DKNG option chain DraftKings Inc.
Cboe delayed options data · as of 12:35 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 ±17.6% (15.57–22.23) · ATM IV 67.2% · P/C open interest 0.10
| 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 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 10 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 11 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 12 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 5.90 | 6.80 | 1 | 0.96 | 0.0182 | -0.006 | 12.5 | 0.0100 | 0.1500 | 3 | 313 | 81.8% | -0.04 | 0.0183 | -0.006 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 13 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 14 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.95 | 4.55 | 6 | 122 | 72.9% | 0.87 | 0.0481 | -0.013 | 15 | 0.2800 | 0.3800 | 172 | 4,230 | 76.0% | -0.13 | 0.0483 | -0.013 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 16 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 17 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.25 | 2.52 | 1,360 | 2,694 | 68.7% | 0.69 | 0.0867 | -0.021 | 17.5 | 0.8200 | 1.02 | 266 | 7,702 | 68.8% | -0.32 | 0.0873 | -0.021 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 18 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 18.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 19 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 19.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.05 | 1.21 | 529 | 5,479 | 66.3% | 0.44 | 0.0989 | -0.022 | 20 | 2.02 | 2.38 | 344 | 5,038 | 68.1% | -0.56 | 0.1000 | -0.023 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 20.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 21 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 21.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 22 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.3800 | 0.5300 | 737 | 5,540 | 64.8% | 0.24 | 0.0788 | -0.017 | 22.5 | 3.85 | 4.50 | 18 | 2,384 | 75.1% | -0.77 | 0.0807 | -0.018 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 23 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 23.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 24 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 24.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.1600 | 0.2200 | 72 | 8,775 | 66.8% | 0.12 | 0.0486 | -0.011 | 25 | 5.85 | 7.15 | 4 | 3,986 | 87.5% | -0.90 | 0.0512 | -0.011 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 26 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 27 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0800 | 0.1000 | 16 | 4,178 | 70.5% | 0.06 | 0.0276 | -0.007 | 27.5 | 7.85 | 9.20 | 30 | 589 | -0.96 | 0.0298 | -0.007 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 28 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
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.
callsputs