WYNN cadeia de opções Wynn Resorts, Limited

Expiração Cboe delayed options data · em 09:39 UTC

Cada linha corresponde a um strike. A metade esquerda é a call, a metade direita é a put. Bid/ask são as cotações atuais de compradores e vendedores; volume é o número de contratos negociados na sessão; open interest são os contratos em aberto. A linha destacada é a mais próxima do preço da ação.

Este vencimento precifica um movimento de aproximadamente ±4.3% (87.89–95.88) · IV ATM 25.9% · P/C open interest 0.17

CALLS								Strike	PUTS
Bid	Perguntar	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	Perguntar	Vol	OI	IV	Δ	Γ	Θ
42.25	46.25			139.5%	1.00	0.0003	0.000	47.5	0	2.13		20	222.2%	-0.00	0.0003	-0.004
39.80	43.75			133.6%	1.00	0.0004	0.000	50	0	0.2000		34	133.9%	-0.00	0.0004	-0.004
34.80	38.80			116.8%	1.00	0.0006	-0.001	55	0	2.13		195	180.2%	-0.00	0.0006	-0.005
29.60	33.75				1.00	0.0009	-0.002	60	0	0.1500		283	93.4%	-0.00	0.0009	-0.006
24.80	28.75		6	76.2%	0.99	0.0014	-0.004	65	0	0.2400		230	63.6%	-0.01	0.0014	-0.007
19.95	23.80		1	70.7%	0.99	0.0024	-0.005	70	0	0.1800		195	64.5%	-0.01	0.0024	-0.008
15.05	17.75		4		0.99	0.0044	-0.008	75	0	0.5600		145	62.1%	-0.02	0.0044	-0.010
12.50	16.35		7	49.6%	0.98	0.0064	-0.010	77.5	0	0.3600		223	49.0%	-0.02	0.0065	-0.011
10.15	13.85	12	20	45.0%	0.97	0.0106	-0.014	80	0.0100	0.5200	1	332	45.1%	-0.03	0.0107	-0.015
7.55	11.45		17	36.7%	0.94	0.0190	-0.023	82.5	0	0.8100	13	440	41.6%	-0.06	0.0191	-0.024
6.15	8.75	1	56	39.5%	0.88	0.0327	-0.038	85	0	1.06	124	431	35.8%	-0.12	0.0330	-0.039
4.55	7.65			27.9%	0.84	0.0395	-0.044	86	0	1.30	6	6	34.5%	-0.16	0.0399	-0.045
4.00	7.50			36.8%	0.80	0.0467	-0.051	87	0	1.28		7	30.3%	-0.20	0.0472	-0.052
3.30	7.10		75	33.7%	0.78	0.0503	-0.054	87.5	0	1.00	1	303	25.6%	-0.22	0.0510	-0.055
3.75	5.90			33.5%	0.75	0.0540	-0.057	88	0.0600	2.22	9	6	34.5%	-0.25	0.0546	-0.058
2.11	5.90			31.5%	0.70	0.0608	-0.062	89	0	2.84	11	33	33.9%	-0.31	0.0616	-0.064
2.11	4.55	72	269	30.9%	0.64	0.0664	-0.067	90	0.2000	3.15	18	977	32.2%	-0.37	0.0674	-0.068
2.00	3.45	45	59	30.5%	0.57	0.0701	-0.069	91	0.8400	2.00	2	135	23.0%	-0.44	0.0713	-0.071
0.8300	2.75	21	84	24.8%	0.50	0.0715	-0.070	92	1.43	2.98	4	119	26.9%	-0.51	0.0728	-0.071
1.18	2.61	2	116	29.2%	0.46	0.0712	-0.070	92.5	2.00	4.05	2	604	34.0%	-0.55	0.0725	-0.071
0.2800	2.98	127	130	28.4%	0.43	0.0703	-0.069	93	1.96	3.80		24	28.2%	-0.58	0.0717	-0.070
0.7800	1.88		4	29.3%	0.36	0.0669	-0.066	94	2.50	4.35	1	18	26.8%	-0.65	0.0684	-0.067
0	1.35	10	193	23.9%	0.30	0.0617	-0.061	95	2.47	6.10		319	29.0%	-0.71	0.0633	-0.062
0.0500	1.52	1	67	29.5%	0.24	0.0554	-0.055	96	3.75	6.45		4	29.9%	-0.77	0.0570	-0.056
0.0600	1.16	22	55	29.9%	0.19	0.0485	-0.048	97	3.80	7.25		12	20.0%	-0.82	0.0502	-0.049
0.3200	1.23	4	239	34.7%	0.17	0.0450	-0.045	97.5	5.75	6.80	1	1,538	28.7%	-0.84	0.0469	-0.046
0.3300	0.6000	6	121	30.2%	0.16	0.0416	-0.042	98	4.65	8.15		2		-0.86	0.0436	-0.043
0.2000	0.5000	7	30	30.5%	0.12	0.0352	-0.037	99	5.55	8.95				-0.89	0.0378	-0.038
0.2500	0.3400	15	809	30.9%	0.10	0.0295	-0.033	100	7.20	9.30		933		-0.92	0.0325	-0.035
0.0400	0.5700	1	34	34.7%	0.08	0.0250	-0.029	101	7.45	11.45		1		-0.94	0.0285	-0.033
0.0600	0.4000		6	34.8%	0.07	0.0212	-0.026	102	8.40	12.35				-0.95	0.0252	-0.031
0	0.8800		58	43.7%	0.06	0.0182	-0.024	103	9.40	13.25		1		-0.96	0.0221	-0.029
0	0.4500		24	39.3%	0.05	0.0157	-0.023	104	10.40	14.05				-0.97	0.0195	-0.028
0.0400	0.2400	13	1,112	37.8%	0.05	0.0137	-0.021	105	11.40	15.35		1,338		-0.98	0.0167	-0.025
0	0.4000	1	17	42.8%	0.04	0.0120	-0.020	106	12.35	16.35				-0.98	0.0144	-0.022
0	0.4000		2	44.9%	0.04	0.0106	-0.019	107	13.40	17.00				-0.98	0.0125	-0.020
0	0.4000		10	47.0%	0.03	0.0095	-0.018	108	14.35	18.30				-0.99	0.0103	-0.019
0	0.3900		20	48.9%	0.03	0.0085	-0.017	109	15.35	19.15				-0.99	0.0083	-0.018
0.0100	0.1200	1	2,295	42.2%	0.03	0.0076	-0.016	110	16.40	20.10	10	77		-0.99	0.0068	-0.017
0	0.4300		17	53.9%	0.03	0.0069	-0.015	111	17.35	21.30				-0.99	0.0055	-0.016
0	0.5700		90	59.2%	0.02	0.0062	-0.015	112	18.35	22.30				-1.00	0.0045	-0.015
0	0.7700		28	65.3%	0.02	0.0057	-0.014	113	19.50	23.25				-1.00	0.0036	-0.015
0	0.5600		19	63.0%	0.02	0.0052	-0.013	114	20.35	24.30				-1.00	0.0029	-0.014
0	0.3000	2	4,029	57.9%	0.02	0.0048	-0.013	115	21.50	25.10		16		-1.00	0.0023	-0.014
0	0.3300		19.2K	67.7%	0.01	0.0032	-0.011	120	26.40	30.20	1	2		-1.00	0.0007	-0.014
0	0.2900		13.6K	74.4%	0.01	0.0023	-0.009	125	31.40	35.15				-1.00	0.0000	-0.014
0	0.7400		4,021	96.2%	0.01	0.0017	-0.008	130	36.35	40.30				-1.00	0.0000	-0.014
0	0.3300		623	91.0%	0.01	0.0014	-0.007	135	41.35	45.25				-1.00	0.0000	-0.014

Strikes exibidos: dentro de ±50% do preço do ativo subjacente. Valor intrínseco = max(0, preço − strike) para calls, max(0, strike − preço) para puts; extrínseco = preço da opção − intrínseco. Greeks e IV conforme calculados pelo feed da bolsa.

Sorriso de volatilidade — Sep 18, 2026

Página de volatilidade →

Volatilidade implícita por strike para este vencimento. Puts fora do dinheiro geralmente apresentam IV mais alta do que calls — o skew.

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WYNN cadeia de opções Wynn Resorts, Limited

Sorriso de volatilidade — Sep 18, 2026

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