Options Skew Analytics

WYNN option chain

Strikes around the forward, as they were quoted at the close

Data as of 23 September 2026 (end of day)

2026-10-16(23 days)ATM 33.18%±6.79skew +1.94
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$73.0036.78%$0.35$0.45025
—————$75.0034.68%$0.57$0.6546251
—————$76.0035.29%$0.73$0.9620
—————$77.0034.91%$0.95$1.1950
—————$77.5034.89%$1.12$1.306131
—————$78.0034.55%$1.26$1.42103
01$3.85$4.45—$79.0035.07%$1.50$1.9550
23146$3.35$3.80—$80.0033.44%$1.90$2.101,11664
10$2.77$3.20—$81.0033.38%$2.30$2.605838
1396$2.24$2.7233.13%$82.00—$2.90$3.20638
1115$1.99$2.5032.94%$82.50—$3.05$3.55791
1283$1.84$2.2733.14%$83.00—$3.45$3.80793
10464$1.54$1.8333.15%$84.00—$4.10$4.40684
57379$1.20$1.5533.27%$85.00—$4.75$5.301,3191
064$0.98$1.2633.49%$86.00—$4.85$6.00250
145$0.69$1.0332.97%$87.00—$5.50$6.8061
25196$0.66$0.9333.52%$87.50—$6.05$7.6043463
02$0.59$0.8834.05%$88.00—————
075$0.55$0.8636.51%$89.00—————
—————$90.00—$8.50$9.5026210
—————$92.50—$9.80$12.252020

Forward $81.54. The 25-delta put carries +1.94 volatility points over the 25-delta call.

2026-10-23(30 days)ATM 33.35%±7.80skew +1.06
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$74.0035.62%$0.62$0.8010
03$6.95$8.90—$75.00—————
—————$76.0034.88%$0.97$1.22129
—————$77.0034.50%$1.15$1.5354
—————$78.0034.42%$1.47$1.8331
—————$79.0032.58%$1.50$2.2120
—————$80.0032.91%$2.18$2.40143
01$3.20$3.75—$81.0033.84%$2.62$3.0562
120$2.70$3.1533.35%$82.00—$3.10$3.5050
639$2.27$2.7333.46%$83.00—$3.65$4.10130
018$1.87$2.3933.64%$84.00—$4.30$4.85290
04$1.42$2.0533.02%$85.00—$4.65$5.45190
225$1.32$1.6433.50%$86.00—$5.70$6.1550
02$1.03$1.5034.04%$87.00—————
12$0.87$1.1333.45%$88.00—————
—————$91.00—$8.75$10.8520
—————$92.00—$9.55$12.0021
—————$93.00—$10.15$12.95100
—————$95.00—$12.35$14.80120
—————$102.00—$18.75$22.5510

Forward $81.62. The 25-delta put carries +1.06 volatility points over the 25-delta call.

2026-10-30(37 days)ATM 33.48%±8.71skew +0.67
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$75.0035.56%$0.93$1.35270
—————$76.0034.82%$1.18$1.5060
—————$77.0033.45%$1.22$1.8120
03$5.25$5.90—$78.0034.73%$1.73$2.19921
—————$79.0033.78%$1.96$2.5310
—————$80.0034.70%$2.46$3.05700
11$3.55$4.15—$81.0033.76%$2.90$3.35400
902$3.15$3.5033.43%$82.00—$3.30$3.90151
315$2.61$3.2533.89%$83.00—$3.95$4.5030
—————$84.00—$4.45$5.00110
503$1.92$2.2633.03%$85.00—$5.20$5.75160
03$1.60$2.1434.02%$86.00—————
010$1.07$1.6434.15%$88.00—$6.25$8.40100
215$0.70$1.1333.61%$90.00—$7.75$10.351520
123$0.51$0.8134.19%$92.00—$9.45$12.10200
—————$93.00—$10.40$13.1540
—————$94.00—$11.10$13.70100
—————$95.00—$12.05$14.8010
—————$102.00—$18.75$22.6020

Forward $81.72. The 25-delta put carries +0.67 volatility points over the 25-delta call.

2026-11-20(58 days)ATM 37.40%±12.19skew +1.77
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$16.50$19.00—$65.0042.05%$0.41$0.54701
08$12.30$13.80—$70.0039.38%$0.91$1.093300
662$8.70$9.20—$75.0038.51%$2.02$2.2545611
—————$77.5038.16%$2.84$3.10390
6108$5.45$6.10—$80.0038.61%$4.00$4.2095056
3666$4.35$4.6537.44%$82.50—$4.90$5.55181
17254$3.25$3.6537.14%$85.00—$6.65$6.852,79423
21592$2.36$2.7836.68%$87.50—$8.35$8.553350
531,599$1.73$2.0736.54%$90.00—$10.15$10.553928
40688$1.28$1.5436.74%$92.50—$11.35$12.455,5600
1591,517$0.95$1.1336.99%$95.00—$12.80$14.653090
02,541$0.74$0.8837.95%$97.50—$16.00$17.153260
71,035$0.55$0.6538.31%$100.00—$17.10$19.151460
—————$105.00—$22.05$24.353010
—————$110.00—$26.75$29.7081

Forward $81.77. The 25-delta put carries +1.77 volatility points over the 25-delta call.

2026-12-18(86 days)ATM 36.39%±14.46skew +1.62
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
052$30.10$33.75—$50.00—————
04$21.55$23.35—$60.0041.74%$0.33$0.4394020
016$17.00$19.25—$65.0039.36%$0.62$0.9035675
011$15.10$17.00—$67.5039.35%$0.96$1.33523
033$13.10$14.05—$70.0037.61%$1.32$1.641916
019$10.80$12.95—$72.5036.99%$1.81$2.252653
077$9.40$10.00—$75.0037.58%$2.66$3.102,093354
030$7.85$9.25—$77.5036.35%$3.40$3.902094
11,108$6.40$6.90—$80.0035.49%$4.35$4.9023685
369$5.10$5.7536.42%$82.50—$5.95$6.151767
2951,175$4.25$4.5036.26%$85.00—$7.00$7.652,5503
23199$3.35$3.7536.55%$87.50—$8.95$9.252360
1315,562$2.58$2.9336.07%$90.00—$10.75$11.253388
08,595$1.91$2.2335.37%$92.50—$12.60$13.001500
17219$1.37$1.7535.05%$95.00—$14.00$15.054531
0105$1.08$1.3935.51%$97.50—$16.00$17.651,7340
451,515$0.91$1.2637.15%$100.00—$18.75$19.607586
—————$105.00—$22.65$24.303870
—————$110.00—$27.40$29.904411
—————$115.00—$31.75$35.40150
—————$120.00—$37.00$39.902020

Forward $81.87. The 25-delta put carries +1.62 volatility points over the 25-delta call.

2027-01-15(114 days)ATM 36.05%±16.56skew +2.47
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
017$31.20$33.75—$50.00—————
023$26.55$28.95—$55.0044.66%$0.30$0.451620
030$22.00$24.35—$60.0042.91%$0.56$0.912380
04$20.15$22.00—$62.5040.53%$0.67$1.0912,3068
019$17.65$19.80—$65.0039.30%$0.98$1.332394
011$15.75$17.70—$67.5038.43%$1.40$1.67785
0547$13.85$15.30—$70.0037.43%$1.80$2.1827858
19$12.05$12.85—$72.5037.10%$2.43$2.855610
054$10.25$11.05—$75.0036.63%$3.25$3.5550113
345$8.75$9.35—$77.5036.76%$4.30$4.501,4380
10164$7.35$7.90—$80.0036.58%$5.40$5.601,64211
243$6.10$6.7536.42%$82.50—$6.65$6.8565014
0215$5.10$5.4535.82%$85.00—$7.65$8.251,7531
4753$4.20$4.5535.85%$87.50—$9.55$9.853220
0330$3.30$3.8035.55%$90.00—$11.30$11.558401
1096$2.70$3.0535.43%$92.50—$12.45$13.455520
0215$1.95$2.4734.64%$95.00—$15.05$15.656490
0107$1.71$1.9735.20%$97.50—$16.60$17.901,1630
361,060$1.33$1.7635.84%$100.00—$19.30$19.757,08028
7409$0.83$1.1435.92%$105.00—$22.25$24.854373
22,054$0.55$0.7736.57%$110.00—$27.90$29.1065510

Forward $82.17. The 25-delta put carries +2.47 volatility points over the 25-delta call.

2027-02-19(149 days)ATM 36.57%±19.34skew +3.27
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$55.0044.40%$0.53$0.72091
—————$60.0042.14%$0.91$1.191021
—————$65.0041.02%$1.68$1.94125
05$14.45$16.80—$70.0039.79%$2.54$3.2530
0100$11.55$12.35—$75.0038.00%$3.85$4.70660
14$8.50$9.65—$80.0037.31%$6.00$6.605073
33$7.25$8.25—$82.5036.85%$7.00$7.95690
2237$6.25$7.0036.57%$85.00—$8.65$9.25520
047$5.30$6.1536.79%$87.50—$9.70$10.855600
0559$4.45$5.1036.22%$90.00—$11.65$12.50470
10$3.75$4.1535.71%$92.50—$13.30$14.201640
1011$3.15$3.5535.86%$95.00—$15.25$16.10270
13$2.53$3.0535.74%$97.50—$16.65$18.40530
061$2.20$2.7136.52%$100.00—$18.75$20.60140
291$1.35$1.7035.15%$105.00—$22.70$25.05250
0108$1.03$1.3936.81%$110.00—$27.00$30.5510
01,315$0.75$1.0737.70%$115.00—$32.05$34.45630
04,645$0.47$0.7537.50%$120.00—————

Forward $82.78. The 25-delta put carries +3.27 volatility points over the 25-delta call.

2027-03-19(177 days)ATM 37.20%±21.41skew +3.25
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$47.5047.84%$0.31$0.503921
03$31.80$34.40—$50.0046.60%$0.46$0.60920
—————$55.0044.16%$0.78$0.96690
012$23.30$24.90—$60.0041.83%$1.16$1.58402
01$18.90$21.10—$65.0040.53%$2.03$2.39160
012$15.00$17.30—$70.0039.25%$3.25$3.502517
024$12.00$12.95—$75.0037.28%$4.55$5.003,7341
434$9.30$9.85—$80.0037.66%$6.85$7.30382
—————$82.5037.04%$8.00$8.4574
191,876$7.25$7.5037.26%$85.00—$9.40$9.95730
40$6.05$6.5036.55%$87.50—$10.30$11.40880
2172$5.20$5.6036.38%$90.00—$11.85$12.95790
10119$4.45$4.7536.11%$92.50—$13.50$14.70430
155$3.85$4.1036.23%$95.00—$15.75$16.504950
052$3.20$3.6036.21%$97.50—$17.10$18.90700
0319$2.75$2.9836.00%$100.00—$19.75$20.751570
10200$2.03$2.3436.74%$105.00—$23.00$25.201690
32,682$1.45$1.5936.33%$110.00—$28.55$29.551210
0221$0.84$1.3536.45%$115.00—$32.05$34.5070
—————$120.00—$36.80$40.25900
050$0.31$0.4839.06%$135.00—————

Forward $82.65. The 25-delta put carries +3.25 volatility points over the 25-delta call.

How to read this

Calls on the left, puts on the right, the strike between them — the layout every chain uses. Each block is one expiration, and the heading carries its days to expiry, the at-the-money implied volatility, and the one-standard-deviation move that volatility implies over that time.

Only the 21 strikes nearest the forward are stored, which is the part of the board that carries the volume. The shaded side is in the money: below the forward for calls, above it for puts.

Implied volatility is shown on the out-of-the-money side only. An in-the-money option is nearly all intrinsic value quoted on a wide market, so a volatility solved from it would look authoritative and mean very little. The price is still shown, because the price is real; the blank is deliberate.

WYNN option chain | Options Skew Analytics