DASH option chain DoorDash, Inc.
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 ±30.9% (131.22–248.76) · ATM IV 51.1% · P/C open interest 0.08
| 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 | |
| 97.15 | 100.45 | 58.7% | 0.96 | 0.0009 | -0.005 | 95 | 1.10 | 1.73 | 4 | 59.2% | -0.04 | 0.0009 | -0.015 | |||
| 92.70 | 95.80 | 1 | 57.6% | 0.96 | 0.0011 | -0.008 | 100 | 1.27 | 2.15 | 1 | 57.9% | -0.04 | 0.0011 | -0.018 | ||
| 88.25 | 91.55 | 57.5% | 0.95 | 0.0013 | -0.011 | 105 | 1.66 | 2.63 | 57.3% | -0.05 | 0.0013 | -0.021 | ||||
| 84.00 | 87.15 | 57.0% | 0.94 | 0.0015 | -0.015 | 110 | 2.39 | 3.20 | 3 | 57.4% | -0.06 | 0.0015 | -0.024 | |||
| 79.70 | 82.80 | 56.1% | 0.92 | 0.0017 | -0.018 | 115 | 2.64 | 3.85 | 1 | 56.0% | -0.08 | 0.0018 | -0.027 | |||
| 75.45 | 78.80 | 55.8% | 0.91 | 0.0020 | -0.022 | 120 | 3.65 | 4.60 | 56.3% | -0.09 | 0.0020 | -0.030 | ||||
| 71.50 | 74.70 | 55.5% | 0.90 | 0.0022 | -0.026 | 125 | 4.40 | 5.45 | 55.7% | -0.11 | 0.0023 | -0.034 | ||||
| 67.40 | 70.75 | 54.7% | 0.88 | 0.0025 | -0.030 | 130 | 5.30 | 6.40 | 55.2% | -0.12 | 0.0026 | -0.037 | ||||
| 63.55 | 66.90 | 54.3% | 0.86 | 0.0028 | -0.034 | 135 | 6.35 | 7.50 | 54.9% | -0.14 | 0.0028 | -0.041 | ||||
| 59.85 | 63.15 | 53.9% | 0.84 | 0.0030 | -0.038 | 140 | 7.50 | 8.70 | 54.5% | -0.16 | 0.0031 | -0.044 | ||||
| 56.35 | 59.55 | 53.6% | 0.82 | 0.0033 | -0.041 | 145 | 8.65 | 10.05 | 2 | 53.9% | -0.18 | 0.0034 | -0.048 | |||
| 52.95 | 56.00 | 53.2% | 0.80 | 0.0036 | -0.045 | 150 | 10.15 | 11.50 | 53.7% | -0.20 | 0.0037 | -0.051 | ||||
| 49.80 | 52.65 | 53.1% | 0.78 | 0.0038 | -0.048 | 155 | 10.90 | 13.10 | 2 | 52.5% | -0.23 | 0.0039 | -0.054 | |||
| 46.65 | 49.20 | 52.5% | 0.76 | 0.0041 | -0.051 | 160 | 12.90 | 14.85 | 52.6% | -0.25 | 0.0042 | -0.057 | ||||
| 43.55 | 46.25 | 2 | 52.3% | 0.73 | 0.0043 | -0.054 | 165 | 14.75 | 16.75 | 52.3% | -0.27 | 0.0044 | -0.059 | |||
| 40.60 | 43.60 | 4 | 52.3% | 0.71 | 0.0045 | -0.057 | 170 | 17.00 | 18.80 | 1 | 52.4% | -0.30 | 0.0047 | -0.061 | ||
| 37.75 | 40.55 | 2 | 51.7% | 0.68 | 0.0047 | -0.059 | 175 | 18.85 | 20.95 | 2 | 51.9% | -0.32 | 0.0049 | -0.063 | ||
| 35.10 | 37.75 | 1 | 51.3% | 0.66 | 0.0049 | -0.061 | 180 | 21.25 | 23.25 | 6 | 51.8% | -0.35 | 0.0051 | -0.065 | ||
| 32.50 | 35.25 | 4 | 51.0% | 0.63 | 0.0050 | -0.062 | 185 | 23.65 | 25.70 | 1 | 51.5% | -0.38 | 0.0053 | -0.066 | ||
| 30.10 | 33.00 | 50.8% | 0.61 | 0.0052 | -0.064 | 190 | 26.15 | 28.30 | 3 | 51.3% | -0.41 | 0.0054 | -0.067 | |||
| 27.80 | 30.40 | 1 | 50.3% | 0.58 | 0.0053 | -0.064 | 195 | 28.55 | 31.00 | 50.9% | -0.43 | 0.0056 | -0.068 | |||
| 25.65 | 28.50 | 50.2% | 0.55 | 0.0054 | -0.065 | 200 | 31.60 | 34.10 | 1 | 51.1% | -0.46 | 0.0057 | -0.068 | |||
| 21.70 | 24.25 | 1 | 49.5% | 0.50 | 0.0054 | -0.066 | 210 | 37.70 | 40.00 | 50.6% | -0.51 | 0.0058 | -0.068 | |||
| 18.20 | 20.95 | 49.1% | 0.45 | 0.0054 | -0.065 | 220 | 44.10 | 46.55 | 50.2% | -0.57 | 0.0059 | -0.067 | ||||
| 16.30 | 18.00 | 3 | 49.7% | 0.41 | 0.0054 | -0.063 | 230 | 51.25 | 53.60 | 50.1% | -0.62 | 0.0059 | -0.066 | |||
| 12.85 | 15.45 | 46 | 48.7% | 0.36 | 0.0052 | -0.061 | 240 | 58.65 | 61.05 | 49.8% | -0.67 | 0.0058 | -0.063 | |||
| 11.00 | 13.30 | 3 | 232 | 48.8% | 0.32 | 0.0050 | -0.058 | 250 | 66.35 | 68.90 | 49.5% | -0.71 | 0.0056 | -0.060 | ||
| 9.20 | 11.40 | 36 | 48.7% | 0.28 | 0.0048 | -0.055 | 260 | 74.30 | 77.15 | 49.1% | -0.76 | 0.0055 | -0.056 | |||
| 7.55 | 9.60 | 48.3% | 0.25 | 0.0045 | -0.051 | 270 | 82.90 | 85.75 | 49.2% | -0.80 | 0.0053 | -0.053 | ||||
| 6.40 | 8.25 | 1 | 48.4% | 0.22 | 0.0042 | -0.048 | 280 | 91.80 | 94.60 | 49.3% | -0.83 | 0.0051 | -0.049 | |||
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 — May 21, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.