DECK option chain Deckers Outdoor Corporation
Cboe delayed options data · as of 06:36 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 ±39.8% (52.49–121.99) · ATM IV 45.6% · P/C open interest 0.68
| 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 | |
| 45.50 | 48.00 | 159 | 52.0% | 0.94 | 0.0024 | -0.001 | 45 | 1.00 | 3.40 | 43 | 55.1% | -0.06 | 0.0025 | -0.007 | ||
| 41.70 | 44.00 | 2 | 145 | 51.2% | 0.91 | 0.0031 | -0.003 | 50 | 0.9000 | 3.90 | 102 | 49.8% | -0.09 | 0.0033 | -0.008 | |
| 37.50 | 41.50 | 36 | 52.3% | 0.89 | 0.0039 | -0.005 | 55 | 1.80 | 4.40 | 30 | 47.7% | -0.11 | 0.0041 | -0.010 | ||
| 33.50 | 37.50 | 180 | 49.1% | 0.86 | 0.0047 | -0.007 | 60 | 2.50 | 5.00 | 321 | 44.8% | -0.15 | 0.0050 | -0.012 | ||
| 30.00 | 34.00 | 47 | 47.7% | 0.83 | 0.0055 | -0.009 | 65 | 4.70 | 6.90 | 13 | 47.2% | -0.18 | 0.0058 | -0.013 | ||
| 27.00 | 29.90 | 70 | 45.6% | 0.79 | 0.0063 | -0.011 | 70 | 6.40 | 8.50 | 1 | 364 | 46.7% | -0.22 | 0.0067 | -0.015 | |
| 24.00 | 27.20 | 86 | 45.3% | 0.75 | 0.0070 | -0.013 | 75 | 8.20 | 10.10 | 103 | 45.6% | -0.26 | 0.0076 | -0.016 | ||
| 20.50 | 23.50 | 2 | 283 | 42.2% | 0.71 | 0.0076 | -0.014 | 80 | 9.70 | 12.30 | 1,156 | 44.4% | -0.31 | 0.0084 | -0.017 | |
| 20.10 | 22.00 | 2 | 60 | 46.2% | 0.67 | 0.0082 | -0.015 | 85 | 12.70 | 14.70 | 38 | 44.9% | -0.35 | 0.0091 | -0.018 | |
| 16.20 | 19.70 | 330 | 43.4% | 0.62 | 0.0086 | -0.016 | 90 | 15.40 | 17.30 | 355 | 44.7% | -0.40 | 0.0097 | -0.018 | ||
| 16.00 | 17.50 | 5 | 1,081 | 45.3% | 0.58 | 0.0089 | -0.017 | 95 | 18.30 | 20.20 | 541 | 44.5% | -0.45 | 0.0102 | -0.019 | |
| 12.50 | 16.00 | 219 | 43.3% | 0.54 | 0.0091 | -0.017 | 100 | 21.30 | 23.30 | 79 | 44.1% | -0.50 | 0.0106 | -0.019 | ||
| 12.40 | 14.00 | 168 | 44.5% | 0.50 | 0.0092 | -0.017 | 105 | 24.60 | 27.50 | 38 | 45.1% | -0.54 | 0.0109 | -0.019 | ||
| 9.70 | 12.00 | 18 | 229 | 41.6% | 0.46 | 0.0092 | -0.017 | 110 | 28.00 | 30.50 | 51 | 44.1% | -0.59 | 0.0112 | -0.019 | |
| 8.60 | 11.30 | 45 | 42.9% | 0.43 | 0.0091 | -0.017 | 115 | 31.50 | 34.50 | 71 | 44.1% | -0.63 | 0.0113 | -0.019 | ||
| 8.60 | 9.80 | 2 | 533 | 43.8% | 0.39 | 0.0090 | -0.017 | 120 | 35.60 | 38.50 | 25 | 44.5% | -0.68 | 0.0114 | -0.018 | |
| 7.40 | 9.30 | 1 | 73 | 44.2% | 0.36 | 0.0087 | -0.016 | 125 | 39.50 | 42.30 | 37 | 43.8% | -0.72 | 0.0115 | -0.018 | |
| 5.70 | 8.40 | 268 | 43.0% | 0.33 | 0.0085 | -0.016 | 130 | 43.80 | 46.50 | 25 | 43.9% | -0.76 | 0.0114 | -0.017 | ||
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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs