WYNN option chain Wynn Resorts, Limited
Cboe delayed options data · as of 22:05 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 ±8.6% (71.05–84.39) · ATM IV 49.6% · P/C open interest 0.42
| 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 | |
| 14.60 | 18.30 | 0.97 | 0.0068 | -0.019 | 61 | 0 | 2.22 | 104.1% | -0.03 | 0.0068 | -0.021 | |||||
| 13.65 | 17.35 | 0.96 | 0.0079 | -0.021 | 62 | 0 | 2.24 | 99.3% | -0.04 | 0.0079 | -0.023 | |||||
| 13.25 | 16.05 | 0.96 | 0.0092 | -0.023 | 63 | 0 | 2.27 | 23 | 94.7% | -0.04 | 0.0093 | -0.025 | ||||
| 11.70 | 15.10 | 0.95 | 0.0109 | -0.026 | 64 | 0 | 2.31 | 4 | 90.3% | -0.05 | 0.0110 | -0.028 | ||||
| 11.20 | 14.10 | 0.94 | 0.0130 | -0.030 | 65 | 0 | 1.26 | 29 | 70.1% | -0.06 | 0.0130 | -0.032 | ||||
| 9.85 | 13.20 | 0.93 | 0.0154 | -0.035 | 66 | 0 | 1.24 | 3 | 5 | 65.3% | -0.07 | 0.0155 | -0.037 | |||
| 9.50 | 12.25 | 45.5% | 0.91 | 0.0182 | -0.041 | 67 | 0 | 1.19 | 11 | 60.2% | -0.09 | 0.0183 | -0.042 | |||
| 8.60 | 11.35 | 46.1% | 0.89 | 0.0213 | -0.047 | 68 | 0 | 1.95 | 37 | 66.0% | -0.11 | 0.0214 | -0.049 | |||
| 7.15 | 10.50 | 2 | 35.6% | 0.86 | 0.0247 | -0.054 | 69 | 0 | 1.28 | 50 | 20 | 52.7% | -0.14 | 0.0248 | -0.055 | |
| 6.95 | 9.60 | 3 | 47.1% | 0.84 | 0.0282 | -0.061 | 70 | 0.6400 | 1.53 | 1 | 31 | 58.8% | -0.16 | 0.0284 | -0.062 | |
| 5.50 | 8.80 | 1 | 39.4% | 0.81 | 0.0318 | -0.068 | 71 | 0.8500 | 1.25 | 34 | 11 | 53.0% | -0.19 | 0.0320 | -0.069 | |
| 5.40 | 8.05 | 48.0% | 0.77 | 0.0354 | -0.075 | 72 | 0 | 2.66 | 8 | 53.6% | -0.23 | 0.0356 | -0.076 | |||
| 4.70 | 7.35 | 48.5% | 0.73 | 0.0388 | -0.081 | 73 | 0.2400 | 2.86 | 1 | 9 | 52.2% | -0.27 | 0.0391 | -0.082 | ||
| 4.50 | 6.70 | 1 | 93 | 52.8% | 0.69 | 0.0420 | -0.086 | 74 | 0.5600 | 3.50 | 5 | 54.7% | -0.31 | 0.0423 | -0.087 | |
| 2.64 | 6.15 | 7 | 43.3% | 0.65 | 0.0448 | -0.090 | 75 | 0.7600 | 3.75 | 76 | 52.1% | -0.35 | 0.0451 | -0.091 | ||
| 2.75 | 5.55 | 1 | 254 | 48.9% | 0.60 | 0.0470 | -0.093 | 76 | 0.8800 | 4.70 | 27 | 53.9% | -0.40 | 0.0473 | -0.094 | |
| 2.17 | 5.00 | 34 | 48.5% | 0.56 | 0.0484 | -0.095 | 77 | 1.73 | 4.40 | 12 | 50.9% | -0.45 | 0.0488 | -0.096 | ||
| 1.64 | 4.45 | 6 | 20 | 47.7% | 0.51 | 0.0491 | -0.096 | 78 | 2.35 | 4.90 | 49 | 51.6% | -0.50 | 0.0495 | -0.097 | |
| 1.16 | 4.00 | 16 | 47.3% | 0.46 | 0.0488 | -0.095 | 79 | 2.62 | 6.05 | 6 | 53.8% | -0.55 | 0.0493 | -0.096 | ||
| 0.9100 | 3.55 | 8 | 136 | 47.9% | 0.41 | 0.0478 | -0.093 | 80 | 3.25 | 6.60 | 8 | 53.6% | -0.59 | 0.0483 | -0.094 | |
| 0.4000 | 2.00 | 1 | 19 | 36.8% | 0.37 | 0.0461 | -0.091 | 81 | 3.90 | 7.20 | 6 | 53.3% | -0.64 | 0.0466 | -0.091 | |
| 0.9400 | 1.66 | 3 | 37 | 43.2% | 0.32 | 0.0439 | -0.087 | 82 | 4.55 | 7.95 | 2 | 53.6% | -0.68 | 0.0445 | -0.087 | |
| 0.3800 | 2.49 | 3 | 31 | 50.0% | 0.28 | 0.0413 | -0.082 | 83 | 5.35 | 8.70 | 54.5% | -0.72 | 0.0419 | -0.082 | ||
| 0.1600 | 1.92 | 8 | 47.0% | 0.25 | 0.0385 | -0.076 | 84 | 6.15 | 9.50 | 55.4% | -0.76 | 0.0391 | -0.077 | |||
| 0.2600 | 1.00 | 109 | 161 | 42.1% | 0.21 | 0.0355 | -0.070 | 85 | 6.55 | 9.75 | 1 | 46.1% | -0.79 | 0.0361 | -0.070 | |
| 0.2600 | 1.12 | 103 | 35 | 47.0% | 0.18 | 0.0323 | -0.063 | 86 | 8.05 | 11.20 | 59.7% | -0.83 | 0.0330 | -0.063 | ||
| 0.1000 | 1.05 | 1 | 12 | 47.5% | 0.15 | 0.0290 | -0.056 | 87 | 8.95 | 12.00 | 60.4% | -0.85 | 0.0298 | -0.056 | ||
| 0 | 2.43 | 3 | 3 | 65.5% | 0.13 | 0.0259 | -0.050 | 88 | 9.85 | 12.90 | 61.8% | -0.88 | 0.0266 | -0.050 | ||
| 0 | 2.37 | 2 | 10 | 68.3% | 0.11 | 0.0229 | -0.044 | 89 | 10.55 | 13.85 | 3 | 61.1% | -0.90 | 0.0238 | -0.045 | |
| 0 | 2.33 | 2 | 21 | 71.3% | 0.10 | 0.0202 | -0.040 | 90 | 11.50 | 14.80 | 63.0% | -0.91 | 0.0211 | -0.040 | ||
| 0.1000 | 0.4400 | 2 | 46.4% | 0.08 | 0.0179 | -0.036 | 91 | 12.05 | 15.70 | 58.2% | -0.93 | 0.0188 | -0.037 | |||
| 0 | 2.27 | 77.0% | 0.07 | 0.0160 | -0.034 | 92 | 14.05 | 16.65 | 74.3% | -0.94 | 0.0169 | -0.034 | ||||
| 0 | 2.24 | 2 | 79.8% | 0.06 | 0.0143 | -0.031 | 93 | 15.00 | 17.70 | 77.3% | -0.95 | 0.0152 | -0.032 | |||
| 0 | 0.2500 | 11 | 51.0% | 0.05 | 0.0116 | -0.028 | 95 | 16.00 | 19.65 | 2 | 67.3% | -0.96 | 0.0123 | -0.028 | ||
| 0 | 0.1800 | 10 | 58.1% | 0.04 | 0.0074 | -0.022 | 100 | 21.50 | 24.65 | 88.7% | -0.98 | 0.0084 | -0.022 | |||
| 0 | 1.15 | 94.8% | 0.03 | 0.0052 | -0.019 | 105 | 26.75 | 29.65 | 105.0% | -0.98 | 0.0059 | -0.018 | ||||
| 0 | 1.55 | 112.9% | 0.02 | 0.0039 | -0.017 | 110 | 31.80 | 34.60 | 116.3% | -0.99 | 0.0043 | -0.015 | ||||
| 0 | 0.7500 | 105.8% | 0.02 | 0.0030 | -0.015 | 115 | 35.85 | 39.55 | 104.2% | -0.99 | 0.0031 | -0.012 | ||||
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 — Nov 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs