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 ±11.6% (21.64–27.32) · ATM IV 51.2% · P/C open interest 0.80
| 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 | |
| 7.85 | 11.45 | 102.0% | 0.98 | 0.0086 | -0.001 | 15 | 0 | 0.9500 | 149.3% | -0.02 | 0.0087 | -0.006 | ||||
| 7.85 | 9.75 | 111.2% | 0.97 | 0.0114 | -0.002 | 16 | 0 | 0.9500 | 134.0% | -0.03 | 0.0114 | -0.007 | ||||
| 5.90 | 8.90 | 0.96 | 0.0151 | -0.003 | 17 | 0 | 0.9500 | 1 | 119.4% | -0.04 | 0.0152 | -0.007 | ||||
| 4.90 | 7.95 | 0.95 | 0.0206 | -0.005 | 18 | 0 | 0.9500 | 105.5% | -0.05 | 0.0207 | -0.008 | |||||
| 4.00 | 7.00 | 0.94 | 0.0287 | -0.006 | 19 | 0 | 1.00 | 74 | 93.8% | -0.07 | 0.0288 | -0.009 | ||||
| 3.50 | 5.85 | 15 | 50.3% | 0.91 | 0.0408 | -0.009 | 20 | 0.1100 | 0.2000 | 688 | 55.7% | -0.09 | 0.0410 | -0.011 | ||
| 2.84 | 5.15 | 1 | 63.2% | 0.86 | 0.0578 | -0.012 | 21 | 0.2300 | 0.3700 | 17 | 55.9% | -0.14 | 0.0581 | -0.014 | ||
| 2.85 | 3.15 | 1 | 50.9% | 0.79 | 0.0781 | -0.016 | 22 | 0.4100 | 0.4900 | 4 | 87 | 52.3% | -0.21 | 0.0787 | -0.018 | |
| 2.22 | 2.36 | 71 | 50.6% | 0.70 | 0.0968 | -0.020 | 23 | 0.6900 | 0.7700 | 2 | 29 | 51.4% | -0.30 | 0.0976 | -0.021 | |
| 1.67 | 1.75 | 210 | 51.1% | 0.60 | 0.1088 | -0.023 | 24 | 1.09 | 1.18 | 1 | 25 | 51.3% | -0.41 | 0.1100 | -0.023 | |
| 1.18 | 1.27 | 2 | 90 | 51.0% | 0.48 | 0.1120 | -0.024 | 25 | 1.61 | 1.70 | 1 | 88 | 51.3% | -0.52 | 0.1134 | -0.024 |
| 0.8100 | 0.8800 | 2 | 66 | 50.7% | 0.38 | 0.1068 | -0.023 | 26 | 2.24 | 2.33 | 9 | 51.4% | -0.63 | 0.1086 | -0.022 | |
| 0.5400 | 0.6100 | 182 | 50.9% | 0.29 | 0.0952 | -0.020 | 27 | 2.95 | 3.15 | 3 | 53.1% | -0.72 | 0.0973 | -0.020 | ||
| 0.3600 | 0.4100 | 3 | 177 | 51.4% | 0.21 | 0.0800 | -0.017 | 28 | 3.15 | 4.20 | 43.4% | -0.80 | 0.0824 | -0.016 | ||
| 0.2100 | 0.3300 | 2 | 91 | 52.8% | 0.15 | 0.0643 | -0.014 | 29 | 3.85 | 5.45 | 2 | 49.1% | -0.86 | 0.0668 | -0.013 | |
| 0.1300 | 0.2500 | 4 | 178 | 54.3% | 0.11 | 0.0506 | -0.012 | 30 | 4.35 | 6.80 | 6 | 49.0% | -0.90 | 0.0528 | -0.010 | |
| 0.0800 | 0.2200 | 41 | 57.1% | 0.09 | 0.0398 | -0.010 | 31 | 5.35 | 7.80 | 55.0% | -0.93 | 0.0414 | -0.007 | |||
| 0 | 0.5100 | 31 | 71.5% | 0.07 | 0.0318 | -0.009 | 32 | 6.25 | 8.80 | 7 | 52.1% | -0.95 | 0.0348 | -0.005 | ||
| 0 | 0.5500 | 60 | 78.8% | 0.05 | 0.0258 | -0.008 | 33 | 7.70 | 9.70 | 78.3% | -0.96 | 0.0303 | -0.004 | |||
| 0 | 0.6000 | 43 | 86.3% | 0.05 | 0.0213 | -0.007 | 34 | 7.80 | 10.80 | -0.97 | 0.0263 | -0.003 | ||||
| 0 | 0.1900 | 28 | 71.4% | 0.04 | 0.0179 | -0.006 | 35 | 9.55 | 12.00 | 95.4% | -0.98 | 0.0228 | -0.003 | |||
| 0 | 0.9500 | 8 | 109.2% | 0.03 | 0.0152 | -0.006 | 36 | 10.10 | 12.80 | -0.98 | 0.0200 | -0.003 | ||||
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 — Oct 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs