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Caesars Entertainment, Inc. Common Stock CZR

i

Market dataready · fetched 2026-11-07T07:18:43.339Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-06T21:00:02.208441877Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T07:18:42.771586+00:00

Share price$29.23
1D+0.6%
AH$29.06$29.11$29.16$29.22$29.275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCZR
Sold putSold callAH

Caesars Entertainment, Inc. Common Stock options

Live interpolated CZR call and put midpoint premiums by absolute delta.Caesars Entertainment, Inc. Common Stock$1.03$1.35$1.68$2.00$2.32$24.92$26.43$27.93$29.44$30.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CZR spot · $29.23CZR PRICE$1.10$1.20$1.32$1.43$1.55$1.66$1.76$1.06$1.07$1.07$1.08$1.09$1.15$1.21$1.33$1.49$1.65$1.81$1.96$2.23
PutsExpensive3.30×
Calls——
Skew——
Implied moveBearish±$2.31
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.99211.1%21.6%
25Δ25.85163.1%15.2%
30Δ27.09130.6%11.0%
35Δ27.96107.8%8.1%
40Δ28.5691.0%6.0%
45Δ28.9682.0%4.8%
50Δ29.4175.1%4.4%29.3672.9%3.7%
55Δ29.0470.1%3.5%29.7068.4%3.0%
60Δ28.7566.2%2.9%29.9966.1%2.5%
65Δ28.4762.3%2.3%30.2963.8%2.0%
70Δ28.1858.5%1.7%30.5861.5%1.6%
75Δ27.9354.3%1.2%30.8859.2%1.1%
80Δ27.7449.5%0.9%31.2458.2%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.99
IV
211.1%
B/E move
21.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.85
IV
163.1%
B/E move
15.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.09
IV
130.6%
B/E move
11.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.96
IV
107.8%
B/E move
8.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.56
IV
91.0%
B/E move
6.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.96
IV
82.0%
B/E move
4.8%

50Δ

Calls
Pseudo strike
29.41
IV
75.1%
B/E move
4.4%
Puts
Pseudo strike
29.36
IV
72.9%
B/E move
3.7%

55Δ

Calls
Pseudo strike
29.04
IV
70.1%
B/E move
3.5%
Puts
Pseudo strike
29.70
IV
68.4%
B/E move
3.0%

60Δ

Calls
Pseudo strike
28.75
IV
66.2%
B/E move
2.9%
Puts
Pseudo strike
29.99
IV
66.1%
B/E move
2.5%

65Δ

Calls
Pseudo strike
28.47
IV
62.3%
B/E move
2.3%
Puts
Pseudo strike
30.29
IV
63.8%
B/E move
2.0%

70Δ

Calls
Pseudo strike
28.18
IV
58.5%
B/E move
1.7%
Puts
Pseudo strike
30.58
IV
61.5%
B/E move
1.6%

75Δ

Calls
Pseudo strike
27.93
IV
54.3%
B/E move
1.2%
Puts
Pseudo strike
30.88
IV
59.2%
B/E move
1.1%

80Δ

Calls
Pseudo strike
27.74
IV
49.5%
B/E move
0.9%
Puts
Pseudo strike
31.24
IV
58.2%
B/E move
0.7%

Options history

IV · four-Friday blend46.85%
Daily close
CZR37.8%70.4%103.0%2026-08-10: 42.33%2026-08-11: 60.45%2026-08-12: 81.62%2026-08-14: 61.95%2026-08-17: 59.14%2026-08-18: 64.92%2026-08-19: 63.40%2026-08-20: 98.52%2026-08-21: 57.87%2026-08-24: 60.64%2026-08-25: 63.57%2026-08-26: 86.32%2026-08-27: 75.41%2026-08-28: 43.99%2026-08-31: 57.28%2026-09-01: 72.70%2026-09-02: 94.85%2026-09-03: 88.59%2026-09-04: 57.09%2026-09-08: 70.61%2026-09-09: 68.05%2026-09-10: 97.08%2026-09-14: 58.07%2026-09-15: 66.57%2026-09-16: 93.50%2026-09-17: 91.83%2026-09-18: 54.14%2026-09-21: 61.80%2026-09-22: 60.98%2026-09-23: 71.95%2026-09-24: 79.69%2026-09-25: 47.06%2026-09-28: 57.67%2026-09-29: 65.17%2026-09-30: 73.79%2026-10-01: 92.01%2026-10-02: 50.36%2026-10-05: 52.95%2026-10-06: 66.14%2026-10-07: 46.96%2026-10-08: 51.68%2026-10-09: 42.92%2026-10-12: 48.04%2026-10-13: 56.89%2026-10-14: 64.82%2026-10-15: 74.32%2026-10-16: 59.70%2026-10-19: 70.56%2026-10-20: 65.70%2026-10-21: 61.99%2026-10-22: 82.94%2026-10-23: 52.65%2026-10-26: 45.12%2026-10-27: 60.20%2026-10-28: 63.37%2026-10-29: 82.92%2026-10-30: 46.85%Aug 10Sep 22Oct 30
57 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
42.33%
60.45%
81.62%
61.95%
59.14%
64.92%
63.40%
98.52%
57.87%
60.64%
63.57%
86.32%
75.41%
43.99%
57.28%
72.70%
94.85%
88.59%
57.09%
70.61%
68.05%
97.08%
58.07%
66.57%
93.50%
91.83%
54.14%
61.80%
60.98%
71.95%
79.69%
47.06%
57.67%
65.17%
73.79%
92.01%
50.36%
52.95%
66.14%
46.96%
51.68%
42.92%
48.04%
56.89%
64.82%
74.32%
59.70%
70.56%
65.70%
61.99%
82.94%
52.65%
45.12%
60.20%
63.37%
82.92%
46.85%