Wynn Resorts (WYNN) Options Chain

NASDAQ: WYNNConsumer DiscretionaryHotels/ResortsUSD

75.15-0.14 (-0.19%)

At close: Oct 9, 4:00 PM ET · Delayed 15 min

Expiration date

Expiration: Jun 17, 2027
Days to expiration: 249
Share price: $75.15
Put/call ratio (OI): 1.00
Put/call ratio (volume): 1.18
ATM implied volatility: 45.1%
Expected move: ±$27.97
Open interest (C / P): 10.80K / 10.83K

WYNN options summary

The WYNN options chain for the June 17, 2027 expiration lists 33 call and 28 put contracts, with 249 days until expiration. Open interest stands at 10,800 calls and 10,829 puts, a put/call ratio of 1.00, which is fairly balanced between calls and puts. At-the-money implied volatility near the $75.00 strike is 45.1%, which implies the market expects a move of about ±$27.97 (37.2%) in Wynn Resorts stock by expiration.

The most open interest sits at the $130.00 call (3.29K contracts) and the $80.00 put (2.43K contracts).

Summary generated from market data by MetaCap's automated system. Methodology

WYNN options chain · June 17, 2027

WYNN calls and puts by strike price. Shaded cells are in the money.
Calls							Puts
OI	Vol	IV	Last	Bid	Ask	Strike	Bid	Ask	Last	IV	Vol	OI
—	—	—	36.56	—	—	40.00	—	—	—	—	—	—
—	—	—	—	—	—	42.50	0.23	0.95	0.74	50.9%	30	45
2	2	57.7%	39.55	30.80	33.45	45.00	0.26	1.40	1.00	51.9%	1	53
—	—	—	—	—	—	47.50	0.00	3.10	1.03	62.4%	10	31
20	15	53.8%	27.25	26.50	29.05	50.00	1.16	2.25	1.32	50.9%	2	2
11	1	52.2%	25.50	22.25	25.60	55.00	0.38	1.16	1.45	33.6%	4	18
13	1	54.4%	19.55	18.80	21.05	60.00	2.43	4.40	3.45	46.4%	8	51
2	1	54.9%	18.60	15.15	18.30	65.00	3.65	5.65	4.80	43.1%	9	1,294
9	2	53.7%	15.92	11.65	15.50	70.00	5.45	8.20	6.55	44.4%	1	333
—	—	—	—	—	—	72.50	7.05	8.75	7.95	41.3%	2	65
25	1	52.3%	10.50	9.50	12.95	75.00	7.95	9.25	9.25	37.8%	93	1,025
WYNN $75.15
54	1	49.7%	9.52	8.30	11.30	77.50	8.35	12.50	10.55	45.1%	1	34
583	41	51.5%	8.45	7.10	10.80	80.00	10.45	13.15	11.83	41.4%	92	2,428
111	1	51.3%	8.30	7.10	9.90	82.50	11.35	15.50	10.65	44.3%	2	13
121	22	50.9%	6.80	5.25	9.00	85.00	13.00	16.95	12.05	43.2%	2	92
284	2	47.8%	7.30	5.50	7.50	87.50	14.70	18.00	11.25	40.2%	5	235
226	5	47.3%	5.43	4.95	6.70	90.00	16.55	20.10	18.32	41.2%	20	2,293
38	6	49.2%	4.80	3.40	6.55	92.50	18.40	22.60	14.65	43.7%	27	1,613
24	10	49.1%	4.50	2.97	5.95	95.00	20.90	24.00	22.30	41.1%	1	150
403	114	48.5%	4.30	2.80	5.30	97.50	23.15	25.80	23.85	40.0%	2	245
293	2	47.5%	3.35	2.21	4.60	100.00	24.50	28.15	25.25	41.3%	7	146
691	2	45.0%	2.71	2.27	3.30	105.00	28.85	33.00	25.50	44.3%	3	617
428	6	48.7%	1.97	1.32	3.35	110.00	33.50	37.55	29.35	45.2%	17	21
1,183	2	45.6%	2.00	1.18	2.25	115.00	0.00	0.00	19.15	—	2	0
1,316	1	45.8%	1.30	0.90	1.85	120.00	42.90	47.05	44.47	48.2%	1	25
502	5	46.7%	1.06	0.54	1.63	125.00	0.00	0.00	26.25	—	1	0
3,293	1	49.1%	1.15	0.00	1.63	130.00	0.00	0.00	31.00	—	—	0
284	5	48.3%	0.75	0.32	1.26	135.00	0.00	0.00	34.40	—	—	0
87	1	51.5%	0.72	0.02	2.74	140.00	—	—	—	—	—	—
7	2	52.8%	1.46	0.00	2.60	145.00	51.50	55.55	38.15	—	—	0
62	3	51.3%	0.50	0.08	0.96	150.00	—	—	—	—	—	—
76	20	50.0%	1.02	0.04	0.71	155.00	—	—	—	—	—	—
23	1	53.1%	0.40	0.00	0.83	160.00	—	—	—	—	—	—
29	1	54.4%	0.45	0.00	0.80	165.00	—	—	—	—	—	—
32	9	52.6%	0.63	0.00	0.57	170.00	—	—	—	—	—	—
568	5	53.9%	0.21	0.00	0.56	175.00	—	—	—	—	—	—

In-the-money callsIn-the-money puts. IV = implied volatility, OI = open interest (contracts). Each contract covers 100 shares. Quotes delayed at least 15 minutes.

Frequently asked questions

What is the WYNN put/call ratio?

For the June 17, 2027 expiration, the WYNN put/call ratio based on open interest is 1.00 (10,829 puts vs 10,800 calls), and 1.18 based on today's volume. A ratio above 1 means more puts than calls.

What is WYNN's implied volatility?

At-the-money implied volatility for WYNN options expiring June 17, 2027 is about 45.1%, an annualized estimate of how much the market expects Wynn Resorts stock to move.

How many WYNN option expiration dates are there?

WYNN has 15 listed expiration dates, from Oct 16, 2026 to Jan 19, 2029.

What does "in the money" mean?

A call is in the money when the strike price is below the current share price; a put is in the money when the strike is above it. In-the-money contracts have intrinsic value and are shaded in the table.