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 ±20.9% (61.42–93.82) · ATM IV 41.2% · P/C open interest 0.53
| 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 | |
| 31.20 | 33.95 | 0.97 | 0.0028 | 0.000 | 45 | 0 | 0.7000 | 51.1% | -0.03 | 0.0029 | -0.006 | |||||
| 28.85 | 31.60 | 5 | 0.96 | 0.0036 | 0.000 | 47.5 | 0.1200 | 1.04 | 1 | 408 | 52.1% | -0.04 | 0.0037 | -0.007 | ||
| 26.55 | 29.25 | 77 | 0.95 | 0.0046 | -0.002 | 50 | 0.1400 | 1.00 | 95 | 47.5% | -0.06 | 0.0047 | -0.009 | |||
| 22.10 | 25.45 | 2 | 41.7% | 0.91 | 0.0071 | -0.006 | 55 | 0.6700 | 1.74 | 65 | 47.9% | -0.09 | 0.0072 | -0.012 | ||
| 17.90 | 21.70 | 12 | 43.6% | 0.86 | 0.0101 | -0.011 | 60 | 1.29 | 2.44 | 3 | 57 | 45.1% | -0.14 | 0.0102 | -0.016 | |
| 14.25 | 17.15 | 2 | 40.6% | 0.79 | 0.0133 | -0.017 | 65 | 2.71 | 3.85 | 10 | 203 | 46.0% | -0.21 | 0.0134 | -0.020 | |
| 12.35 | 15.85 | 1 | 41.4% | 0.75 | 0.0148 | -0.019 | 67.5 | 3.35 | 3.90 | 2 | 42.9% | -0.25 | 0.0150 | -0.022 | ||
| 10.70 | 14.35 | 27 | 41.4% | 0.71 | 0.0162 | -0.021 | 70 | 3.95 | 5.35 | 8 | 653 | 43.6% | -0.29 | 0.0164 | -0.023 | |
| 9.05 | 12.85 | 31 | 40.4% | 0.67 | 0.0174 | -0.022 | 72.5 | 4.50 | 6.80 | 36 | 43.4% | -0.34 | 0.0177 | -0.024 | ||
| 7.85 | 11.00 | 6 | 118 | 39.6% | 0.62 | 0.0184 | -0.024 | 75 | 5.35 | 7.85 | 3,994 | 42.2% | -0.39 | 0.0188 | -0.025 | |
| 6.40 | 10.15 | 104 | 39.8% | 0.57 | 0.0192 | -0.025 | 77.5 | 6.50 | 9.35 | 1 | 146 | 42.5% | -0.43 | 0.0197 | -0.025 | |
| 6.40 | 7.50 | 1,831 | 38.7% | 0.52 | 0.0196 | -0.025 | 80 | 7.70 | 10.50 | 1 | 83 | 41.4% | -0.48 | 0.0202 | -0.025 | |
| 4.95 | 7.40 | 7 | 101 | 39.8% | 0.48 | 0.0197 | -0.025 | 82.5 | 9.25 | 12.50 | 6 | 48 | 43.1% | -0.53 | 0.0205 | -0.025 |
| 5.00 | 6.10 | 16 | 2,517 | 41.0% | 0.43 | 0.0196 | -0.025 | 85 | 10.80 | 14.10 | 71 | 42.9% | -0.58 | 0.0205 | -0.024 | |
| 4.15 | 5.85 | 1 | 108 | 42.1% | 0.39 | 0.0191 | -0.024 | 87.5 | 12.35 | 15.75 | 88 | 42.0% | -0.63 | 0.0202 | -0.023 | |
| 2.56 | 5.15 | 1,013 | 39.6% | 0.34 | 0.0185 | -0.023 | 90 | 14.45 | 17.55 | 81 | 42.7% | -0.67 | 0.0198 | -0.022 | ||
| 1.89 | 4.70 | 152 | 39.6% | 0.31 | 0.0176 | -0.022 | 92.5 | 16.00 | 19.45 | 43 | 41.7% | -0.71 | 0.0191 | -0.021 | ||
| 1.77 | 3.80 | 2,615 | 39.6% | 0.27 | 0.0167 | -0.021 | 95 | 18.45 | 21.50 | 507 | 43.4% | -0.75 | 0.0182 | -0.019 | ||
| 1.68 | 3.05 | 1 | 68 | 39.7% | 0.24 | 0.0156 | -0.020 | 97.5 | 20.10 | 22.95 | 263 | 40.0% | -0.79 | 0.0171 | -0.017 | |
| 1.60 | 2.43 | 419 | 39.8% | 0.21 | 0.0144 | -0.018 | 100 | 22.85 | 25.70 | 542 | 44.5% | -0.82 | 0.0159 | -0.015 | ||
| 0.8600 | 2.10 | 1 | 252 | 40.3% | 0.16 | 0.0122 | -0.016 | 105 | 27.25 | 29.65 | 169 | 43.0% | -0.87 | 0.0133 | -0.010 | |
| 0.5300 | 1.10 | 3,446 | 37.8% | 0.12 | 0.0101 | -0.013 | 110 | 31.50 | 34.75 | 122 | 44.2% | -0.91 | 0.0108 | -0.006 | ||
| 0.1100 | 1.42 | 221 | 40.8% | 0.10 | 0.0083 | -0.011 | 115 | 36.85 | 38.95 | 45.5% | -0.94 | 0.0096 | -0.003 | |||
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