WYNN option chain Wynn Resorts, Limited
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 ±3.7% (87.67–94.40) · ATM IV 30.6% · P/C open interest 1.09
| 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 | |
| 20.10 | 23.05 | 117.8% | 1.00 | 0.0005 | 0.000 | 70 | 0 | 0.7000 | 2 | 112.9% | -0.00 | 0.0005 | -0.002 | |||
| 15.15 | 17.55 | 1 | 77.9% | 1.00 | 0.0014 | 0.000 | 75 | 0 | 0.0100 | 2 | 47.1% | -0.00 | 0.0014 | -0.003 | ||
| 10.50 | 12.80 | 1 | 70.9% | 0.98 | 0.0070 | -0.006 | 80 | 0 | 0.4600 | 57 | 58.6% | -0.02 | 0.0070 | -0.011 | ||
| 9.30 | 12.10 | 67.8% | 0.98 | 0.0100 | -0.012 | 81 | 0 | 0.7200 | 60.6% | -0.02 | 0.0101 | -0.016 | ||||
| 8.30 | 10.55 | 51.3% | 0.97 | 0.0142 | -0.018 | 82 | 0 | 0.7500 | 56.5% | -0.03 | 0.0143 | -0.023 | ||||
| 7.15 | 9.50 | 41.5% | 0.95 | 0.0195 | -0.027 | 83 | 0 | 0.9400 | 55.2% | -0.05 | 0.0197 | -0.031 | ||||
| 6.35 | 8.45 | 41.0% | 0.93 | 0.0262 | -0.037 | 84 | 0 | 0.7500 | 46.8% | -0.07 | 0.0265 | -0.041 | ||||
| 5.45 | 7.50 | 2 | 39.5% | 0.90 | 0.0343 | -0.048 | 85 | 0 | 0.6500 | 365 | 40.1% | -0.10 | 0.0347 | -0.051 | ||
| 4.50 | 6.55 | 36.3% | 0.87 | 0.0439 | -0.060 | 86 | 0 | 0.6600 | 15 | 35.4% | -0.13 | 0.0443 | -0.063 | |||
| 3.50 | 5.70 | 33.5% | 0.82 | 0.0549 | -0.072 | 87 | 0.0800 | 0.5600 | 42 | 30.2% | -0.18 | 0.0555 | -0.075 | |||
| 3.05 | 4.60 | 33.7% | 0.77 | 0.0669 | -0.083 | 88 | 0.2000 | 0.9300 | 37 | 31.5% | -0.23 | 0.0677 | -0.086 | |||
| 2.38 | 3.80 | 33.2% | 0.70 | 0.0789 | -0.093 | 89 | 0.3000 | 1.06 | 1 | 215 | 28.1% | -0.30 | 0.0798 | -0.095 | ||
| 1.60 | 3.20 | 1 | 32.1% | 0.62 | 0.0888 | -0.101 | 90 | 0.4500 | 1.40 | 70 | 26.2% | -0.39 | 0.0898 | -0.102 | ||
| 1.08 | 2.65 | 8 | 32.4% | 0.53 | 0.0940 | -0.104 | 91 | 0.8500 | 2.15 | 22 | 28.7% | -0.48 | 0.0952 | -0.105 | ||
| 0.7400 | 1.94 | 12 | 31.3% | 0.43 | 0.0932 | -0.102 | 92 | 1.17 | 2.81 | 19 | 27.7% | -0.57 | 0.0942 | -0.103 | ||
| 0.6700 | 1.46 | 219 | 33.1% | 0.35 | 0.0865 | -0.096 | 93 | 1.70 | 3.20 | 116 | 23.7% | -0.66 | 0.0874 | -0.097 | ||
| 0.4400 | 1.20 | 398 | 34.3% | 0.27 | 0.0760 | -0.088 | 94 | 2.45 | 4.40 | 25 | 28.7% | -0.74 | 0.0766 | -0.087 | ||
| 0.1900 | 0.9400 | 75 | 33.9% | 0.21 | 0.0642 | -0.078 | 95 | 3.25 | 5.15 | 41 | 27.7% | -0.80 | 0.0646 | -0.076 | ||
| 0 | 0.7500 | 19 | 33.5% | 0.16 | 0.0529 | -0.068 | 96 | 4.10 | 6.05 | 157 | 27.5% | -0.84 | 0.0535 | -0.066 | ||
| 0 | 0.5500 | 2 | 34.4% | 0.13 | 0.0432 | -0.060 | 97 | 5.00 | 7.10 | 13 | 30.1% | -0.88 | 0.0446 | -0.057 | ||
| 0 | 0.5000 | 15 | 37.4% | 0.10 | 0.0353 | -0.053 | 98 | 5.80 | 7.90 | 23 | -0.91 | 0.0376 | -0.050 | |||
| 0.0100 | 0.5200 | 12 | 41.7% | 0.08 | 0.0290 | -0.047 | 99 | 6.80 | 8.90 | 5 | -0.93 | 0.0320 | -0.045 | |||
| 0.0200 | 1.58 | 43 | 63.2% | 0.07 | 0.0239 | -0.042 | 100 | 7.00 | 10.10 | 38 | -0.94 | 0.0272 | -0.041 | |||
| 0 | 0.7800 | 27 | 54.1% | 0.06 | 0.0199 | -0.037 | 101 | 8.80 | 11.40 | 6 | 46.9% | -0.95 | 0.0232 | -0.038 | ||
| 0 | 0.6700 | 201 | 55.5% | 0.05 | 0.0167 | -0.034 | 102 | 9.60 | 12.35 | 8 | 38.8% | -0.96 | 0.0196 | -0.037 | ||
| 0 | 0.6700 | 42 | 59.0% | 0.04 | 0.0141 | -0.030 | 103 | 10.45 | 12.55 | 1 | -0.97 | 0.0162 | -0.037 | |||
| 0 | 0.7200 | 7 | 63.6% | 0.04 | 0.0120 | -0.028 | 104 | 11.45 | 13.55 | 1 | -0.98 | 0.0136 | -0.036 | |||
| 0 | 0.9100 | 26 | 71.0% | 0.03 | 0.0103 | -0.025 | 105 | 12.35 | 14.55 | -0.98 | 0.0113 | -0.037 | ||||
| 0 | 0.4800 | 2 | 64.1% | 0.03 | 0.0089 | -0.023 | 106 | 13.20 | 15.60 | -0.99 | 0.0091 | -0.038 | ||||
| 0 | 0.8300 | 6 | 76.0% | 0.02 | 0.0077 | -0.021 | 107 | 14.35 | 16.60 | -0.99 | 0.0074 | -0.039 | ||||
| 0 | 0.0500 | 11 | 52.6% | 0.02 | 0.0067 | -0.019 | 108 | 15.35 | 17.55 | -0.99 | 0.0060 | -0.040 | ||||
| 0 | 0.7400 | 3 | 80.2% | 0.02 | 0.0059 | -0.018 | 109 | 16.35 | 18.55 | -0.99 | 0.0049 | -0.041 | ||||
| 0 | 0.4900 | 13 | 76.3% | 0.02 | 0.0052 | -0.017 | 110 | 17.35 | 19.60 | -0.99 | 0.0039 | -0.042 | ||||
| 0 | 0.4800 | 15 | 78.8% | 0.01 | 0.0046 | -0.015 | 111 | 18.35 | 20.55 | -1.00 | 0.0032 | -0.043 | ||||
| 0 | 0.5000 | 1 | 82.3% | 0.01 | 0.0041 | -0.014 | 112 | 19.35 | 21.50 | -1.00 | 0.0025 | -0.044 | ||||
| 0 | 0.6800 | 90.5% | 0.01 | 0.0036 | -0.013 | 113 | 20.05 | 23.00 | -1.00 | 0.0020 | -0.045 | |||||
| 0 | 0.6800 | 93.4% | 0.01 | 0.0032 | -0.012 | 114 | 21.05 | 24.20 | -1.00 | 0.0015 | -0.045 | |||||
| 0 | 0.1500 | 11 | 73.8% | 0.01 | 0.0029 | -0.011 | 115 | 22.05 | 24.60 | -1.00 | 0.0012 | -0.046 | ||||
| 0 | 0.4800 | 92.3% | 0.01 | 0.0026 | -0.011 | 116 | 23.05 | 26.05 | -1.00 | 0.0010 | -0.047 | |||||
| 0 | 0.7300 | 103.1% | 0.01 | 0.0024 | -0.010 | 117 | 24.05 | 27.40 | -1.00 | 0.0008 | -0.048 | |||||
| 0 | 0.6800 | 104.3% | 0.01 | 0.0022 | -0.009 | 118 | 25.05 | 28.00 | -1.00 | 0.0006 | -0.048 | |||||
| 0 | 0.6800 | 109.5% | 0.01 | 0.0018 | -0.008 | 120 | 27.05 | 30.50 | -1.00 | 0.0004 | -0.049 | |||||
| 0 | 1.00 | 131.8% | 0.00 | 0.0012 | -0.006 | 125 | 32.05 | 35.00 | -1.00 | 0.0001 | -0.051 | |||||
| 0 | 1.13 | 147.7% | 0.00 | 0.0008 | -0.005 | 130 | 37.05 | 40.35 | -1.00 | 0.0000 | -0.052 | |||||
| 0 | 2.13 | 183.5% | 0.00 | 0.0006 | -0.004 | 135 | 42.05 | 45.35 | -1.00 | 0.0000 | -0.053 | |||||
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 11, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.