WYNN option chain Wynn Resorts, Limited
Cboe delayed options data · as of 22:05 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 ±10.7% (67.88–84.08) · ATM IV 45.0% · P/C open interest 0.46
| 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 | |
| 24.05 | 27.90 | 0.99 | 0.0018 | -0.003 | 50 | 0 | 0.1100 | 6,532 | 64.1% | -0.01 | 0.0021 | -0.006 | ||||
| 19.20 | 22.70 | 0.98 | 0.0036 | -0.006 | 55 | 0 | 0.2200 | 223 | 56.6% | -0.02 | 0.0040 | -0.009 | ||||
| 14.30 | 18.05 | 6 | 37.5% | 0.96 | 0.0084 | -0.014 | 60 | 0.1100 | 0.3000 | 32 | 362 | 48.7% | -0.05 | 0.0089 | -0.017 | |
| 10.65 | 14.10 | 39.6% | 0.91 | 0.0159 | -0.027 | 64 | 0.0100 | 1.43 | 52.2% | -0.10 | 0.0164 | -0.029 | ||||
| 10.00 | 13.60 | 89 | 48.6% | 0.89 | 0.0182 | -0.031 | 65 | 0.3900 | 1.29 | 3 | 345 | 51.3% | -0.12 | 0.0187 | -0.033 | |
| 8.85 | 12.35 | 40.5% | 0.87 | 0.0207 | -0.035 | 66 | 0.2200 | 1.39 | 4 | 47.1% | -0.14 | 0.0212 | -0.037 | |||
| 7.95 | 11.50 | 40.1% | 0.84 | 0.0232 | -0.039 | 67 | 0.3000 | 1.07 | 2 | 41.3% | -0.17 | 0.0236 | -0.041 | |||
| 7.55 | 11.10 | 1 | 40.6% | 0.83 | 0.0245 | -0.041 | 67.5 | 0.1500 | 1.99 | 11 | 46.6% | -0.18 | 0.0249 | -0.043 | ||
| 7.90 | 9.55 | 36.8% | 0.82 | 0.0258 | -0.043 | 68 | 0.5900 | 1.89 | 47.6% | -0.19 | 0.0261 | -0.044 | ||||
| 7.15 | 9.85 | 46.7% | 0.79 | 0.0284 | -0.047 | 69 | 0.2200 | 2.56 | 2 | 46.1% | -0.22 | 0.0286 | -0.048 | |||
| 5.60 | 9.50 | 57 | 43.4% | 0.76 | 0.0308 | -0.050 | 70 | 1.24 | 2.00 | 5 | 506 | 45.4% | -0.25 | 0.0310 | -0.051 | |
| 5.50 | 8.45 | 45.2% | 0.72 | 0.0332 | -0.053 | 71 | 1.00 | 2.88 | 3 | 45.5% | -0.28 | 0.0333 | -0.054 | |||
| 4.65 | 7.75 | 43.7% | 0.69 | 0.0354 | -0.056 | 72 | 1.21 | 3.60 | 1 | 46.9% | -0.32 | 0.0354 | -0.056 | |||
| 3.90 | 7.80 | 43.3% | 0.67 | 0.0364 | -0.057 | 72.5 | 1.33 | 3.60 | 7 | 206 | 45.3% | -0.34 | 0.0363 | -0.057 | ||
| 3.60 | 7.45 | 43.1% | 0.65 | 0.0373 | -0.058 | 73 | 1.43 | 3.90 | 45.3% | -0.36 | 0.0372 | -0.058 | ||||
| 3.40 | 6.35 | 42.3% | 0.61 | 0.0389 | -0.060 | 74 | 2.03 | 4.45 | 47.0% | -0.40 | 0.0387 | -0.060 | ||||
| 3.35 | 4.60 | 3 | 166 | 37.7% | 0.57 | 0.0401 | -0.061 | 75 | 2.55 | 4.05 | 6 | 1,021 | 42.4% | -0.43 | 0.0398 | -0.061 |
| 3.50 | 4.95 | 1 | 46.7% | 0.53 | 0.0408 | -0.062 | 76 | 2.30 | 5.45 | 43.2% | -0.48 | 0.0405 | -0.061 | |||
| 1.73 | 4.95 | 13 | 41.9% | 0.49 | 0.0410 | -0.061 | 77 | 3.00 | 5.70 | 42.4% | -0.52 | 0.0407 | -0.061 | |||
| 3.00 | 4.45 | 2 | 171 | 48.7% | 0.47 | 0.0410 | -0.061 | 77.5 | 3.65 | 6.35 | 174 | 46.4% | -0.54 | 0.0406 | -0.060 | |
| 1.24 | 4.75 | 11 | 42.8% | 0.45 | 0.0408 | -0.061 | 78 | 3.45 | 6.90 | 45.1% | -0.56 | 0.0404 | -0.060 | |||
| 1.00 | 4.25 | 10 | 42.9% | 0.41 | 0.0402 | -0.060 | 79 | 4.35 | 7.05 | 44.0% | -0.59 | 0.0397 | -0.059 | |||
| 1.35 | 2.80 | 11 | 1,100 | 40.4% | 0.37 | 0.0391 | -0.058 | 80 | 4.50 | 8.05 | 1 | 1,252 | 43.0% | -0.63 | 0.0386 | -0.057 |
| 0.6700 | 3.30 | 3 | 43.0% | 0.34 | 0.0377 | -0.056 | 81 | 5.50 | 8.55 | 43.7% | -0.67 | 0.0372 | -0.055 | |||
| 0.3600 | 3.50 | 3 | 45.7% | 0.30 | 0.0360 | -0.053 | 82 | 6.30 | 9.00 | 42.4% | -0.70 | 0.0356 | -0.052 | |||
| 0.2700 | 2.30 | 5 | 317 | 38.9% | 0.29 | 0.0351 | -0.052 | 82.5 | 6.30 | 10.10 | 61 | 44.6% | -0.72 | 0.0347 | -0.051 | |
| 0.1200 | 3.05 | 2 | 44.5% | 0.27 | 0.0342 | -0.051 | 83 | 6.75 | 10.50 | 45.2% | -0.73 | 0.0337 | -0.049 | |||
| 0.1200 | 2.37 | 1 | 42.8% | 0.24 | 0.0321 | -0.047 | 84 | 7.75 | 11.25 | 46.6% | -0.76 | 0.0317 | -0.046 | |||
| 0.5200 | 1.25 | 46 | 1,523 | 40.0% | 0.21 | 0.0300 | -0.044 | 85 | 9.45 | 10.50 | 2 | 2,604 | 41.7% | -0.79 | 0.0296 | -0.042 |
| 0 | 1.88 | 43.5% | 0.19 | 0.0277 | -0.040 | 86 | 9.50 | 12.95 | 48.3% | -0.82 | 0.0274 | -0.039 | ||||
| 0.1300 | 0.8100 | 37.0% | 0.16 | 0.0255 | -0.037 | 87 | 10.35 | 13.80 | 48.6% | -0.84 | 0.0251 | -0.035 | ||||
| 0.6800 | 0.7600 | 41 | 1,657 | 43.3% | 0.15 | 0.0243 | -0.035 | 87.5 | 10.95 | 14.20 | 322 | 49.9% | -0.85 | 0.0240 | -0.033 | |
| 0 | 0.7700 | 37.2% | 0.14 | 0.0232 | -0.034 | 88 | 11.25 | 14.65 | 49.0% | -0.86 | 0.0229 | -0.032 | ||||
| 0.3000 | 0.5300 | 26 | 1,750 | 42.1% | 0.11 | 0.0190 | -0.028 | 90 | 13.05 | 16.50 | 295 | 50.5% | -0.89 | 0.0187 | -0.026 | |
| 0 | 0.7600 | 54 | 766 | 46.0% | 0.08 | 0.0147 | -0.022 | 92.5 | 15.45 | 18.00 | 2 | 5,521 | 41.8% | -0.92 | 0.0145 | -0.020 |
| 0 | 0.6400 | 1 | 1,913 | 48.7% | 0.06 | 0.0115 | -0.019 | 95 | 17.60 | 21.20 | 313 | 52.2% | -0.94 | 0.0116 | -0.016 | |
| 0.0400 | 0.5800 | 2 | 2,471 | 52.6% | 0.05 | 0.0091 | -0.016 | 97.5 | 19.80 | 23.65 | 125 | 50.9% | -0.95 | 0.0096 | -0.014 | |
| 0.0500 | 0.5000 | 20 | 1,443 | 55.3% | 0.04 | 0.0074 | -0.014 | 100 | 22.25 | 26.05 | 3 | 51.8% | -0.96 | 0.0083 | -0.013 | |
| 0 | 0.2000 | 15 | 3,199 | 53.0% | 0.03 | 0.0050 | -0.011 | 105 | 27.45 | 31.10 | 65.5% | -0.98 | 0.0070 | -0.012 | ||
| 0 | 0.0700 | 30 | 2,656 | 53.2% | 0.02 | 0.0036 | -0.009 | 110 | 32.65 | 36.05 | 76.2% | -0.99 | 0.0049 | -0.010 | ||
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