DKNG option chain DraftKings Inc.
Cboe delayed options data · as of 21:54 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 ±20.7% (15.68–23.87) · ATM IV 63.8% · P/C open interest 0.36
| 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 | |
| 8.80 | 10.90 | 72.1% | 0.98 | 0.0073 | -0.002 | 10 | 0 | 0.3800 | 114.0% | -0.02 | 0.0073 | -0.003 | ||||
| 6.45 | 8.00 | 16 | 0.94 | 0.0175 | -0.005 | 12.5 | 0.0900 | 0.3000 | 668 | 82.7% | -0.06 | 0.0176 | -0.006 | |||
| 4.30 | 6.15 | 74 | 66.6% | 0.87 | 0.0371 | -0.009 | 15 | 0.2900 | 0.5400 | 7 | 803 | 70.5% | -0.13 | 0.0373 | -0.010 | |
| 2.91 | 3.60 | 5 | 539 | 60.5% | 0.73 | 0.0620 | -0.014 | 17.5 | 0.9600 | 1.04 | 126 | 2,104 | 65.7% | -0.27 | 0.0626 | -0.015 |
| 1.82 | 2.12 | 409 | 2,061 | 62.9% | 0.55 | 0.0764 | -0.017 | 20 | 2.10 | 2.15 | 168 | 2,360 | 64.8% | -0.46 | 0.0774 | -0.017 |
| 0.9500 | 1.03 | 72 | 1,353 | 63.8% | 0.33 | 0.0714 | -0.015 | 23 | 3.85 | 4.30 | 1 | 7,678 | 63.6% | -0.67 | 0.0732 | -0.015 |
| 0.5500 | 0.5900 | 294 | 5,540 | 62.8% | 0.22 | 0.0591 | -0.012 | 25 | 4.80 | 6.25 | 1 | 3,683 | 56.3% | -0.79 | 0.0617 | -0.012 |
| 0.1800 | 0.2800 | 126 | 1,663 | 61.6% | 0.11 | 0.0381 | -0.008 | 28 | 8.05 | 8.95 | 5 | 719 | 71.8% | -0.91 | 0.0417 | -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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs