DKNG option chain DraftKings Inc.
Cboe delayed options data · as of 21:37 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 ±30.6% (13.67–25.74) · ATM IV 66.1% · P/C open interest 0.87
| 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 | |
| 9.05 | 11.25 | 85.0% | 0.96 | 0.0096 | -0.002 | 10 | 0 | 1.20 | 109.9% | -0.04 | 0.0096 | -0.003 | ||||
| 6.85 | 9.20 | 54 | 80.2% | 0.91 | 0.0196 | -0.004 | 12.5 | 0.1200 | 0.5500 | 1,536 | 67.6% | -0.09 | 0.0198 | -0.005 | ||
| 4.95 | 7.15 | 10 | 73.5% | 0.82 | 0.0330 | -0.007 | 15 | 0.7900 | 0.9200 | 145 | 679 | 66.5% | -0.18 | 0.0334 | -0.008 | |
| 3.55 | 5.10 | 15 | 67.9% | 0.71 | 0.0458 | -0.010 | 17.5 | 1.57 | 1.72 | 67 | 225 | 63.7% | -0.29 | 0.0465 | -0.010 | |
| 2.84 | 3.50 | 38 | 2,714 | 69.1% | 0.58 | 0.0536 | -0.011 | 20 | 2.81 | 2.92 | 164 | 7,664 | 63.2% | -0.43 | 0.0549 | -0.011 |
| 1.87 | 2.05 | 34 | 1,642 | 62.3% | 0.45 | 0.0550 | -0.011 | 22.5 | 4.10 | 4.90 | 6 | 262 | 64.5% | -0.56 | 0.0570 | -0.011 |
| 1.23 | 1.65 | 21 | 1,076 | 65.2% | 0.34 | 0.0510 | -0.010 | 25 | 5.55 | 6.90 | 20 | 128 | 61.6% | -0.68 | 0.0538 | -0.010 |
| 0.8200 | 1.00 | 1 | 626 | 63.2% | 0.24 | 0.0441 | -0.009 | 27.5 | 7.60 | 9.00 | 62 | 61.9% | -0.78 | 0.0477 | -0.009 | |
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 — Feb 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs