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Wynn Resorts Limited WYNN

CONSUMER CYCLICAL · RESORTS & CASINOS
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Market dataready · fetched 2026-10-16T01:01:47.011Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:33:42.680037031Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:01:46.669131+00:00

Share price$77.00
1D+5.0%
AH$74$75$76$77$785:30 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$0.25$1.59$2.93$4.26$5.60$72.68$74.68$76.69$78.69$80.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WYNN spot · $77.00WYNN PRICE$0.92$0.67$0.42$0.40$0.47$0.60$0.74$0.90$1.07$1.23$1.41$1.95$2.50$0.92$0.74$0.55$0.51$0.56$0.61$0.76$1.61$1.73$2.20$2.90$3.53$5.21
PutsExpensive2.30×
CallsFair0.96×
SkewBearish+21.06 pp
Implied moveBalanced±$1.50
TiltBearish24.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ88.28285.4%15.8%69.21260.2%11.3%
25Δ83.54175.8%9.4%72.03175.3%7.4%
30Δ78.8066.1%2.9%74.8590.4%3.5%
35Δ77.7242.8%1.4%76.1753.2%1.7%
40Δ77.4340.2%1.2%76.4648.9%1.4%
45Δ77.2343.4%1.1%76.7544.7%1.1%
50Δ77.0346.6%1.0%77.0645.8%0.9%
55Δ76.7747.6%0.9%77.5083.3%1.4%
60Δ76.5148.2%0.8%77.8677.5%1.1%
65Δ76.2548.9%0.6%78.4681.7%1.0%
70Δ75.9949.6%0.5%79.2392.8%0.9%
75Δ75.3855.9%0.4%79.94101.8%0.8%
80Δ74.7862.2%0.4%81.75130.9%0.6%

20Δ

Calls
Pseudo strike
88.28
IV
285.4%
B/E move
15.8%
Puts
Pseudo strike
69.21
IV
260.2%
B/E move
11.3%

25Δ

Calls
Pseudo strike
83.54
IV
175.8%
B/E move
9.4%
Puts
Pseudo strike
72.03
IV
175.3%
B/E move
7.4%

30Δ

Calls
Pseudo strike
78.80
IV
66.1%
B/E move
2.9%
Puts
Pseudo strike
74.85
IV
90.4%
B/E move
3.5%

35Δ

Calls
Pseudo strike
77.72
IV
42.8%
B/E move
1.4%
Puts
Pseudo strike
76.17
IV
53.2%
B/E move
1.7%

40Δ

Calls
Pseudo strike
77.43
IV
40.2%
B/E move
1.2%
Puts
Pseudo strike
76.46
IV
48.9%
B/E move
1.4%

45Δ

Calls
Pseudo strike
77.23
IV
43.4%
B/E move
1.1%
Puts
Pseudo strike
76.75
IV
44.7%
B/E move
1.1%

50Δ

Calls
Pseudo strike
77.03
IV
46.6%
B/E move
1.0%
Puts
Pseudo strike
77.06
IV
45.8%
B/E move
0.9%

55Δ

Calls
Pseudo strike
76.77
IV
47.6%
B/E move
0.9%
Puts
Pseudo strike
77.50
IV
83.3%
B/E move
1.4%

60Δ

Calls
Pseudo strike
76.51
IV
48.2%
B/E move
0.8%
Puts
Pseudo strike
77.86
IV
77.5%
B/E move
1.1%

65Δ

Calls
Pseudo strike
76.25
IV
48.9%
B/E move
0.6%
Puts
Pseudo strike
78.46
IV
81.7%
B/E move
1.0%

70Δ

Calls
Pseudo strike
75.99
IV
49.6%
B/E move
0.5%
Puts
Pseudo strike
79.23
IV
92.8%
B/E move
0.9%

75Δ

Calls
Pseudo strike
75.38
IV
55.9%
B/E move
0.4%
Puts
Pseudo strike
79.94
IV
101.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
74.78
IV
62.2%
B/E move
0.4%
Puts
Pseudo strike
81.75
IV
130.9%
B/E move
0.6%