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 ±10.1% (22.01–26.95) · ATM IV 50.8% · P/C open interest 0.11
| 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 | |
| 9.75 | 12.95 | 0.99 | 0.0033 | 0.000 | 13 | 0 | 0.7500 | 196.6% | -0.01 | 0.0034 | -0.003 | |||||
| 8.75 | 11.95 | 0.99 | 0.0045 | 0.000 | 14 | 0 | 0.7500 | 177.6% | -0.01 | 0.0045 | -0.004 | |||||
| 7.80 | 11.45 | 114.1% | 0.99 | 0.0061 | -0.000 | 15 | 0 | 0.7500 | 159.8% | -0.01 | 0.0061 | -0.004 | ||||
| 7.65 | 10.45 | 156.6% | 0.98 | 0.0084 | -0.001 | 16 | 0 | 0.7500 | 143.0% | -0.02 | 0.0084 | -0.005 | ||||
| 6.85 | 8.35 | 81.8% | 0.98 | 0.0117 | -0.002 | 17 | 0 | 0.7500 | 127.1% | -0.02 | 0.0117 | -0.006 | ||||
| 4.80 | 8.00 | 0.97 | 0.0168 | -0.004 | 18 | 0 | 0.7500 | 111.9% | -0.03 | 0.0168 | -0.007 | |||||
| 4.30 | 6.85 | 52.2% | 0.95 | 0.0247 | -0.006 | 19 | 0 | 0.7500 | 9 | 97.3% | -0.05 | 0.0248 | -0.008 | |||
| 4.30 | 5.05 | 50 | 59.8% | 0.93 | 0.0372 | -0.008 | 20 | 0.0600 | 0.1500 | 79 | 57.8% | -0.07 | 0.0374 | -0.010 | ||
| 2.82 | 4.95 | 15 | 66.0% | 0.89 | 0.0567 | -0.012 | 21 | 0.1400 | 0.2500 | 73 | 55.5% | -0.11 | 0.0570 | -0.014 | ||
| 2.55 | 3.35 | 71 | 56.3% | 0.82 | 0.0829 | -0.017 | 22 | 0.2900 | 0.3500 | 1 | 120 | 51.9% | -0.18 | 0.0835 | -0.018 | |
| 2.06 | 2.22 | 31 | 51.4% | 0.72 | 0.1086 | -0.023 | 23 | 0.5400 | 0.6200 | 56 | 51.4% | -0.28 | 0.1094 | -0.024 | ||
| 1.45 | 1.56 | 5 | 86 | 50.4% | 0.60 | 0.1250 | -0.026 | 24 | 0.9200 | 1.01 | 87 | 51.3% | -0.40 | 0.1261 | -0.027 | |
| 0.9700 | 1.08 | 2 | 209 | 50.5% | 0.47 | 0.1286 | -0.028 | 25 | 1.42 | 1.53 | 41 | 50.9% | -0.53 | 0.1300 | -0.028 | |
| 0.6200 | 0.7200 | 3,441 | 50.7% | 0.35 | 0.1198 | -0.026 | 26 | 2.03 | 2.39 | 150 | 55.1% | -0.66 | 0.1215 | -0.025 | ||
| 0.3800 | 0.4500 | 13 | 619 | 50.6% | 0.25 | 0.1022 | -0.022 | 27 | 2.80 | 3.10 | 141 | 55.2% | -0.76 | 0.1043 | -0.021 | |
| 0.2200 | 0.2900 | 1 | 1,310 | 51.1% | 0.17 | 0.0806 | -0.017 | 28 | 2.84 | 4.85 | 59.9% | -0.84 | 0.0829 | -0.016 | ||
| 0.1200 | 0.2500 | 307 | 54.4% | 0.11 | 0.0603 | -0.013 | 29 | 3.35 | 5.80 | 47.8% | -0.90 | 0.0622 | -0.012 | |||
| 0.0700 | 0.1300 | 1 | 411 | 53.4% | 0.08 | 0.0444 | -0.011 | 30 | 4.45 | 5.90 | 9 | -0.93 | 0.0469 | -0.008 | ||
| 0 | 0.2400 | 172 | 62.4% | 0.06 | 0.0331 | -0.009 | 31 | 5.15 | 7.80 | 2 | -0.96 | 0.0376 | -0.006 | |||
| 0 | 0.3000 | 135 | 72.2% | 0.04 | 0.0252 | -0.007 | 32 | 5.80 | 9.30 | 63.9% | -0.97 | 0.0316 | -0.005 | |||
| 0 | 0.7500 | 46 | 98.6% | 0.03 | 0.0197 | -0.006 | 33 | 6.80 | 9.70 | -0.98 | 0.0237 | -0.005 | ||||
| 0 | 0.5100 | 2 | 95.2% | 0.03 | 0.0157 | -0.005 | 34 | 7.80 | 10.70 | -0.99 | 0.0176 | -0.005 | ||||
| 0 | 0.3000 | 11 | 89.8% | 0.02 | 0.0128 | -0.005 | 35 | 8.80 | 12.30 | 80.5% | -0.99 | 0.0118 | -0.007 | |||
| 0 | 0.0500 | 1 | 70.6% | 0.02 | 0.0105 | -0.004 | 36 | 9.60 | 12.70 | -1.00 | 0.0073 | -0.008 | ||||
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 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs