DKNG option chain DraftKings Inc.
Cboe delayed options data · as of 09:34 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 ±27.6% (17.54–30.89) · ATM IV 56.4% · P/C open interest 0.59
| 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 | |
| 11.05 | 12.85 | 3 | 56 | 0.97 | 0.0073 | 0.000 | 12.5 | 0.1000 | 0.1900 | 1,293 | 68.0% | -0.03 | 0.0073 | -0.003 | ||
| 8.60 | 10.50 | 124 | 43.7% | 0.93 | 0.0142 | -0.002 | 15 | 0.0300 | 0.5800 | 1 | 1,479 | 61.9% | -0.07 | 0.0144 | -0.004 | |
| 6.60 | 8.35 | 781 | 51.7% | 0.87 | 0.0242 | -0.005 | 17.5 | 0.6100 | 0.9000 | 833 | 62.1% | -0.13 | 0.0246 | -0.007 | ||
| 5.15 | 6.10 | 837 | 52.3% | 0.78 | 0.0349 | -0.008 | 20 | 1.11 | 1.52 | 1 | 28.4K | 58.2% | -0.22 | 0.0356 | -0.009 | |
| 3.85 | 4.35 | 3 | 883 | 57.2% | 0.65 | 0.0450 | -0.011 | 23 | 2.28 | 2.58 | 2,931 | 55.8% | -0.36 | 0.0462 | -0.011 | |
| 2.95 | 3.10 | 12 | 13.2K | 54.3% | 0.55 | 0.0486 | -0.011 | 25 | 3.25 | 4.05 | 7,626 | 58.4% | -0.46 | 0.0502 | -0.012 | |
| 1.62 | 2.19 | 1,834 | 52.9% | 0.42 | 0.0484 | -0.011 | 28 | 5.10 | 5.75 | 4,275 | 55.4% | -0.60 | 0.0509 | -0.011 | ||
| 1.26 | 1.62 | 17 | 4,257 | 53.5% | 0.34 | 0.0453 | -0.011 | 30 | 6.55 | 7.55 | 9,857 | 57.9% | -0.68 | 0.0484 | -0.010 | |
| 0.6600 | 1.03 | 7 | 11.7K | 52.1% | 0.24 | 0.0386 | -0.009 | 33 | 9.00 | 9.60 | 234 | 53.3% | -0.79 | 0.0425 | -0.008 | |
| 0.5500 | 0.8000 | 16 | 12.0K | 53.9% | 0.19 | 0.0335 | -0.008 | 35 | 10.55 | 12.00 | 2,431 | 58.9% | -0.84 | 0.0381 | -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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs