 | 0.0430 | -0.013 | 44 | 5.95 | 7.45 | 37.2% | -0.88 | 0.0432 | -0.013 | |||
| 0 | 0.9500 | 1 | 50.5% | 0.10 | 0.0352 | -0.011 | 45 | 6.90 | 8.45 | 39.7% | -0.91 | 0.0348 | -0.010 | |||
| 0 | 2.25 | 2 | 73.9% | 0.08 | 0.0283 | -0.009 | 46 | 7.85 | 9.35 | 38.0% | -0.94 | 0.0274 | -0.008 | |||
| 0 | 2.22 | 77.8% | 0.06 | 0.0225 | -0.007 | 47 | 8.85 | 11.40 | 65.5% | -0.96 | 0.0211 | -0.006 | ||||
| 0 | 2.19 | 89.4% | 0.03 | 0.0114 | -0.004 | 50 | 10.55 | 14.60 | 47.7% | -0.98 | 0.0096 | -0.002 | ||||
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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs