WYNN option chain Wynn Resorts, Limited
Cboe delayed options data · as of 12:39 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% (83.92–99.84) · ATM IV 31.1% · P/C open interest 1.04
| 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 | |
| 35.00 | 38.95 | 68.2% | 0.99 | 0.0011 | 0.000 | 55 | 0 | 2.13 | 109.3% | -0.01 | 0.0011 | -0.005 | ||||
| 30.25 | 34.00 | 66.5% | 0.99 | 0.0016 | -0.000 | 60 | 0 | 0.0800 | 2 | 52.3% | -0.01 | 0.0016 | -0.006 | |||
| 25.60 | 29.05 | 62.5% | 0.99 | 0.0025 | -0.002 | 65 | 0 | 0.1100 | 51 | 45.2% | -0.02 | 0.0025 | -0.006 | |||
| 20.55 | 24.10 | 3 | 50.5% | 0.98 | 0.0042 | -0.004 | 70 | 0 | 0.4000 | 1 | 98 | 45.1% | -0.02 | 0.0042 | -0.008 | |
| 15.35 | 19.30 | 39.2% | 0.96 | 0.0080 | -0.009 | 75 | 0 | 0.4900 | 2 | 124 | 36.9% | -0.04 | 0.0081 | -0.011 | ||
| 11.15 | 14.40 | 13 | 11 | 36.8% | 0.90 | 0.0167 | -0.018 | 80 | 0 | 0.9600 | 26 | 268 | 32.3% | -0.10 | 0.0169 | -0.021 |
| 6.85 | 10.20 | 33.3% | 0.78 | 0.0291 | -0.032 | 85 | 1.18 | 1.38 | 378 | 903 | 31.1% | -0.22 | 0.0296 | -0.034 | ||
| 4.75 | 8.65 | 1 | 4 | 32.4% | 0.70 | 0.0350 | -0.038 | 87.5 | 0.6400 | 3.65 | 14 | 336 | 32.3% | -0.30 | 0.0357 | -0.040 |
| 4.40 | 5.95 | 4 | 56 | 32.3% | 0.61 | 0.0394 | -0.042 | 90 | 2.65 | 4.25 | 28 | 226 | 34.9% | -0.40 | 0.0403 | -0.043 |
| 1.93 | 5.50 | 1 | 27 | 30.8% | 0.51 | 0.0414 | -0.043 | 92.5 | 2.74 | 5.75 | 63 | 198 | 31.3% | -0.50 | 0.0426 | -0.044 |
| 1.32 | 4.50 | 56 | 294 | 32.6% | 0.40 | 0.0404 | -0.042 | 95 | 3.85 | 7.45 | 17 | 584 | 30.7% | -0.61 | 0.0420 | -0.043 |
| 0.4000 | 3.50 | 14 | 119 | 31.3% | 0.31 | 0.0369 | -0.038 | 97.5 | 6.05 | 8.05 | 133 | 27.7% | -0.71 | 0.0389 | -0.039 | |
| 0.0400 | 1.65 | 4 | 708 | 26.0% | 0.23 | 0.0318 | -0.033 | 100 | 7.30 | 10.75 | 2 | 359 | 27.4% | -0.79 | 0.0340 | -0.034 |
| 0.3000 | 0.7100 | 78 | 216 | 30.0% | 0.13 | 0.0207 | -0.023 | 105 | 11.75 | 15.30 | 207 | 27.0% | -0.91 | 0.0233 | -0.023 | |
| 0.1900 | 0.4100 | 423 | 33.1% | 0.08 | 0.0131 | -0.017 | 110 | 16.40 | 20.10 | 4 | 317 | -0.96 | 0.0182 | -0.021 | ||
| 0.0300 | 0.4900 | 568 | 38.1% | 0.05 | 0.0087 | -0.014 | 115 | 21.35 | 25.20 | -0.99 | 0.0090 | -0.021 | ||||
| 0.0400 | 0.4300 | 617 | 43.0% | 0.04 | 0.0061 | -0.011 | 120 | 26.35 | 30.20 | 1 | -1.00 | 0.0031 | -0.018 | |||
| 0 | 0.4900 | 516 | 48.5% | 0.03 | 0.0046 | -0.010 | 125 | 31.35 | 35.25 | -1.00 | 0.0002 | -0.018 | ||||
| 0 | 0.5800 | 29 | 55.0% | 0.02 | 0.0035 | -0.009 | 130 | 36.35 | 40.25 | -1.00 | 0.0000 | -0.018 | ||||
| 0 | 0.5800 | 1 | 59.8% | 0.02 | 0.0028 | -0.008 | 135 | 41.35 | 45.25 | -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 — Oct 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs