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Caesars Entertainment Corporation CZR

CONSUMER CYCLICAL · RESORTS & CASINOS
i

Market dataready · fetched 2026-10-20T06:06:56.567Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-19T21:47:26.717137513Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:06:56.139034+00:00

Share price$29.07
1D+0.0%
AH$28.73$28.81$28.90$28.98$29.065:30 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$0.29$1.70$3.10$4.51$5.91$23.63$26.19$28.76$31.32$33.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CZR spot · $29.07CZR PRICE$0.45$0.76$1.07$1.07$1.09$1.15$1.22$1.33$1.56$1.96$2.38$2.81$2.80$0.89$1.10$1.12$1.15$1.17$1.20$1.31$1.67$2.20$3.18$4.17$2.62$5.51
PutsExpensive6.58×
CallsExpensive5.76×
SkewBearish+7.35 pp
Implied moveBearish±$2.53
TiltBearish16.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.3633.8%9.4%25.1775.6%16.5%
25Δ32.4554.0%14.2%25.7176.5%15.3%
30Δ33.4372.9%18.7%26.9662.2%11.1%
35Δ31.6758.5%12.6%27.6354.3%8.9%
40Δ30.5848.4%8.9%28.2846.5%6.7%
45Δ29.9342.9%6.9%28.9338.7%4.6%
50Δ29.3838.3%5.3%29.3435.9%3.6%
55Δ28.9635.7%4.2%29.8338.2%3.1%
60Δ28.5636.4%3.6%30.3943.7%3.0%
65Δ28.0438.4%3.2%31.4152.1%2.9%
70Δ27.4840.6%2.7%32.4660.0%2.7%
75Δ26.9342.9%2.3%31.3834.5%1.1%
80Δ26.7638.6%1.7%34.1858.6%1.4%

20Δ

Calls
Pseudo strike
31.36
IV
33.8%
B/E move
9.4%
Puts
Pseudo strike
25.17
IV
75.6%
B/E move
16.5%

25Δ

Calls
Pseudo strike
32.45
IV
54.0%
B/E move
14.2%
Puts
Pseudo strike
25.71
IV
76.5%
B/E move
15.3%

30Δ

Calls
Pseudo strike
33.43
IV
72.9%
B/E move
18.7%
Puts
Pseudo strike
26.96
IV
62.2%
B/E move
11.1%

35Δ

Calls
Pseudo strike
31.67
IV
58.5%
B/E move
12.6%
Puts
Pseudo strike
27.63
IV
54.3%
B/E move
8.9%

40Δ

Calls
Pseudo strike
30.58
IV
48.4%
B/E move
8.9%
Puts
Pseudo strike
28.28
IV
46.5%
B/E move
6.7%

45Δ

Calls
Pseudo strike
29.93
IV
42.9%
B/E move
6.9%
Puts
Pseudo strike
28.93
IV
38.7%
B/E move
4.6%

50Δ

Calls
Pseudo strike
29.38
IV
38.3%
B/E move
5.3%
Puts
Pseudo strike
29.34
IV
35.9%
B/E move
3.6%

55Δ

Calls
Pseudo strike
28.96
IV
35.7%
B/E move
4.2%
Puts
Pseudo strike
29.83
IV
38.2%
B/E move
3.1%

60Δ

Calls
Pseudo strike
28.56
IV
36.4%
B/E move
3.6%
Puts
Pseudo strike
30.39
IV
43.7%
B/E move
3.0%

65Δ

Calls
Pseudo strike
28.04
IV
38.4%
B/E move
3.2%
Puts
Pseudo strike
31.41
IV
52.1%
B/E move
2.9%

70Δ

Calls
Pseudo strike
27.48
IV
40.6%
B/E move
2.7%
Puts
Pseudo strike
32.46
IV
60.0%
B/E move
2.7%

75Δ

Calls
Pseudo strike
26.93
IV
42.9%
B/E move
2.3%
Puts
Pseudo strike
31.38
IV
34.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
26.76
IV
38.6%
B/E move
1.7%
Puts
Pseudo strike
34.18
IV
58.6%
B/E move
1.4%

Options history

CZR37.0137.0537.092026-10-19T19:49:59.169000+00:00: 37.05%Oct 19Oct 19
Table
ObservationIVSkewImplied move
37.05%22.48 pp8.70%