Consumer Discretionary · Consumer
WYNN Implied Volatility, IV Rank & Options Chain
Wynn Resorts Limited (WYNN) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for Wynn Resorts Limited (WYNN).
Live tools open on the AAPL demo for visitors. WYNN unlocks with the 7-day free trial.
On this page
WYNN options trade with implied volatility typically in the 25% - 55% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
WYNN implied volatility
As of 2026-09-01As of 2026-09-01, WYNN's 30-day implied volatility is 32.1%, placing its 1-year IV percentile at 6.0 — above 6.0% of the past year's daily IV readings, a low-IV, premium-buying regime favoring long calls/puts and debit spreads.
WYNN live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live WYNN chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
WYNN options at a glance
- Daily volume
- N/A
- IV range
- 25% - 55%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
About Wynn Resorts Limited (WYNN)
Wynn Resorts operates luxury casino resorts in Las Vegas and Macau. Known for premium hospitality experiences, the company targets high-end leisure and business travelers.
Company profile
- Sector
- Consumer Discretionary
- Industry
- Resorts & Casinos
- Market cap
- $10B+
- Exchange
- NASDAQ
Key dates
- Next earnings
- See earnings calendar
- Earnings frequency
- Quarterly
- Dividend schedule
- See company page
- Fiscal year end
- December
Wynn Resorts Limited operates in the Consumer Discretionary sector.
WYNN options market overview
WYNN options provide good liquidity for options traders.
- Average daily volume
- N/A
- Total open interest
- N/A
- Put/call ratio
- N/A
- Typical ATM spread
- N/A
- Weekly options
- Available
- LEAPS available
- Yes
Liquidity assessment: Good
WYNN options are available for trading across multiple expirations.
WYNN implied volatility and IV rank
WYNN implied volatility reflects consumer spending trends and competitive dynamics. IV patterns are influenced by earnings, sales data, and consumer sentiment.
Earnings impact
IV typically expands before earnings and contracts after the announcement.
The post-earnings volatility drop is known as IV crush. Holders of short WYNN options should also understand early assignment risk around dividends and expiration.
Historical volatility vs IV
WYNN IV generally trades near historical volatility, with premiums expanding around earnings.
Term structure
Typically upward sloping under normal conditions.
The smile, the term structure and the cone for WYNN, on today's chain.
Open the Volatility LabWYNN gamma exposure (GEX)
Gamma Exposure analysis for WYNN reveals dealer hedging dynamics at key strike levels.
- Typical GEX profile. WYNN tends to operate in a positive gamma environment during normal conditions.
- Key levels.
- Dealer hedging.
Where the gamma sits on WYNN right now, strike by strike.
See live WYNN GEXCommon WYNN options strategies
These are strategies commonly used by traders on WYNN options, based on typical market characteristics. This is not investment advice.
Key considerations for WYNN options
- WYNN options liquidity varies by expiration - prefer near-term and monthly expirations for tighter spreads
- Monitor earnings dates for IV expansion/contraction patterns
- Consider the stock's beta when sizing positions
WYNN key events
Earnings months. January, April, July, October
- Written by
- ApexVol Research Team
Quantitative options research. All calculations use live institutional-grade data — the same source professional volatility desks use. - Reviewed by
- Ryan Silk, ApexVol Founder
Reviewed for technical accuracy. 10+ years trading options; built ApexVol's pricing engine, Greeks model and IV-rank methodology.
Revised as market conditions and institutional data change. Last revised 2026-09-01. How we research →
Track this name's volatility weekly. The week's biggest IV movers and the expected earnings moves, straight from the data.
No account needed. Unsubscribe any time.
Questions
Frequently asked
about WYNN options.
What is WYNN's typical implied volatility?
WYNN implied volatility typically ranges from 25% - 55%.
Does WYNN have weekly options?
WYNN offers weekly options.
What is WYNN's options trading profile?
WYNN (Wynn Resorts Limited) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 25% - 55% range. The position sits in the Consumer Discretionary category for portfolio diversification and options strategy design.
How does WYNN implied volatility behave around earnings?
IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.
What options strategies work well on WYNN?
Popular strategies on WYNN options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 25% - 55% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.
What is WYNN's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence WYNN's intraday price action. WYNN tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live WYNN GEX levels and the gamma-flip point on ApexVol.
What is WYNN's IV rank?
WYNN's IV rank shows where WYNN's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. WYNN implied volatility typically ranges from 25% - 55%. Check WYNN's live IV rank and percentile on ApexVol's IV analytics.
Keep reading
Where WYNN
gets priced.
WYNN analytics
Run it, do not just read it
Related tickers
Reference data reads well.
Live data trades better.
Everything on this page is the shape of WYNN options. The Terminal shows you today's chain, its Greeks, the gamma profile and the flow tape as they move. Run every module on AAPL without an account.
Real market data, not a sandbox. See it live on AAPL.