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 ±11.1% (67.59–84.43) · ATM IV 42.5% · P/C open interest 0.74
| 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 | |
| 14.40 | 18.35 | 46.9% | 0.94 | 0.0098 | -0.018 | 60 | 0.1300 | 1.02 | 1 | 1 | 56.4% | -0.06 | 0.0101 | -0.020 | ||
| 13.45 | 17.10 | 39.4% | 0.93 | 0.0112 | -0.020 | 61 | 0 | 1.51 | 1 | 57.6% | -0.07 | 0.0115 | -0.022 | |||
| 12.55 | 16.15 | 40.3% | 0.92 | 0.0129 | -0.022 | 62 | 0 | 1.36 | 1 | 52.8% | -0.09 | 0.0131 | -0.024 | |||
| 11.60 | 15.20 | 1 | 39.6% | 0.91 | 0.0146 | -0.025 | 63 | 0.1500 | 1.84 | 16 | 56.1% | -0.10 | 0.0149 | -0.026 | ||
| 10.75 | 14.30 | 40.6% | 0.89 | 0.0166 | -0.027 | 64 | 0.0100 | 1.39 | 12 | 47.1% | -0.12 | 0.0168 | -0.029 | |||
| 10.50 | 13.45 | 2 | 47.6% | 0.87 | 0.0187 | -0.030 | 65 | 0.4100 | 1.51 | 2 | 13 | 48.9% | -0.13 | 0.0188 | -0.032 | |
| 9.00 | 12.00 | 34.3% | 0.85 | 0.0209 | -0.033 | 66 | 0.2500 | 1.66 | 1 | 1 | 45.6% | -0.15 | 0.0210 | -0.034 | ||
| 8.70 | 11.80 | 45.7% | 0.83 | 0.0231 | -0.036 | 67 | 0.4700 | 1.85 | 1 | 45.6% | -0.18 | 0.0232 | -0.037 | |||
| 7.35 | 10.95 | 40.7% | 0.80 | 0.0254 | -0.039 | 68 | 0.6400 | 2.12 | 3 | 45.4% | -0.20 | 0.0254 | -0.040 | |||
| 6.60 | 9.50 | 35.8% | 0.78 | 0.0277 | -0.042 | 69 | 0.6200 | 2.00 | 6 | 40.9% | -0.23 | 0.0277 | -0.043 | |||
| 5.80 | 9.40 | 2 | 40.1% | 0.75 | 0.0299 | -0.045 | 70 | 0.5200 | 3.15 | 1 | 44.1% | -0.26 | 0.0298 | -0.045 | ||
| 5.80 | 8.65 | 4 | 44.0% | 0.71 | 0.0320 | -0.047 | 71 | 0.9300 | 3.40 | 2 | 44.2% | -0.29 | 0.0319 | -0.048 | ||
| 5.10 | 7.95 | 5 | 43.4% | 0.68 | 0.0338 | -0.049 | 72 | 1.36 | 3.65 | 6 | 43.9% | -0.32 | 0.0338 | -0.050 | ||
| 3.80 | 7.30 | 3 | 39.3% | 0.65 | 0.0355 | -0.051 | 73 | 1.36 | 4.20 | 4 | 42.6% | -0.36 | 0.0354 | -0.051 | ||
| 3.90 | 6.70 | 8 | 42.8% | 0.61 | 0.0368 | -0.052 | 74 | 1.94 | 4.60 | 7 | 43.2% | -0.40 | 0.0367 | -0.052 | ||
| 4.40 | 4.80 | 60 | 64 | 41.1% | 0.57 | 0.0378 | -0.053 | 75 | 2.20 | 5.10 | 57 | 42.3% | -0.43 | 0.0377 | -0.053 | |
| 2.80 | 5.70 | 8 | 42.6% | 0.53 | 0.0384 | -0.054 | 76 | 2.79 | 5.55 | 8 | 42.5% | -0.47 | 0.0384 | -0.053 | ||
| 2.31 | 5.20 | 8 | 42.2% | 0.49 | 0.0386 | -0.053 | 77 | 3.20 | 6.75 | 45.1% | -0.51 | 0.0386 | -0.053 | |||
| 1.89 | 4.75 | 2 | 42.1% | 0.46 | 0.0385 | -0.053 | 78 | 3.75 | 6.70 | 1 | 41.7% | -0.55 | 0.0385 | -0.053 | ||
| 1.45 | 4.35 | 5 | 41.7% | 0.42 | 0.0380 | -0.052 | 79 | 4.35 | 7.30 | 41.6% | -0.59 | 0.0380 | -0.052 | |||
| 1.17 | 3.90 | 9 | 41.5% | 0.38 | 0.0371 | -0.051 | 80 | 5.00 | 6.80 | 4 | 35.3% | -0.62 | 0.0371 | -0.050 | ||
| 0.7900 | 3.65 | 3 | 41.5% | 0.35 | 0.0359 | -0.049 | 81 | 5.70 | 9.20 | 4 | 44.7% | -0.66 | 0.0359 | -0.049 | ||
| 0.4900 | 3.50 | 2 | 42.1% | 0.32 | 0.0345 | -0.047 | 82 | 6.40 | 9.25 | 40.9% | -0.69 | 0.0345 | -0.047 | |||
| 0.2600 | 3.15 | 2 | 41.7% | 0.29 | 0.0329 | -0.045 | 83 | 7.15 | 10.65 | 44.8% | -0.72 | 0.0329 | -0.044 | |||
| 0.8400 | 2.30 | 1 | 1 | 42.9% | 0.26 | 0.0312 | -0.043 | 84 | 7.85 | 11.45 | 44.6% | -0.75 | 0.0311 | -0.042 | ||
| 0.3200 | 2.20 | 1 | 9 | 41.5% | 0.23 | 0.0293 | -0.041 | 85 | 8.70 | 11.55 | 40.4% | -0.77 | 0.0292 | -0.040 | ||
| 0 | 2.30 | 1 | 1 | 42.4% | 0.21 | 0.0274 | -0.038 | 86 | 9.45 | 13.05 | 44.7% | -0.80 | 0.0273 | -0.037 | ||
| 0.0500 | 2.14 | 1 | 44.0% | 0.19 | 0.0255 | -0.036 | 87 | 10.10 | 13.90 | 43.5% | -0.82 | 0.0254 | -0.035 | |||
| 0 | 1.00 | 6 | 40.0% | 0.14 | 0.0201 | -0.030 | 90 | 12.70 | 16.55 | 1 | 43.7% | -0.87 | 0.0200 | -0.029 | ||
| 0 | 1.15 | 50.6% | 0.09 | 0.0136 | -0.024 | 95 | 17.65 | 21.30 | 50.0% | -0.92 | 0.0135 | -0.021 | ||||
| 0 | 0.3800 | 50 | 46.7% | 0.06 | 0.0096 | -0.019 | 100 | 22.25 | 26.15 | 1 | 50.1% | -0.94 | 0.0098 | -0.017 | ||
| 0 | 1.15 | 66.3% | 0.05 | 0.0071 | -0.017 | 105 | 27.25 | 31.15 | 57.6% | -0.96 | 0.0078 | -0.016 | ||||
| 0 | 0.7700 | 67.4% | 0.04 | 0.0055 | -0.015 | 110 | 31.95 | 36.15 | 55.2% | -0.97 | 0.0067 | -0.015 | ||||
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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs