DG option chain Dollar General Corporation

Expiration Cboe delayed options data · as of 15:35 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 ±34.5% (87.95–180.40) · ATM IV 39.5% · P/C open interest 1.26

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
66.70	70.00		6	43.8%	0.96	0.0015	0.000	70	1.31	1.90		129	44.1%	-0.05	0.0016	-0.007
62.80	65.50		108	43.2%	0.95	0.0019	-0.001	75	1.82	2.44		67	43.5%	-0.06	0.0020	-0.008
58.45	61.50	4	68	42.2%	0.93	0.0023	-0.003	80	2.43	3.15		243	42.9%	-0.08	0.0024	-0.010
54.65	57.50		19	42.0%	0.91	0.0027	-0.005	85	2.40	3.90		248	40.7%	-0.10	0.0028	-0.011
50.95	53.50		12	41.4%	0.89	0.0032	-0.007	90	4.05	4.85		865	41.8%	-0.12	0.0033	-0.013
47.20	50.00		26	41.2%	0.87	0.0036	-0.009	95	5.10	5.95		176	41.4%	-0.14	0.0038	-0.015
43.80	46.50		472	40.9%	0.84	0.0041	-0.011	100	5.55	7.25		206	40.0%	-0.17	0.0043	-0.016
39.50	43.50		16	39.8%	0.82	0.0046	-0.013	105	6.60	8.70		72	39.4%	-0.20	0.0048	-0.018
37.30	40.00		284	40.3%	0.79	0.0050	-0.015	110	9.25	10.50		166	40.6%	-0.23	0.0052	-0.019
34.45	36.10	4	190	39.2%	0.76	0.0054	-0.016	115	9.15	12.30		43	38.3%	-0.26	0.0057	-0.020
31.65	34.25		144	40.0%	0.73	0.0058	-0.018	120	12.90	14.20		53	39.9%	-0.29	0.0061	-0.021
29.00	31.70	1	396	39.9%	0.69	0.0061	-0.019	125	13.60	16.60		44	38.6%	-0.33	0.0065	-0.022
26.60	29.50		43	40.0%	0.66	0.0064	-0.020	130	17.00	18.55		210	39.0%	-0.36	0.0069	-0.023
24.45	27.00		62	39.7%	0.63	0.0066	-0.021	135	19.80	21.20		20	39.2%	-0.40	0.0072	-0.024
22.15	24.90		33	39.5%	0.60	0.0068	-0.022	140	21.80	23.80		502	38.4%	-0.43	0.0075	-0.024
20.05	23.00		544	39.3%	0.57	0.0070	-0.022	145	25.30	26.60		3	38.7%	-0.47	0.0077	-0.024
18.25	20.90		55	39.0%	0.53	0.0070	-0.023	150	27.00	29.70		1,200	37.5%	-0.50	0.0079	-0.025
16.70	18.85		1,239	38.7%	0.50	0.0071	-0.023	155	31.45	32.85		3	38.4%	-0.54	0.0081	-0.024
15.05	17.30		56	38.5%	0.47	0.0071	-0.023	160	33.50	37.20		5	38.0%	-0.57	0.0082	-0.024
13.50	15.75		9	38.2%	0.44	0.0070	-0.023	165	37.00	39.75			37.0%	-0.61	0.0082	-0.024
11.40	14.35		10	37.3%	0.41	0.0070	-0.022	170	41.95	44.10		5	38.7%	-0.64	0.0083	-0.023
11.10	13.05		317	38.0%	0.39	0.0069	-0.022	175	44.50	48.20		5	37.7%	-0.68	0.0083	-0.023
9.90	11.85		30	37.7%	0.36	0.0067	-0.022	180	49.70	51.05		1	37.8%	-0.71	0.0083	-0.022
9.10	10.80		71	37.8%	0.34	0.0066	-0.021	185	52.50	55.70		5	37.0%	-0.74	0.0083	-0.021
8.20	9.80		35	37.6%	0.31	0.0064	-0.020	190	57.00	60.00			37.4%	-0.77	0.0083	-0.021
7.15	9.40		11	37.8%	0.29	0.0062	-0.020	195	61.00	64.70		2	37.5%	-0.80	0.0085	-0.020
6.45	8.20		50	37.4%	0.27	0.0060	-0.019	200	65.50	69.50		5	38.2%	-0.83	0.0086	-0.020

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.

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DG option chain Dollar General Corporation

Volatility smile — Jan 21, 2028

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