DG option chain Dollar General Corporation

Expiration 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 ±12.3% (115.03–147.38) · ATM IV 33.3% · P/C open interest 0.93

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
59.85	63.20		1	70.5%	1.00	0.0002	0.000	70	0	2.14		89	89.1%	-0.00	0.0002	-0.001
55.10	57.55			49.8%	1.00	0.0004	0.000	75	0	0.9500		40	68.4%	-0.00	0.0004	-0.002
49.95	53.05			53.8%	0.99	0.0007	0.000	80	0	2.19		476	73.3%	-0.01	0.0007	-0.003
45.30	47.65		6	45.4%	0.99	0.0012	-0.001	85	0	0.9100		374	54.6%	-0.01	0.0012	-0.005
40.70	42.80		4	46.8%	0.98	0.0019	-0.004	90	0	0.6400	10	475	45.4%	-0.02	0.0019	-0.007
36.20	37.95		2	46.1%	0.97	0.0030	-0.007	95	0.1200	0.5100		173	39.8%	-0.03	0.0030	-0.011
30.85	33.20		79	38.6%	0.95	0.0045	-0.012	100	0.0800	0.8500		128	37.2%	-0.05	0.0046	-0.016
26.25	29.20	1	154	40.4%	0.92	0.0067	-0.018	105	0.7600	1.01	24	251	37.1%	-0.08	0.0067	-0.021
21.70	24.75		117	37.8%	0.88	0.0093	-0.026	110	1.29	1.46	3	259	35.5%	-0.12	0.0095	-0.028
18.10	20.65		66	38.2%	0.82	0.0124	-0.033	115	2.12	2.47	3	184	35.2%	-0.18	0.0126	-0.035
14.40	16.55	6	335	36.2%	0.75	0.0154	-0.040	120	3.25	3.70		309	34.4%	-0.26	0.0158	-0.042
11.05	13.55	1	463	36.1%	0.66	0.0180	-0.046	125	4.85	5.50		278	34.0%	-0.34	0.0185	-0.048
8.50	9.30	16	548	33.2%	0.57	0.0196	-0.049	130	7.00	7.55		32	33.3%	-0.44	0.0203	-0.051
6.20	6.80	3	241	32.6%	0.47	0.0200	-0.049	135	9.50	10.55		237	33.3%	-0.55	0.0207	-0.051
4.35	4.80	18	293	32.0%	0.38	0.0192	-0.047	140	12.65	13.50		2	32.6%	-0.64	0.0199	-0.048
3.00	3.45	2	295	32.1%	0.29	0.0173	-0.043	145	16.30	17.50		6	33.3%	-0.73	0.0179	-0.043
2.09	2.42	23	163	32.3%	0.22	0.0149	-0.037	150	19.65	21.75		16	32.1%	-0.80	0.0153	-0.036
1.43	1.75	7	197	32.8%	0.17	0.0124	-0.031	155	23.30	26.15	2		29.6%	-0.86	0.0124	-0.029
0.9600	1.50	2	528	34.2%	0.12	0.0100	-0.025	160	28.40	30.20		7	28.7%	-0.90	0.0097	-0.022
0.4500	1.17		102	34.1%	0.09	0.0078	-0.020	165	33.10	34.90				-0.93	0.0074	-0.016
0.3900	0.9000		17	35.5%	0.06	0.0061	-0.016	170	37.90	40.65			35.3%	-0.96	0.0066	-0.011
0.0800	2.49		8	45.1%	0.05	0.0047	-0.013	175	42.85	44.80				-0.98	0.0073	-0.019
0.0200	2.38		17	47.5%	0.03	0.0036	-0.010	180	47.75	50.20				-1.00	0.0021	-0.014
0	2.30		1	50.0%	0.03	0.0027	-0.008	185	52.75	55.25				-1.00	0.0000	-0.014
0	2.25		17	52.6%	0.02	0.0020	-0.006	190	57.55	60.50				-1.00	0.0000	-0.014
0	2.21		4	55.1%	0.01	0.0016	-0.005	195	62.55	65.50				-1.00	0.0000	-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 — Nov 20, 2026

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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DG option chain Dollar General Corporation

Volatility smile — Nov 20, 2026

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