WYNN Deep Analytical Report

Wynn Resorts, Limited | Category: Equity Large Cap | Ann. Div Yield: 0.87% ($1.00) | Last Updated: 2026-02-22 | Data Range: 2002-10-01 → 2026-02-01 (281 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% 2.22% 2.54% 112.35 117.45 109.88 120.09
Weekly 7.12% 7.83% 6.99% 8.19% 4.89% 5.60% 109.39 120.63 104.17 126.67
Monthly 14.27% 21.31% 14.04% 16.89% 10.18% 11.65% 103.75 127.18 93.71 140.81
Quarterly 23.18% 45.78% 23.58% 28.31% 17.63% 20.18% 96.30 137.02 80.73 163.44
Annual 35.26% 40.36% 80.73 163.44 56.74 232.54
Option Time Horizon 11.53% 13.19% 102.36 128.90 91.22 144.65
Calculation Notes: Computed at 2026-02-22T14:20 UTC  |  Reference Contract: Call option expiring 2026-04-02 (39 days)  |  Spot Price (S): $114.87  |  Strike (K): $113.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $6.4500 (Bid $5.8500 / Ask $7.0500)  |  Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 0.87%  |  Binomial IV (Annual): 35.26% (CRR binomial tree, American, n=20 steps)  |  BS IV: 35.58% (European Black-Scholes)  |  Yahoo IV (Annual): 40.36% → 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
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 9.21 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -9.19%420.72%0.72%
-9.19% to -6.87%480.82%1.53%
-6.87% to -4.55%1632.78%4.31%
-4.55% to -2.23%66411.32%15.63%
-2.23% to 0.10%215136.67%52.30%
0.10% to 2.42%189432.29%84.59%
2.42% to 4.74%59510.14%94.73%
4.74% to 7.06%1722.93%97.66%
7.06% to 9.38%811.38%99.05%
Greater than 9.38%560.95%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.00%3.19% 79.22%68.27%
±2σ -6.09%6.28% 94.87%95.45%
±3σ -9.19%9.38% 98.33%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 30.64 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -4.21%00.00%0.00%
-4.21% to -2.23%00.00%0.00%
-2.23% to -0.24%00.00%0.00%
-0.24% to 1.74%72112.29%12.29%
1.74% to 3.72%309352.72%65.01%
3.72% to 5.70%124821.27%86.28%
5.70% to 7.68%4617.86%94.14%
7.68% to 9.67%1652.81%96.95%
9.67% to 11.65%701.19%98.14%
Greater than 11.65%1091.86%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.08%6.36% 88.36%68.27%
±2σ -1.56%9.01% 96.35%95.45%
±3σ -4.21%11.65% 98.14%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 6.23 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%1893.22%5.11%
-3.71% to -1.81%66911.40%16.52%
-1.81% to 0.08%198433.82%50.33%
0.08% to 1.98%191432.62%82.96%
1.98% to 3.88%69311.81%94.77%
3.88% to 5.77%2093.56%98.33%
5.77% to 7.67%540.92%99.25%
Greater than 7.67%440.75%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.44%2.61% 77.31%68.27%
±2σ -4.97%5.14% 94.77%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 9.51 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -20.89%50.41%0.41%
-20.89% to -15.54%171.40%1.81%
-15.54% to -10.20%423.45%5.26%
-10.20% to -4.86%14411.83%17.09%
-4.86% to 0.48%40633.36%50.45%
0.48% to 5.82%42034.51%84.96%
5.82% to 11.16%12210.02%94.99%
11.16% to 16.50%352.88%97.86%
16.50% to 21.84%141.15%99.01%
Greater than 21.84%120.99%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.64%7.60% 78.88%68.27%
±2σ -13.77%14.72% 94.91%95.45%
±3σ -20.89%21.84% 98.60%99.73%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.11. Further, an Excess Kurtosis of 49.58 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -13.70%00.00%0.00%
-13.70% to -7.83%00.00%0.00%
-7.83% to -1.95%00.00%0.00%
-1.95% to 3.92%998.13%8.13%
3.92% to 9.80%70958.21%66.34%
9.80% to 15.67%25721.10%87.44%
15.67% to 21.55%877.14%94.58%
21.55% to 27.42%322.63%97.21%
27.42% to 33.30%131.07%98.28%
Greater than 33.30%211.72%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.96%17.63% 90.56%68.27%
±2σ -5.87%25.46% 96.47%95.45%
±3σ -13.70%33.30% 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 1.10. Further, an Excess Kurtosis of 10.06 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -20.76%50.41%0.41%
-20.76% to -15.52%141.15%1.56%
-15.52% to -10.27%342.79%4.35%
-10.27% to -5.03%13411.00%15.35%
-5.03% to 0.21%48139.49%54.84%
0.21% to 5.45%35629.23%84.07%
5.45% to 10.70%12510.26%94.33%
10.70% to 15.94%413.37%97.70%
15.94% to 21.18%181.48%99.18%
Greater than 21.18%100.82%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.78%7.20% 79.06%68.27%
±2σ -13.77%14.19% 94.75%95.45%
±3σ -20.76%21.18% 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 1.10. Further, an Excess Kurtosis of 6.88 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -40.82%10.36%0.36%
-40.82% to -30.12%20.71%1.07%
-30.12% to -19.43%113.93%5.00%
-19.43% to -8.73%3813.57%18.57%
-8.73% to 1.97%9032.14%50.71%
1.97% to 12.67%9333.21%83.93%
12.67% to 23.37%279.64%93.57%
23.37% to 34.07%145.00%98.57%
34.07% to 44.77%20.71%99.29%
Greater than 44.77%20.71%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -12.29%16.24% 76.79%68.27%
±2σ -26.56%30.50% 94.64%95.45%
±3σ -40.82%44.77% 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 5.38. Further, an Excess Kurtosis of 38.74 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -40.66%00.00%0.00%
-40.66% to -24.68%00.00%0.00%
-24.68% to -8.69%00.00%0.00%
-8.69% to 7.29%31.07%1.07%
7.29% to 23.28%19268.33%69.40%
23.28% to 39.26%6021.35%90.75%
39.26% to 55.25%176.05%96.80%
55.25% to 71.24%20.71%97.51%
71.24% to 87.22%10.36%97.86%
Greater than 87.22%62.14%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.96%44.59% 93.59%68.27%
±2σ -19.35%65.91% 97.51%95.45%
±3σ -40.66%87.22% 97.86%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 4.37 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -41.58%10.36%0.36%
-41.58% to -31.06%10.36%0.71%
-31.06% to -20.53%93.20%3.91%
-20.53% to -10.00%4114.59%18.51%
-10.00% to 0.53%10738.08%56.58%
0.53% to 11.06%7426.33%82.92%
11.06% to 21.59%3010.68%93.59%
21.59% to 32.12%93.20%96.80%
32.12% to 42.64%72.49%99.29%
Greater than 42.64%20.71%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -13.51%14.57% 75.80%68.27%
±2σ -27.55%28.61% 95.02%95.45%
±3σ -41.58%42.64% 98.93%99.73%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.39. Further, an Excess Kurtosis of 0.30 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -63.95%00.00%0.00%
-63.95% to -46.56%11.06%1.06%
-46.56% to -29.18%44.26%5.32%
-29.18% to -11.79%1212.77%18.09%
-11.79% to 5.59%3234.04%52.13%
5.59% to 22.98%2526.60%78.72%
22.98% to 40.37%1414.89%93.62%
40.37% to 57.75%22.13%95.74%
57.75% to 75.14%44.26%100.00%
Greater than 75.14%00.00%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -17.59%28.78% 70.21%68.27%
±2σ -40.77%51.96% 94.68%95.45%
±3σ -63.95%75.14% 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 4.46. Further, an Excess Kurtosis of 22.69 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -90.71%00.00%0.00%
-90.71% to -56.37%00.00%0.00%
-56.37% to -22.03%00.00%0.00%
-22.03% to 12.31%11.05%1.05%
12.31% to 46.65%6972.63%73.68%
46.65% to 80.98%1818.95%92.63%
80.98% to 115.32%44.21%96.84%
115.32% to 149.66%00.00%96.84%
149.66% to 184.00%00.00%96.84%
Greater than 184.00%33.16%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.86%92.43% 94.74%68.27%
±2σ -44.92%138.21% 96.84%95.45%
±3σ -90.71%184.00% 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 1.28. Further, an Excess Kurtosis of 3.23 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -70.18%00.00%0.00%
-70.18% to -52.50%00.00%0.00%
-52.50% to -34.81%33.16%3.16%
-34.81% to -17.13%1818.95%22.11%
-17.13% to 0.56%3132.63%54.74%
0.56% to 18.24%2728.42%83.16%
18.24% to 35.93%99.47%92.63%
35.93% to 53.61%44.21%96.84%
53.61% to 71.30%22.11%98.95%
Greater than 71.30%11.05%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -23.02%24.14% 73.68%68.27%
±2σ -46.60%47.72% 95.79%95.45%
±3σ -70.18%71.30% 98.95%99.73%