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 ±32.2% (13.41–26.14) · ATM IV 63.0% · P/C open interest 0.41
| 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 | |
| 9.20 | 11.35 | 81.7% | 0.95 | 0.0102 | -0.002 | 10 | 0 | 0.3200 | 42 | 70.2% | -0.05 | 0.0102 | -0.003 | |||
| 7.20 | 8.45 | 2,603 | 59.8% | 0.90 | 0.0195 | -0.004 | 12.5 | 0.4300 | 0.6100 | 6 | 293 | 70.4% | -0.10 | 0.0197 | -0.005 | |
| 5.45 | 6.45 | 2,153 | 61.5% | 0.81 | 0.0308 | -0.007 | 15 | 0.9200 | 1.20 | 53 | 688 | 66.8% | -0.19 | 0.0313 | -0.007 | |
| 4.20 | 4.75 | 7 | 1,058 | 63.5% | 0.71 | 0.0411 | -0.009 | 17.5 | 1.61 | 2.16 | 450 | 1,519 | 63.8% | -0.29 | 0.0420 | -0.009 |
| 2.73 | 3.70 | 1 | 323 | 62.3% | 0.59 | 0.0478 | -0.010 | 20 | 3.00 | 3.30 | 41 | 1,785 | 63.7% | -0.42 | 0.0492 | -0.010 |
| 2.10 | 2.64 | 186 | 3,228 | 63.6% | 0.47 | 0.0497 | -0.010 | 22.5 | 4.45 | 4.80 | 3 | 809 | 61.9% | -0.54 | 0.0517 | -0.010 |
| 1.47 | 1.95 | 20 | 1,111 | 63.9% | 0.37 | 0.0475 | -0.010 | 25 | 5.85 | 7.10 | 975 | 62.5% | -0.65 | 0.0503 | -0.009 | |
| 0.8300 | 1.24 | 6 | 612 | 59.5% | 0.28 | 0.0427 | -0.009 | 27.5 | 7.65 | 9.10 | 192 | 59.7% | -0.74 | 0.0463 | -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 — Mar 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