WING option chain Wingstop Inc.
Cboe delayed options data · as of 09:44 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 ±32.7% (88.60–174.60) · ATM IV 63.8% · P/C open interest 0.98
| 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 | |
| 60.30 | 68.40 | 6 | 59.2% | 0.95 | 0.0017 | -0.018 | 70 | 0.2000 | 3.10 | 2 | 72.6% | -0.05 | 0.0018 | -0.022 | ||
| 56.00 | 64.00 | 4 | 61.5% | 0.94 | 0.0022 | -0.023 | 75 | 1.40 | 2.60 | 15 | 69.6% | -0.07 | 0.0022 | -0.026 | ||
| 52.00 | 59.90 | 64.1% | 0.92 | 0.0026 | -0.028 | 80 | 1.95 | 4.10 | 32 | 71.4% | -0.09 | 0.0026 | -0.031 | |||
| 50.20 | 55.60 | 2 | 71.0% | 0.90 | 0.0031 | -0.033 | 85 | 2.80 | 4.20 | 36 | 68.0% | -0.11 | 0.0031 | -0.036 | ||
| 44.00 | 52.10 | 4 | 64.7% | 0.88 | 0.0036 | -0.038 | 90 | 4.00 | 5.40 | 2 | 21 | 68.5% | -0.13 | 0.0036 | -0.041 | |
| 40.00 | 48.20 | 5 | 6 | 63.5% | 0.85 | 0.0041 | -0.043 | 95 | 5.30 | 7.00 | 5 | 26 | 69.2% | -0.16 | 0.0042 | -0.045 |
| 37.10 | 44.80 | 10 | 65.1% | 0.82 | 0.0047 | -0.048 | 100 | 6.20 | 8.70 | 7 | 24 | 68.2% | -0.19 | 0.0047 | -0.050 | |
| 33.60 | 41.40 | 12 | 64.4% | 0.79 | 0.0052 | -0.052 | 105 | 5.50 | 13.10 | 14 | 68.8% | -0.22 | 0.0052 | -0.054 | ||
| 32.40 | 37.80 | 1 | 20 | 67.0% | 0.76 | 0.0056 | -0.056 | 110 | 7.40 | 11.50 | 46 | 62.2% | -0.25 | 0.0057 | -0.058 | |
| 27.30 | 35.50 | 15 | 64.0% | 0.73 | 0.0060 | -0.060 | 115 | 10.90 | 15.20 | 13 | 67.8% | -0.28 | 0.0062 | -0.062 | ||
| 26.50 | 32.20 | 1 | 19 | 66.1% | 0.69 | 0.0064 | -0.063 | 120 | 11.50 | 17.40 | 16 | 64.8% | -0.32 | 0.0066 | -0.065 | |
| 23.00 | 28.90 | 35 | 63.2% | 0.66 | 0.0068 | -0.065 | 125 | 13.90 | 19.80 | 4 | 64.7% | -0.35 | 0.0069 | -0.068 | ||
| 21.10 | 26.10 | 31 | 63.1% | 0.62 | 0.0070 | -0.067 | 130 | 16.40 | 22.40 | 207 | 64.4% | -0.39 | 0.0072 | -0.070 | ||
| 18.30 | 24.40 | 2 | 62.8% | 0.59 | 0.0072 | -0.069 | 135 | 19.70 | 25.00 | 64 | 64.8% | -0.43 | 0.0074 | -0.071 | ||
| 16.30 | 22.10 | 59 | 62.3% | 0.55 | 0.0074 | -0.070 | 140 | 22.20 | 28.10 | 540 | 64.2% | -0.46 | 0.0076 | -0.072 | ||
| 14.40 | 20.50 | 23 | 62.4% | 0.52 | 0.0074 | -0.070 | 145 | 25.40 | 31.20 | 501 | 64.2% | -0.50 | 0.0077 | -0.072 | ||
| 12.80 | 18.70 | 90 | 62.3% | 0.48 | 0.0074 | -0.070 | 150 | 30.90 | 34.10 | 119 | 66.8% | -0.54 | 0.0078 | -0.072 | ||
| 12.70 | 16.50 | 7 | 63.3% | 0.45 | 0.0074 | -0.069 | 155 | 31.70 | 39.50 | 626 | 65.7% | -0.57 | 0.0078 | -0.071 | ||
| 9.60 | 15.00 | 1 | 84 | 60.6% | 0.42 | 0.0073 | -0.068 | 160 | 35.50 | 41.30 | 4 | 63.3% | -0.60 | 0.0077 | -0.070 | |
| 8.10 | 12.10 | 2 | 36 | 57.5% | 0.39 | 0.0072 | -0.066 | 165 | 41.30 | 42.90 | 2 | 63.2% | -0.63 | 0.0076 | -0.069 | |
| 8.40 | 12.70 | 581 | 62.4% | 0.36 | 0.0070 | -0.065 | 170 | 43.00 | 48.90 | 5 | 63.2% | -0.66 | 0.0075 | -0.067 | ||
| 7.20 | 11.70 | 15 | 62.2% | 0.34 | 0.0068 | -0.063 | 175 | 45.70 | 52.80 | 60.9% | -0.69 | 0.0073 | -0.065 | |||
| 6.00 | 10.50 | 578 | 61.3% | 0.31 | 0.0066 | -0.061 | 180 | 49.80 | 57.00 | 18 | 61.0% | -0.72 | 0.0072 | -0.063 | ||
| 5.50 | 10.00 | 7 | 62.4% | 0.29 | 0.0064 | -0.059 | 185 | 54.30 | 61.10 | 10 | 61.4% | -0.75 | 0.0069 | -0.061 | ||
| 4.80 | 8.60 | 308 | 61.4% | 0.27 | 0.0062 | -0.056 | 190 | 58.30 | 66.90 | 1 | 63.8% | -0.77 | 0.0067 | -0.059 | ||
| 4.30 | 7.60 | 13 | 61.1% | 0.24 | 0.0059 | -0.054 | 195 | 62.70 | 69.80 | 61.0% | -0.79 | 0.0065 | -0.056 | |||
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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs