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 ±13.6% (164.97–217.01) · ATM IV 62.1% · P/C open interest 1.13
| 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 | |
| 77.70 | 81.70 | 84.7% | 0.99 | 0.0007 | -0.031 | 110 | 0 | 2.14 | 121.8% | -0.01 | 0.0007 | -0.031 | ||||
| 72.75 | 76.60 | 73.9% | 0.98 | 0.0009 | -0.035 | 115 | 0 | 2.15 | 113.4% | -0.02 | 0.0009 | -0.035 | ||||
| 67.80 | 71.85 | 78.4% | 0.98 | 0.0011 | -0.039 | 120 | 0 | 1.35 | 95.9% | -0.02 | 0.0011 | -0.039 | ||||
| 62.85 | 66.75 | 69.7% | 0.97 | 0.0014 | -0.044 | 125 | 0 | 2.12 | 97.1% | -0.03 | 0.0014 | -0.044 | ||||
| 58.00 | 61.35 | 48.6% | 0.97 | 0.0017 | -0.051 | 130 | 0 | 1.15 | 79.0% | -0.03 | 0.0018 | -0.051 | ||||
| 53.20 | 56.60 | 61.3% | 0.96 | 0.0022 | -0.059 | 135 | 0 | 1.41 | 27 | 75.2% | -0.04 | 0.0022 | -0.059 | |||
| 48.45 | 52.20 | 67.0% | 0.95 | 0.0028 | -0.070 | 140 | 0 | 2.58 | 9 | 78.5% | -0.05 | 0.0028 | -0.070 | |||
| 43.80 | 47.15 | 63.0% | 0.93 | 0.0036 | -0.084 | 145 | 0.1000 | 3.15 | 35 | 75.7% | -0.07 | 0.0036 | -0.084 | |||
| 39.25 | 42.50 | 62.3% | 0.91 | 0.0045 | -0.101 | 150 | 0.8000 | 3.00 | 5 | 71.4% | -0.09 | 0.0046 | -0.102 | |||
| 34.85 | 38.10 | 62.2% | 0.88 | 0.0056 | -0.122 | 155 | 0.6900 | 3.25 | 43 | 64.9% | -0.12 | 0.0056 | -0.123 | |||
| 31.15 | 34.20 | 65.4% | 0.85 | 0.0068 | -0.145 | 160 | 2.50 | 3.45 | 1 | 33 | 66.1% | -0.15 | 0.0068 | -0.145 | ||
| 26.70 | 30.35 | 63.5% | 0.81 | 0.0080 | -0.168 | 165 | 2.45 | 5.35 | 2 | 27 | 64.6% | -0.19 | 0.0080 | -0.168 | ||
| 23.40 | 26.25 | 63.2% | 0.76 | 0.0092 | -0.189 | 170 | 3.70 | 6.60 | 50 | 63.9% | -0.24 | 0.0092 | -0.190 | |||
| 19.90 | 22.85 | 62.8% | 0.71 | 0.0102 | -0.206 | 175 | 5.35 | 8.20 | 8 | 54 | 63.9% | -0.29 | 0.0102 | -0.207 | ||
| 16.75 | 19.35 | 5 | 61.5% | 0.65 | 0.0111 | -0.220 | 180 | 7.40 | 10.05 | 11 | 17 | 64.0% | -0.35 | 0.0111 | -0.222 | |
| 13.40 | 17.00 | 2 | 2 | 61.2% | 0.59 | 0.0117 | -0.229 | 185 | 9.25 | 12.70 | 4 | 64.1% | -0.41 | 0.0118 | -0.231 | |
| 11.25 | 14.20 | 4 | 3 | 61.1% | 0.53 | 0.0121 | -0.233 | 190 | 12.00 | 14.60 | 3 | 63.1% | -0.47 | 0.0122 | -0.235 | |
| 9.75 | 11.85 | 8 | 16 | 62.2% | 0.47 | 0.0122 | -0.231 | 195 | 14.25 | 17.25 | 1 | 2 | 61.2% | -0.53 | 0.0123 | -0.234 |
| 7.95 | 9.90 | 8 | 9 | 62.3% | 0.41 | 0.0120 | -0.225 | 200 | 17.25 | 20.20 | 60.4% | -0.59 | 0.0122 | -0.227 | ||
| 6.35 | 8.20 | 1 | 2 | 62.1% | 0.36 | 0.0116 | -0.213 | 205 | 20.90 | 23.45 | 4 | 60.6% | -0.65 | 0.0118 | -0.216 | |
| 5.05 | 6.75 | 5 | 62.0% | 0.30 | 0.0110 | -0.199 | 210 | 24.20 | 27.00 | 59.4% | -0.70 | 0.0111 | -0.202 | |||
| 3.25 | 5.70 | 4 | 60.4% | 0.26 | 0.0101 | -0.182 | 215 | 27.80 | 31.00 | 58.7% | -0.75 | 0.0103 | -0.185 | |||
| 2.56 | 4.45 | 72 | 60.1% | 0.21 | 0.0092 | -0.164 | 220 | 32.15 | 35.50 | 60.8% | -0.79 | 0.0094 | -0.167 | |||
| 1.13 | 4.10 | 73 | 59.1% | 0.18 | 0.0082 | -0.145 | 225 | 36.45 | 39.40 | 59.6% | -0.83 | 0.0084 | -0.149 | |||
| 0.5500 | 3.25 | 59 | 58.0% | 0.15 | 0.0072 | -0.128 | 230 | 40.90 | 44.20 | 61.4% | -0.86 | 0.0074 | -0.133 | |||
| 0.6500 | 2.50 | 18 | 59.2% | 0.12 | 0.0063 | -0.113 | 235 | 45.00 | 48.75 | 59.4% | -0.89 | 0.0065 | -0.118 | |||
| 0.0600 | 3.15 | 2 | 63.6% | 0.10 | 0.0054 | -0.100 | 240 | 49.85 | 53.40 | 60.5% | -0.91 | 0.0057 | -0.105 | |||
| 0.0700 | 1.75 | 3 | 59.2% | 0.08 | 0.0047 | -0.088 | 245 | 54.75 | 58.15 | 1 | 62.0% | -0.93 | 0.0050 | -0.094 | ||
| 0 | 2.05 | 3 | 64.4% | 0.07 | 0.0041 | -0.079 | 250 | 59.25 | 62.95 | 59.4% | -0.94 | 0.0043 | -0.084 | |||
| 0 | 1.85 | 1 | 66.4% | 0.06 | 0.0036 | -0.071 | 255 | 64.40 | 67.95 | 64.4% | -0.95 | 0.0038 | -0.077 | |||
| 0 | 1.85 | 69.7% | 0.05 | 0.0031 | -0.065 | 260 | 69.30 | 72.95 | 66.5% | -0.96 | 0.0033 | -0.070 | ||||
| 0 | 2.37 | 76.8% | 0.05 | 0.0028 | -0.060 | 265 | 73.70 | 77.85 | 53.2% | -0.97 | 0.0029 | -0.064 | ||||
| 0 | 0.8500 | 66.1% | 0.04 | 0.0024 | -0.056 | 270 | 78.80 | 82.85 | 61.8% | -0.97 | 0.0026 | -0.060 | ||||
| 0 | 1.55 | 2 | 76.4% | 0.04 | 0.0022 | -0.053 | 275 | 84.00 | 87.90 | 70.7% | -0.97 | 0.0023 | -0.055 | |||
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 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs