Whale is used as a term in both online and brick-and-mortar casinos to refer to players with massive bankrolls.
While the term high roller already exists to refer to someone who prefers high stakes, whales are players who go way beyond the betting limits of high rollers. For example, someone who bets $50 or $100 per hand can be considered a high roller. When it comes to whales, though, they tend to bet hundreds and sometimes even thousands of dollars in every single hand simply because they can afford to lose.
Keep in mind that the term is sometimes used in a negative context. Namely, while it still refers to a player who has a huge bankroll, it also means they are bad at the game. Therefore, if you decide to use the term, make sure the other person knows your intent so they don’t get offended.