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 ±12.8% (21.34–27.62) · ATM IV 51.0% · P/C open interest 0.95
| 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 | |
| 8.90 | 10.40 | 89.4% | 0.97 | 0.0106 | -0.004 | 15 | 0 | 0.2000 | 92.4% | -0.03 | 0.0106 | -0.007 | ||||
| 6.85 | 10.35 | 66.5% | 0.96 | 0.0136 | -0.004 | 16 | 0 | 0.7500 | 2 | 112.3% | -0.04 | 0.0136 | -0.008 | |||
| 5.90 | 8.95 | 0.95 | 0.0176 | -0.005 | 17 | 0 | 0.7500 | 99.9% | -0.05 | 0.0177 | -0.009 | |||||
| 5.20 | 7.95 | 0.94 | 0.0233 | -0.007 | 18 | 0 | 0.7500 | 88.0% | -0.07 | 0.0234 | -0.009 | |||||
| 5.00 | 6.50 | 60.7% | 0.92 | 0.0312 | -0.008 | 19 | 0.0900 | 0.7100 | 1 | 78.2% | -0.09 | 0.0314 | -0.011 | |||
| 3.90 | 6.10 | 10 | 67.7% | 0.88 | 0.0424 | -0.010 | 20 | 0.1800 | 0.4300 | 10 | 1 | 61.1% | -0.12 | 0.0426 | -0.012 | |
| 2.77 | 5.25 | 56.9% | 0.84 | 0.0568 | -0.013 | 21 | 0.3100 | 0.4900 | 10 | 104 | 55.9% | -0.16 | 0.0572 | -0.015 | ||
| 3.05 | 3.25 | 51.8% | 0.77 | 0.0727 | -0.016 | 22 | 0.5000 | 0.7400 | 22 | 54.6% | -0.23 | 0.0733 | -0.017 | |||
| 2.37 | 2.60 | 5 | 52.2% | 0.69 | 0.0869 | -0.019 | 23 | 0.7900 | 1.07 | 1 | 3 | 53.8% | -0.31 | 0.0877 | -0.020 | |
| 1.79 | 1.95 | 213 | 34 | 50.9% | 0.59 | 0.0962 | -0.021 | 24 | 1.21 | 1.34 | 5 | 24 | 51.1% | -0.41 | 0.0973 | -0.021 |
| 1.30 | 1.53 | 50 | 51.6% | 0.50 | 0.0992 | -0.022 | 25 | 1.71 | 1.99 | 3 | 52.8% | -0.51 | 0.1006 | -0.022 | ||
| 0.9200 | 1.16 | 1 | 7 | 51.9% | 0.40 | 0.0960 | -0.021 | 26 | 2.33 | 2.61 | 52.8% | -0.60 | 0.0977 | -0.021 | ||
| 0.6400 | 0.8600 | 15 | 20 | 52.1% | 0.32 | 0.0881 | -0.019 | 27 | 3.05 | 3.30 | 3 | 52.8% | -0.69 | 0.0901 | -0.019 | |
| 0.4300 | 0.6400 | 35 | 52.4% | 0.24 | 0.0772 | -0.017 | 28 | 3.85 | 4.10 | 53.8% | -0.76 | 0.0795 | -0.016 | |||
| 0.2900 | 0.4700 | 2 | 3 | 53.0% | 0.19 | 0.0652 | -0.015 | 29 | 3.90 | 6.00 | 60.5% | -0.82 | 0.0677 | -0.014 | ||
| 0.2000 | 0.3100 | 3 | 2 | 52.7% | 0.14 | 0.0538 | -0.013 | 30 | 5.25 | 6.60 | 66.4% | -0.87 | 0.0564 | -0.011 | ||
| 0.1300 | 0.7400 | 1 | 68.8% | 0.11 | 0.0441 | -0.011 | 31 | 5.30 | 7.85 | 50.3% | -0.90 | 0.0465 | -0.009 | |||
| 0 | 0.7500 | 71.4% | 0.09 | 0.0363 | -0.010 | 32 | 6.25 | 8.60 | 1 | -0.92 | 0.0383 | -0.007 | ||||
| 0 | 0.2500 | 2 | 58.7% | 0.07 | 0.0302 | -0.009 | 33 | 7.15 | 9.75 | -0.94 | 0.0318 | -0.006 | ||||
| 0 | 0.7500 | 1 | 82.2% | 0.06 | 0.0255 | -0.008 | 34 | 7.80 | 10.85 | -0.95 | 0.0266 | -0.004 | ||||
| 0 | 0.7500 | 2 | 87.1% | 0.05 | 0.0218 | -0.007 | 35 | 9.55 | 11.70 | 74.9% | -0.96 | 0.0256 | -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 09, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs