Options Skew Analytics

WYNN option chain

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

Data as of 9 November 2026 (end of day)

2026-11-13(4 days)ATM 46.13%±4.20skew +4.37
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$14.10$16.20—$72.00—————
019$13.15$15.25—$73.00—————
04$12.15$14.15—$74.00—————
024$11.15$13.40—$75.00—————
033$10.15$12.30—$76.00—————
228$9.30$11.35—$77.00—————
0137$8.20$10.10—$78.00—————
540$7.25$9.25—$79.00—————
0247$6.30$8.20—$80.00—————
013$5.35$7.40—$81.00—————
866$4.90$6.35—$82.0053.99%$0.29$0.4429851
275$4.00$5.55—$83.0052.08%$0.41$0.5915619
21108$3.50$3.80—$84.0050.69%$0.59$0.807711
12108$2.74$3.10—$85.0049.87%$0.86$1.0837
12119$2.10$2.40—$86.0049.14%$1.21$1.44160
8123$1.50$1.8446.20%$87.00—$1.49$1.88412
1838$1.04$1.3845.69%$88.00—$2.05$2.41100
3336$0.70$0.9945.24%$89.00—$2.74$3.0510
57344$0.51$0.7146.33%$90.00—$3.40$4.2001
4717$0.30$0.5045.93%$91.00—$4.20$5.0002
—————$93.00—$5.15$7.20100

Forward $86.98. The 25-delta put carries +4.37 volatility points over the 25-delta call.

2026-11-20(11 days)ATM 40.54%±6.11skew +3.57
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
184$8.60$10.40—$78.00—————
40137$7.70$9.40—$79.00—————
1311,961$6.70$7.60—$80.0047.16%$0.45$0.7082432
3792$5.65$7.55—$81.00—————
1128$4.80$6.75—$82.0044.63%$0.75$1.02619
4393$4.90$6.35—$82.5043.81%$0.85$1.105910
0538$4.40$5.10—$83.0043.52%$0.95$1.25032
120$3.95$4.40—$84.0043.74%$1.27$1.5958
691,188$3.30$3.65—$85.0043.61%$1.60$2.002,536157
296$2.68$3.10—$86.00—————
2551$2.11$2.5440.54%$87.00—————
191,693$1.97$2.4042.00%$87.50—$2.67$3.1531710
1425$1.71$2.0740.60%$88.00—$2.81$3.4503
5—$1.34$1.6840.54%$89.00—$3.45$4.00—51
581,844$1.03$1.3440.39%$90.00—$4.20$4.6528737
45—$0.74$1.0940.24%$91.00—$4.55$5.60—0
0—$0.47$0.7638.22%$92.00—$5.00$6.65—0
—————$92.50—$5.40$6.855,5111
—————$93.00—$5.60$7.75—0
—————$94.00—$6.65$8.60—0
—————$95.00—$7.10$9.503070

Forward $86.77. The 25-delta put carries +3.57 volatility points over the 25-delta call.

2026-12-04(25 days)ATM 37.50%±8.52skew +3.48
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$14.10$16.45—$72.00—————
04$13.15$15.45—$73.00—————
02$11.30$13.70—$75.00—————
01$10.10$11.65—$77.0043.66%$0.57$0.8542
12$8.75$10.85—$78.00—————
06$7.90$9.95—$79.00—————
05$7.05$9.15—$80.0040.56%$0.92$1.3302
09$6.25$8.30—$81.0040.62%$1.22$1.5502
012$5.60$7.55—$82.00—————
06$5.60$6.10—$83.0038.94%$1.73$2.0344
—————$84.0037.32%$1.89$2.3450
143$4.25$4.60—$85.00—————
536$3.70$4.00—$86.00—————
02$3.05$3.5037.45%$87.00—$3.30$3.7010
03$2.69$3.0537.90%$88.00—$3.75$4.2510
1546$1.83$2.2136.83%$90.00—$4.80$5.5011
30$1.56$1.9537.42%$91.00—————
40$0.78$1.2437.14%$94.00—————
12$0.68$1.0337.50%$95.00—$7.60$9.6022

Forward $86.77. The 25-delta put carries +3.48 volatility points over the 25-delta call.

2026-12-11(32 days)ATM 37.94%±9.79skew +2.58
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$12.50$14.85—$74.00—————
05$11.55$13.80—$75.00—————
—————$76.0043.16%$0.61$0.9022
10$9.60$10.40—$78.00—————
03$6.55$8.90—$81.00—————
01$6.60$7.25—$82.0040.10%$1.72$2.1701
14$5.70$7.10—$83.00—————
200$5.35$6.00—$84.00—————
211$4.55$5.50—$85.0038.89%$2.79$3.15010
120$3.40$4.35—$87.00—————
12$3.10$3.8537.83%$88.00—$4.10$4.6010
1010$2.27$2.9537.21%$90.00—————
33$1.62$2.2737.05%$92.00—————
11$1.28$1.9036.13%$93.00—————
11$1.15$1.7937.53%$94.00—————
50$0.91$1.5036.89%$95.00—————

Forward $87.12. The 25-delta put carries +2.58 volatility points over the 25-delta call.

2026-12-18(39 days)ATM 37.64%±10.71skew +4.34
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
07$50.00$53.70—$35.00—————
08$45.00$48.70—$40.00—————
072$35.85$38.70—$50.00—————
014$25.90$28.75—$60.00—————
026$21.15$23.45—$65.0046.26%$0.09$0.1477933
025$18.75$20.95—$67.5044.96%$0.16$0.2217217
056$16.40$18.60—$70.00—————
077$14.05$16.20—$72.5042.45%$0.43$0.5332586
10276$12.05$13.40—$75.0042.52%$0.69$0.932,04686
0107$10.25$11.40—$77.5040.69%$1.04$1.2563346
381,646$8.50$9.30—$80.0039.62%$1.58$1.7559634
27410$6.70$7.05—$82.5038.60%$2.16$2.5625863
411,657$5.10$5.65—$85.0038.23%$3.15$3.502,4178
113349$3.75$4.3537.72%$87.50—$4.25$4.7525020
3236,307$2.68$3.1036.54%$90.00—$5.65$6.203434
1738,632$1.85$2.3736.83%$92.50—$7.30$7.801490
3612,487$1.26$1.4435.29%$95.00—$9.15$9.853913
9147$0.74$1.0935.36%$97.50—$10.40$12.501,7340
7201,669$0.53$0.7836.25%$100.00—$12.45$14.705660
—————$105.00—$17.35$18.851630
—————$120.00—$31.50$34.602000

Forward $87.05. The 25-delta put carries +4.34 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 36.92%±13.80skew +3.10
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
021$31.00$34.00—$55.00—————
034$26.50$28.55—$60.00—————
04$24.05$26.15—$62.50—————
022$21.70$22.90—$65.00—————
012$19.40$21.60—$67.5044.46%$0.50$0.6929511
2555$17.45$19.15—$70.00—————
049$15.00$17.05—$72.5041.34%$0.93$1.201,094432
8192$13.35$14.35—$75.0039.70%$1.24$1.5576846
8219$11.25$12.85—$77.5039.51%$1.77$2.171,7094
55991$9.65$10.45—$80.0038.60%$2.38$2.831,75913
7218$7.95$8.85—$82.5037.98%$3.15$3.7077111
1761,468$6.60$6.90—$85.0036.95%$4.15$4.551,85932
81,141$5.05$5.6536.97%$87.50—$5.30$5.9033223
51520$4.00$4.5036.68%$90.00—$6.70$7.3080520
1226$3.10$3.5536.42%$92.50—$8.25$8.755400
250278$2.27$2.7735.88%$95.00—$9.80$10.706594
1132$1.64$2.1335.50%$97.50—$11.05$12.451,1640
261,295$1.21$1.6335.49%$100.00—$13.20$15.106,9866
—————$105.00—$16.95$19.654090
22,172$0.32$0.4334.81%$110.00—$22.25$24.302820
—————$115.00—$26.50$29.45410

Forward $87.25. The 25-delta put carries +3.10 volatility points over the 25-delta call.

2027-02-19(102 days)ATM 38.64%±17.92skew +4.05
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$67.5045.50%$0.98$1.57453
06$18.30$20.65—$70.0044.29%$1.32$1.902096
021$16.70$18.75—$72.5043.96%$1.86$2.372411
0144$15.20$16.70—$75.0042.58%$2.22$2.9525631
3353$13.35$13.90—$77.5041.91%$2.78$3.701750
2256$11.55$12.30—$80.0041.04%$3.55$4.4017567
217$9.95$10.80—$82.5040.47%$4.45$5.30281
23228$8.60$9.20—$85.0040.17%$5.45$6.4510757
1776$6.90$8.10—$87.5040.53%$6.60$7.951880
15375$5.80$6.3038.49%$90.00—$7.95$8.90640
1028$4.75$5.9039.73%$92.50—$9.05$10.351640
245$3.85$4.8038.78%$95.00—$11.05$12.10270
0229$2.91$3.9537.71%$97.50—$12.85$14.10630
236520$2.50$3.2037.85%$100.00—$14.35$15.80130
20571$1.51$2.1537.27%$105.00—$17.70$20.40250
11151$0.93$1.5437.71%$110.00—$22.45$24.70130
501,315$0.58$0.8436.68%$115.00—$27.10$29.40600

Forward $87.73. The 25-delta put carries +4.05 volatility points over the 25-delta call.

2027-03-19(130 days)ATM 38.35%±20.11skew +3.73
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$38.40$41.85—$47.50—————
075$36.60$39.25—$50.00—————
02$31.80$34.15—$55.00—————
612$27.35$29.60—$60.00—————
602$23.30$25.00—$65.00—————
02$20.65$22.95—$67.5045.04%$1.38$2.12170
232$19.00$20.90—$70.0042.29%$1.70$2.196910
6146$16.85$19.00—$72.5042.71%$2.28$2.916328
115349$14.95$16.40—$75.0041.55%$3.05$3.206,102471
66106$13.55$15.05—$77.5040.78%$3.50$4.1014151
7564,033$12.20$12.65—$80.0040.15%$4.25$4.959333
335179$10.50$11.15—$82.5038.95%$5.15$5.6550334
4612,084$9.25$9.60—$85.0038.99%$6.15$6.9585314
45102$7.75$8.65—$87.5039.03%$7.50$8.15880
361,037$6.60$7.4038.43%$90.00—$8.40$9.50862
36190$5.50$6.1037.27%$92.50—$10.15$10.95501
52,676$4.75$5.2037.38%$95.00—$11.80$12.555110
3160$3.95$4.4537.22%$97.50—$13.00$14.952650
76410$3.30$3.7537.07%$100.00—$15.20$16.305420
11283$2.22$2.7537.05%$105.00—$18.35$20.651690
23,452$1.36$1.8536.15%$110.00—$22.25$24.951210

Forward $87.88. The 25-delta put carries +3.73 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.