Wynn Resorts, Limited (WYNN)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 00:46 UTC · Figures derived from the full chain (1,192 contracts, 15 expirations) · IV own-history percentile appears after 60 recorded days (29 so far)
Expected move · Nov 20, 2026 (32 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±10.7% (range 67.88–84.08) by Nov 20, 2026. ATM straddle: 8.10 @ strike 76 · ATM IV: 45.0%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 68.38 | -10% | 76.6% | 23.4% |
| 72.18 | -5% | 62.5% | 37.5% |
| 75.98 | +0% | 47.3% | 52.7% |
| 79.78 | +5% | 33.2% | 66.8% |
| 83.58 | +10% | 21.7% | 78.3% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | ±4.1% | 48.6% | 6,017 |
| Oct 30, 2026 | 11 | ±5.1% | 36.3% | 2,949 |
| Nov 06, 2026 | 18 | ±8.8% | 49.6% | 1,248 |
| Nov 13, 2026 | 25 | ±10.0% | 47.9% | 511 |
| Nov 20, 2026 | 32 | ±10.7% | 45.0% | 62.7K |
| Nov 27, 2026 | 39 | ±11.1% | 42.5% | 335 |
| Dec 18, 2026 | 60 | ±12.4% | 38.3% | 58.2K |
| Jan 15, 2027 | 88 | ±14.9% | 38.1% | 63.0K |
| Feb 19, 2027 | 123 | ±18.7% | 40.5% | 16.1K |
| Mar 19, 2027 | 151 | ±20.9% | 41.3% | 19.6K |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 92.5 C · 9,38590 C · 7,99950 P · 6,62192.5 P · 5,67185 P · 5,060
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 121 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 26.4% of the time.
Past earnings reactions
Avg |reaction| 3.6% · median 2.3% (20 reports). Two-session close-to-close window; definition
About Wynn Resorts, Limited
Wynn Resorts, Limited excels in the conceptualization, development, and operation of upscale integrated resort properties. The Wynn Palace, situated in Cotai, boasts a gaming floor spanning 424,000 square feet, which includes 323 table games, 1,035 slot machines, exclusive private gaming salons, and sky casinos. Accommodations are offered in a luxurious hotel tower featuring 1,706 guest rooms, suites, and villas, complemented by a health club, spa, salon, and swimming pool. This location further provides 14 distinct food and beverage establishments, 107,000 square feet for retail, 37,000 square feet of conference and event space, alongside a performance lake and elaborate floral displays. The Wynn Macau resort presents a 252,000 square-foot casino housing 331 table games, 818 slot machines, private gaming salons, sky casinos, and a dedicated poker room. Its two opulent hotel towers collectively feature 1,010 guest rooms and suites, enhanced by two health clubs, two spas, a salon, and a swimming pool. Guests also have access to 14 dining and drinking venues, 59,000 square feet of shopping areas, 31,000 square feet of meeting and convention facilities, and a unique Chinese zodiac-ins
Consumer Cyclical · Gambling, Resorts & Casinos · NASDAQ · Profile: Financial Modeling Prep
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