DASH option chain DoorDash, Inc.
Cboe delayed options data · as of 18:34 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 ±18.3% (186.10–269.25) · ATM IV 42.2% · P/C open interest 1.61
| 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 | |
| 111.55 | 114.95 | 2 | 7 | 65.0% | 0.99 | 0.0003 | 0.000 | 115 | 0 | 0.3500 | 2 | 27 | 55.6% | -0.01 | 0.0003 | -0.007 |
| 106.20 | 110.20 | 10 | 32 | 58.9% | 0.99 | 0.0004 | 0.000 | 120 | 0 | 0.4000 | 10 | 73 | 53.3% | -0.01 | 0.0004 | -0.009 |
| 101.45 | 105.25 | 14 | 59 | 57.3% | 0.99 | 0.0005 | 0.000 | 125 | 0.1000 | 0.4800 | 15 | 85 | 52.9% | -0.01 | 0.0005 | -0.010 |
| 97.10 | 100.45 | 8 | 44 | 59.4% | 0.98 | 0.0006 | 0.000 | 130 | 0.0200 | 0.6800 | 7 | 79 | 51.3% | -0.02 | 0.0006 | -0.012 |
| 92.25 | 95.20 | 72 | 54.4% | 0.98 | 0.0008 | 0.000 | 135 | 0.2800 | 0.7000 | 1 | 26 | 50.9% | -0.02 | 0.0008 | -0.015 | |
| 88.00 | 90.45 | 50 | 56.0% | 0.97 | 0.0010 | 0.000 | 140 | 0.2000 | 1.08 | 1 | 176 | 50.0% | -0.03 | 0.0010 | -0.018 | |
| 83.25 | 85.55 | 63 | 53.6% | 0.97 | 0.0012 | 0.000 | 145 | 0.6000 | 1.13 | 262 | 49.6% | -0.03 | 0.0012 | -0.021 | ||
| 78.55 | 81.40 | 37 | 54.3% | 0.96 | 0.0015 | 0.000 | 150 | 1.00 | 1.82 | 1,175 | 51.5% | -0.04 | 0.0015 | -0.025 | ||
| 73.95 | 76.50 | 18 | 52.1% | 0.95 | 0.0018 | -0.003 | 155 | 1.09 | 1.93 | 1,489 | 48.9% | -0.05 | 0.0018 | -0.029 | ||
| 69.35 | 71.70 | 27 | 50.1% | 0.94 | 0.0022 | -0.009 | 160 | 1.37 | 2.05 | 273 | 190 | 47.0% | -0.06 | 0.0022 | -0.033 | |
| 64.35 | 67.75 | 27 | 49.2% | 0.92 | 0.0025 | -0.016 | 165 | 1.85 | 2.73 | 69 | 47.2% | -0.08 | 0.0026 | -0.038 | ||
| 60.40 | 63.00 | 40 | 48.5% | 0.91 | 0.0030 | -0.023 | 170 | 2.20 | 3.30 | 1 | 49 | 46.2% | -0.10 | 0.0030 | -0.044 | |
| 56.10 | 58.45 | 114 | 47.1% | 0.89 | 0.0034 | -0.030 | 175 | 2.85 | 4.50 | 364 | 46.8% | -0.11 | 0.0034 | -0.050 | ||
| 51.85 | 54.45 | 87 | 46.6% | 0.86 | 0.0039 | -0.038 | 180 | 3.65 | 5.55 | 235 | 46.7% | -0.14 | 0.0039 | -0.055 | ||
| 47.85 | 50.45 | 49 | 46.1% | 0.84 | 0.0044 | -0.045 | 185 | 3.65 | 6.45 | 38 | 44.6% | -0.16 | 0.0044 | -0.061 | ||
| 44.00 | 46.50 | 4 | 57 | 45.5% | 0.81 | 0.0049 | -0.052 | 190 | 4.80 | 6.45 | 138 | 42.7% | -0.19 | 0.0049 | -0.067 | |
| 40.25 | 43.10 | 45 | 45.5% | 0.79 | 0.0054 | -0.059 | 195 | 6.00 | 8.75 | 60 | 43.9% | -0.22 | 0.0054 | -0.072 | ||
| 36.70 | 39.10 | 157 | 44.5% | 0.76 | 0.0058 | -0.066 | 200 | 7.40 | 10.15 | 1 | 596 | 43.6% | -0.25 | 0.0059 | -0.077 | |
| 30.05 | 33.00 | 216 | 44.2% | 0.69 | 0.0066 | -0.077 | 210 | 11.60 | 12.45 | 85 | 42.8% | -0.32 | 0.0068 | -0.086 | ||
| 24.40 | 27.10 | 332 | 43.7% | 0.62 | 0.0072 | -0.085 | 220 | 15.10 | 17.60 | 20 | 73 | 42.7% | -0.39 | 0.0074 | -0.091 | |
| 18.55 | 22.00 | 232 | 42.2% | 0.54 | 0.0076 | -0.090 | 230 | 19.85 | 22.75 | 213 | 42.2% | -0.47 | 0.0078 | -0.092 | ||
| 15.90 | 17.90 | 404 | 43.6% | 0.47 | 0.0077 | -0.091 | 240 | 25.55 | 28.50 | 65 | 41.9% | -0.54 | 0.0080 | -0.091 | ||
| 11.25 | 13.65 | 446 | 41.4% | 0.40 | 0.0075 | -0.088 | 250 | 32.05 | 34.85 | 19 | 41.4% | -0.62 | 0.0078 | -0.086 | ||
| 8.35 | 11.75 | 132 | 42.2% | 0.33 | 0.0070 | -0.083 | 260 | 38.70 | 42.40 | 12 | 41.0% | -0.69 | 0.0075 | -0.078 | ||
| 6.35 | 8.55 | 148 | 41.4% | 0.27 | 0.0065 | -0.076 | 270 | 46.90 | 49.25 | 5 | 40.0% | -0.75 | 0.0070 | -0.069 | ||
| 5.45 | 7.75 | 2 | 93 | 43.8% | 0.22 | 0.0058 | -0.068 | 280 | 55.15 | 57.80 | 1 | 39.9% | -0.81 | 0.0064 | -0.058 | |
| 3.50 | 5.20 | 260 | 41.5% | 0.18 | 0.0051 | -0.060 | 290 | 63.90 | 66.55 | 39.4% | -0.86 | 0.0058 | -0.047 | |||
| 2.77 | 3.75 | 6 | 48 | 41.4% | 0.14 | 0.0044 | -0.051 | 300 | 73.00 | 75.55 | 1 | 38.1% | -0.90 | 0.0051 | -0.036 | |
| 2.35 | 2.96 | 93 | 42.4% | 0.11 | 0.0037 | -0.044 | 310 | 82.40 | 85.00 | -0.93 | 0.0045 | -0.024 | ||||
| 0.5200 | 3.35 | 6 | 42.1% | 0.09 | 0.0031 | -0.037 | 320 | 91.90 | 95.30 | -0.96 | 0.0046 | -0.009 | ||||
| 0.1700 | 2.63 | 2 | 41.9% | 0.07 | 0.0026 | -0.030 | 330 | 101.80 | 105.70 | -0.99 | 0.0029 | -0.028 | ||||
| 0.3200 | 1.61 | 41.4% | 0.05 | 0.0021 | -0.025 | 340 | 111.80 | 115.55 | -1.00 | 0.0005 | -0.067 | |||||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs