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 ±10.6% (67.91–83.95) · ATM IV 42.8% · P/C open interest 0.47
| 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 | |
| 23.75 | 27.90 | 61.4% | 0.99 | 0.0019 | -0.005 | 50 | 0 | 0.1100 | 6,532 | 60.8% | -0.01 | 0.0021 | -0.006 | |||
| 18.80 | 22.95 | 52.4% | 0.98 | 0.0038 | -0.008 | 55 | 0 | 1.23 | 223 | 76.2% | -0.02 | 0.0041 | -0.009 | |||
| 14.50 | 18.10 | 6 | 57.5% | 0.95 | 0.0089 | -0.016 | 60 | 0 | 0.6600 | 20 | 342 | 50.9% | -0.05 | 0.0094 | -0.017 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 64 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 10.30 | 13.10 | 89 | 50.2% | 0.88 | 0.0191 | -0.031 | 65 | 0.6700 | 1.10 | 7 | 346 | 49.1% | -0.13 | 0.0196 | -0.032 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 66 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 67 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 8.05 | 11.00 | 1 | 46.9% | 0.82 | 0.0253 | -0.041 | 67.5 | 0.0900 | 2.23 | 11 | 45.1% | -0.19 | 0.0256 | -0.041 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 68 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 69 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 6.50 | 8.95 | 57 | 47.1% | 0.74 | 0.0312 | -0.049 | 70 | 1.72 | 2.06 | 22 | 510 | 45.9% | -0.27 | 0.0314 | -0.049 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 71 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 72 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 4.00 | 7.60 | 43.3% | 0.66 | 0.0362 | -0.055 | 72.5 | 1.35 | 3.90 | 13 | 194 | 43.9% | -0.35 | 0.0362 | -0.055 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 73 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 74 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.05 | 5.70 | 9 | 158 | 42.9% | 0.56 | 0.0394 | -0.058 | 75 | 2.74 | 4.55 | 2 | 1,022 | 42.7% | -0.45 | 0.0392 | -0.057 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 76 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 77 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.90 | 4.25 | 5 | 166 | 41.1% | 0.46 | 0.0400 | -0.057 | 77.5 | 3.60 | 6.85 | 3 | 175 | 45.0% | -0.55 | 0.0397 | -0.057 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 78 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 79 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.95 | 2.80 | 342 | 859 | 43.4% | 0.37 | 0.0381 | -0.054 | 80 | 5.35 | 7.00 | 12 | 1,263 | 37.5% | -0.64 | 0.0377 | -0.053 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 81 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 82 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.7100 | 2.29 | 96 | 267 | 41.1% | 0.28 | 0.0342 | -0.048 | 82.5 | 7.05 | 9.50 | 61 | 40.7% | -0.72 | 0.0338 | -0.047 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 83 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 84 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.01 | 1.11 | 1,218 | 692 | 41.9% | 0.21 | 0.0292 | -0.040 | 85 | 9.00 | 11.65 | 2,604 | 41.2% | -0.80 | 0.0289 | -0.040 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 86 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 87 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.6800 | 0.7400 | 1,294 | 2,266 | 42.1% | 0.15 | 0.0238 | -0.032 | 87.5 | 10.50 | 13.85 | 322 | 34.7% | -0.85 | 0.0236 | -0.032 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 88 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.4000 | 1.06 | 6 | 1,748 | 47.8% | 0.11 | 0.0187 | -0.026 | 90 | 13.45 | 16.10 | 1 | 296 | 42.3% | -0.90 | 0.0191 | -0.026 |
| 0 | 0.8500 | 766 | 45.9% | 0.08 | 0.0146 | -0.021 | 92.5 | 16.10 | 19.00 | 1 | 5,522 | 53.5% | -0.93 | 0.0156 | -0.023 | |
| 0 | 0.6700 | 1 | 1,913 | 47.7% | 0.06 | 0.0115 | -0.018 | 95 | 17.55 | 20.80 | 313 | -0.95 | 0.0128 | -0.020 | ||
| 0 | 0.9500 | 2,471 | 56.0% | 0.05 | 0.0092 | -0.015 | 97.5 | 19.95 | 23.50 | 125 | -0.96 | 0.0106 | -0.018 | |||
| 0.0100 | 0.4700 | 2 | 1,441 | 52.2% | 0.04 | 0.0076 | -0.014 | 100 | 22.40 | 26.00 | 3 | -0.97 | 0.0086 | -0.016 | ||
| 0.0300 | 0.3900 | 3,199 | 57.8% | 0.03 | 0.0053 | -0.011 | 105 | 27.30 | 31.40 | -0.98 | 0.0056 | -0.012 | ||||
| 0 | 0.1600 | 6 | 2,656 | 55.4% | 0.02 | 0.0039 | -0.009 | 110 | 32.35 | 36.45 | -0.99 | 0.0036 | -0.008 | |||
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 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
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