DKNG option chain DraftKings Inc.
Cboe delayed options data · as of 21:34 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 ±31.4% (16.80–32.16) · ATM IV 57.6% · P/C open interest 0.34
| 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 | |
| 12.10 | 12.95 | 51 | 68.5% | 0.96 | 0.0079 | -0.001 | 12.5 | 0.1100 | 0.2900 | 83 | 65.9% | -0.04 | 0.0080 | -0.003 | ||
| 9.80 | 10.70 | 4 | 61.2% | 0.92 | 0.0141 | -0.003 | 15 | 0.3700 | 0.5300 | 54 | 62.7% | -0.08 | 0.0142 | -0.004 | ||
| 7.95 | 8.75 | 3 | 62.5% | 0.86 | 0.0223 | -0.005 | 17.5 | 0.7800 | 0.9500 | 126 | 59.8% | -0.14 | 0.0226 | -0.006 | ||
| 6.30 | 6.90 | 46 | 60.8% | 0.78 | 0.0304 | -0.007 | 20 | 1.49 | 1.68 | 178 | 59.0% | -0.23 | 0.0311 | -0.009 | ||
| 4.75 | 5.05 | 183 | 55.9% | 0.68 | 0.0371 | -0.009 | 22.5 | 2.36 | 2.65 | 120 | 57.0% | -0.33 | 0.0381 | -0.010 | ||
| 3.60 | 4.10 | 633 | 57.8% | 0.58 | 0.0413 | -0.010 | 25 | 3.70 | 3.95 | 2 | 83 | 57.3% | -0.43 | 0.0429 | -0.011 | |
| 2.63 | 2.96 | 56 | 357 | 55.8% | 0.48 | 0.0425 | -0.011 | 27.5 | 5.20 | 5.45 | 52 | 56.4% | -0.53 | 0.0448 | -0.011 | |
| 1.89 | 2.33 | 402 | 56.3% | 0.39 | 0.0411 | -0.010 | 30 | 6.90 | 7.30 | 13 | 56.4% | -0.63 | 0.0440 | -0.010 | ||
| 1.35 | 1.79 | 28 | 56.3% | 0.31 | 0.0379 | -0.009 | 32.5 | 8.90 | 9.25 | 56.7% | -0.71 | 0.0416 | -0.009 | |||
| 0.9600 | 1.40 | 174 | 56.7% | 0.25 | 0.0338 | -0.009 | 35 | 10.80 | 11.40 | 54.9% | -0.79 | 0.0382 | -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 — 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