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 ±5.1% (72.17–79.85) · ATM IV 36.3% · P/C open interest 1.28
| 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 | |
| 13.10 | 16.90 | 0.99 | 0.0043 | -0.009 | 61 | 0 | 0.9500 | 5 | 95.5% | -0.01 | 0.0043 | -0.010 | ||||
| 12.05 | 15.90 | 0.99 | 0.0051 | -0.010 | 62 | 0 | 1.15 | 10 | 94.9% | -0.01 | 0.0052 | -0.011 | ||||
| 11.05 | 14.80 | 0.98 | 0.0062 | -0.011 | 63 | 0 | 0.9500 | 5 | 110 | 84.7% | -0.02 | 0.0063 | -0.013 | |||
| 10.10 | 13.45 | 0.98 | 0.0078 | -0.013 | 64 | 0 | 0.9500 | 20 | 79.3% | -0.02 | 0.0078 | -0.015 | ||||
| 9.20 | 12.85 | 0.97 | 0.0100 | -0.016 | 65 | 0.0100 | 0.1000 | 32 | 4 | 46.7% | -0.03 | 0.0101 | -0.018 | |||
| 8.15 | 11.90 | 0.96 | 0.0131 | -0.021 | 66 | 0 | 0.9500 | 2 | 68.6% | -0.04 | 0.0132 | -0.022 | ||||
| 7.15 | 9.75 | 0.95 | 0.0172 | -0.026 | 67 | 0 | 0.5300 | 51 | 53.9% | -0.05 | 0.0174 | -0.028 | ||||
| 6.20 | 9.65 | 0.93 | 0.0224 | -0.034 | 68 | 0 | 1.15 | 26 | 61.6% | -0.07 | 0.0226 | -0.035 | ||||
| 6.05 | 8.70 | 43.4% | 0.91 | 0.0287 | -0.043 | 69 | 0 | 0.5700 | 16 | 39 | 45.2% | -0.10 | 0.0289 | -0.044 | ||
| 4.30 | 7.85 | 0.87 | 0.0359 | -0.052 | 70 | 0.1400 | 0.6200 | 4 | 117 | 43.9% | -0.13 | 0.0362 | -0.054 | |||
| 3.50 | 6.95 | 10 | 1 | 26.3% | 0.84 | 0.0438 | -0.062 | 71 | 0.0900 | 0.9500 | 58 | 18 | 43.0% | -0.17 | 0.0442 | -0.064 |
| 3.40 | 6.15 | 3 | 40.8% | 0.79 | 0.0522 | -0.072 | 72 | 0 | 1.33 | 25 | 51 | 41.3% | -0.21 | 0.0526 | -0.073 | |
| 2.67 | 5.35 | 9 | 6 | 40.2% | 0.73 | 0.0605 | -0.081 | 73 | 0.5000 | 1.35 | 18 | 33 | 41.3% | -0.27 | 0.0610 | -0.082 |
| 1.97 | 4.70 | 10 | 3 | 40.3% | 0.67 | 0.0679 | -0.088 | 74 | 0.5900 | 1.69 | 4 | 291 | 38.9% | -0.33 | 0.0686 | -0.089 |
| 2.25 | 2.87 | 65 | 127 | 37.0% | 0.60 | 0.0736 | -0.093 | 75 | 0.2800 | 3.05 | 60 | 486 | 41.6% | -0.40 | 0.0743 | -0.094 |
| 1.81 | 2.30 | 61 | 16 | 37.7% | 0.52 | 0.0766 | -0.096 | 76 | 0.7700 | 2.80 | 20 | 73 | 34.9% | -0.48 | 0.0773 | -0.096 |
| 1.51 | 1.85 | 45 | 133 | 39.2% | 0.45 | 0.0765 | -0.094 | 77 | 1.26 | 3.90 | 31 | 39.7% | -0.56 | 0.0773 | -0.095 | |
| 0 | 3.15 | 74 | 22 | 44.8% | 0.37 | 0.0734 | -0.090 | 78 | 1.88 | 4.50 | 1 | 36 | 39.5% | -0.63 | 0.0742 | -0.091 |
| 0 | 1.77 | 1 | 45 | 37.2% | 0.31 | 0.0680 | -0.083 | 79 | 2.57 | 5.20 | 9 | 39.6% | -0.70 | 0.0687 | -0.084 | |
| 0.5000 | 0.8000 | 163 | 176 | 37.4% | 0.25 | 0.0607 | -0.074 | 80 | 3.30 | 6.75 | 1 | 68 | 48.7% | -0.76 | 0.0616 | -0.075 |
| 0 | 1.67 | 4 | 39 | 47.1% | 0.19 | 0.0526 | -0.065 | 81 | 4.30 | 7.60 | 46 | 52.6% | -0.81 | 0.0535 | -0.066 | |
| 0.0500 | 0.5200 | 10 | 104 | 36.0% | 0.16 | 0.0445 | -0.057 | 82 | 5.00 | 8.40 | 9 | 11 | 51.6% | -0.85 | 0.0455 | -0.058 |
| 0.1100 | 0.4300 | 10 | 39 | 39.5% | 0.13 | 0.0374 | -0.051 | 83 | 5.90 | 9.30 | 7 | 53.6% | -0.88 | 0.0384 | -0.051 | |
| 0 | 0.8900 | 33 | 49.9% | 0.11 | 0.0315 | -0.046 | 84 | 7.25 | 10.25 | 18 | 62.4% | -0.90 | 0.0325 | -0.047 | ||
| 0 | 1.35 | 83 | 61.5% | 0.09 | 0.0268 | -0.043 | 85 | 7.75 | 11.20 | 16 | 58.5% | -0.92 | 0.0278 | -0.043 | ||
| 0 | 1.55 | 21 | 68.8% | 0.08 | 0.0230 | -0.040 | 86 | 8.75 | 12.15 | 61.7% | -0.93 | 0.0239 | -0.041 | |||
| 0 | 1.15 | 17 | 66.4% | 0.07 | 0.0200 | -0.038 | 87 | 9.30 | 13.10 | 55.1% | -0.94 | 0.0208 | -0.038 | |||
| 0 | 1.55 | 114 | 77.0% | 0.06 | 0.0175 | -0.036 | 88 | 10.45 | 14.10 | 8 | 62.2% | -0.95 | 0.0183 | -0.036 | ||
| 0 | 1.55 | 4 | 80.9% | 0.06 | 0.0155 | -0.034 | 89 | 12.20 | 15.05 | 79.5% | -0.95 | 0.0163 | -0.035 | |||
| 0 | 1.55 | 251 | 84.7% | 0.05 | 0.0138 | -0.033 | 90 | 12.25 | 16.05 | 83 | 62.3% | -0.96 | 0.0145 | -0.033 | ||
| 0 | 1.15 | 11 | 81.2% | 0.05 | 0.0123 | -0.032 | 91 | 13.20 | 16.85 | 53.8% | -0.96 | 0.0130 | -0.032 | |||
| 0 | 1.15 | 22 | 84.7% | 0.04 | 0.0111 | -0.030 | 92 | 14.25 | 18.05 | 68.5% | -0.97 | 0.0118 | -0.030 | |||
| 0 | 1.15 | 5 | 88.1% | 0.04 | 0.0101 | -0.029 | 93 | 15.45 | 19.10 | 79.0% | -0.97 | 0.0108 | -0.029 | |||
| 0 | 1.15 | 91.5% | 0.04 | 0.0092 | -0.028 | 94 | 17.20 | 20.10 | 98.6% | -0.97 | 0.0099 | -0.028 | ||||
| 0 | 1.15 | 10 | 94.7% | 0.03 | 0.0084 | -0.028 | 95 | 17.25 | 21.10 | 79.1% | -0.97 | 0.0091 | -0.027 | |||
| 0 | 0.7500 | 5 | 88.5% | 0.03 | 0.0077 | -0.027 | 96 | 18.25 | 22.10 | 82.0% | -0.98 | 0.0084 | -0.026 | |||
| 0 | 1.35 | 105.3% | 0.03 | 0.0071 | -0.026 | 97 | 19.45 | 23.10 | 91.1% | -0.98 | 0.0078 | -0.026 | ||||
| 0 | 0.7500 | 94.3% | 0.03 | 0.0066 | -0.025 | 98 | 20.30 | 24.10 | 89.3% | -0.98 | 0.0072 | -0.025 | ||||
| 0 | 1.15 | 107.2% | 0.03 | 0.0061 | -0.025 | 99 | 21.25 | 25.10 | 90.3% | -0.98 | 0.0067 | -0.024 | ||||
| 0 | 1.46 | 116.8% | 0.02 | 0.0056 | -0.024 | 100 | 22.45 | 26.10 | 99.8% | -0.98 | 0.0062 | -0.023 | ||||
| 0 | 1.35 | 117.5% | 0.02 | 0.0053 | -0.023 | 101 | 24.15 | 27.10 | 120.1% | -0.98 | 0.0058 | -0.022 | ||||
| 0 | 1.55 | 1 | 124.7% | 0.02 | 0.0049 | -0.023 | 102 | 24.25 | 28.10 | 98.3% | -0.99 | 0.0054 | -0.022 | |||
| 0 | 1.02 | 121.0% | 0.02 | 0.0041 | -0.021 | 105 | 27.25 | 31.10 | 105.9% | -0.99 | 0.0044 | -0.020 | ||||
| 0 | 1.41 | 143.8% | 0.02 | 0.0031 | -0.019 | 110 | 32.25 | 36.10 | 117.9% | -0.99 | 0.0033 | -0.017 | ||||
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 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.