DKNG option chain DraftKings Inc.
Cboe delayed options data · as of 15:34 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 ±46.0% (13.23–35.73) · ATM IV 57.1% · P/C open interest 1.12
| 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 | |
| 12.20 | 14.55 | 64.0% | 0.93 | 0.0090 | -0.001 | 12.5 | 0.6600 | 0.7800 | 100 | 200 | 63.6% | -0.08 | 0.0092 | -0.003 | ||
| 11.20 | 12.85 | 3 | 71.7% | 0.88 | 0.0130 | -0.003 | 15 | 1.10 | 1.33 | 2 | 60.9% | -0.12 | 0.0135 | -0.004 | ||
| 9.40 | 11.35 | 68.6% | 0.83 | 0.0171 | -0.004 | 17.5 | 1.77 | 2.15 | 22 | 59.9% | -0.18 | 0.0178 | -0.005 | |||
| 8.05 | 8.70 | 59.4% | 0.77 | 0.0208 | -0.005 | 20 | 2.65 | 3.35 | 60.2% | -0.24 | 0.0218 | -0.006 | ||||
| 6.70 | 7.65 | 59.5% | 0.70 | 0.0239 | -0.006 | 22.5 | 3.70 | 4.60 | 1 | 59.4% | -0.31 | 0.0254 | -0.007 | |||
| 5.65 | 6.25 | 119 | 57.4% | 0.64 | 0.0263 | -0.006 | 25 | 5.05 | 5.55 | 11 | 56.8% | -0.38 | 0.0283 | -0.007 | ||
| 4.60 | 5.30 | 68 | 56.3% | 0.57 | 0.0279 | -0.007 | 27.5 | 6.50 | 7.15 | 56.5% | -0.45 | 0.0305 | -0.007 | |||
| 3.90 | 4.40 | 55.9% | 0.51 | 0.0286 | -0.007 | 30 | 8.15 | 8.70 | 11 | 55.5% | -0.52 | 0.0319 | -0.007 | |||
| 3.10 | 3.80 | 6 | 55.2% | 0.45 | 0.0285 | -0.007 | 32.5 | 10.00 | 10.95 | 57.7% | -0.59 | 0.0327 | -0.007 | |||
| 2.66 | 3.10 | 1 | 54.9% | 0.40 | 0.0279 | -0.007 | 35 | 11.95 | 12.45 | 55.4% | -0.65 | 0.0329 | -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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs