DKNG option chain DraftKings Inc.
Cboe delayed options data · as of 15:36 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 ±8.1% (18.55–21.80) · ATM IV 60.0% · P/C open interest 0.49
| 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 | |
| 7.95 | 10.75 | 1 | 240.0% | 0.99 | 0.0036 | -0.003 | 11 | 0 | 0.7500 | 294.3% | -0.01 | 0.0036 | -0.004 | |||
| 6.95 | 9.25 | 1 | 0.99 | 0.0054 | -0.004 | 12 | 0 | 0.7500 | 259.9% | -0.01 | 0.0054 | -0.005 | ||||
| 5.95 | 8.20 | 1 | 0.99 | 0.0081 | -0.005 | 13 | 0 | 0.0500 | 62 | 128.2% | -0.01 | 0.0081 | -0.006 | |||
| 4.95 | 7.85 | 2 | 168.2% | 0.98 | 0.0126 | -0.007 | 14 | 0 | 0.4800 | 53 | 173.8% | -0.02 | 0.0126 | -0.008 | ||
| 3.95 | 5.90 | 1 | 70 | 0.97 | 0.0199 | -0.009 | 15 | 0 | 0.7500 | 107 | 170.0% | -0.03 | 0.0199 | -0.010 | ||
| 3.00 | 5.25 | 75 | 0.96 | 0.0323 | -0.012 | 16 | 0 | 0.2100 | 1,054 | 98.5% | -0.04 | 0.0324 | -0.012 | |||
| 2.52 | 4.65 | 0.94 | 0.0421 | -0.013 | 16.5 | 0.0200 | 0.0700 | 73.0% | -0.06 | 0.0422 | -0.014 | |||||
| 2.30 | 3.75 | 40 | 82 | 0.93 | 0.0556 | -0.016 | 17 | 0.0500 | 0.0800 | 21 | 628 | 69.4% | -0.07 | 0.0558 | -0.016 | |
| 1.99 | 3.25 | 0.90 | 0.0741 | -0.019 | 17.5 | 0.0800 | 0.1500 | 69.6% | -0.10 | 0.0744 | -0.020 | |||||
| 1.72 | 2.77 | 489 | 47.8% | 0.86 | 0.0982 | -0.023 | 18 | 0.1200 | 0.1900 | 14 | 1,779 | 65.1% | -0.14 | 0.0986 | -0.024 | |
| 1.67 | 2.32 | 70.3% | 0.81 | 0.1264 | -0.028 | 18.5 | 0.2000 | 0.2900 | 1 | 64.5% | -0.19 | 0.1271 | -0.029 | |||
| 1.48 | 1.62 | 232 | 1,405 | 62.1% | 0.74 | 0.1551 | -0.034 | 19 | 0.3300 | 0.3800 | 52 | 373 | 62.5% | -0.26 | 0.1560 | -0.034 |
| 1.13 | 1.28 | 5 | 61.2% | 0.65 | 0.1794 | -0.038 | 19.5 | 0.4600 | 0.5700 | 20 | 61.5% | -0.35 | 0.1804 | -0.038 | ||
| 0.8500 | 0.9700 | 195 | 1,875 | 59.5% | 0.56 | 0.1949 | -0.040 | 20 | 0.6700 | 0.7600 | 381 | 60.6% | -0.44 | 0.1960 | -0.040 | |
| 0.6000 | 0.7000 | 19 | 1,335 | 58.0% | 0.46 | 0.1984 | -0.040 | 20.5 | 0.9000 | 1.02 | 1 | 10 | 59.8% | -0.54 | 0.1996 | -0.040 |
| 0.4100 | 0.5200 | 38 | 850 | 58.5% | 0.37 | 0.1887 | -0.037 | 21 | 1.21 | 1.36 | 8 | 240 | 60.2% | -0.64 | 0.1898 | -0.037 |
| 0.2800 | 0.3400 | 55 | 277 | 57.4% | 0.28 | 0.1686 | -0.033 | 21.5 | 1.58 | 1.71 | 35 | 60.6% | -0.72 | 0.1696 | -0.033 | |
| 0.1900 | 0.2400 | 106 | 938 | 58.3% | 0.21 | 0.1433 | -0.028 | 22 | 1.84 | 2.24 | 11 | 141 | 59.8% | -0.79 | 0.1444 | -0.028 |
| 0.1200 | 0.1900 | 8 | 63 | 60.2% | 0.15 | 0.1167 | -0.023 | 22.5 | 2.34 | 3.55 | 8 | 106.9% | -0.85 | 0.1181 | -0.023 | |
| 0.0700 | 0.1100 | 2 | 743 | 58.5% | 0.11 | 0.0912 | -0.018 | 23 | 2.66 | 4.15 | 1 | 27 | 113.4% | -0.90 | 0.0930 | -0.018 |
| 0.0300 | 0.1800 | 2 | 37 | 68.0% | 0.07 | 0.0686 | -0.013 | 23.5 | 2.49 | 4.80 | 97.4% | -0.93 | 0.0709 | -0.013 | ||
| 0.0200 | 0.0500 | 8 | 919 | 59.0% | 0.05 | 0.0502 | -0.010 | 24 | 2.94 | 5.45 | 3 | 110.9% | -0.96 | 0.0530 | -0.010 | |
| 0 | 0.2200 | 5 | 64 | 82.1% | 0.03 | 0.0363 | -0.007 | 24.5 | 3.30 | 6.35 | 132.4% | -0.97 | 0.0389 | -0.007 | ||
| 0.0100 | 0.1000 | 2 | 208 | 76.1% | 0.02 | 0.0263 | -0.005 | 25 | 3.90 | 5.65 | 4 | 57 | -0.99 | 0.0276 | -0.005 | |
| 0 | 0.0800 | 84 | 82.0% | 0.01 | 0.0144 | -0.003 | 26 | 4.80 | 7.65 | 144.2% | -1.00 | 0.0112 | -0.003 | |||
| 0 | 0.2400 | 136 | 113.4% | 0.01 | 0.0084 | -0.002 | 27 | 6.25 | 8.45 | 2 | 3 | 171.8% | -1.00 | 0.0037 | -0.003 | |
| 0 | 0.3200 | 20 | 82 | 132.0% | 0.00 | 0.0052 | -0.001 | 28 | 6.75 | 9.85 | 2 | 1 | 179.2% | -1.00 | 0.0010 | -0.003 |
| 0 | 0.7500 | 287 | 176.2% | 0.00 | 0.0034 | -0.001 | 29 | 7.50 | 10.85 | 175.4% | -1.00 | 0.0002 | -0.003 | |||
| 0 | 0.0100 | 49 | 90.4% | 0.00 | 0.0023 | -0.001 | 30 | 9.00 | 11.05 | 7 | 163.0% | -1.00 | 0.0000 | -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 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs