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 ±20.7% (60.18–91.68) · ATM IV 40.6% · P/C open interest 0.64
| 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 | |
| 29.50 | 33.50 | 48.4% | 0.96 | 0.0034 | -0.005 | 45 | 0 | 0.7300 | 49.3% | -0.04 | 0.0035 | -0.007 | ||||
| 27.25 | 31.25 | 5 | 49.1% | 0.95 | 0.0043 | -0.007 | 47.5 | 0.2000 | 0.8800 | 408 | 49.0% | -0.05 | 0.0044 | -0.009 | ||
| 24.95 | 28.95 | 3 | 47.6% | 0.94 | 0.0054 | -0.009 | 50 | 0.1100 | 1.00 | 2 | 94 | 44.9% | -0.07 | 0.0055 | -0.010 | |
| 20.90 | 24.50 | 2 | 47.3% | 0.90 | 0.0080 | -0.012 | 55 | 0.6200 | 1.87 | 2 | 65 | 45.7% | -0.11 | 0.0081 | -0.014 | |
| 17.10 | 20.50 | 12 | 46.9% | 0.84 | 0.0112 | -0.017 | 60 | 1.60 | 2.95 | 2 | 58 | 45.8% | -0.16 | 0.0113 | -0.018 | |
| 13.25 | 16.75 | 2 | 44.4% | 0.77 | 0.0144 | -0.021 | 65 | 2.97 | 4.00 | 5 | 191 | 44.1% | -0.24 | 0.0146 | -0.021 | |
| 11.60 | 14.50 | 42.1% | 0.73 | 0.0159 | -0.022 | 67.5 | 2.99 | 4.80 | 2 | 41.2% | -0.28 | 0.0162 | -0.023 | |||
| 9.65 | 13.30 | 17 | 41.6% | 0.68 | 0.0173 | -0.023 | 70 | 3.85 | 6.25 | 3 | 656 | 42.3% | -0.32 | 0.0176 | -0.024 | |
| 8.20 | 11.90 | 16 | 41.2% | 0.64 | 0.0184 | -0.024 | 72.5 | 4.30 | 7.90 | 36 | 41.9% | -0.37 | 0.0189 | -0.025 | ||
| 7.40 | 9.55 | 1 | 164 | 39.5% | 0.59 | 0.0193 | -0.025 | 75 | 5.50 | 9.05 | 3,994 | 41.6% | -0.42 | 0.0199 | -0.026 | |
| 7.20 | 8.05 | 104 | 40.9% | 0.54 | 0.0199 | -0.025 | 77.5 | 7.20 | 9.15 | 146 | 39.2% | -0.47 | 0.0206 | -0.026 | ||
| 5.60 | 7.35 | 2 | 1,815 | 40.2% | 0.49 | 0.0201 | -0.025 | 80 | 8.45 | 11.50 | 83 | 40.9% | -0.52 | 0.0210 | -0.026 | |
| 4.20 | 7.05 | 2 | 88 | 40.4% | 0.44 | 0.0200 | -0.025 | 82.5 | 10.00 | 13.00 | 48 | 40.6% | -0.57 | 0.0211 | -0.026 | |
| 3.50 | 6.60 | 28 | 2,440 | 41.5% | 0.40 | 0.0196 | -0.024 | 85 | 12.80 | 14.50 | 71 | 42.9% | -0.62 | 0.0209 | -0.026 | |
| 2.99 | 5.20 | 108 | 40.1% | 0.36 | 0.0190 | -0.024 | 87.5 | 13.60 | 16.25 | 88 | 40.1% | -0.67 | 0.0204 | -0.025 | ||
| 2.37 | 4.35 | 1,013 | 39.3% | 0.32 | 0.0182 | -0.022 | 90 | 14.85 | 18.70 | 81 | 39.7% | -0.71 | 0.0197 | -0.024 | ||
| 1.73 | 4.05 | 152 | 39.6% | 0.28 | 0.0172 | -0.021 | 92.5 | 17.10 | 20.20 | 43 | 38.9% | -0.75 | 0.0188 | -0.022 | ||
| 1.94 | 3.10 | 2 | 108 | 40.1% | 0.25 | 0.0161 | -0.020 | 95 | 18.90 | 22.60 | 7 | 500 | 39.0% | -0.79 | 0.0177 | -0.021 |
| 1.12 | 3.30 | 68 | 40.7% | 0.22 | 0.0150 | -0.018 | 97.5 | 21.05 | 24.95 | 263 | 39.7% | -0.82 | 0.0164 | -0.019 | ||
| 1.09 | 2.24 | 30 | 419 | 39.1% | 0.19 | 0.0138 | -0.017 | 100 | 23.30 | 27.25 | 542 | 40.3% | -0.85 | 0.0151 | -0.018 | |
| 0 | 3.00 | 252 | 42.2% | 0.15 | 0.0116 | -0.015 | 105 | 27.80 | 31.50 | 169 | 37.9% | -0.89 | 0.0128 | -0.015 | ||
| 0.5500 | 1.44 | 5 | 3,473 | 41.3% | 0.12 | 0.0096 | -0.013 | 110 | 32.60 | 36.55 | 122 | 40.7% | -0.93 | 0.0112 | -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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs