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Wynn Resorts, Limited Common stock WYNN

i

Market dataready · fetched 2026-11-07T00:51:49.175Z

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 · 2026-11-07T00:49:02.713340342Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T00:51:48.649037+00:00

Share price$83.13
1D+5.8%
AH$77$79$81$83$855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWYNN
Sold putSold callAH

Wynn Resorts, Limited Common stock options

Live interpolated WYNN call and put midpoint premiums by absolute delta.Wynn Resorts, Limited Common stock$0.35$1.90$3.45$5.00$6.55$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEWYNN PRICE$0.52$0.82$1.05$1.35$1.66$1.94$2.31$2.79$3.51$3.93$4.39$6.10$0.80$0.94$1.09$1.29$1.58$2.10$2.69$3.20$4.93$5.14
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.4341.1%5.8%77.8360.0%7.3%
25Δ79.3753.0%5.7%
30Δ85.5937.4%3.9%80.4948.2%4.5%
35Δ85.0939.7%3.6%81.3645.4%3.7%
40Δ84.5541.9%3.3%82.0246.5%3.2%
45Δ83.9944.2%3.0%82.6950.9%3.1%
50Δ83.3543.8%2.6%
55Δ82.6944.7%2.3%
60Δ82.0047.1%2.0%84.5641.4%1.5%
65Δ81.1351.5%1.8%85.2742.7%1.3%
70Δ80.4250.1%1.5%
75Δ79.6748.6%1.1%87.2849.2%0.9%
80Δ77.8959.5%1.0%87.7644.5%0.6%

20Δ

Calls
Pseudo strike
87.43
IV
41.1%
B/E move
5.8%
Puts
Pseudo strike
77.83
IV
60.0%
B/E move
7.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
79.37
IV
53.0%
B/E move
5.7%

30Δ

Calls
Pseudo strike
85.59
IV
37.4%
B/E move
3.9%
Puts
Pseudo strike
80.49
IV
48.2%
B/E move
4.5%

35Δ

Calls
Pseudo strike
85.09
IV
39.7%
B/E move
3.6%
Puts
Pseudo strike
81.36
IV
45.4%
B/E move
3.7%

40Δ

Calls
Pseudo strike
84.55
IV
41.9%
B/E move
3.3%
Puts
Pseudo strike
82.02
IV
46.5%
B/E move
3.2%

45Δ

Calls
Pseudo strike
83.99
IV
44.2%
B/E move
3.0%
Puts
Pseudo strike
82.69
IV
50.9%
B/E move
3.1%

50Δ

Calls
Pseudo strike
83.35
IV
43.8%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
82.69
IV
44.7%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
82.00
IV
47.1%
B/E move
2.0%
Puts
Pseudo strike
84.56
IV
41.4%
B/E move
1.5%

65Δ

Calls
Pseudo strike
81.13
IV
51.5%
B/E move
1.8%
Puts
Pseudo strike
85.27
IV
42.7%
B/E move
1.3%

70Δ

Calls
Pseudo strike
80.42
IV
50.1%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
79.67
IV
48.6%
B/E move
1.1%
Puts
Pseudo strike
87.28
IV
49.2%
B/E move
0.9%

80Δ

Calls
Pseudo strike
77.89
IV
59.5%
B/E move
1.0%
Puts
Pseudo strike
87.76
IV
44.5%
B/E move
0.6%

Options history

IV · four-Friday blend56.44%
Daily close
WYNN25.5%42.1%58.7%2026-08-10: 32.04%2026-08-11: 31.88%2026-08-12: 30.44%2026-08-13: 33.47%2026-08-14: 27.81%2026-08-17: 31.14%2026-08-18: 35.13%2026-08-19: 32.06%2026-08-20: 33.92%2026-08-21: 30.63%2026-08-24: 33.77%2026-08-25: 32.41%2026-08-26: 36.62%2026-08-27: 40.76%2026-08-28: 28.62%2026-08-31: 34.21%2026-09-01: 35.51%2026-09-02: 28.04%2026-09-03: 32.29%2026-09-04: 29.01%2026-09-08: 33.69%2026-09-09: 32.10%2026-09-10: 37.66%2026-09-11: 33.20%2026-09-14: 36.76%2026-09-15: 36.02%2026-09-16: 37.22%2026-09-17: 41.74%2026-09-18: 32.06%2026-09-21: 36.47%2026-09-22: 36.29%2026-09-23: 37.71%2026-09-24: 38.51%2026-09-25: 34.12%2026-09-28: 37.86%2026-09-29: 45.01%2026-09-30: 43.12%2026-10-01: 41.77%2026-10-02: 38.61%2026-10-05: 42.16%2026-10-06: 37.84%2026-10-07: 43.20%2026-10-08: 42.70%2026-10-09: 40.54%2026-10-12: 42.48%2026-10-13: 40.38%2026-10-14: 44.18%2026-10-15: 41.54%2026-10-16: 43.14%2026-10-19: 45.08%2026-10-20: 48.95%2026-10-21: 45.01%2026-10-22: 50.13%2026-10-23: 47.14%2026-10-26: 50.59%2026-10-27: 50.85%2026-10-28: 53.02%2026-10-29: 55.07%2026-10-30: 56.44%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
32.04%
31.88%
30.44%
33.47%
27.81%
31.14%
35.13%
32.06%
33.92%
30.63%
33.77%
32.41%
36.62%
40.76%
28.62%
34.21%
35.51%
28.04%
32.29%
29.01%
33.69%
32.10%
37.66%
33.20%
36.76%
36.02%
37.22%
41.74%
32.06%
36.47%
36.29%
37.71%
38.51%
34.12%
37.86%
45.01%
43.12%
41.77%
38.61%
42.16%
37.84%
43.20%
42.70%
40.54%
42.48%
40.38%
44.18%
41.54%
43.14%
45.08%
48.95%
45.01%
50.13%
47.14%
50.59%
50.85%
53.02%
55.07%
56.44%