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 ±35.0% (49.36–102.51) · ATM IV 40.1% · P/C open interest 0.56
| 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 | |
| 35.50 | 40.50 | 1 | 42.8% | 0.94 | 0.0031 | -0.001 | 40 | 0.0100 | 2.60 | 5 | 47.4% | -0.07 | 0.0032 | -0.006 | ||
| 33.50 | 38.50 | 43.2% | 0.93 | 0.0036 | -0.002 | 42.5 | 0.3100 | 3.55 | 2 | 49.2% | -0.08 | 0.0037 | -0.006 | |||
| 31.50 | 36.50 | 12 | 42.9% | 0.91 | 0.0042 | -0.003 | 45 | 0.6100 | 4.65 | 1 | 50.5% | -0.09 | 0.0043 | -0.007 | ||
| 30.00 | 34.50 | 2 | 44.0% | 0.90 | 0.0047 | -0.004 | 47.5 | 1.28 | 4.75 | 12 | 49.2% | -0.11 | 0.0049 | -0.008 | ||
| 28.00 | 32.50 | 176 | 42.9% | 0.88 | 0.0054 | -0.005 | 50 | 1.00 | 4.50 | 22 | 43.9% | -0.13 | 0.0055 | -0.008 | ||
| 24.50 | 29.00 | 42.5% | 0.84 | 0.0066 | -0.007 | 55 | 2.00 | 4.90 | 2 | 77 | 40.8% | -0.17 | 0.0069 | -0.010 | ||
| 21.20 | 25.45 | 1 | 111 | 41.4% | 0.80 | 0.0078 | -0.009 | 60 | 5.00 | 6.75 | 697 | 44.5% | -0.21 | 0.0082 | -0.011 | |
| 18.00 | 22.20 | 6 | 40.1% | 0.75 | 0.0090 | -0.010 | 65 | 5.50 | 9.05 | 803 | 42.3% | -0.27 | 0.0095 | -0.012 | ||
| 16.50 | 21.00 | 40.0% | 0.72 | 0.0095 | -0.011 | 67.5 | 6.00 | 10.50 | 2 | 41.9% | -0.29 | 0.0101 | -0.013 | |||
| 15.50 | 19.50 | 1 | 79 | 40.1% | 0.70 | 0.0100 | -0.011 | 70 | 8.80 | 11.50 | 531 | 44.5% | -0.32 | 0.0106 | -0.013 | |
| 14.65 | 18.50 | 36 | 41.0% | 0.67 | 0.0104 | -0.012 | 72.5 | 8.50 | 13.00 | 55 | 42.3% | -0.35 | 0.0112 | -0.014 | ||
| 13.35 | 17.50 | 76 | 40.8% | 0.64 | 0.0108 | -0.012 | 75 | 10.20 | 12.10 | 1 | 802 | 39.4% | -0.38 | 0.0117 | -0.014 | |
| 12.25 | 16.00 | 3 | 239 | 40.1% | 0.62 | 0.0111 | -0.013 | 77.5 | 11.00 | 15.50 | 22 | 41.7% | -0.41 | 0.0121 | -0.014 | |
| 11.00 | 15.00 | 594 | 39.6% | 0.59 | 0.0113 | -0.013 | 80 | 12.50 | 17.00 | 1,110 | 41.8% | -0.44 | 0.0125 | -0.014 | ||
| 10.00 | 14.50 | 1 | 40.1% | 0.56 | 0.0115 | -0.013 | 82.5 | 14.00 | 18.00 | 41.1% | -0.47 | 0.0128 | -0.015 | |||
| 9.45 | 13.50 | 10 | 32 | 40.4% | 0.54 | 0.0117 | -0.013 | 85 | 15.50 | 19.20 | 376 | 40.4% | -0.50 | 0.0131 | -0.015 | |
| 8.10 | 12.50 | 358 | 39.3% | 0.51 | 0.0118 | -0.013 | 87.5 | 17.00 | 21.50 | 412 | 41.1% | -0.53 | 0.0134 | -0.015 | ||
| 8.15 | 12.00 | 353 | 40.8% | 0.49 | 0.0118 | -0.014 | 90 | 18.50 | 22.55 | 871 | 39.8% | -0.56 | 0.0136 | -0.015 | ||
| 6.50 | 11.00 | 46 | 39.0% | 0.46 | 0.0118 | -0.014 | 92.5 | 20.50 | 25.00 | 96 | 41.2% | -0.59 | 0.0137 | -0.014 | ||
| 7.15 | 10.50 | 1 | 99 | 41.2% | 0.44 | 0.0117 | -0.013 | 95 | 22.00 | 26.50 | 862 | 40.2% | -0.61 | 0.0138 | -0.014 | |
| 5.50 | 10.00 | 179 | 39.8% | 0.42 | 0.0116 | -0.013 | 97.5 | 24.00 | 27.45 | 183 | 38.8% | -0.64 | 0.0140 | -0.014 | ||
| 5.50 | 8.75 | 560 | 39.6% | 0.39 | 0.0114 | -0.013 | 100 | 26.00 | 30.50 | 162 | 40.8% | -0.67 | 0.0140 | -0.014 | ||
| 4.45 | 7.70 | 230 | 39.4% | 0.35 | 0.0110 | -0.013 | 105 | 30.00 | 34.50 | 676 | 40.8% | -0.72 | 0.0140 | -0.013 | ||
| 3.95 | 6.85 | 1 | 409 | 40.1% | 0.32 | 0.0105 | -0.012 | 110 | 34.00 | 39.00 | 239 | 41.0% | -0.77 | 0.0137 | -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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs