WYNN option chain Wynn Resorts, Limited
Cboe delayed options data · as of 12:42 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 ±14.1% (65.23–86.63) · ATM IV 42.8% · P/C open interest 0.34
| 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 | |
| 33.70 | 37.75 | 5 | 1.00 | 0.0006 | -0.002 | 40 | 0 | 1.87 | 631 | 111.2% | -0.00 | 0.0007 | -0.002 | |||
| 31.20 | 35.30 | 49.9% | 0.99 | 0.0009 | -0.002 | 42.5 | 0 | 0.5400 | 93 | 78.4% | -0.01 | 0.0010 | -0.003 | |||
| 29.05 | 32.80 | 67.5% | 0.99 | 0.0014 | -0.003 | 45 | 0 | 0.3600 | 112 | 66.7% | -0.01 | 0.0015 | -0.004 | |||
| 26.30 | 30.45 | 57.2% | 0.99 | 0.0021 | -0.005 | 47.5 | 0 | 0.5300 | 30 | 59 | 65.0% | -0.01 | 0.0022 | -0.005 | ||
| 24.05 | 27.90 | 72 | 56.7% | 0.98 | 0.0031 | -0.006 | 50 | 0 | 0.4200 | 30 | 92 | 56.4% | -0.02 | 0.0031 | -0.006 | |
| 19.15 | 23.15 | 50.5% | 0.96 | 0.0062 | -0.011 | 55 | 0 | 0.7900 | 5 | 323 | 51.5% | -0.05 | 0.0062 | -0.011 | ||
| 14.60 | 18.45 | 14 | 46.5% | 0.91 | 0.0114 | -0.018 | 60 | 0.6000 | 0.7500 | 481 | 1,052 | 46.1% | -0.09 | 0.0115 | -0.018 | |
| 12.85 | 16.20 | 47.9% | 0.87 | 0.0149 | -0.023 | 62.5 | 0.3000 | 1.20 | 1 | 311 | 41.3% | -0.13 | 0.0150 | -0.023 | ||
| 10.30 | 14.05 | 26 | 42.9% | 0.83 | 0.0186 | -0.028 | 65 | 1.20 | 1.50 | 15 | 626 | 43.3% | -0.17 | 0.0188 | -0.028 | |
| 8.45 | 12.15 | 11 | 42.7% | 0.77 | 0.0223 | -0.032 | 67.5 | 1.04 | 2.97 | 1 | 71 | 43.6% | -0.23 | 0.0226 | -0.033 | |
| 7.20 | 9.95 | 85 | 42.4% | 0.71 | 0.0257 | -0.036 | 70 | 2.22 | 3.80 | 57 | 1,292 | 45.4% | -0.29 | 0.0261 | -0.037 | |
| 5.70 | 8.90 | 60 | 44.4% | 0.64 | 0.0284 | -0.039 | 72.5 | 2.85 | 5.40 | 1 | 351 | 46.2% | -0.37 | 0.0288 | -0.040 | |
| 4.25 | 7.00 | 7 | 107 | 41.4% | 0.56 | 0.0301 | -0.041 | 75 | 4.10 | 6.05 | 16 | 2,055 | 44.2% | -0.44 | 0.0307 | -0.042 |
| 2.81 | 6.05 | 7 | 141 | 40.9% | 0.49 | 0.0308 | -0.041 | 77.5 | 4.20 | 7.85 | 591 | 40.9% | -0.52 | 0.0314 | -0.042 | |
| 1.78 | 5.00 | 34 | 1,433 | 40.2% | 0.41 | 0.0304 | -0.040 | 80 | 5.80 | 8.80 | 429 | 38.6% | -0.60 | 0.0310 | -0.040 | |
| 1.44 | 3.80 | 1 | 378 | 40.2% | 0.34 | 0.0289 | -0.037 | 82.5 | 7.40 | 11.05 | 179 | 40.2% | -0.67 | 0.0295 | -0.038 | |
| 0.6800 | 3.30 | 1,854 | 40.2% | 0.28 | 0.0266 | -0.034 | 85 | 9.30 | 12.80 | 1 | 2,425 | 39.7% | -0.73 | 0.0271 | -0.034 | |
| 0.3500 | 2.16 | 20 | 267 | 37.6% | 0.22 | 0.0237 | -0.030 | 87.5 | 11.05 | 14.95 | 194 | 38.9% | -0.79 | 0.0241 | -0.030 | |
| 0.8600 | 1.34 | 11 | 5,851 | 40.1% | 0.18 | 0.0206 | -0.026 | 90 | 14.30 | 17.05 | 1 | 344 | 45.5% | -0.84 | 0.0208 | -0.026 |
| 0 | 1.70 | 8,619 | 40.8% | 0.14 | 0.0175 | -0.022 | 92.5 | 16.50 | 19.40 | 1 | 150 | 47.0% | -0.87 | 0.0176 | -0.022 | |
| 0 | 0.8500 | 14 | 518 | 37.1% | 0.11 | 0.0146 | -0.019 | 95 | 17.70 | 21.60 | 391 | 37.9% | -0.90 | 0.0149 | -0.019 | |
| 0.2500 | 0.8600 | 1 | 165 | 42.9% | 0.09 | 0.0121 | -0.016 | 97.5 | 20.15 | 23.80 | 1,734 | 35.6% | -0.93 | 0.0130 | -0.017 | |
| 0.0100 | 0.4500 | 1 | 1,778 | 38.2% | 0.07 | 0.0100 | -0.013 | 100 | 22.55 | 26.30 | 567 | 34.2% | -0.95 | 0.0113 | -0.015 | |
| 0 | 0.4800 | 3 | 984 | 43.8% | 0.04 | 0.0068 | -0.010 | 105 | 27.35 | 31.20 | 164 | -0.98 | 0.0076 | -0.012 | ||
| 0 | 0.2000 | 828 | 42.3% | 0.03 | 0.0047 | -0.007 | 110 | 33.00 | 35.80 | -0.99 | 0.0036 | -0.005 | ||||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs