WING option chain Wingstop Inc.
Cboe delayed options data · as of 09:39 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 ±52.8% (53.36–172.86) · ATM IV 66.5% · P/C open interest 0.36
| 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 | |
| 56.00 | 65.00 | 6 | 68.4% | 0.91 | 0.0021 | -0.012 | 60 | 1.00 | 10.00 | 2 | 72.2% | -0.10 | 0.0022 | -0.018 | ||
| 53.00 | 62.00 | 70.2% | 0.89 | 0.0024 | -0.015 | 65 | 2.00 | 11.20 | 70.5% | -0.12 | 0.0025 | -0.021 | ||||
| 49.00 | 58.00 | 66.9% | 0.87 | 0.0028 | -0.017 | 70 | 4.00 | 12.40 | 1 | 70.4% | -0.14 | 0.0028 | -0.023 | |||
| 46.00 | 55.00 | 67.2% | 0.85 | 0.0031 | -0.020 | 75 | 5.00 | 15.00 | 70.4% | -0.16 | 0.0031 | -0.025 | ||||
| 43.00 | 52.00 | 66.9% | 0.83 | 0.0034 | -0.022 | 80 | 7.00 | 16.20 | 69.2% | -0.19 | 0.0034 | -0.027 | ||||
| 41.00 | 50.00 | 69.2% | 0.81 | 0.0036 | -0.024 | 85 | 9.00 | 18.30 | 69.0% | -0.21 | 0.0037 | -0.029 | ||||
| 38.00 | 47.00 | 67.8% | 0.78 | 0.0039 | -0.026 | 90 | 11.00 | 20.00 | 67.8% | -0.23 | 0.0040 | -0.030 | ||||
| 35.00 | 45.00 | 67.5% | 0.76 | 0.0042 | -0.028 | 95 | 13.00 | 21.10 | 65.5% | -0.26 | 0.0043 | -0.032 | ||||
| 33.00 | 42.00 | 66.9% | 0.73 | 0.0044 | -0.030 | 100 | 17.30 | 22.70 | 1 | 66.6% | -0.29 | 0.0046 | -0.033 | |||
| 31.00 | 39.20 | 3 | 66.3% | 0.71 | 0.0046 | -0.031 | 105 | 18.00 | 27.40 | 4 | 66.6% | -0.31 | 0.0048 | -0.034 | ||
| 28.00 | 38.00 | 3 | 66.1% | 0.68 | 0.0048 | -0.033 | 110 | 21.80 | 28.00 | 65.1% | -0.34 | 0.0050 | -0.035 | |||
| 26.00 | 36.00 | 1 | 1 | 65.8% | 0.66 | 0.0050 | -0.034 | 115 | 25.90 | 31.60 | 67.3% | -0.36 | 0.0052 | -0.036 | ||
| 25.00 | 33.20 | 1 | 65.6% | 0.63 | 0.0051 | -0.035 | 120 | 28.80 | 34.00 | 66.3% | -0.39 | 0.0054 | -0.036 | |||
| 23.00 | 31.50 | 65.2% | 0.61 | 0.0052 | -0.035 | 125 | 30.00 | 39.00 | 66.1% | -0.42 | 0.0055 | -0.037 | ||||
| 21.00 | 30.00 | 64.8% | 0.59 | 0.0053 | -0.036 | 130 | 33.00 | 42.90 | 66.4% | -0.44 | 0.0057 | -0.037 | ||||
| 20.00 | 29.00 | 65.8% | 0.56 | 0.0054 | -0.036 | 135 | 37.00 | 46.00 | 66.7% | -0.47 | 0.0058 | -0.037 | ||||
| 18.00 | 27.00 | 64.4% | 0.54 | 0.0054 | -0.036 | 140 | 40.00 | 49.00 | 65.6% | -0.49 | 0.0059 | -0.037 | ||||
| 17.00 | 26.00 | 65.1% | 0.52 | 0.0055 | -0.037 | 145 | 44.00 | 53.00 | 66.5% | -0.52 | 0.0060 | -0.037 | ||||
| 16.80 | 24.00 | 1 | 65.3% | 0.50 | 0.0055 | -0.037 | 150 | 47.00 | 56.00 | 64.9% | -0.54 | 0.0060 | -0.037 | |||
| 14.70 | 22.00 | 63.3% | 0.47 | 0.0055 | -0.036 | 155 | 51.00 | 60.00 | 65.4% | -0.56 | 0.0061 | -0.036 | ||||
| 13.00 | 21.60 | 3 | 63.4% | 0.45 | 0.0055 | -0.036 | 160 | 55.00 | 64.00 | 65.8% | -0.59 | 0.0061 | -0.036 | |||
| 12.00 | 21.00 | 3 | 63.8% | 0.43 | 0.0054 | -0.036 | 165 | 59.00 | 67.00 | 64.8% | -0.61 | 0.0061 | -0.035 | |||
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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs