WING option chain Wingstop Inc.
Cboe delayed options data · as of 18:39 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 ±8.7% (105.39–125.44) · ATM IV 52.0% · P/C open interest 1.00
| 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 | |
| 44.70 | 52.60 | 148.2% | 1.00 | 0.0002 | 0.000 | 65 | 0 | 6.80 | 254.0% | -0.00 | 0.0002 | -0.002 | ||||
| 39.70 | 47.60 | 19 | 130.2% | 1.00 | 0.0004 | 0.000 | 70 | 0 | 6.90 | 5 | 5 | 228.9% | -0.00 | 0.0004 | -0.005 | |
| 34.70 | 42.70 | 116.3% | 0.99 | 0.0009 | -0.005 | 75 | 0 | 6.80 | 25 | 203.1% | -0.01 | 0.0009 | -0.009 | |||
| 29.70 | 37.70 | 1 | 100.3% | 0.99 | 0.0018 | -0.013 | 80 | 0.0500 | 1.50 | 8 | 156 | 84.2% | -0.01 | 0.0018 | -0.017 | |
| 24.80 | 32.80 | 3 | 89.3% | 0.98 | 0.0034 | -0.027 | 85 | 0.0500 | 0.6000 | 248 | 82.1% | -0.03 | 0.0034 | -0.030 | ||
| 19.90 | 27.90 | 2 | 21 | 77.8% | 0.95 | 0.0062 | -0.049 | 90 | 0 | 0.9000 | 4 | 108 | 73.3% | -0.05 | 0.0062 | -0.051 |
| 15.20 | 23.00 | 1 | 3 | 68.2% | 0.91 | 0.0104 | -0.078 | 95 | 0.2500 | 1.60 | 55 | 574 | 74.8% | -0.09 | 0.0105 | -0.081 |
| 10.70 | 18.70 | 2 | 22 | 64.3% | 0.84 | 0.0159 | -0.115 | 100 | 0.6000 | 2.50 | 89 | 896 | 67.6% | -0.16 | 0.0160 | -0.117 |
| 6.50 | 15.00 | 2 | 13 | 61.7% | 0.74 | 0.0217 | -0.150 | 105 | 1.25 | 5.10 | 25 | 1,411 | 71.5% | -0.26 | 0.0218 | -0.152 |
| 3.50 | 10.20 | 40 | 56 | 53.5% | 0.62 | 0.0261 | -0.175 | 110 | 3.40 | 6.30 | 69 | 556 | 68.5% | -0.39 | 0.0263 | -0.177 |
| 0.2500 | 7.70 | 57 | 312 | 49.8% | 0.48 | 0.0275 | -0.182 | 115 | 4.60 | 7.50 | 69 | 329 | 54.2% | -0.52 | 0.0277 | -0.183 |
| 2.50 | 5.10 | 115 | 1,537 | 67.7% | 0.35 | 0.0256 | -0.169 | 120 | 6.70 | 12.50 | 73 | 1,290 | 57.9% | -0.65 | 0.0259 | -0.170 |
| 1.60 | 3.10 | 180 | 503 | 66.4% | 0.25 | 0.0215 | -0.143 | 125 | 9.00 | 17.60 | 162 | 56.5% | -0.76 | 0.0218 | -0.144 | |
| 0.7000 | 1.50 | 16 | 142 | 60.6% | 0.16 | 0.0167 | -0.113 | 130 | 13.50 | 21.80 | 3 | 646 | 57.7% | -0.84 | 0.0170 | -0.113 |
| 0.4000 | 1.25 | 56 | 141 | 65.7% | 0.11 | 0.0123 | -0.085 | 135 | 18.10 | 26.10 | 5 | 57 | 53.1% | -0.90 | 0.0126 | -0.084 |
| 0.1000 | 0.9500 | 1 | 237 | 67.5% | 0.07 | 0.0087 | -0.062 | 140 | 22.90 | 30.80 | 127 | -0.94 | 0.0093 | -0.063 | ||
| 0 | 1.50 | 26 | 73 | 82.1% | 0.05 | 0.0060 | -0.044 | 145 | 27.70 | 35.60 | 396 | -0.97 | 0.0069 | -0.049 | ||
| 0.0500 | 0.3500 | 14 | 177 | 69.8% | 0.03 | 0.0041 | -0.031 | 150 | 32.60 | 41.10 | 18 | -0.98 | 0.0049 | -0.033 | ||
| 0 | 1.95 | 250 | 104.2% | 0.02 | 0.0028 | -0.022 | 155 | 37.60 | 46.00 | 14 | -0.99 | 0.0024 | -0.022 | |||
| 0 | 0.1000 | 1 | 199 | 68.4% | 0.01 | 0.0020 | -0.016 | 160 | 42.60 | 50.60 | 5 | -1.00 | 0.0006 | -0.018 | ||
| 0 | 1.55 | 221 | 113.2% | 0.01 | 0.0014 | -0.011 | 165 | 47.60 | 55.60 | 759 | -1.00 | 0.0000 | -0.018 | |||
| 0 | 0.2500 | 799 | 88.2% | 0.01 | 0.0009 | -0.008 | 170 | 52.60 | 61.00 | 7 | -1.00 | 0.0000 | -0.018 | |||
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 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs