DKNG option chain DraftKings Inc.
Cboe delayed options data · as of 18:34 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 ±24.5% (18.48–30.48) · ATM IV 56.6% · P/C open interest 0.39
| 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 | |
| 11.45 | 12.70 | 16 | 0.97 | 0.0067 | 0.000 | 12.5 | 0 | 0.1800 | 756 | 70.3% | -0.03 | 0.0067 | -0.003 | |||
| 9.55 | 10.40 | 60 | 67.5% | 0.95 | 0.0128 | -0.002 | 15 | 0.1500 | 0.3100 | 396 | 65.5% | -0.06 | 0.0130 | -0.004 | ||
| 7.35 | 8.20 | 219 | 62.3% | 0.89 | 0.0233 | -0.005 | 17.5 | 0.2200 | 0.5800 | 339 | 57.0% | -0.11 | 0.0236 | -0.007 | ||
| 5.45 | 6.25 | 761 | 60.1% | 0.80 | 0.0362 | -0.009 | 20 | 0.9900 | 1.06 | 6 | 1,320 | 58.8% | -0.20 | 0.0367 | -0.010 | |
| 3.70 | 4.20 | 390 | 58.3% | 0.66 | 0.0485 | -0.012 | 23 | 2.06 | 2.15 | 13 | 6,079 | 57.4% | -0.35 | 0.0495 | -0.013 | |
| 2.85 | 2.96 | 30 | 4,782 | 56.6% | 0.55 | 0.0528 | -0.013 | 25 | 3.05 | 3.15 | 3,346 | 56.7% | -0.45 | 0.0542 | -0.013 | |
| 1.78 | 1.87 | 2 | 1,171 | 56.1% | 0.41 | 0.0522 | -0.013 | 28 | 4.95 | 5.10 | 750 | 56.6% | -0.61 | 0.0544 | -0.013 | |
| 1.27 | 1.35 | 8 | 11.4K | 55.9% | 0.32 | 0.0482 | -0.012 | 30 | 6.15 | 6.75 | 528 | 55.0% | -0.70 | 0.0510 | -0.011 | |
| 0.7500 | 0.8300 | 2,049 | 56.0% | 0.22 | 0.0396 | -0.010 | 33 | 8.65 | 9.15 | 2,186 | 53.3% | -0.81 | 0.0432 | -0.009 | ||
| 0.5100 | 0.6100 | 25 | 2,971 | 56.0% | 0.17 | 0.0334 | -0.009 | 35 | 10.65 | 10.90 | 1,401 | 55.8% | -0.86 | 0.0376 | -0.007 | |
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