WYNN option chain Wynn Resorts, Limited
Cboe delayed options data · as of 06:44 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 ±10.0% (68.39–83.63) · ATM IV 47.9% · P/C open interest 0.55
| 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 | |
| 14.25 | 17.00 | 0.95 | 0.0087 | -0.020 | 60 | 0 | 0.8000 | 3 | 64.5% | -0.05 | 0.0088 | -0.022 | ||||
| 13.30 | 17.30 | 45.8% | 0.94 | 0.0101 | -0.022 | 61 | 0 | 0.7500 | 60.0% | -0.06 | 0.0101 | -0.025 | ||||
| 12.35 | 15.90 | 0.93 | 0.0117 | -0.025 | 62 | 0 | 0.9500 | 3 | 60.1% | -0.07 | 0.0118 | -0.028 | ||||
| 11.40 | 14.15 | 0.92 | 0.0136 | -0.029 | 63 | 0 | 1.20 | 5 | 60.3% | -0.08 | 0.0136 | -0.031 | ||||
| 10.50 | 13.25 | 0.91 | 0.0156 | -0.032 | 64 | 0 | 2.22 | 1 | 69.0% | -0.09 | 0.0157 | -0.034 | ||||
| 9.60 | 13.20 | 2 | 39.2% | 0.89 | 0.0179 | -0.036 | 65 | 0 | 1.56 | 5 | 57.4% | -0.11 | 0.0180 | -0.038 | ||
| 9.35 | 12.30 | 49.4% | 0.87 | 0.0204 | -0.041 | 66 | 0 | 1.52 | 1 | 53.0% | -0.13 | 0.0205 | -0.043 | |||
| 7.85 | 11.45 | 41.1% | 0.85 | 0.0230 | -0.045 | 67 | 0.0100 | 1.15 | 1 | 45.0% | -0.15 | 0.0232 | -0.047 | |||
| 7.00 | 10.60 | 41.3% | 0.82 | 0.0257 | -0.050 | 68 | 0.0600 | 1.81 | 1 | 12 | 48.9% | -0.18 | 0.0259 | -0.051 | ||
| 6.30 | 9.80 | 42.7% | 0.80 | 0.0285 | -0.054 | 69 | 0.1800 | 2.11 | 48.7% | -0.20 | 0.0287 | -0.056 | ||||
| 5.45 | 9.00 | 1 | 41.9% | 0.77 | 0.0313 | -0.058 | 70 | 0.4100 | 2.02 | 1 | 25 | 45.6% | -0.23 | 0.0315 | -0.060 | |
| 5.35 | 8.20 | 2 | 46.5% | 0.73 | 0.0340 | -0.062 | 71 | 0.4100 | 2.86 | 1 | 47.8% | -0.27 | 0.0342 | -0.064 | ||
| 3.95 | 7.55 | 3 | 41.4% | 0.70 | 0.0365 | -0.066 | 72 | 0.6700 | 3.20 | 17 | 47.4% | -0.30 | 0.0367 | -0.067 | ||
| 3.25 | 6.85 | 27 | 40.8% | 0.66 | 0.0387 | -0.069 | 73 | 0.8500 | 3.75 | 12 | 47.4% | -0.34 | 0.0390 | -0.070 | ||
| 3.40 | 6.20 | 5 | 45.6% | 0.62 | 0.0406 | -0.071 | 74 | 1.19 | 4.00 | 6 | 45.9% | -0.38 | 0.0409 | -0.072 | ||
| 2.15 | 5.70 | 3 | 31 | 41.4% | 0.58 | 0.0420 | -0.072 | 75 | 2.41 | 3.90 | 67 | 47.3% | -0.42 | 0.0424 | -0.073 | |
| 2.31 | 5.25 | 5 | 22 | 46.1% | 0.54 | 0.0429 | -0.073 | 76 | 2.08 | 5.60 | 10 | 49.8% | -0.47 | 0.0433 | -0.074 | |
| 1.61 | 4.70 | 6 | 44.0% | 0.49 | 0.0432 | -0.073 | 77 | 2.73 | 5.45 | 8 | 46.1% | -0.51 | 0.0437 | -0.074 | ||
| 1.52 | 4.25 | 123 | 45.9% | 0.45 | 0.0430 | -0.072 | 78 | 3.30 | 6.00 | 6 | 45.9% | -0.55 | 0.0435 | -0.073 | ||
| 1.06 | 3.75 | 4 | 4 | 44.6% | 0.41 | 0.0422 | -0.071 | 79 | 3.80 | 6.55 | 44.6% | -0.60 | 0.0428 | -0.072 | ||
| 0.8300 | 3.45 | 9 | 47 | 45.6% | 0.37 | 0.0410 | -0.069 | 80 | 4.45 | 7.95 | 1 | 49.5% | -0.64 | 0.0417 | -0.069 | |
| 0.3400 | 3.20 | 2 | 1 | 44.7% | 0.33 | 0.0395 | -0.066 | 81 | 5.20 | 8.65 | 50.0% | -0.68 | 0.0402 | -0.067 | ||
| 1.16 | 2.57 | 3 | 7 | 49.9% | 0.29 | 0.0376 | -0.063 | 82 | 5.90 | 8.65 | 44.6% | -0.71 | 0.0383 | -0.063 | ||
| 0.4200 | 2.18 | 3 | 10 | 45.1% | 0.26 | 0.0354 | -0.059 | 83 | 6.65 | 9.40 | 44.2% | -0.75 | 0.0363 | -0.059 | ||
| 0.3600 | 1.43 | 5 | 10 | 41.7% | 0.23 | 0.0331 | -0.055 | 84 | 7.45 | 10.95 | 1 | 50.4% | -0.78 | 0.0340 | -0.055 | |
| 0.4600 | 1.00 | 2 | 13 | 41.5% | 0.20 | 0.0306 | -0.050 | 85 | 8.30 | 11.80 | 51.1% | -0.81 | 0.0316 | -0.051 | ||
| 0.0200 | 1.74 | 1 | 2 | 47.3% | 0.17 | 0.0281 | -0.046 | 86 | 9.60 | 12.65 | 55.5% | -0.84 | 0.0291 | -0.046 | ||
| 0.1400 | 1.64 | 4 | 50.3% | 0.15 | 0.0256 | -0.042 | 87 | 10.35 | 13.50 | 55.0% | -0.86 | 0.0266 | -0.042 | |||
| 0.0600 | 2.60 | 4 | 61.3% | 0.13 | 0.0231 | -0.038 | 88 | 10.95 | 14.45 | 53.4% | -0.88 | 0.0242 | -0.038 | |||
| 0.0100 | 1.14 | 1 | 48.8% | 0.12 | 0.0208 | -0.035 | 89 | 12.00 | 15.30 | 1 | 55.0% | -0.90 | 0.0219 | -0.035 | ||
| 0.0300 | 0.7800 | 42 | 46.6% | 0.10 | 0.0188 | -0.033 | 90 | 12.95 | 16.25 | 56.5% | -0.91 | 0.0200 | -0.033 | |||
| 0 | 0.9500 | 1 | 50.9% | 0.09 | 0.0170 | -0.031 | 91 | 13.35 | 17.20 | 50.4% | -0.92 | 0.0182 | -0.030 | |||
| 0 | 1.16 | 1 | 56.0% | 0.08 | 0.0155 | -0.029 | 92 | 14.75 | 18.20 | 2 | 58.4% | -0.93 | 0.0166 | -0.029 | ||
| 0 | 0.9500 | 1 | 59.6% | 0.06 | 0.0118 | -0.025 | 95 | 17.15 | 21.15 | 54.2% | -0.95 | 0.0128 | -0.024 | |||
| 0 | 1.15 | 1 | 72.8% | 0.04 | 0.0081 | -0.021 | 100 | 21.95 | 26.15 | 57.5% | -0.97 | 0.0089 | -0.020 | |||
| 0 | 1.55 | 88.2% | 0.03 | 0.0060 | -0.019 | 105 | 27.10 | 31.10 | 69.6% | -0.98 | 0.0071 | -0.016 | ||||
| 0 | 2.16 | 105.6% | 0.03 | 0.0046 | -0.017 | 110 | 32.10 | 36.10 | 77.6% | -0.99 | 0.0055 | -0.013 | ||||
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 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs