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Caesars Entertainment Corporation CZR

CONSUMER CYCLICAL · RESORTS & CASINOS
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Market dataready · fetched 2026-10-17T02:56:18.379Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T23:53:41.978902568Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-17T02:56:18.051633+00:00

Share price$28.74
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$0.72$1.45$2.17$2.90$27.70$28.77$29.84$30.91$31.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CZR spot · $28.74CZR PRICE$1.16$1.42$1.67$1.93$2.18$2.43$2.69$0.07$0.07$0.12$0.20$0.27$0.34$0.41$0.48$0.56$0.63$0.70$0.77
PutsExpensive1.63×
CallsExpensive13.43×
SkewBullish-56.44 pp
Implied moveBullish±$1.57
TiltBullish49.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.1717.4%2.2%
25Δ28.4511.5%1.2%
30Δ28.5811.2%1.0%
35Δ28.6712.4%0.9%
40Δ28.7613.5%0.9%
45Δ28.8614.6%0.8%
50Δ28.9378.4%4.7%28.9515.7%0.7%
55Δ28.5376.4%4.2%29.0416.8%0.6%
60Δ28.1374.4%3.7%29.1418.0%0.6%
65Δ27.7372.4%3.2%29.2319.1%0.5%
70Δ27.3270.4%2.7%29.3220.2%0.4%
75Δ26.9268.4%2.2%29.4221.3%0.3%
80Δ26.5266.4%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.17
IV
17.4%
B/E move
2.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.45
IV
11.5%
B/E move
1.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.58
IV
11.2%
B/E move
1.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.67
IV
12.4%
B/E move
0.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.76
IV
13.5%
B/E move
0.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.86
IV
14.6%
B/E move
0.8%

50Δ

Calls
Pseudo strike
28.93
IV
78.4%
B/E move
4.7%
Puts
Pseudo strike
28.95
IV
15.7%
B/E move
0.7%

55Δ

Calls
Pseudo strike
28.53
IV
76.4%
B/E move
4.2%
Puts
Pseudo strike
29.04
IV
16.8%
B/E move
0.6%

60Δ

Calls
Pseudo strike
28.13
IV
74.4%
B/E move
3.7%
Puts
Pseudo strike
29.14
IV
18.0%
B/E move
0.6%

65Δ

Calls
Pseudo strike
27.73
IV
72.4%
B/E move
3.2%
Puts
Pseudo strike
29.23
IV
19.1%
B/E move
0.5%

70Δ

Calls
Pseudo strike
27.32
IV
70.4%
B/E move
2.7%
Puts
Pseudo strike
29.32
IV
20.2%
B/E move
0.4%

75Δ

Calls
Pseudo strike
26.92
IV
68.4%
B/E move
2.2%
Puts
Pseudo strike
29.42
IV
21.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
26.52
IV
66.4%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move