DASH option chain DoorDash, Inc.
Cboe delayed options data · as of 12:35 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±14.5% (163.26–218.72) · ATM IV 59.2% · P/C open interest 0.57
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 88.20 | 91.60 | 53 | 97.1% | 0.99 | 0.0004 | -0.017 | 100 | 0 | 1.39 | 106 | 115.4% | -0.01 | 0.0004 | -0.017 | ||
| 82.65 | 86.25 | 39 | 0.99 | 0.0005 | -0.019 | 105 | 0 | 1.55 | 98 | 109.9% | -0.01 | 0.0005 | -0.019 | |||
| 78.30 | 81.65 | 44 | 85.6% | 0.99 | 0.0007 | -0.022 | 110 | 0 | 2.16 | 120 | 109.3% | -0.01 | 0.0007 | -0.022 | ||
| 72.85 | 76.00 | 50 | 0.98 | 0.0009 | -0.026 | 115 | 0 | 2.18 | 69 | 101.9% | -0.02 | 0.0009 | -0.026 | |||
| 67.95 | 71.10 | 50 | 0.98 | 0.0011 | -0.030 | 120 | 0 | 1.18 | 50 | 195 | 83.8% | -0.02 | 0.0011 | -0.030 | ||
| 63.00 | 66.20 | 43 | 0.97 | 0.0014 | -0.036 | 125 | 0 | 1.35 | 206 | 79.3% | -0.03 | 0.0014 | -0.036 | |||
| 58.70 | 61.40 | 48 | 61.5% | 0.97 | 0.0018 | -0.043 | 130 | 0 | 2.15 | 71 | 80.5% | -0.03 | 0.0018 | -0.043 | ||
| 53.50 | 56.60 | 34 | 55.3% | 0.96 | 0.0023 | -0.052 | 135 | 0.2800 | 1.00 | 91 | 66.2% | -0.04 | 0.0023 | -0.052 | ||
| 48.80 | 52.30 | 1 | 33 | 61.6% | 0.94 | 0.0029 | -0.063 | 140 | 0.6700 | 1.74 | 50 | 632 | 69.3% | -0.06 | 0.0029 | -0.063 |
| 44.75 | 47.35 | 43 | 62.7% | 0.92 | 0.0037 | -0.076 | 145 | 0.7200 | 2.28 | 88 | 66.5% | -0.08 | 0.0037 | -0.077 | ||
| 39.80 | 42.90 | 71 | 59.6% | 0.90 | 0.0046 | -0.092 | 150 | 1.66 | 2.17 | 1 | 2,173 | 64.2% | -0.10 | 0.0046 | -0.093 | |
| 35.45 | 38.95 | 56 | 60.9% | 0.87 | 0.0056 | -0.110 | 155 | 2.19 | 3.35 | 2 | 216 | 64.8% | -0.13 | 0.0057 | -0.111 | |
| 31.35 | 34.50 | 1 | 44 | 59.4% | 0.84 | 0.0067 | -0.129 | 160 | 3.25 | 3.80 | 5 | 573 | 63.0% | -0.16 | 0.0067 | -0.129 |
| 27.55 | 31.40 | 22 | 61.9% | 0.80 | 0.0078 | -0.147 | 165 | 3.30 | 5.40 | 11 | 609 | 60.8% | -0.20 | 0.0078 | -0.147 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 167.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 23.75 | 27.00 | 83 | 58.9% | 0.75 | 0.0088 | -0.163 | 170 | 4.50 | 6.80 | 3 | 560 | 60.2% | -0.25 | 0.0088 | -0.164 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 172.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 20.35 | 23.60 | 114 | 58.6% | 0.70 | 0.0097 | -0.177 | 175 | 6.60 | 8.10 | 5 | 1,164 | 60.3% | -0.30 | 0.0097 | -0.178 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 177.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 17.25 | 20.30 | 6 | 4,121 | 57.9% | 0.65 | 0.0104 | -0.188 | 180 | 7.95 | 10.05 | 510 | 58.8% | -0.35 | 0.0105 | -0.189 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 182.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 14.35 | 17.30 | 124 | 1,020 | 57.0% | 0.59 | 0.0110 | -0.195 | 185 | 10.05 | 11.85 | 327 | 822 | 57.6% | -0.41 | 0.0111 | -0.196 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 187.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 12.30 | 15.05 | 21 | 227 | 58.3% | 0.54 | 0.0114 | -0.198 | 190 | 12.95 | 15.15 | 62 | 1,097 | 60.0% | -0.47 | 0.0115 | -0.200 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 192.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 10.00 | 12.00 | 11 | 375 | 56.2% | 0.48 | 0.0116 | -0.197 | 195 | 15.45 | 17.95 | 5 | 186 | 59.2% | -0.52 | 0.0117 | -0.199 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 197.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 8.75 | 10.90 | 39 | 1,511 | 59.3% | 0.42 | 0.0115 | -0.191 | 200 | 18.45 | 20.90 | 583 | 58.7% | -0.58 | 0.0116 | -0.194 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 202.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 205 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 207.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 4.65 | 7.55 | 242 | 644 | 56.2% | 0.32 | 0.0106 | -0.171 | 210 | 24.90 | 28.25 | 136 | 58.4% | -0.69 | 0.0108 | -0.174 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 212.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 215 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.45 | 5.40 | 90 | 1,407 | 58.8% | 0.23 | 0.0091 | -0.141 | 220 | 32.75 | 35.95 | 369 | 58.1% | -0.78 | 0.0094 | -0.145 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 225 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.88 | 3.95 | 1 | 791 | 59.0% | 0.16 | 0.0073 | -0.111 | 230 | 41.35 | 44.00 | 114 | 56.7% | -0.85 | 0.0076 | -0.116 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 235 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.03 | 2.61 | 4 | 4,994 | 58.7% | 0.11 | 0.0055 | -0.084 | 240 | 50.25 | 53.70 | 30 | 58.8% | -0.91 | 0.0059 | -0.090 | |
| 0.4000 | 1.19 | 71 | 2,009 | 54.4% | 0.07 | 0.0041 | -0.063 | 250 | 59.65 | 62.70 | 320 | 55.9% | -0.94 | 0.0044 | -0.069 | |
| 0.2500 | 1.19 | 2 | 372 | 59.2% | 0.05 | 0.0030 | -0.049 | 260 | 69.75 | 72.90 | 1 | 64.5% | -0.97 | 0.0032 | -0.053 | |
| 0.1400 | 0.5900 | 1 | 165 | 57.5% | 0.04 | 0.0023 | -0.038 | 270 | 79.00 | 82.85 | 61.6% | -0.98 | 0.0022 | -0.038 | ||
| 0 | 0.9600 | 52 | 65.1% | 0.03 | 0.0017 | -0.031 | 280 | 89.35 | 92.75 | 70.4% | -0.99 | 0.0015 | -0.025 | |||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs