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Wynn Resorts Limited WYNN

CONSUMER CYCLICAL · RESORTS & CASINOS
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Market dataready · fetched 2026-10-16T21:49:54.757Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:31:50.249907939Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:49:53.688421+00:00

Share price$75.84
1D-2.7%
AH$75.32$75.96$76.60$77.24$77.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWYNN
Sold putSold callAH

Wynn Resorts Limited options

Live interpolated WYNN call and put midpoint premiums by absolute delta.Wynn Resorts Limited$0.45$1.53$2.61$3.69$4.77$69.82$72.71$75.59$78.48$81.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WYNN spot · $75.84WYNN PRICE$1.04$0.57$0.72$0.89$1.06$1.26$1.46$1.81$2.16$2.43$2.70$3.14$4.17$1.08$1.01$0.72$0.91$1.11$1.35$1.59$2.75$3.00$3.04$3.44$3.98$4.46
PutsExpensive1.08×
CallsExpensive1.08×
SkewBearish+4.77 pp
Implied moveBearish±$3.04
TiltBearish9.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ85.6095.5%14.2%69.0587.8%10.4%
25Δ78.6736.8%4.5%71.5564.5%7.0%
30Δ78.0636.9%3.9%74.0834.9%3.3%
35Δ77.5136.7%3.4%74.5635.5%2.9%
40Δ76.9736.4%2.9%75.0436.1%2.5%
45Δ76.4836.1%2.5%75.5236.4%2.2%
50Δ75.9935.8%2.1%76.0036.7%1.9%
55Δ75.4837.8%1.9%76.8553.2%2.3%
60Δ74.9639.6%1.7%77.3851.0%1.9%
65Δ74.4738.5%1.4%77.8444.9%1.4%
70Δ73.9637.4%1.1%78.5043.5%1.0%
75Δ73.3637.5%0.9%79.2143.7%0.8%
80Δ72.2343.1%0.7%79.8742.3%0.6%

20Δ

Calls
Pseudo strike
85.60
IV
95.5%
B/E move
14.2%
Puts
Pseudo strike
69.05
IV
87.8%
B/E move
10.4%

25Δ

Calls
Pseudo strike
78.67
IV
36.8%
B/E move
4.5%
Puts
Pseudo strike
71.55
IV
64.5%
B/E move
7.0%

30Δ

Calls
Pseudo strike
78.06
IV
36.9%
B/E move
3.9%
Puts
Pseudo strike
74.08
IV
34.9%
B/E move
3.3%

35Δ

Calls
Pseudo strike
77.51
IV
36.7%
B/E move
3.4%
Puts
Pseudo strike
74.56
IV
35.5%
B/E move
2.9%

40Δ

Calls
Pseudo strike
76.97
IV
36.4%
B/E move
2.9%
Puts
Pseudo strike
75.04
IV
36.1%
B/E move
2.5%

45Δ

Calls
Pseudo strike
76.48
IV
36.1%
B/E move
2.5%
Puts
Pseudo strike
75.52
IV
36.4%
B/E move
2.2%

50Δ

Calls
Pseudo strike
75.99
IV
35.8%
B/E move
2.1%
Puts
Pseudo strike
76.00
IV
36.7%
B/E move
1.9%

55Δ

Calls
Pseudo strike
75.48
IV
37.8%
B/E move
1.9%
Puts
Pseudo strike
76.85
IV
53.2%
B/E move
2.3%

60Δ

Calls
Pseudo strike
74.96
IV
39.6%
B/E move
1.7%
Puts
Pseudo strike
77.38
IV
51.0%
B/E move
1.9%

65Δ

Calls
Pseudo strike
74.47
IV
38.5%
B/E move
1.4%
Puts
Pseudo strike
77.84
IV
44.9%
B/E move
1.4%

70Δ

Calls
Pseudo strike
73.96
IV
37.4%
B/E move
1.1%
Puts
Pseudo strike
78.50
IV
43.5%
B/E move
1.0%

75Δ

Calls
Pseudo strike
73.36
IV
37.5%
B/E move
0.9%
Puts
Pseudo strike
79.21
IV
43.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
72.23
IV
43.1%
B/E move
0.7%
Puts
Pseudo strike
79.87
IV
42.3%
B/E move
0.6%