DKS option chain DICK'S Sporting Goods, Inc.
Cboe delayed options data · as of 00:34 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 ±9.3% (124.54–150.14) · ATM IV 40.9% · P/C open interest 4.71
| 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 | |
| 65.40 | 69.50 | 0.99 | 0.0006 | -0.012 | 70 | 0 | 2.15 | 150.5% | -0.02 | 0.0009 | -0.034 | |||||
| 60.40 | 64.50 | 0.99 | 0.0008 | -0.015 | 75 | 0 | 2.15 | 137.1% | -0.02 | 0.0012 | -0.036 | |||||
| 55.40 | 59.50 | 0.99 | 0.0010 | -0.018 | 80 | 0 | 2.15 | 124.6% | -0.02 | 0.0014 | -0.037 | |||||
| 50.40 | 54.50 | 0.99 | 0.0013 | -0.021 | 85 | 0 | 2.15 | 112.7% | -0.03 | 0.0018 | -0.039 | |||||
| 45.40 | 49.50 | 0.98 | 0.0018 | -0.024 | 90 | 0 | 2.15 | 101.4% | -0.03 | 0.0022 | -0.040 | |||||
| 40.40 | 44.50 | 0.98 | 0.0023 | -0.028 | 95 | 0 | 2.15 | 90.7% | -0.04 | 0.0028 | -0.042 | |||||
| 35.40 | 39.30 | 0.97 | 0.0031 | -0.031 | 100 | 0 | 2.15 | 2 | 76.4% | -0.05 | 0.0036 | -0.043 | ||||
| 30.40 | 34.50 | 0.97 | 0.0042 | -0.034 | 105 | 0 | 2.20 | 10 | 70.8% | -0.06 | 0.0047 | -0.044 | ||||
| 25.80 | 29.40 | 1 | 48.4% | 0.96 | 0.0058 | -0.038 | 110 | 0 | 2.30 | 21 | 61.8% | -0.07 | 0.0063 | -0.045 | ||
| 20.60 | 24.00 | 4 | 5 | 0.94 | 0.0086 | -0.044 | 115 | 0 | 1.50 | 1 | 24 | 46.3% | -0.09 | 0.0088 | -0.048 | |
| 16.20 | 19.10 | 1 | 34.0% | 0.91 | 0.0135 | -0.057 | 120 | 0.7000 | 1.40 | 2 | 29 | 41.4% | -0.13 | 0.0128 | -0.055 | |
| 12.00 | 14.70 | 36.6% | 0.83 | 0.0204 | -0.077 | 125 | 1.50 | 3.00 | 6 | 566 | 38.2% | -0.20 | 0.0184 | -0.070 | ||
| 8.70 | 10.70 | 13 | 52 | 37.4% | 0.71 | 0.0254 | -0.095 | 130 | 2.00 | 4.90 | 1 | 1 | 40.8% | -0.31 | 0.0236 | -0.088 |
| 6.50 | 8.30 | 24 | 42 | 42.0% | 0.57 | 0.0267 | -0.103 | 135 | 5.00 | 5.80 | 8 | 12 | 39.9% | -0.44 | 0.0262 | -0.101 |
| 4.20 | 5.00 | 4 | 6 | 38.7% | 0.44 | 0.0258 | -0.102 | 140 | 7.30 | 8.60 | 7 | 4 | 38.7% | -0.57 | 0.0260 | -0.102 |
| 2.45 | 4.40 | 22 | 27 | 42.2% | 0.32 | 0.0232 | -0.092 | 145 | 10.80 | 12.70 | 41.9% | -0.69 | 0.0236 | -0.093 | ||
| 1.10 | 3.20 | 26 | 9 | 41.8% | 0.23 | 0.0193 | -0.077 | 150 | 14.50 | 16.60 | 41.9% | -0.78 | 0.0197 | -0.077 | ||
| 0.8000 | 1.60 | 40.5% | 0.15 | 0.0150 | -0.061 | 155 | 18.90 | 21.60 | 1 | 47.0% | -0.86 | 0.0152 | -0.060 | |||
| 0 | 1.85 | 36.6% | 0.11 | 0.0112 | -0.050 | 160 | 22.20 | 26.30 | 42.0% | -0.90 | 0.0113 | -0.047 | ||||
| 0 | 2.45 | 53.6% | 0.08 | 0.0085 | -0.042 | 165 | 27.10 | 31.00 | 44.1% | -0.93 | 0.0084 | -0.038 | ||||
| 0 | 2.30 | 58.4% | 0.06 | 0.0066 | -0.037 | 170 | 32.10 | 35.90 | 48.3% | -0.95 | 0.0064 | -0.031 | ||||
| 0 | 2.25 | 61.3% | 0.05 | 0.0053 | -0.033 | 175 | 36.80 | 40.80 | 47.4% | -0.96 | 0.0051 | -0.026 | ||||
| 0 | 2.20 | 68.2% | 0.04 | 0.0043 | -0.030 | 180 | 41.70 | 45.70 | 3 | 46.9% | -0.97 | 0.0041 | -0.023 | |||
| 0 | 2.20 | 73.1% | 0.04 | 0.0036 | -0.028 | 185 | 46.70 | 50.80 | 54.0% | -0.97 | 0.0034 | -0.020 | ||||
| 0 | 2.15 | 77.4% | 0.03 | 0.0031 | -0.026 | 190 | 51.60 | 55.70 | 51.1% | -0.98 | 0.0028 | -0.017 | ||||
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 — Oct 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs