DECK option chain Deckers Outdoor Corporation
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 ±24.3% (63.65–104.45) · ATM IV 41.1% · P/C open interest 0.80
| 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 | |
| 35.10 | 37.70 | 42 | 53.5% | 0.96 | 0.0032 | -0.001 | 50 | 0.4500 | 0.8500 | 129 | 48.9% | -0.05 | 0.0033 | -0.007 | ||
| 30.40 | 33.30 | 5 | 49.6% | 0.93 | 0.0047 | -0.004 | 55 | 0.7000 | 2.35 | 6 | 52.1% | -0.07 | 0.0048 | -0.010 | ||
| 26.10 | 29.10 | 23 | 47.7% | 0.90 | 0.0065 | -0.008 | 60 | 1.25 | 2.50 | 35 | 47.3% | -0.11 | 0.0067 | -0.013 | ||
| 22.30 | 25.10 | 3 | 46.8% | 0.85 | 0.0086 | -0.012 | 65 | 2.05 | 2.90 | 14 | 43.8% | -0.16 | 0.0088 | -0.016 | ||
| 18.00 | 20.70 | 70 | 41.7% | 0.80 | 0.0107 | -0.016 | 70 | 3.20 | 4.30 | 44 | 43.3% | -0.21 | 0.0111 | -0.019 | ||
| 15.60 | 17.90 | 9 | 44.7% | 0.73 | 0.0126 | -0.019 | 75 | 4.90 | 5.90 | 162 | 42.8% | -0.28 | 0.0132 | -0.022 | ||
| 12.30 | 15.40 | 35 | 44.1% | 0.66 | 0.0142 | -0.022 | 80 | 6.60 | 8.00 | 2 | 155 | 41.8% | -0.36 | 0.0149 | -0.024 | |
| 10.70 | 11.00 | 7 | 32 | 41.6% | 0.59 | 0.0152 | -0.024 | 85 | 8.90 | 10.20 | 253 | 40.6% | -0.44 | 0.0161 | -0.025 | |
| 8.50 | 9.00 | 11 | 422 | 41.5% | 0.51 | 0.0155 | -0.025 | 90 | 12.40 | 13.20 | 2 | 61 | 42.0% | -0.52 | 0.0168 | -0.026 |
| 6.70 | 7.60 | 5 | 126 | 42.0% | 0.44 | 0.0154 | -0.024 | 95 | 14.10 | 17.60 | 50 | 41.0% | -0.59 | 0.0169 | -0.025 | |
| 5.10 | 6.50 | 45 | 42.3% | 0.38 | 0.0148 | -0.024 | 100 | 18.40 | 21.10 | 24 | 42.3% | -0.66 | 0.0166 | -0.024 | ||
| 4.00 | 5.30 | 68 | 42.4% | 0.32 | 0.0138 | -0.022 | 105 | 21.80 | 24.80 | 97 | 40.5% | -0.73 | 0.0159 | -0.022 | ||
| 3.40 | 4.00 | 7 | 66 | 42.4% | 0.27 | 0.0127 | -0.021 | 110 | 25.80 | 28.50 | 15 | 38.3% | -0.79 | 0.0151 | -0.021 | |
| 2.70 | 3.30 | 24 | 42.8% | 0.23 | 0.0115 | -0.019 | 115 | 30.20 | 32.50 | 1 | 34.8% | -0.84 | 0.0142 | -0.018 | ||
| 1.90 | 2.65 | 335 | 42.2% | 0.19 | 0.0103 | -0.017 | 120 | 34.70 | 37.60 | 19 | -0.88 | 0.0131 | -0.016 | |||
| 1.50 | 2.15 | 6 | 42.5% | 0.16 | 0.0091 | -0.016 | 125 | 39.40 | 42.20 | 23 | -0.92 | 0.0118 | -0.014 | |||
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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs