WYNN Deep Analytical Report

Wynn Resorts, Limited | Category: Equity Large Cap | Ann. Div Yield: 1.00% ($1.00) | Last Updated: 2026-03-24 | Data Range: 2002-10-01 → 2026-03-01 (282 months)
Quick Overview
Timeframe C-C DoR σ
(Historical)
H-L DoR σ
(Historical)
O-C DoR σ
(Historical)
5Y ATRP
(Avg)
Binomial IV
(Period)
Yahoo IV
(Period)
1σ Lower
(68.27%)
1σ Upper 2σ Lower
(95.45%)
2σ Upper
Daily 3.09% 2.64% 2.53% 3.49% 2.77% 2.93% 99.76 105.46 97.03 108.42
Weekly 7.11% 7.82% 6.98% 8.21% 6.11% 6.45% 96.49 109.03 90.77 115.90
Monthly 14.24% 21.29% 14.01% 16.80% 12.72% 13.43% 90.32 116.48 79.54 132.27
Quarterly 23.20% 45.73% 23.57% 28.67% 22.02% 23.27% 82.29 127.84 66.03 159.34
Annual 44.05% 46.53% 66.03 159.34 42.50 247.53
Option Time Horizon 16.63% 17.56% 86.86 121.12 73.55 143.03
Calculation Notes: Computed at 2026-03-23T16:36 UTC  |  Reference Contract: Call option expiring 2026-05-15 (52 days)  |  Spot Price (S): $102.57  |  Strike (K): $105.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $5.9500 (Bid $5.6500 / Ask $6.2500)  |  Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 1.00%  |  Binomial IV (Annual): 44.05% (CRR binomial tree, American, n=20 steps)  |  BS IV: 44.44% (European Black-Scholes)  |  Yahoo IV (Annual): 46.53% → period-scaled as σperiod = σannual·√h  |  Price bands: Upper = S·e+σ√h, Lower = S·e−σ√h
Historical Dividend Payouts
Ex-Dividend Date Amount
2026-02-23 $0.2500
2025-11-17 $0.2500
2025-08-18 $0.2500
2025-05-16 $0.2500
2025-02-24 $0.2500
2024-11-15 $0.2500
2024-08-19 $0.2500
2024-05-17 $0.2500
2024-02-16 $0.2500
2023-11-17 $0.2500
2023-08-18 $0.2500
2023-05-22 $0.2500
2020-02-25 $1.0000
2019-11-13 $1.0000
2019-08-15 $1.0000
2019-05-21 $1.0000
2019-02-14 $0.7500
2018-11-20 $0.7500
2018-08-15 $0.7500
2018-05-16 $0.7500
2018-02-14 $0.5000
2017-11-15 $0.5000
2017-08-08 $0.5000
2017-05-09 $0.5000
2017-02-10 $0.5000
2016-11-15 $0.5000
2016-08-09 $0.5000
2016-05-13 $0.5000
2016-02-19 $0.5000
2015-11-09 $0.5000
2015-08-07 $0.5000
2015-05-07 $0.5000
2015-02-11 $1.5000
2014-11-07 $2.5000
2014-08-08 $1.2500
2014-05-13 $1.2500
2014-02-11 $1.2500
2013-11-18 $3.0000
2013-11-05 $1.0000
2013-08-08 $1.0000
2013-05-07 $1.0000
2013-02-12 $1.0000
2012-11-05 $8.0000
2012-07-27 $0.5000
2012-05-17 $0.5000
2012-02-14 $0.5000
2011-11-21 $5.0000
2011-10-31 $0.5000
2011-07-26 $0.5000
2011-04-29 $0.5000
2010-11-19 $8.0000
2010-08-10 $0.2500
2010-05-10 $0.2500
2009-11-17 $4.0000
2007-11-28 $6.0000
2006-11-20 $6.0000
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.64. Further, an Excess Kurtosis of 9.20 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -9.18%420.71%0.71%
-9.18% to -6.86%480.82%1.53%
-6.86% to -4.54%1642.79%4.31%
-4.54% to -2.23%66811.35%15.66%
-2.23% to 0.09%215436.59%52.25%
0.09% to 2.41%190332.33%84.58%
2.41% to 4.73%59810.16%94.73%
4.73% to 7.05%1732.94%97.67%
7.05% to 9.37%811.38%99.05%
Greater than 9.37%560.95%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.00%3.19% 79.19%68.27%
±2σ -6.09%6.28% 94.84%95.45%
±3σ -9.18%9.37% 98.34%99.73%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.93. Further, an Excess Kurtosis of 30.70 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -4.20%00.00%0.00%
-4.20% to -2.22%00.00%0.00%
-2.22% to -0.24%00.00%0.00%
-0.24% to 1.74%72912.38%12.38%
1.74% to 3.72%309952.63%65.01%
3.72% to 5.70%125121.25%86.26%
5.70% to 7.68%4617.83%94.09%
7.68% to 9.66%1682.85%96.94%
9.66% to 11.64%711.21%98.15%
Greater than 11.64%1091.85%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.08%6.36% 88.32%68.27%
±2σ -1.56%9.00% 96.37%95.45%
±3σ -4.20%11.64% 98.15%99.73%
Open-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.18. Further, an Excess Kurtosis of 6.22 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -7.50%400.68%0.68%
-7.50% to -5.60%711.21%1.89%
-5.60% to -3.71%1893.21%5.10%
-3.71% to -1.81%67311.43%16.53%
-1.81% to 0.08%199333.85%50.37%
0.08% to 1.98%191732.56%82.93%
1.98% to 3.88%69711.84%94.77%
3.88% to 5.77%2093.55%98.32%
5.77% to 7.67%550.93%99.25%
Greater than 7.67%440.75%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.44%2.61% 77.29%68.27%
±2σ -4.97%5.14% 94.75%95.45%
±3σ -7.50%7.67% 98.57%99.73%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.95. Further, an Excess Kurtosis of 9.54 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -20.87%50.41%0.41%
-20.87% to -15.54%171.39%1.80%
-15.54% to -10.20%423.44%5.24%
-10.20% to -4.87%14511.88%17.12%
-4.87% to 0.47%40733.33%50.45%
0.47% to 5.80%42134.48%84.93%
5.80% to 11.13%12310.07%95.00%
11.13% to 16.47%352.87%97.87%
16.47% to 21.80%141.15%99.02%
Greater than 21.80%120.98%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.65%7.58% 78.95%68.27%
±2σ -13.76%14.69% 94.92%95.45%
±3σ -20.87%21.80% 98.61%99.73%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.12. Further, an Excess Kurtosis of 49.74 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -13.66%00.00%0.00%
-13.66% to -7.80%00.00%0.00%
-7.80% to -1.93%00.00%0.00%
-1.93% to 3.93%1008.18%8.18%
3.93% to 9.80%71058.10%66.28%
9.80% to 15.66%25921.19%87.48%
15.66% to 21.53%877.12%94.60%
21.53% to 27.39%322.62%97.22%
27.39% to 33.26%131.06%98.28%
Greater than 33.26%211.72%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.98%17.62% 90.51%68.27%
±2σ -5.84%25.44% 96.48%95.45%
±3σ -13.66%33.26% 98.28%99.73%
Open-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.09. Further, an Excess Kurtosis of 10.08 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -20.72%50.41%0.41%
-20.72% to -15.49%141.15%1.55%
-15.49% to -10.25%342.78%4.34%
-10.25% to -5.01%13511.05%15.38%
-5.01% to 0.22%48139.36%54.75%
0.22% to 5.46%35829.30%84.04%
5.46% to 10.69%12610.31%94.35%
10.69% to 15.93%413.36%97.71%
15.93% to 21.16%181.47%99.18%
Greater than 21.16%100.82%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.76%7.20% 79.13%68.27%
±2σ -13.74%14.18% 94.76%95.45%
±3σ -20.72%21.16% 98.77%99.73%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.11. Further, an Excess Kurtosis of 6.92 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -40.80%10.36%0.36%
-40.80% to -30.12%20.71%1.07%
-30.12% to -19.44%113.91%4.98%
-19.44% to -8.76%3813.52%18.51%
-8.76% to 1.93%9232.74%51.25%
1.93% to 12.61%9232.74%83.99%
12.61% to 23.29%279.61%93.59%
23.29% to 33.97%144.98%98.58%
33.97% to 44.66%20.71%99.29%
Greater than 44.66%20.71%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -12.32%16.17% 76.87%68.27%
±2σ -26.56%30.41% 94.66%95.45%
±3σ -40.80%44.66% 98.93%99.73%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.39. Further, an Excess Kurtosis of 38.82 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -40.65%00.00%0.00%
-40.65% to -24.68%00.00%0.00%
-24.68% to -8.71%00.00%0.00%
-8.71% to 7.26%31.06%1.06%
7.26% to 23.23%19368.44%69.50%
23.23% to 39.20%6021.28%90.78%
39.20% to 55.17%176.03%96.81%
55.17% to 71.14%20.71%97.52%
71.14% to 87.11%10.35%97.87%
Greater than 87.11%62.13%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.94%44.52% 93.62%68.27%
±2σ -19.35%65.81% 97.52%95.45%
±3σ -40.65%87.11% 97.87%99.73%
Open-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.01. Further, an Excess Kurtosis of 4.41 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -41.48%10.35%0.35%
-41.48% to -30.97%10.35%0.71%
-30.97% to -20.46%93.19%3.90%
-20.46% to -9.96%4114.54%18.44%
-9.96% to 0.55%10838.30%56.74%
0.55% to 11.05%7426.24%82.98%
11.05% to 21.56%3010.64%93.62%
21.56% to 32.07%93.19%96.81%
32.07% to 42.57%72.48%99.29%
Greater than 42.57%20.71%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -13.46%14.56% 75.89%68.27%
±2σ -27.47%28.56% 95.04%95.45%
±3σ -41.48%42.57% 98.94%99.73%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.41. Further, an Excess Kurtosis of 0.30 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -64.14%00.00%0.00%
-64.14% to -46.73%11.06%1.06%
-46.73% to -29.33%44.26%5.32%
-29.33% to -11.93%1212.77%18.09%
-11.93% to 5.47%3234.04%52.13%
5.47% to 22.88%2526.60%78.72%
22.88% to 40.28%1414.89%93.62%
40.28% to 57.68%22.13%95.74%
57.68% to 75.09%44.26%100.00%
Greater than 75.09%00.00%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -17.73%28.68% 70.21%68.27%
±2σ -40.93%51.88% 94.68%95.45%
±3σ -64.14%75.09% 100.00%99.73%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.48. Further, an Excess Kurtosis of 22.78 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -90.44%00.00%0.00%
-90.44% to -56.14%00.00%0.00%
-56.14% to -21.85%00.00%0.00%
-21.85% to 12.45%11.05%1.05%
12.45% to 46.74%6972.63%73.68%
46.74% to 81.04%1818.95%92.63%
81.04% to 115.33%44.21%96.84%
115.33% to 149.62%00.00%96.84%
149.62% to 183.92%00.00%96.84%
Greater than 183.92%33.16%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.02%92.47% 94.74%68.27%
±2σ -44.71%138.19% 96.84%95.45%
±3σ -90.44%183.92% 96.84%99.73%
Open-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.26. Further, an Excess Kurtosis of 3.21 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -70.05%00.00%0.00%
-70.05% to -52.37%00.00%0.00%
-52.37% to -34.69%33.16%3.16%
-34.69% to -17.01%1818.95%22.11%
-17.01% to 0.67%3031.58%53.68%
0.67% to 18.36%2829.47%83.16%
18.36% to 36.04%99.47%92.63%
36.04% to 53.72%44.21%96.84%
53.72% to 71.40%22.11%98.95%
Greater than 71.40%11.05%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -22.90%24.25% 73.68%68.27%
±2σ -46.48%47.82% 95.79%95.45%
±3σ -70.05%71.40% 98.95%99.73%