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 ±9.2% (82.68–99.39) · ATM IV 30.8% · P/C open interest —
| 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 | |
| 10.45 | 14.45 | 35.2% | 0.88 | 0.0181 | -0.016 | 80 | 0 | 2.83 | 42.1% | -0.13 | 0.0184 | -0.023 | ||||
| 9.60 | 13.65 | 35.1% | 0.85 | 0.0202 | -0.019 | 81 | 0 | 2.95 | 40.3% | -0.15 | 0.0205 | -0.025 | ||||
| 8.45 | 12.80 | 32.7% | 0.83 | 0.0223 | -0.021 | 82 | 0 | 3.10 | 38.6% | -0.17 | 0.0227 | -0.028 | ||||
| 7.70 | 11.95 | 32.5% | 0.81 | 0.0245 | -0.024 | 83 | 0 | 3.30 | 37.0% | -0.20 | 0.0249 | -0.030 | ||||
| 6.90 | 11.15 | 32.1% | 0.78 | 0.0266 | -0.027 | 84 | 0 | 3.50 | 35.4% | -0.22 | 0.0270 | -0.032 | ||||
| 6.20 | 10.40 | 32.1% | 0.75 | 0.0286 | -0.029 | 85 | 0 | 3.70 | 33.6% | -0.25 | 0.0292 | -0.034 | ||||
| 5.40 | 9.70 | 31.6% | 0.72 | 0.0306 | -0.032 | 86 | 0.0200 | 3.95 | 32.1% | -0.28 | 0.0312 | -0.036 | ||||
| 4.75 | 8.95 | 31.3% | 0.69 | 0.0324 | -0.034 | 87 | 0.1700 | 4.25 | 31.2% | -0.31 | 0.0331 | -0.037 | ||||
| 4.10 | 8.30 | 31.2% | 0.66 | 0.0340 | -0.036 | 88 | 0.3700 | 4.60 | 30.4% | -0.35 | 0.0348 | -0.039 | ||||
| 3.45 | 7.65 | 30.7% | 0.62 | 0.0354 | -0.037 | 89 | 0.7600 | 4.95 | 30.1% | -0.38 | 0.0362 | -0.040 | ||||
| 3.00 | 7.10 | 31.2% | 0.59 | 0.0365 | -0.038 | 90 | 1.19 | 5.35 | 29.9% | -0.42 | 0.0374 | -0.040 | ||||
| 2.50 | 6.60 | 31.3% | 0.55 | 0.0373 | -0.039 | 91 | 1.76 | 5.85 | 30.3% | -0.46 | 0.0383 | -0.041 | ||||
| 2.00 | 6.10 | 31.2% | 0.51 | 0.0377 | -0.040 | 92 | 2.23 | 6.35 | 30.1% | -0.50 | 0.0388 | -0.041 | ||||
| 1.55 | 5.60 | 31.0% | 0.47 | 0.0377 | -0.040 | 93 | 2.79 | 6.90 | 30.0% | -0.54 | 0.0390 | -0.040 | ||||
| 1.14 | 5.20 | 31.0% | 0.44 | 0.0374 | -0.039 | 94 | 3.35 | 7.65 | 30.4% | -0.57 | 0.0388 | -0.039 | ||||
| 0.7600 | 4.95 | 31.4% | 0.40 | 0.0368 | -0.039 | 95 | 4.00 | 8.30 | 30.5% | -0.61 | 0.0382 | -0.038 | ||||
| 0.4200 | 4.65 | 31.6% | 0.37 | 0.0358 | -0.038 | 96 | 4.70 | 8.95 | 30.6% | -0.65 | 0.0374 | -0.037 | ||||
| 0.2100 | 4.35 | 32.0% | 0.33 | 0.0346 | -0.037 | 97 | 5.40 | 9.65 | 30.5% | -0.68 | 0.0363 | -0.035 | ||||
| 0.0200 | 4.10 | 32.5% | 0.30 | 0.0332 | -0.035 | 98 | 6.15 | 10.40 | 30.6% | -0.72 | 0.0350 | -0.033 | ||||
| 0 | 3.85 | 33.5% | 0.27 | 0.0316 | -0.034 | 99 | 6.90 | 11.15 | 30.4% | -0.75 | 0.0336 | -0.031 | ||||
| 0 | 3.65 | 34.7% | 0.24 | 0.0298 | -0.032 | 100 | 7.70 | 12.00 | 30.7% | -0.78 | 0.0319 | -0.029 | ||||
| 0 | 3.45 | 35.8% | 0.22 | 0.0280 | -0.030 | 101 | 8.55 | 12.70 | 30.2% | -0.81 | 0.0302 | -0.027 | ||||
| 0 | 3.25 | 36.8% | 0.19 | 0.0261 | -0.028 | 102 | 9.40 | 13.65 | 30.8% | -0.83 | 0.0284 | -0.024 | ||||
| 0 | 3.10 | 37.9% | 0.17 | 0.0242 | -0.026 | 103 | 10.40 | 14.50 | 31.5% | -0.85 | 0.0266 | -0.022 | ||||
| 0 | 2.98 | 39.1% | 0.15 | 0.0223 | -0.024 | 104 | 11.30 | 15.40 | 31.7% | -0.88 | 0.0246 | -0.019 | ||||
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 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs