DKNG option chain DraftKings Inc.
Cboe delayed options data · as of 15:34 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 ±5.9% (23.02–25.93) · ATM IV 49.5% · P/C open interest 0.39
| 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 | |
| 9.70 | 13.40 | 208.5% | 1.00 | 0.0012 | 0.000 | 13 | 0 | 0.7500 | 322.5% | -0.00 | 0.0012 | -0.002 | ||||
| 8.75 | 12.40 | 200.6% | 1.00 | 0.0017 | 0.000 | 14 | 0 | 0.7500 | 291.2% | -0.00 | 0.0017 | -0.002 | ||||
| 7.75 | 11.40 | 1 | 178.3% | 1.00 | 0.0024 | 0.000 | 15 | 0 | 0.7500 | 261.9% | -0.00 | 0.0024 | -0.003 | |||
| 8.10 | 10.30 | 1 | 283.9% | 1.00 | 0.0035 | 0.000 | 16 | 0 | 0.7500 | 4 | 234.4% | -0.01 | 0.0035 | -0.003 | ||
| 6.25 | 8.90 | 137.5% | 0.99 | 0.0051 | -0.000 | 17 | 0 | 0.7500 | 13 | 208.2% | -0.01 | 0.0051 | -0.004 | |||
| 4.75 | 8.40 | 118.7% | 0.99 | 0.0076 | -0.001 | 18 | 0 | 0.0100 | 555 | 82.3% | -0.01 | 0.0076 | -0.004 | |||
| 4.25 | 6.90 | 1 | 100.7% | 0.99 | 0.0120 | -0.003 | 19 | 0 | 0.7500 | 385 | 159.2% | -0.01 | 0.0120 | -0.005 | ||
| 2.98 | 6.40 | 3 | 107.5% | 0.98 | 0.0202 | -0.005 | 20 | 0 | 0.7500 | 43 | 135.8% | -0.02 | 0.0203 | -0.007 | ||
| 2.89 | 5.40 | 3 | 89.9% | 0.97 | 0.0269 | -0.006 | 20.5 | 0 | 0.7500 | 2 | 124.4% | -0.03 | 0.0270 | -0.008 | ||
| 2.70 | 4.90 | 17 | 102.2% | 0.96 | 0.0365 | -0.008 | 21 | 0.0100 | 0.0300 | 8 | 203 | 54.2% | -0.04 | 0.0366 | -0.009 | |
| 2.55 | 3.70 | 1 | 3 | 67.8% | 0.95 | 0.0512 | -0.010 | 21.5 | 0.0200 | 0.0700 | 12 | 54 | 55.1% | -0.05 | 0.0514 | -0.012 |
| 1.85 | 3.25 | 86 | 44.0% | 0.93 | 0.0743 | -0.014 | 22 | 0.0500 | 0.0900 | 23 | 148 | 52.4% | -0.07 | 0.0746 | -0.015 | |
| 1.78 | 2.73 | 1 | 3 | 64.9% | 0.88 | 0.1076 | -0.020 | 22.5 | 0.0900 | 0.1300 | 40 | 1,046 | 50.0% | -0.12 | 0.1082 | -0.021 |
| 1.61 | 2.00 | 3 | 554 | 58.8% | 0.82 | 0.1470 | -0.028 | 23 | 0.1700 | 0.2100 | 27 | 428 | 49.5% | -0.18 | 0.1478 | -0.029 |
| 1.28 | 1.41 | 1 | 36 | 50.4% | 0.73 | 0.1826 | -0.036 | 23.5 | 0.2800 | 0.3500 | 4 | 101 | 49.5% | -0.27 | 0.1838 | -0.037 |
| 0.9700 | 1.09 | 3,417 | 51.1% | 0.63 | 0.2062 | -0.043 | 24 | 0.4600 | 0.5300 | 5 | 381 | 49.8% | -0.38 | 0.2076 | -0.043 | |
| 0.7000 | 0.7700 | 7 | 154 | 49.4% | 0.52 | 0.2152 | -0.046 | 24.5 | 0.6900 | 0.7500 | 6 | 132 | 49.6% | -0.48 | 0.2167 | -0.046 |
| 0.4900 | 0.5500 | 49 | 1,703 | 49.6% | 0.41 | 0.2102 | -0.045 | 25 | 0.9700 | 1.05 | 154 | 50.0% | -0.59 | 0.2116 | -0.045 | |
| 0.3300 | 0.3800 | 19 | 1,649 | 49.8% | 0.32 | 0.1927 | -0.040 | 25.5 | 1.29 | 1.40 | 45 | 50.1% | -0.69 | 0.1939 | -0.040 | |
| 0.2000 | 0.2600 | 166 | 814 | 49.5% | 0.23 | 0.1652 | -0.034 | 26 | 1.67 | 1.97 | 671 | 58.5% | -0.78 | 0.1659 | -0.033 | |
| 0.1400 | 0.1700 | 19 | 862 | 50.7% | 0.16 | 0.1323 | -0.027 | 26.5 | 2.04 | 2.28 | 2 | 13 | 52.5% | -0.85 | 0.1326 | -0.026 |
| 0.0800 | 0.1200 | 33 | 644 | 51.4% | 0.11 | 0.1010 | -0.021 | 27 | 2.28 | 2.91 | 21 | 52.0% | -0.90 | 0.1021 | -0.019 | |
| 0.0500 | 0.0800 | 4 | 116 | 52.3% | 0.08 | 0.0758 | -0.016 | 27.5 | 2.82 | 3.15 | -0.93 | 0.0800 | -0.015 | |||
| 0.0200 | 0.0400 | 135 | 520 | 50.0% | 0.06 | 0.0573 | -0.013 | 28 | 3.15 | 3.65 | 21 | -0.95 | 0.0642 | -0.012 | ||
| 0.0100 | 0.0500 | 6 | 82 | 55.3% | 0.04 | 0.0442 | -0.011 | 28.5 | 3.50 | 4.35 | -0.96 | 0.0514 | -0.010 | |||
| 0 | 0.0600 | 4 | 201 | 60.4% | 0.04 | 0.0349 | -0.009 | 29 | 3.75 | 5.30 | 59.5% | -0.97 | 0.0411 | -0.010 | ||
| 0 | 0.0500 | 6 | 206 | 68.2% | 0.02 | 0.0231 | -0.007 | 30 | 4.85 | 6.80 | 122.1% | -0.99 | 0.0254 | -0.010 | ||
| 0 | 0.0400 | 2 | 127 | 74.7% | 0.02 | 0.0162 | -0.006 | 31 | 4.80 | 8.30 | 88.8% | -0.99 | 0.0158 | -0.010 | ||
| 0 | 0.2000 | 2 | 131 | 109.3% | 0.01 | 0.0119 | -0.005 | 32 | 6.70 | 9.30 | 167.1% | -1.00 | 0.0097 | -0.011 | ||
| 0 | 0.2000 | 2 | 47 | 118.9% | 0.01 | 0.0090 | -0.004 | 33 | 7.65 | 9.80 | 144.4% | -1.00 | 0.0059 | -0.011 | ||
| 0 | 0.1100 | 1 | 115.0% | 0.01 | 0.0071 | -0.004 | 34 | 7.80 | 11.30 | 116.1% | -1.00 | 0.0038 | -0.011 | |||
| 0 | 0.0700 | 12 | 114.7% | 0.01 | 0.0057 | -0.003 | 35 | 8.80 | 12.30 | 124.4% | -1.00 | 0.0024 | -0.012 | |||
| 0 | 0.1100 | 2 | 130.9% | 0.01 | 0.0046 | -0.003 | 36 | 10.25 | 12.95 | 148.3% | -1.00 | 0.0014 | -0.012 | |||
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 — Sep 11, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs