LVS option chain Las Vegas Sands Corp.
Cboe delayed options data · as of 06:36 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 ±32.6% (30.23–59.48) · ATM IV 36.3% · P/C open interest 0.28
| 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 | |
| 20.45 | 21.75 | 129 | 51.0% | 0.93 | 0.0066 | -0.001 | 25 | 0.6600 | 1.25 | 27 | 43.8% | -0.08 | 0.0067 | -0.003 | ||
| 17.25 | 19.80 | 576 | 42.5% | 0.90 | 0.0083 | -0.002 | 27.5 | 1.02 | 1.63 | 43 | 42.5% | -0.10 | 0.0085 | -0.004 | ||
| 15.50 | 17.70 | 1 | 165 | 41.2% | 0.87 | 0.0104 | -0.002 | 30 | 1.47 | 2.10 | 124 | 41.3% | -0.13 | 0.0106 | -0.004 | |
| 13.55 | 15.95 | 104 | 39.7% | 0.84 | 0.0126 | -0.003 | 32.5 | 1.85 | 2.51 | 42 | 38.9% | -0.17 | 0.0129 | -0.005 | ||
| 11.90 | 14.15 | 142 | 38.5% | 0.80 | 0.0148 | -0.004 | 35 | 2.53 | 3.05 | 2 | 337 | 37.6% | -0.21 | 0.0152 | -0.005 | |
| 10.75 | 12.50 | 248 | 38.8% | 0.75 | 0.0170 | -0.004 | 37.5 | 2.54 | 3.95 | 528 | 34.8% | -0.26 | 0.0174 | -0.006 | ||
| 9.45 | 11.10 | 2,418 | 38.5% | 0.71 | 0.0189 | -0.005 | 40 | 4.15 | 4.75 | 1 | 343 | 35.9% | -0.31 | 0.0195 | -0.006 | |
| 8.15 | 9.45 | 12 | 32 | 36.9% | 0.65 | 0.0206 | -0.006 | 42.5 | 4.80 | 5.75 | 55 | 34.1% | -0.36 | 0.0213 | -0.006 | |
| 7.15 | 8.25 | 88 | 36.8% | 0.60 | 0.0218 | -0.006 | 45 | 6.30 | 7.55 | 337 | 35.9% | -0.41 | 0.0228 | -0.006 | ||
| 6.15 | 7.35 | 876 | 36.8% | 0.55 | 0.0227 | -0.006 | 47.5 | 6.95 | 9.10 | 617 | 34.2% | -0.47 | 0.0238 | -0.006 | ||
| 5.20 | 6.20 | 506 | 35.8% | 0.50 | 0.0231 | -0.006 | 50 | 8.55 | 11.95 | 107 | 37.5% | -0.53 | 0.0245 | -0.006 | ||
| 3.55 | 5.00 | 105 | 32.3% | 0.45 | 0.0230 | -0.006 | 52.5 | 10.50 | 12.20 | 133 | 34.6% | -0.58 | 0.0249 | -0.006 | ||
| 3.70 | 4.50 | 50 | 175 | 34.7% | 0.40 | 0.0226 | -0.006 | 55 | 11.60 | 14.15 | 102 | 33.2% | -0.63 | 0.0250 | -0.006 | |
| 3.10 | 3.60 | 65 | 33.7% | 0.36 | 0.0220 | -0.006 | 57.5 | 13.95 | 14.95 | 36 | 31.2% | -0.69 | 0.0248 | -0.005 | ||
| 2.53 | 3.50 | 101 | 34.5% | 0.32 | 0.0210 | -0.006 | 60 | 16.05 | 17.90 | 12 | 34.4% | -0.73 | 0.0243 | -0.005 | ||
| 2.10 | 2.99 | 135 | 34.2% | 0.28 | 0.0199 | -0.005 | 62.5 | 17.85 | 19.65 | 10 | 32.3% | -0.78 | 0.0236 | -0.004 | ||
| 1.76 | 2.53 | 26 | 34.0% | 0.25 | 0.0187 | -0.005 | 65 | 20.00 | 22.35 | 29 | 34.3% | -0.82 | 0.0232 | -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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs