LVS option chain Las Vegas Sands Corp.
Cboe delayed options data · as of 12:40 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 ±14.1% (32.69–43.45) · ATM IV 36.4% · P/C open interest 0.64
| 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 | |
| 16.70 | 19.15 | 15 | 0.99 | 0.0026 | 0.000 | 20 | 0 | 0.1200 | 3,423 | 63.7% | -0.01 | 0.0031 | -0.002 | |||
| 13.55 | 16.80 | 16 | 0.98 | 0.0050 | -0.000 | 22.5 | 0 | 0.3600 | 82 | 64.5% | -0.02 | 0.0049 | -0.003 | |||
| 12.40 | 13.35 | 170 | 0.97 | 0.0087 | -0.002 | 25 | 0 | 0.2100 | 217 | 48.1% | -0.03 | 0.0081 | -0.004 | |||
| 9.60 | 11.20 | 128 | 0.94 | 0.0140 | -0.004 | 27.5 | 0.1400 | 0.3000 | 819 | 45.1% | -0.06 | 0.0137 | -0.005 | |||
| 7.75 | 9.55 | 1,016 | 47.3% | 0.90 | 0.0230 | -0.006 | 30 | 0.3400 | 0.5300 | 198 | 42.5% | -0.10 | 0.0233 | -0.008 | ||
| 5.65 | 6.65 | 67 | 35.2% | 0.82 | 0.0355 | -0.010 | 32.5 | 0.5400 | 0.9100 | 1 | 600 | 38.3% | -0.18 | 0.0361 | -0.011 | |
| 4.25 | 4.60 | 10 | 285 | 36.5% | 0.71 | 0.0485 | -0.013 | 35 | 1.34 | 1.50 | 9 | 975 | 37.8% | -0.29 | 0.0496 | -0.014 |
| 2.77 | 3.15 | 2 | 723 | 36.0% | 0.57 | 0.0581 | -0.015 | 37.5 | 2.26 | 2.59 | 1,845 | 36.8% | -0.44 | 0.0599 | -0.015 | |
| 1.62 | 2.00 | 15 | 1,838 | 34.8% | 0.43 | 0.0596 | -0.014 | 40 | 3.65 | 3.95 | 474 | 35.9% | -0.59 | 0.0623 | -0.015 | |
| 0.8900 | 1.58 | 17 | 1,744 | 37.1% | 0.30 | 0.0528 | -0.013 | 42.5 | 5.40 | 5.70 | 1,514 | 35.5% | -0.73 | 0.0565 | -0.013 | |
| 0.3800 | 0.7300 | 24 | 1,741 | 33.5% | 0.19 | 0.0419 | -0.010 | 45 | 7.50 | 7.90 | 8 | 1,417 | 37.4% | -0.84 | 0.0454 | -0.010 |
| 0.1000 | 0.5900 | 100 | 417 | 35.0% | 0.12 | 0.0306 | -0.007 | 47.5 | 9.65 | 10.60 | 371 | 42.8% | -0.91 | 0.0319 | -0.006 | |
| 0.1500 | 0.4400 | 10 | 2,014 | 39.1% | 0.08 | 0.0213 | -0.005 | 50 | 12.00 | 13.00 | 1,656 | 45.8% | -0.96 | 0.0196 | -0.003 | |
| 0.0300 | 0.4000 | 857 | 41.1% | 0.05 | 0.0150 | -0.004 | 52.5 | 14.30 | 15.65 | 235 | 50.6% | -0.98 | 0.0115 | -0.001 | ||
| 0 | 0.3600 | 5,952 | 44.0% | 0.04 | 0.0112 | -0.003 | 55 | 16.00 | 18.50 | 138 | 45.2% | -0.99 | 0.0073 | 0.000 | ||
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs