DG option chain Dollar General Corporation
Cboe delayed options data · as of 09:34 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 ±9.1% (119.22–143.18) · ATM IV 32.8% · P/C open interest 1.03
| 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 | |
| 59.15 | 63.25 | 1.00 | 0.0000 | 0.000 | 70 | 0 | 2.13 | 118.6% | -0.00 | 0.0001 | -0.001 | |||||
| 54.30 | 58.30 | 1.00 | 0.0001 | 0.000 | 75 | 0 | 1.28 | 1 | 96.5% | -0.00 | 0.0001 | -0.001 | ||||
| 49.95 | 53.25 | 75.5% | 1.00 | 0.0002 | 0.000 | 80 | 0 | 2.13 | 97.0% | -0.00 | 0.0003 | -0.002 | ||||
| 44.90 | 48.30 | 66.5% | 1.00 | 0.0004 | 0.000 | 85 | 0 | 2.15 | 87.3% | -0.00 | 0.0005 | -0.003 | ||||
| 39.60 | 43.30 | 47.6% | 1.00 | 0.0007 | 0.000 | 90 | 0 | 2.16 | 2 | 77.9% | -0.01 | 0.0009 | -0.004 | |||
| 35.25 | 37.70 | 42.1% | 0.99 | 0.0014 | 0.000 | 95 | 0 | 0.9500 | 221 | 57.1% | -0.01 | 0.0017 | -0.007 | |||
| 30.30 | 32.80 | 39.9% | 0.98 | 0.0026 | -0.004 | 100 | 0.0500 | 0.2300 | 3 | 101 | 39.6% | -0.02 | 0.0030 | -0.011 | ||
| 25.45 | 27.85 | 36.9% | 0.97 | 0.0046 | -0.011 | 105 | 0.1300 | 0.3500 | 2 | 258 | 36.7% | -0.04 | 0.0051 | -0.017 | ||
| 20.75 | 23.15 | 30 | 36.6% | 0.94 | 0.0080 | -0.021 | 110 | 0.3300 | 0.7700 | 127 | 260 | 36.2% | -0.07 | 0.0085 | -0.026 | |
| 16.25 | 19.25 | 5 | 38.7% | 0.88 | 0.0128 | -0.033 | 115 | 0.9300 | 1.12 | 9 | 57 | 34.7% | -0.13 | 0.0132 | -0.037 | |
| 12.50 | 15.10 | 3 | 39 | 38.4% | 0.80 | 0.0186 | -0.047 | 120 | 1.76 | 2.03 | 11 | 177 | 33.8% | -0.21 | 0.0188 | -0.050 |
| 9.10 | 10.75 | 13 | 124 | 35.4% | 0.70 | 0.0242 | -0.059 | 125 | 3.10 | 3.60 | 4 | 117 | 33.5% | -0.32 | 0.0241 | -0.060 |
| 6.25 | 6.75 | 19 | 78 | 32.3% | 0.56 | 0.0275 | -0.066 | 130 | 5.10 | 5.85 | 30 | 14 | 33.4% | -0.45 | 0.0273 | -0.065 |
| 3.95 | 4.40 | 18 | 57 | 31.8% | 0.43 | 0.0274 | -0.065 | 135 | 7.75 | 8.60 | 1 | 18 | 32.9% | -0.58 | 0.0272 | -0.064 |
| 2.43 | 2.70 | 125 | 78 | 32.1% | 0.30 | 0.0243 | -0.057 | 140 | 10.75 | 11.90 | 1 | 31.3% | -0.71 | 0.0240 | -0.055 | |
| 1.46 | 1.66 | 42 | 434 | 32.1% | 0.20 | 0.0195 | -0.047 | 145 | 14.15 | 16.50 | 31.6% | -0.80 | 0.0192 | -0.044 | ||
| 0.7100 | 1.04 | 10 | 286 | 32.1% | 0.13 | 0.0145 | -0.036 | 150 | 17.90 | 20.90 | 28.1% | -0.87 | 0.0142 | -0.032 | ||
| 0.4400 | 0.7900 | 9 | 47 | 34.2% | 0.09 | 0.0103 | -0.026 | 155 | 22.50 | 25.55 | -0.92 | 0.0101 | -0.022 | |||
| 0.1300 | 0.6600 | 1 | 8 | 35.4% | 0.05 | 0.0071 | -0.019 | 160 | 27.35 | 30.70 | -0.96 | 0.0092 | -0.018 | |||
| 0 | 2.32 | 50.6% | 0.03 | 0.0048 | -0.013 | 165 | 32.15 | 35.10 | -0.99 | 0.0066 | -0.026 | |||||
| 0 | 2.24 | 54.7% | 0.02 | 0.0032 | -0.009 | 170 | 37.75 | 39.65 | -1.00 | 0.0006 | -0.028 | |||||
| 0 | 2.19 | 58.8% | 0.01 | 0.0021 | -0.006 | 175 | 42.95 | 44.50 | -1.00 | 0.0000 | -0.028 | |||||
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 — Oct 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs