DECK option chain Deckers Outdoor Corporation
Cboe delayed options data · as of 12:36 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 ±34.3% (57.56–117.66) · ATM IV 45.1% · P/C open interest 2.11
| 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 | |
| 43.80 | 47.30 | 2 | 54.7% | 0.95 | 0.0023 | -0.001 | 45 | 0 | 3.20 | 34 | 58.0% | -0.05 | 0.0024 | -0.007 | ||
| 39.00 | 42.70 | 12 | 48.6% | 0.93 | 0.0032 | -0.003 | 50 | 0.2000 | 3.50 | 55 | 52.9% | -0.07 | 0.0033 | -0.009 | ||
| 35.50 | 38.90 | 33 | 50.8% | 0.90 | 0.0041 | -0.006 | 55 | 1.80 | 3.10 | 51 | 50.4% | -0.10 | 0.0042 | -0.011 | ||
| 31.60 | 35.00 | 10 | 49.4% | 0.87 | 0.0051 | -0.008 | 60 | 2.60 | 3.80 | 12 | 48.2% | -0.13 | 0.0053 | -0.013 | ||
| 28.10 | 31.20 | 1 | 48.2% | 0.83 | 0.0062 | -0.011 | 65 | 3.80 | 5.40 | 21 | 48.4% | -0.17 | 0.0065 | -0.015 | ||
| 23.90 | 28.20 | 10 | 46.5% | 0.79 | 0.0072 | -0.013 | 70 | 3.70 | 6.40 | 12 | 46 | 43.4% | -0.21 | 0.0076 | -0.017 | |
| 21.80 | 25.20 | 57 | 47.9% | 0.75 | 0.0082 | -0.015 | 75 | 7.00 | 8.50 | 696 | 46.7% | -0.26 | 0.0087 | -0.019 | ||
| 18.80 | 21.50 | 13 | 45.5% | 0.70 | 0.0091 | -0.017 | 80 | 9.00 | 10.60 | 20 | 46.3% | -0.31 | 0.0097 | -0.020 | ||
| 17.10 | 19.20 | 1 | 82 | 46.9% | 0.65 | 0.0098 | -0.019 | 85 | 11.20 | 12.70 | 10 | 45.2% | -0.37 | 0.0105 | -0.021 | |
| 14.00 | 16.60 | 3 | 28 | 44.7% | 0.60 | 0.0102 | -0.020 | 90 | 14.00 | 15.50 | 19 | 45.5% | -0.42 | 0.0112 | -0.022 | |
| 12.20 | 14.00 | 25 | 43.9% | 0.55 | 0.0106 | -0.020 | 95 | 16.70 | 18.40 | 2 | 44.9% | -0.48 | 0.0117 | -0.022 | ||
| 10.80 | 12.80 | 26 | 45.1% | 0.50 | 0.0107 | -0.021 | 100 | 19.40 | 21.60 | 1 | 44.0% | -0.53 | 0.0120 | -0.022 | ||
| 9.20 | 10.90 | 38 | 44.4% | 0.46 | 0.0107 | -0.021 | 105 | 22.60 | 25.50 | 44.3% | -0.58 | 0.0122 | -0.022 | |||
| 7.90 | 9.80 | 21 | 44.7% | 0.41 | 0.0105 | -0.020 | 110 | 25.60 | 29.10 | 43.0% | -0.63 | 0.0123 | -0.021 | |||
| 5.60 | 8.30 | 7 | 42.3% | 0.37 | 0.0102 | -0.020 | 115 | 30.20 | 33.00 | 2 | 44.3% | -0.68 | 0.0122 | -0.021 | ||
| 4.40 | 7.50 | 3 | 42.3% | 0.33 | 0.0098 | -0.019 | 120 | 34.20 | 37.10 | 44.3% | -0.73 | 0.0121 | -0.020 | |||
| 3.50 | 6.30 | 35 | 41.5% | 0.30 | 0.0094 | -0.018 | 125 | 38.30 | 41.20 | 43.8% | -0.77 | 0.0119 | -0.019 | |||
| 2.80 | 5.70 | 4 | 41.8% | 0.27 | 0.0089 | -0.018 | 130 | 42.30 | 45.90 | 43.7% | -0.81 | 0.0117 | -0.018 | |||
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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs