DLTR option chain Dollar Tree, Inc.
Cboe delayed options data · as of 15:37 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 ±15.2% (105.19–142.94) · ATM IV 38.6% · 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 | |
| 58.25 | 61.80 | 334 | 70.1% | 0.99 | 0.0005 | 0.000 | 65 | 0 | 0.3300 | 369 | 63.0% | -0.01 | 0.0005 | -0.004 | ||
| 53.90 | 56.00 | 198 | 58.0% | 0.99 | 0.0008 | 0.000 | 70 | 0 | 0.3400 | 281 | 56.8% | -0.01 | 0.0008 | -0.004 | ||
| 48.40 | 51.95 | 105 | 57.4% | 0.99 | 0.0011 | -0.002 | 75 | 0 | 0.4100 | 685 | 52.2% | -0.01 | 0.0012 | -0.006 | ||
| 43.55 | 47.15 | 108 | 53.9% | 0.98 | 0.0017 | -0.004 | 80 | 0 | 0.4900 | 413 | 47.7% | -0.02 | 0.0017 | -0.008 | ||
| 39.05 | 41.75 | 140 | 47.5% | 0.97 | 0.0026 | -0.007 | 85 | 0.2200 | 0.4400 | 264 | 44.3% | -0.03 | 0.0026 | -0.011 | ||
| 34.30 | 37.00 | 179 | 44.8% | 0.95 | 0.0038 | -0.012 | 90 | 0.2300 | 0.7000 | 356 | 41.4% | -0.05 | 0.0038 | -0.015 | ||
| 29.75 | 32.40 | 29 | 43.3% | 0.92 | 0.0055 | -0.018 | 95 | 0.7800 | 1.14 | 1,645 | 42.4% | -0.08 | 0.0056 | -0.021 | ||
| 25.40 | 27.95 | 1 | 1,436 | 42.0% | 0.89 | 0.0076 | -0.025 | 100 | 1.37 | 1.69 | 929 | 41.5% | -0.11 | 0.0077 | -0.027 | |
| 21.35 | 23.75 | 1,420 | 41.1% | 0.84 | 0.0099 | -0.033 | 105 | 2.22 | 2.47 | 171 | 40.7% | -0.16 | 0.0100 | -0.035 | ||
| 17.65 | 19.95 | 479 | 40.7% | 0.78 | 0.0122 | -0.040 | 110 | 3.20 | 3.65 | 389 | 39.7% | -0.23 | 0.0124 | -0.042 | ||
| 14.90 | 16.30 | 2,132 | 41.3% | 0.71 | 0.0142 | -0.046 | 115 | 4.70 | 5.20 | 269 | 39.2% | -0.30 | 0.0145 | -0.048 | ||
| 11.75 | 13.20 | 122 | 40.3% | 0.63 | 0.0158 | -0.050 | 120 | 6.65 | 7.15 | 143 | 38.9% | -0.38 | 0.0162 | -0.052 | ||
| 9.35 | 9.80 | 407 | 38.7% | 0.54 | 0.0168 | -0.052 | 125 | 9.05 | 9.55 | 1,073 | 38.6% | -0.46 | 0.0172 | -0.054 | ||
| 7.20 | 7.65 | 1 | 180 | 38.5% | 0.46 | 0.0169 | -0.052 | 130 | 11.45 | 13.05 | 47 | 38.9% | -0.55 | 0.0175 | -0.053 | |
| 5.45 | 5.80 | 6,593 | 38.2% | 0.38 | 0.0163 | -0.050 | 135 | 14.50 | 16.30 | 102 | 38.4% | -0.63 | 0.0171 | -0.051 | ||
| 3.80 | 4.40 | 3,108 | 37.6% | 0.31 | 0.0152 | -0.046 | 140 | 18.05 | 19.95 | 44 | 38.2% | -0.71 | 0.0161 | -0.048 | ||
| 2.72 | 3.30 | 2,067 | 37.5% | 0.25 | 0.0136 | -0.041 | 145 | 21.70 | 24.40 | 7 | 38.7% | -0.77 | 0.0147 | -0.043 | ||
| 1.91 | 2.92 | 494 | 38.9% | 0.19 | 0.0118 | -0.036 | 150 | 25.80 | 28.40 | 10 | 37.7% | -0.83 | 0.0132 | -0.037 | ||
| 1.36 | 2.04 | 116 | 38.4% | 0.15 | 0.0100 | -0.030 | 155 | 30.35 | 33.00 | 9 | 38.6% | -0.88 | 0.0115 | -0.032 | ||
| 0.7200 | 1.54 | 139 | 37.6% | 0.11 | 0.0083 | -0.025 | 160 | 34.85 | 37.70 | 38.4% | -0.92 | 0.0101 | -0.027 | |||
| 0.5900 | 1.15 | 65 | 38.5% | 0.09 | 0.0068 | -0.021 | 165 | 39.65 | 42.30 | 36.3% | -0.96 | 0.0083 | -0.024 | |||
| 0.3900 | 0.9000 | 58 | 38.9% | 0.07 | 0.0054 | -0.017 | 170 | 43.90 | 47.75 | -0.98 | 0.0067 | -0.017 | ||||
| 0.2600 | 0.7600 | 125 | 39.8% | 0.05 | 0.0044 | -0.014 | 175 | 48.90 | 52.80 | -0.99 | 0.0023 | -0.010 | ||||
| 0.1700 | 1.01 | 26 | 43.5% | 0.04 | 0.0035 | -0.011 | 180 | 53.90 | 57.80 | -1.00 | 0.0000 | -0.010 | ||||
| 0.1100 | 0.5200 | 53 | 41.2% | 0.03 | 0.0029 | -0.010 | 185 | 58.90 | 62.80 | -1.00 | 0.0000 | -0.010 | ||||
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs