DLTR option chain Dollar Tree, Inc.
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 ±18.6% (107.98–157.18) · ATM IV 38.0% · P/C open interest 0.55
| 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 | |
| 61.00 | 64.70 | 198 | 0.98 | 0.0009 | 0.000 | 70 | 0 | 0.6600 | 281 | 55.6% | -0.02 | 0.0009 | -0.006 | |||
| 56.10 | 59.85 | 2 | 105 | 0.98 | 0.0012 | 0.000 | 75 | 0.0400 | 0.2900 | 674 | 45.1% | -0.02 | 0.0012 | -0.007 | ||
| 52.05 | 55.05 | 2 | 109 | 46.9% | 0.97 | 0.0016 | 0.000 | 80 | 0.1300 | 0.7500 | 413 | 47.7% | -0.03 | 0.0016 | -0.009 | |
| 46.75 | 50.35 | 127 | 40.3% | 0.96 | 0.0022 | 0.000 | 85 | 0.0100 | 0.9000 | 263 | 43.1% | -0.04 | 0.0022 | -0.011 | ||
| 42.25 | 45.70 | 179 | 41.4% | 0.95 | 0.0030 | -0.001 | 90 | 0 | 2.52 | 354 | 48.1% | -0.05 | 0.0030 | -0.013 | ||
| 37.70 | 40.65 | 10 | 30 | 38.0% | 0.93 | 0.0040 | -0.006 | 95 | 0.5200 | 2.07 | 1,639 | 43.2% | -0.07 | 0.0040 | -0.017 | |
| 33.35 | 36.20 | 1 | 1,443 | 38.1% | 0.90 | 0.0052 | -0.011 | 100 | 1.48 | 2.25 | 10 | 890 | 42.3% | -0.10 | 0.0053 | -0.021 |
| 29.25 | 32.55 | 1,412 | 39.9% | 0.87 | 0.0066 | -0.017 | 105 | 1.17 | 3.05 | 170 | 38.5% | -0.13 | 0.0067 | -0.025 | ||
| 25.45 | 28.05 | 417 | 38.5% | 0.82 | 0.0080 | -0.023 | 110 | 2.00 | 4.70 | 98 | 39.6% | -0.18 | 0.0082 | -0.030 | ||
| 21.45 | 25.00 | 2,098 | 38.9% | 0.78 | 0.0095 | -0.028 | 115 | 3.10 | 6.15 | 187 | 39.2% | -0.23 | 0.0097 | -0.034 | ||
| 19.20 | 20.90 | 63 | 39.3% | 0.72 | 0.0108 | -0.033 | 120 | 4.70 | 7.80 | 105 | 39.1% | -0.28 | 0.0111 | -0.038 | ||
| 15.00 | 18.50 | 367 | 38.1% | 0.66 | 0.0119 | -0.037 | 125 | 6.60 | 9.35 | 1,067 | 38.2% | -0.35 | 0.0123 | -0.041 | ||
| 12.85 | 15.05 | 10 | 125 | 37.7% | 0.60 | 0.0127 | -0.040 | 130 | 8.85 | 11.65 | 47 | 38.0% | -0.41 | 0.0132 | -0.042 | |
| 10.65 | 12.80 | 10 | 6,576 | 38.0% | 0.53 | 0.0132 | -0.041 | 135 | 11.90 | 13.85 | 91 | 38.0% | -0.48 | 0.0138 | -0.043 | |
| 7.50 | 10.35 | 1 | 3,097 | 35.6% | 0.47 | 0.0134 | -0.041 | 140 | 13.75 | 17.25 | 43 | 36.9% | -0.55 | 0.0141 | -0.042 | |
| 5.70 | 8.25 | 2,066 | 34.8% | 0.41 | 0.0131 | -0.040 | 145 | 17.60 | 20.20 | 7 | 37.3% | -0.61 | 0.0140 | -0.040 | ||
| 4.55 | 7.45 | 489 | 36.4% | 0.35 | 0.0126 | -0.038 | 150 | 20.45 | 23.95 | 10 | 36.4% | -0.68 | 0.0136 | -0.037 | ||
| 3.60 | 5.30 | 99 | 35.1% | 0.29 | 0.0118 | -0.036 | 155 | 24.30 | 27.70 | 9 | 36.2% | -0.73 | 0.0130 | -0.034 | ||
| 2.31 | 5.15 | 117 | 36.0% | 0.25 | 0.0108 | -0.033 | 160 | 28.35 | 31.85 | 1 | 36.3% | -0.79 | 0.0121 | -0.030 | ||
| 1.51 | 3.90 | 58 | 35.0% | 0.20 | 0.0097 | -0.030 | 165 | 33.25 | 35.45 | 36.1% | -0.83 | 0.0112 | -0.026 | |||
| 1.01 | 3.80 | 1 | 55 | 36.6% | 0.17 | 0.0086 | -0.026 | 170 | 37.00 | 40.90 | 36.9% | -0.88 | 0.0102 | -0.022 | ||
| 0.2000 | 3.40 | 125 | 36.2% | 0.14 | 0.0076 | -0.024 | 175 | 42.25 | 45.25 | 38.4% | -0.91 | 0.0091 | -0.018 | |||
| 0.5500 | 2.27 | 25 | 36.3% | 0.12 | 0.0066 | -0.021 | 180 | 47.05 | 49.95 | 39.1% | -0.94 | 0.0088 | -0.013 | |||
| 0 | 2.98 | 15 | 39.2% | 0.10 | 0.0057 | -0.018 | 185 | 51.35 | 55.15 | 39.0% | -0.97 | 0.0080 | -0.012 | |||
| 0 | 2.71 | 135 | 40.5% | 0.08 | 0.0050 | -0.016 | 190 | 56.45 | 59.90 | 40.1% | -0.98 | 0.0059 | -0.016 | |||
| 0.3000 | 2.74 | 323 | 43.9% | 0.07 | 0.0043 | -0.015 | 195 | 61.95 | 65.10 | 46.7% | -0.99 | 0.0024 | -0.028 | |||
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.