Wingstop Inc. (WING)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 00:39 UTC · Figures derived from the full chain (828 contracts, 9 expirations) · IV own-history percentile appears after 60 recorded days (4 so far)
Expected move — Sep 18, 2026 (15 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±8.7% (range 105.39–125.44) by Sep 18, 2026. ATM straddle: 10.03 @ strike 115 · ATM IV: 52.0%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 103.88 | -10% | 82.8% | 17.2% |
| 109.65 | -5% | 66.8% | 33.2% |
| 115.42 | +0% | 47.9% | 52.1% |
| 121.19 | +5% | 30.3% | 69.7% |
| 126.96 | +10% | 16.9% | 83.1% |
Model-estimated probabilities of finishing above/below each level at expiration — estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Sep 18, 2026 · lognormal model, zero drift — an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Sep 18, 2026 | 15 | ±8.7% | 52.0% | 15.6K |
| Oct 16, 2026 | 43 | ±17.0% | 62.0% | 1,863 |
| Nov 20, 2026 | 78 | ±25.8% | 70.5% | 3,584 |
| Dec 18, 2026 | 106 | ±28.4% | 66.9% | 3,023 |
| Jan 15, 2027 | 134 | ±31.1% | 65.3% | 8,182 |
| Mar 19, 2027 | 197 | ±37.6% | 65.8% | 4,668 |
Open interest by strike — Sep 18
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 120 C · 1,569105 P · 1,458120 P · 1,355100 P · 1,070170 C · 802
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Track record
Full history →Every trading day we record what the options market is pricing for each expiration — before the outcome is known. Once expirations start resolving, this section compares expected versus actual, and the record is never rewritten. Recording since Aug 31, 2026.
Past earnings reactions
Avg |reaction| 9.2% · median 4.5% (20 reports) — two-session close-to-close window; definition
About Wingstop Inc.
Wingstop Inc., together with its affiliated companies, manages and licenses a network of restaurants known by the Wingstop brand. These establishments are recognized for their made-to-order offerings, including classic bone-in wings, boneless wings, and tenders, all freshly cooked and expertly hand-tossed in a wide array of distinctive sauces. By December 25, 2021, Wingstop's extensive reach encompassed 1,695 independently operated franchise locations and 36 company-owned stores, spread throughout 44 U.S. states and seven countries globally. This enterprise, which was founded in 1994, has its corporate headquarters located in Addison, Texas.
Consumer Cyclical · Restaurants · NASDAQ · Profile: Financial Modeling Prep
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