DLTR option chain Dollar Tree, Inc.

Expiration Cboe delayed options data · as of 18:34 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 ±16.3% (110.93–154.23) · ATM IV 37.5% · P/C open interest 0.56

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
61.10	63.80		9		0.98	0.0009	0.000	70	0	2.18		52	78.1%	-0.01	0.0009	-0.007
56.10	58.95		14		0.98	0.0012	0.000	75	0	2.22		73	71.2%	-0.02	0.0012	-0.008
51.35	54.10		15		0.97	0.0016	0.000	80	0	2.29		102	64.9%	-0.02	0.0016	-0.010
46.50	49.85		176	43.1%	0.97	0.0021	0.000	85	0.0100	0.8000		96	47.1%	-0.03	0.0021	-0.011
41.70	45.10		224	41.9%	0.96	0.0028	0.000	90	0.1600	1.30		272	47.2%	-0.04	0.0028	-0.014
37.40	40.45		24	43.5%	0.94	0.0038	-0.003	95	0	2.80		131	49.1%	-0.06	0.0038	-0.017
32.55	35.40		19	38.0%	0.92	0.0051	-0.009	100	0.9000	1.80		137	42.9%	-0.08	0.0052	-0.021
28.60	31.10		17	39.7%	0.88	0.0067	-0.016	105	0.8700	2.99		255	41.6%	-0.12	0.0068	-0.027
24.30	27.60		52	40.4%	0.84	0.0084	-0.024	110	2.15	3.45		66	40.9%	-0.16	0.0085	-0.033
20.90	23.80		60	40.9%	0.79	0.0101	-0.031	115	3.75	4.10	1	182	40.3%	-0.22	0.0103	-0.038
17.00	20.40	3	86	39.6%	0.73	0.0117	-0.037	120	5.10	5.55		412	39.5%	-0.28	0.0119	-0.043
14.10	16.95		40	39.2%	0.66	0.0130	-0.042	125	6.95	7.65	1	104	39.7%	-0.34	0.0134	-0.046
11.95	13.45	2	105	38.7%	0.59	0.0140	-0.046	130	8.50	11.20		81	40.6%	-0.41	0.0144	-0.048
8.45	10.70		545	35.9%	0.52	0.0145	-0.047	135	10.50	13.65		45	39.1%	-0.49	0.0151	-0.049
6.20	9.40		1,047	36.7%	0.45	0.0146	-0.047	140	13.50	16.50		33	38.9%	-0.56	0.0153	-0.047
5.05	7.40		237	37.0%	0.38	0.0142	-0.045	145	16.85	19.60		18	38.5%	-0.63	0.0150	-0.044
3.90	5.60	2	77	36.5%	0.32	0.0134	-0.043	150	20.45	23.15			38.3%	-0.70	0.0143	-0.040
3.05	3.95		239	35.8%	0.26	0.0122	-0.039	155	23.70	27.30			37.3%	-0.76	0.0133	-0.035
1.64	4.05		188	36.8%	0.22	0.0109	-0.035	160	27.90	31.50		23	37.4%	-0.81	0.0122	-0.030
0.8200	3.75		20	37.5%	0.17	0.0096	-0.031	165	32.90	35.65			38.7%	-0.86	0.0110	-0.025
0.8400	3.50		89	40.2%	0.14	0.0083	-0.027	170	37.45	40.30			39.4%	-0.90	0.0097	-0.020
0	2.96		95	38.8%	0.12	0.0071	-0.024	175	42.15	44.65			38.2%	-0.93	0.0085	-0.014
0	3.05		28	41.9%	0.10	0.0061	-0.021	180	47.05	49.90			41.9%	-0.95	0.0080	-0.009
0	2.80		19	43.7%	0.08	0.0052	-0.019	185	52.00	55.10			45.5%	-0.97	0.0074	-0.008
0	2.62		414	45.5%	0.07	0.0046	-0.017	190	57.00	59.85			46.7%	-0.98	0.0057	-0.012
0	2.51		296	47.4%	0.06	0.0040	-0.016	195	62.00	64.85			49.3%	-0.99	0.0030	-0.024

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 — Dec 18, 2026

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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DLTR option chain Dollar Tree, Inc.

Volatility smile — Dec 18, 2026

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