DG option chain Dollar General Corporation
Cboe delayed options data · as of 18:36 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 ±22.8% (103.63–164.73) · ATM IV 37.5% · P/C open interest 2.13
| 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 | |
| 64.35 | 67.45 | 46.4% | 0.98 | 0.0010 | 0.000 | 70 | 0.3000 | 0.5200 | 4 | 47.3% | -0.02 | 0.0010 | -0.005 | |||
| 59.95 | 62.55 | 46.1% | 0.98 | 0.0014 | 0.000 | 75 | 0.4500 | 0.7100 | 6 | 45.8% | -0.03 | 0.0014 | -0.007 | |||
| 55.25 | 57.90 | 44.2% | 0.96 | 0.0019 | 0.000 | 80 | 0.6600 | 0.9600 | 4 | 44.4% | -0.04 | 0.0019 | -0.009 | |||
| 50.50 | 53.00 | 40.4% | 0.95 | 0.0025 | -0.002 | 85 | 0.7600 | 1.30 | 6 | 42.3% | -0.05 | 0.0025 | -0.011 | |||
| 46.30 | 48.50 | 40.7% | 0.93 | 0.0032 | -0.005 | 90 | 1.15 | 1.75 | 41.5% | -0.07 | 0.0032 | -0.014 | ||||
| 41.85 | 44.55 | 40.8% | 0.91 | 0.0040 | -0.009 | 95 | 1.75 | 2.53 | 3 | 41.5% | -0.10 | 0.0040 | -0.017 | |||
| 37.85 | 40.40 | 40.6% | 0.88 | 0.0048 | -0.013 | 100 | 2.62 | 3.05 | 1 | 20 | 40.6% | -0.12 | 0.0050 | -0.019 | ||
| 33.85 | 36.45 | 2 | 39.9% | 0.85 | 0.0058 | -0.016 | 105 | 3.05 | 4.05 | 8 | 39.1% | -0.16 | 0.0059 | -0.022 | ||
| 30.05 | 32.70 | 39.3% | 0.81 | 0.0067 | -0.020 | 110 | 4.30 | 5.30 | 3 | 39.2% | -0.19 | 0.0069 | -0.025 | |||
| 26.85 | 29.10 | 39.2% | 0.77 | 0.0076 | -0.024 | 115 | 6.00 | 6.85 | 5 | 39.6% | -0.23 | 0.0078 | -0.028 | |||
| 23.95 | 25.60 | 6 | 39.0% | 0.73 | 0.0084 | -0.026 | 120 | 7.60 | 8.40 | 4 | 39.0% | -0.28 | 0.0087 | -0.030 | ||
| 20.70 | 22.60 | 5 | 38.4% | 0.68 | 0.0092 | -0.029 | 125 | 9.20 | 10.40 | 1 | 38.4% | -0.33 | 0.0095 | -0.032 | ||
| 18.15 | 19.80 | 6 | 38.3% | 0.63 | 0.0097 | -0.031 | 130 | 11.60 | 12.60 | 38.4% | -0.38 | 0.0101 | -0.034 | |||
| 15.30 | 17.45 | 2 | 37.8% | 0.58 | 0.0102 | -0.033 | 135 | 13.15 | 15.20 | 37.2% | -0.43 | 0.0106 | -0.035 | |||
| 13.50 | 15.20 | 1 | 38.0% | 0.53 | 0.0104 | -0.033 | 140 | 16.75 | 17.80 | 38.0% | -0.48 | 0.0109 | -0.035 | |||
| 11.45 | 13.20 | 6 | 37.8% | 0.49 | 0.0105 | -0.034 | 145 | 19.70 | 20.75 | 37.8% | -0.54 | 0.0111 | -0.034 | |||
| 9.50 | 11.40 | 1 | 37.3% | 0.44 | 0.0104 | -0.033 | 150 | 22.15 | 23.95 | 36.6% | -0.59 | 0.0111 | -0.033 | |||
| 8.10 | 9.95 | 37.5% | 0.39 | 0.0102 | -0.033 | 155 | 26.40 | 27.55 | 37.7% | -0.64 | 0.0109 | -0.032 | ||||
| 6.45 | 8.65 | 37.0% | 0.35 | 0.0098 | -0.031 | 160 | 29.55 | 31.10 | 36.7% | -0.68 | 0.0107 | -0.030 | ||||
| 5.70 | 7.25 | 1 | 37.2% | 0.31 | 0.0094 | -0.030 | 165 | 34.00 | 34.90 | 37.4% | -0.73 | 0.0104 | -0.028 | |||
| 4.70 | 5.95 | 36.6% | 0.27 | 0.0088 | -0.028 | 170 | 36.55 | 39.20 | 35.2% | -0.77 | 0.0101 | -0.026 | ||||
| 3.95 | 5.30 | 37.1% | 0.24 | 0.0083 | -0.026 | 175 | 41.20 | 43.65 | 36.2% | -0.81 | 0.0098 | -0.024 | ||||
| 3.00 | 4.55 | 36.6% | 0.21 | 0.0076 | -0.025 | 180 | 45.75 | 48.00 | 36.3% | -0.85 | 0.0097 | -0.023 | ||||
| 2.46 | 3.70 | 36.3% | 0.18 | 0.0070 | -0.023 | 185 | 49.70 | 52.55 | 34.4% | -0.88 | 0.0093 | -0.022 | ||||
| 2.26 | 3.25 | 37.0% | 0.16 | 0.0064 | -0.021 | 190 | 54.35 | 57.25 | -0.92 | 0.0093 | -0.021 | |||||
| 1.81 | 2.75 | 36.9% | 0.14 | 0.0058 | -0.019 | 195 | 59.70 | 62.00 | 35.5% | -0.95 | 0.0096 | -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 — May 21, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs