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Wynn Resorts Limited WYNN

CONSUMER CYCLICAL · RESORTS & CASINOS
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Market dataready · fetched 2026-10-16T00:21:05.804Z

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

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:21:05.249841+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$0.67$3.67$6.66$9.66$12.66$62.89$70.61$78.32$86.03$93.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WYNN spot · $77.00WYNN PRICE$1.00$1.34$1.79$2.24$2.70$3.19$3.71$4.41$5.21$6.12$7.08$8.27$9.54$1.47$1.99$2.49$2.99$3.51$4.17$4.77$5.29$6.19$7.57$8.49$9.68$11.79
PutsFair1.03×
CallsExpensive1.07×
SkewBearish+3.49 pp
Implied moveBearish±$8.49
TiltBearish10.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ86.4139.0%13.5%68.5849.7%12.8%
25Δ84.5538.8%11.5%70.3050.7%11.3%
30Δ83.3440.7%10.6%72.0849.7%9.6%
35Δ82.0742.0%9.5%73.7248.1%8.1%
40Δ80.6542.0%8.2%75.2846.6%6.8%
45Δ79.2841.8%7.1%76.7046.3%5.8%
50Δ77.9741.5%6.1%78.0445.1%4.8%
55Δ76.6642.3%5.3%79.3042.9%3.9%
60Δ75.3443.7%4.6%80.7642.8%3.1%
65Δ73.9244.6%4.0%82.5045.4%2.7%
70Δ72.4645.4%3.3%83.9043.9%2.1%
75Δ70.8046.1%2.7%85.5543.3%1.5%
80Δ69.0846.2%2.1%87.9945.1%1.0%

20Δ

Calls
Pseudo strike
86.41
IV
39.0%
B/E move
13.5%
Puts
Pseudo strike
68.58
IV
49.7%
B/E move
12.8%

25Δ

Calls
Pseudo strike
84.55
IV
38.8%
B/E move
11.5%
Puts
Pseudo strike
70.30
IV
50.7%
B/E move
11.3%

30Δ

Calls
Pseudo strike
83.34
IV
40.7%
B/E move
10.6%
Puts
Pseudo strike
72.08
IV
49.7%
B/E move
9.6%

35Δ

Calls
Pseudo strike
82.07
IV
42.0%
B/E move
9.5%
Puts
Pseudo strike
73.72
IV
48.1%
B/E move
8.1%

40Δ

Calls
Pseudo strike
80.65
IV
42.0%
B/E move
8.2%
Puts
Pseudo strike
75.28
IV
46.6%
B/E move
6.8%

45Δ

Calls
Pseudo strike
79.28
IV
41.8%
B/E move
7.1%
Puts
Pseudo strike
76.70
IV
46.3%
B/E move
5.8%

50Δ

Calls
Pseudo strike
77.97
IV
41.5%
B/E move
6.1%
Puts
Pseudo strike
78.04
IV
45.1%
B/E move
4.8%

55Δ

Calls
Pseudo strike
76.66
IV
42.3%
B/E move
5.3%
Puts
Pseudo strike
79.30
IV
42.9%
B/E move
3.9%

60Δ

Calls
Pseudo strike
75.34
IV
43.7%
B/E move
4.6%
Puts
Pseudo strike
80.76
IV
42.8%
B/E move
3.1%

65Δ

Calls
Pseudo strike
73.92
IV
44.6%
B/E move
4.0%
Puts
Pseudo strike
82.50
IV
45.4%
B/E move
2.7%

70Δ

Calls
Pseudo strike
72.46
IV
45.4%
B/E move
3.3%
Puts
Pseudo strike
83.90
IV
43.9%
B/E move
2.1%

75Δ

Calls
Pseudo strike
70.80
IV
46.1%
B/E move
2.7%
Puts
Pseudo strike
85.55
IV
43.3%
B/E move
1.5%

80Δ

Calls
Pseudo strike
69.08
IV
46.2%
B/E move
2.1%
Puts
Pseudo strike
87.99
IV
45.1%
B/E move
1.0%