WYNN option chain Wynn Resorts, Limited
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 ±1.8% (89.41–92.67) · ATM IV 37.7% · P/C open interest 1.63
| 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 | |
| 19.50 | 22.75 | 199.6% | 1.00 | 0.0000 | 0.000 | 70 | 0 | 0.0100 | 4 | 157.1% | 0.00 | 0.0000 | 0.000 | |||
| 14.80 | 18.10 | 226.2% | 1.00 | 0.0001 | 0.000 | 75 | 0 | 2.13 | 20 | 303.7% | -0.00 | 0.0001 | -0.000 | |||
| 9.70 | 12.75 | 132.5% | 1.00 | 0.0006 | 0.000 | 80 | 0 | 1.19 | 21 | 189.9% | -0.00 | 0.0006 | -0.001 | |||
| 6.85 | 9.25 | 1 | 1.00 | 0.0032 | 0.000 | 83 | 0 | 0.6500 | 97 | 125.2% | -0.00 | 0.0032 | -0.003 | |||
| 5.85 | 8.25 | 1 | 0.99 | 0.0066 | -0.003 | 84 | 0 | 0.4500 | 11 | 102.4% | -0.01 | 0.0066 | -0.007 | |||
| 4.85 | 7.25 | 16 | 0.98 | 0.0133 | -0.013 | 85 | 0 | 0.4600 | 107 | 91.5% | -0.02 | 0.0133 | -0.016 | |||
| 4.20 | 6.20 | 66.1% | 0.97 | 0.0256 | -0.034 | 86 | 0 | 0.6500 | 139 | 88.7% | -0.03 | 0.0256 | -0.036 | |||
| 2.97 | 5.15 | 40 | 0.94 | 0.0452 | -0.074 | 87 | 0 | 0.4800 | 141 | 69.0% | -0.06 | 0.0452 | -0.076 | |||
| 1.94 | 4.20 | 1 | 0.88 | 0.0733 | -0.143 | 88 | 0.0300 | 0.8800 | 79 | 72.1% | -0.12 | 0.0734 | -0.145 | |||
| 1.72 | 3.45 | 5 | 59.8% | 0.81 | 0.1108 | -0.245 | 89 | 0.0500 | 0.6400 | 757 | 50.8% | -0.19 | 0.1111 | -0.246 | ||
| 0.8000 | 2.80 | 49 | 54.7% | 0.69 | 0.1576 | -0.361 | 90 | 0.0700 | 0.7000 | 3 | 315 | 38.1% | -0.31 | 0.1589 | -0.362 | |
| 0.2100 | 1.55 | 11 | 38.6% | 0.52 | 0.1919 | -0.435 | 91 | 0.3200 | 1.18 | 255 | 36.8% | -0.48 | 0.1959 | -0.437 | ||
| 0.0100 | 1.09 | 47 | 43.1% | 0.34 | 0.1696 | -0.382 | 92 | 0.7100 | 1.88 | 937 | 34.4% | -0.66 | 0.1752 | -0.389 | ||
| 0.0300 | 0.7800 | 27 | 50.8% | 0.22 | 0.1236 | -0.271 | 93 | 1.14 | 2.74 | 123 | -0.79 | 0.1276 | -0.285 | |||
| 0 | 0.5100 | 80 | 53.9% | 0.14 | 0.0852 | -0.172 | 94 | 2.00 | 3.80 | 325 | -0.87 | 0.0867 | -0.195 | |||
| 0.0200 | 0.5600 | 100 | 68.0% | 0.09 | 0.0567 | -0.104 | 95 | 2.95 | 5.10 | 5 | 575 | 48.2% | -0.93 | 0.0561 | -0.134 | |
| 0 | 0.3400 | 121 | 67.8% | 0.05 | 0.0368 | -0.062 | 96 | 3.95 | 5.90 | 69 | -0.96 | 0.0349 | -0.099 | |||
| 0 | 0.4900 | 166 | 85.3% | 0.03 | 0.0237 | -0.037 | 97 | 4.95 | 7.20 | 9 | 73.7% | -0.98 | 0.0213 | -0.080 | ||
| 0.0100 | 0.6000 | 23 | 101.0% | 0.02 | 0.0153 | -0.023 | 98 | 5.45 | 8.20 | -0.99 | 0.0128 | -0.070 | ||||
| 0 | 0.4600 | 16 | 102.8% | 0.01 | 0.0100 | -0.015 | 99 | 6.80 | 9.00 | 22 | -0.99 | 0.0078 | -0.065 | |||
| 0 | 0.0500 | 165 | 74.0% | 0.01 | 0.0066 | -0.009 | 100 | 7.80 | 9.90 | 4 | -1.00 | 0.0047 | -0.062 | |||
| 0 | 0.4500 | 149 | 120.1% | 0.01 | 0.0044 | -0.006 | 101 | 8.80 | 10.90 | -1.00 | 0.0029 | -0.060 | ||||
| 0 | 0.2100 | 154 | 87.2% | 0.00 | 0.0030 | -0.004 | 102 | 9.45 | 12.20 | 1 | -1.00 | 0.0018 | -0.059 | |||
| 0 | 0.3000 | 12 | 125.7% | 0.00 | 0.0020 | -0.003 | 103 | 10.35 | 12.90 | -1.00 | 0.0011 | -0.059 | ||||
| 0 | 0.0500 | 12 | 99.8% | 0.00 | 0.0014 | -0.002 | 104 | 11.20 | 13.85 | -1.00 | 0.0007 | -0.058 | ||||
| 0 | 0.2000 | 107 | 130.8% | 0.00 | 0.0010 | -0.001 | 105 | 12.45 | 15.00 | -1.00 | 0.0005 | -0.058 | ||||
| 0 | 2.12 | 80 | 242.2% | 0.00 | 0.0007 | -0.001 | 106 | 13.35 | 15.90 | -1.00 | 0.0003 | -0.058 | ||||
| 0 | 2.12 | 442 | 251.9% | 0.00 | 0.0005 | -0.001 | 107 | 14.35 | 16.90 | -1.00 | 0.0002 | -0.058 | ||||
| 0 | 2.12 | 67 | 261.4% | 0.00 | 0.0004 | -0.001 | 108 | 15.35 | 18.55 | -1.00 | 0.0001 | -0.058 | ||||
| 0 | 2.12 | 517 | 270.6% | 0.00 | 0.0003 | -0.000 | 109 | 16.35 | 19.55 | -1.00 | 0.0001 | -0.058 | ||||
| 0 | 1.15 | 34 | 235.8% | 0.00 | 0.0002 | -0.000 | 110 | 17.35 | 20.55 | -1.00 | 0.0001 | -0.058 | ||||
| 0 | 2.13 | 1 | 289.0% | 0.00 | 0.0002 | -0.000 | 111 | 18.35 | 20.95 | -1.00 | 0.0000 | -0.058 | ||||
| 0 | 1.54 | 10 | 271.7% | 0.00 | 0.0001 | -0.000 | 112 | 18.95 | 22.35 | -1.00 | 0.0000 | -0.058 | ||||
| 0 | 1.79 | 291.6% | 0.00 | 0.0001 | -0.000 | 113 | 19.95 | 23.35 | -1.00 | 0.0000 | -0.058 | |||||
| 0 | 1.99 | 308.8% | 0.00 | 0.0001 | -0.000 | 114 | 20.95 | 24.35 | -1.00 | 0.0000 | -0.058 | |||||
| 0 | 2.13 | 7 | 323.1% | 0.00 | 0.0000 | -0.000 | 115 | 22.05 | 25.35 | -1.00 | 0.0000 | -0.058 | ||||
| 0 | 2.13 | 331.3% | 0.00 | 0.0000 | -0.000 | 116 | 22.95 | 26.35 | -1.00 | 0.0000 | -0.058 | |||||
| 0 | 2.13 | 339.4% | 0.00 | 0.0000 | -0.000 | 117 | 24.05 | 27.15 | -1.00 | 0.0000 | -0.058 | |||||
| 0 | 2.13 | 347.3% | 0.00 | 0.0000 | 0.000 | 118 | 25.05 | 28.30 | -1.00 | 0.0000 | -0.058 | |||||
| 0 | 1.21 | 315.0% | 0.00 | 0.0000 | 0.000 | 120 | 27.05 | 30.20 | -1.00 | 0.0000 | -0.058 | |||||
| 0 | 2.13 | 399.5% | 0.00 | 0.0000 | 0.000 | 125 | 32.05 | 35.35 | -1.00 | 0.0000 | -0.058 | |||||
| 0 | 0.8900 | 357.6% | 0.00 | 0.0000 | 0.000 | 130 | 37.05 | 40.30 | -1.00 | 0.0000 | -0.058 | |||||
| 0 | 2.13 | 466.3% | 0.00 | 0.0000 | 0.000 | 135 | 42.05 | 44.90 | -1.00 | 0.0000 | -0.058 | |||||
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 04, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs