WING option chain Wingstop Inc.
Cboe delayed options data · as of 12:39 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 ±25.8% (85.67–145.17) · ATM IV 70.5% · P/C open interest 1.39
| 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 | |
| 49.70 | 58.60 | 45.9% | 0.98 | 0.0014 | -0.009 | 60 | 0 | 8.80 | 140.2% | -0.02 | 0.0014 | -0.014 | ||||
| 45.20 | 53.70 | 3 | 63.8% | 0.97 | 0.0020 | -0.015 | 65 | 0 | 9.00 | 23 | 127.6% | -0.04 | 0.0021 | -0.021 | ||
| 41.00 | 49.00 | 69.5% | 0.95 | 0.0029 | -0.024 | 70 | 0.2500 | 1.80 | 26 | 73.7% | -0.06 | 0.0029 | -0.028 | |||
| 36.60 | 44.60 | 70.1% | 0.92 | 0.0038 | -0.033 | 75 | 0.4000 | 3.00 | 1 | 287 | 74.5% | -0.08 | 0.0039 | -0.037 | ||
| 32.10 | 40.40 | 68.6% | 0.89 | 0.0049 | -0.042 | 80 | 1.25 | 3.40 | 302 | 72.3% | -0.11 | 0.0050 | -0.046 | |||
| 28.10 | 36.30 | 2 | 68.2% | 0.86 | 0.0060 | -0.052 | 85 | 1.50 | 7.40 | 34 | 80.8% | -0.15 | 0.0061 | -0.056 | ||
| 24.50 | 32.80 | 2 | 69.7% | 0.82 | 0.0071 | -0.062 | 90 | 3.30 | 6.70 | 133 | 670 | 74.5% | -0.19 | 0.0072 | -0.065 | |
| 21.00 | 29.80 | 2 | 70.8% | 0.77 | 0.0081 | -0.070 | 95 | 4.20 | 10.70 | 10 | 23 | 79.4% | -0.24 | 0.0082 | -0.073 | |
| 18.30 | 24.60 | 27 | 66.0% | 0.72 | 0.0091 | -0.078 | 100 | 6.20 | 10.20 | 4 | 143 | 72.5% | -0.29 | 0.0092 | -0.080 | |
| 15.50 | 23.50 | 2 | 71.0% | 0.67 | 0.0098 | -0.084 | 105 | 8.10 | 12.50 | 95 | 72.1% | -0.34 | 0.0099 | -0.086 | ||
| 12.50 | 19.70 | 1 | 17 | 66.7% | 0.62 | 0.0104 | -0.088 | 110 | 9.80 | 15.30 | 2 | 49 | 71.1% | -0.39 | 0.0105 | -0.090 |
| 11.30 | 17.50 | 2 | 135 | 69.5% | 0.56 | 0.0108 | -0.091 | 115 | 12.70 | 18.00 | 6 | 45 | 71.5% | -0.45 | 0.0109 | -0.092 |
| 8.20 | 15.30 | 2 | 184 | 66.5% | 0.51 | 0.0110 | -0.092 | 120 | 15.00 | 20.90 | 58 | 69.8% | -0.50 | 0.0111 | -0.093 | |
| 9.80 | 12.50 | 2 | 91 | 72.1% | 0.46 | 0.0109 | -0.091 | 125 | 18.10 | 24.00 | 21 | 69.2% | -0.55 | 0.0112 | -0.092 | |
| 5.70 | 11.20 | 11 | 25 | 66.5% | 0.41 | 0.0107 | -0.089 | 130 | 21.50 | 27.40 | 19 | 69.0% | -0.60 | 0.0110 | -0.090 | |
| 4.80 | 9.40 | 12 | 66.4% | 0.37 | 0.0104 | -0.086 | 135 | 23.50 | 32.00 | 68 | 67.1% | -0.65 | 0.0108 | -0.086 | ||
| 1.50 | 9.10 | 20 | 62.7% | 0.32 | 0.0100 | -0.082 | 140 | 27.70 | 36.00 | 33 | 68.4% | -0.69 | 0.0104 | -0.082 | ||
| 0.4500 | 10.00 | 39 | 67.6% | 0.28 | 0.0094 | -0.077 | 145 | 32.80 | 40.00 | 28 | 71.4% | -0.73 | 0.0099 | -0.078 | ||
| 0 | 8.50 | 58 | 66.8% | 0.25 | 0.0088 | -0.071 | 150 | 35.70 | 44.00 | 32 | 67.1% | -0.77 | 0.0093 | -0.072 | ||
| 0 | 10.00 | 38 | 75.9% | 0.22 | 0.0082 | -0.066 | 155 | 40.00 | 48.30 | 19 | 66.9% | -0.80 | 0.0088 | -0.067 | ||
| 0.7000 | 8.40 | 1 | 115 | 77.4% | 0.19 | 0.0075 | -0.060 | 160 | 44.40 | 52.70 | 29 | 66.5% | -0.84 | 0.0082 | -0.061 | |
| 0.1000 | 7.30 | 90 | 75.9% | 0.16 | 0.0069 | -0.055 | 165 | 49.00 | 57.20 | 12 | 66.4% | -0.86 | 0.0075 | -0.056 | ||
| 0.0500 | 3.10 | 17 | 62.3% | 0.14 | 0.0062 | -0.050 | 170 | 53.60 | 61.90 | 39 | 66.4% | -0.89 | 0.0069 | -0.050 | ||
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