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Caesars Entertainment Corporation CZR

CONSUMER CYCLICAL · RESORTS & CASINOS
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Market dataready · fetched 2026-10-16T22:45:31.762Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T20:00:28.799172234Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:45:30.827653+00:00

Share price$28.80
1D-1.4%
AH$28.73$28.86$28.98$29.11$29.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCZR
Sold putSold callAH

Caesars Entertainment Corporation options

Live interpolated CZR call and put midpoint premiums by absolute delta.Caesars Entertainment Corporation$0.00$0.68$1.37$2.05$2.73$27.68$28.72$29.76$30.80$31.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CZR spot · $28.80CZR PRICE$1.13$1.36$1.60$1.83$2.07$2.30$2.53$0.07$0.08$0.16$0.24$0.31$0.39$0.47$0.55$0.62$0.70$0.78
PutsExpensive1.93×
CallsExpensive12.52×
SkewBullish-48.49 pp
Implied moveBullish±$1.60
TiltBullish49.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.2516.7%2.2%
25Δ28.5211.9%1.2%
30Δ28.6213.3%1.2%
35Δ28.7214.7%1.1%
40Δ28.8216.2%1.0%
45Δ28.9217.6%0.9%
50Δ28.9875.7%4.5%29.0219.0%0.8%
55Δ28.6172.7%4.1%29.1220.5%0.8%
60Δ28.2469.7%3.6%29.2221.9%0.7%
65Δ27.8766.7%3.1%29.3323.3%0.6%
70Δ27.5163.6%2.7%29.4324.8%0.5%
75Δ27.1460.6%2.2%
80Δ26.7757.6%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.25
IV
16.7%
B/E move
2.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.52
IV
11.9%
B/E move
1.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.62
IV
13.3%
B/E move
1.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.72
IV
14.7%
B/E move
1.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.82
IV
16.2%
B/E move
1.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.92
IV
17.6%
B/E move
0.9%

50Δ

Calls
Pseudo strike
28.98
IV
75.7%
B/E move
4.5%
Puts
Pseudo strike
29.02
IV
19.0%
B/E move
0.8%

55Δ

Calls
Pseudo strike
28.61
IV
72.7%
B/E move
4.1%
Puts
Pseudo strike
29.12
IV
20.5%
B/E move
0.8%

60Δ

Calls
Pseudo strike
28.24
IV
69.7%
B/E move
3.6%
Puts
Pseudo strike
29.22
IV
21.9%
B/E move
0.7%

65Δ

Calls
Pseudo strike
27.87
IV
66.7%
B/E move
3.1%
Puts
Pseudo strike
29.33
IV
23.3%
B/E move
0.6%

70Δ

Calls
Pseudo strike
27.51
IV
63.6%
B/E move
2.7%
Puts
Pseudo strike
29.43
IV
24.8%
B/E move
0.5%

75Δ

Calls
Pseudo strike
27.14
IV
60.6%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
26.77
IV
57.6%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move