DLTR option chain Dollar Tree, 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 ±20.5% (104.40–158.10) · ATM IV 37.5% · P/C open interest 0.79
| 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 | |
| 61.85 | 65.15 | 53.8% | 0.98 | 0.0009 | 0.000 | 70 | 0 | 0.7600 | 50.7% | -0.02 | 0.0009 | -0.005 | ||||
| 56.65 | 60.15 | 44.7% | 0.98 | 0.0013 | 0.000 | 75 | 0.1600 | 0.7800 | 1 | 47.7% | -0.02 | 0.0013 | -0.006 | |||
| 51.90 | 55.60 | 1 | 44.7% | 0.97 | 0.0018 | 0.000 | 80 | 0.4200 | 0.6500 | 16 | 44.1% | -0.03 | 0.0018 | -0.008 | ||
| 47.25 | 50.60 | 41.1% | 0.95 | 0.0024 | 0.000 | 85 | 0.3600 | 1.22 | 43.0% | -0.04 | 0.0024 | -0.010 | ||||
| 42.70 | 46.10 | 40.7% | 0.94 | 0.0032 | -0.001 | 90 | 0.8900 | 1.27 | 9 | 41.3% | -0.06 | 0.0032 | -0.013 | |||
| 38.20 | 41.70 | 39.8% | 0.91 | 0.0042 | -0.006 | 95 | 0.9000 | 2.26 | 4 | 40.6% | -0.08 | 0.0042 | -0.016 | |||
| 34.05 | 37.35 | 26 | 39.3% | 0.89 | 0.0053 | -0.011 | 100 | 1.35 | 3.10 | 6 | 39.9% | -0.11 | 0.0054 | -0.020 | ||
| 30.40 | 33.00 | 1 | 39.1% | 0.85 | 0.0065 | -0.016 | 105 | 1.87 | 4.60 | 3 | 40.0% | -0.15 | 0.0066 | -0.024 | ||
| 26.10 | 29.50 | 5 | 38.3% | 0.81 | 0.0077 | -0.020 | 110 | 2.89 | 5.35 | 10 | 38.6% | -0.19 | 0.0079 | -0.027 | ||
| 22.60 | 25.60 | 37.4% | 0.76 | 0.0088 | -0.025 | 115 | 4.00 | 7.05 | 38.4% | -0.24 | 0.0091 | -0.031 | ||||
| 19.70 | 22.50 | 38.0% | 0.71 | 0.0099 | -0.029 | 120 | 6.10 | 9.20 | 3 | 39.6% | -0.29 | 0.0102 | -0.033 | |||
| 17.15 | 18.60 | 25 | 37.0% | 0.66 | 0.0108 | -0.032 | 125 | 8.85 | 9.80 | 2 | 38.3% | -0.35 | 0.0112 | -0.035 | ||
| 14.35 | 16.60 | 1 | 1 | 37.6% | 0.60 | 0.0114 | -0.034 | 130 | 10.75 | 12.00 | 4 | 37.4% | -0.41 | 0.0120 | -0.037 | |
| 11.90 | 13.95 | 36.9% | 0.54 | 0.0119 | -0.035 | 135 | 12.75 | 14.70 | 41 | 36.5% | -0.47 | 0.0125 | -0.037 | |||
| 9.75 | 12.30 | 4 | 12 | 37.2% | 0.48 | 0.0120 | -0.036 | 140 | 15.25 | 17.60 | 42 | 35.8% | -0.53 | 0.0128 | -0.036 | |
| 8.05 | 9.90 | 10 | 6 | 36.4% | 0.43 | 0.0119 | -0.035 | 145 | 18.55 | 20.85 | 5 | 35.9% | -0.59 | 0.0128 | -0.035 | |
| 7.05 | 7.55 | 47 | 51 | 36.0% | 0.37 | 0.0116 | -0.034 | 150 | 22.35 | 24.85 | 11 | 37.1% | -0.65 | 0.0126 | -0.033 | |
| 4.80 | 6.20 | 26 | 8 | 34.4% | 0.32 | 0.0111 | -0.032 | 155 | 26.35 | 28.25 | 10 | 37.0% | -0.70 | 0.0123 | -0.031 | |
| 4.05 | 5.25 | 11 | 35.0% | 0.28 | 0.0104 | -0.030 | 160 | 29.85 | 32.45 | 1 | 36.6% | -0.76 | 0.0118 | -0.028 | ||
| 3.75 | 4.60 | 5 | 26 | 36.5% | 0.24 | 0.0096 | -0.028 | 165 | 33.95 | 36.85 | 37.0% | -0.81 | 0.0112 | -0.024 | ||
| 2.58 | 4.15 | 1 | 36.4% | 0.20 | 0.0087 | -0.025 | 170 | 38.70 | 41.15 | 38.0% | -0.85 | 0.0105 | -0.021 | |||
| 1.27 | 3.80 | 35.5% | 0.16 | 0.0078 | -0.022 | 175 | 42.15 | 45.65 | 35.4% | -0.89 | 0.0096 | -0.017 | ||||
| 1.32 | 2.37 | 34.5% | 0.14 | 0.0069 | -0.019 | 180 | 47.10 | 50.30 | 36.4% | -0.93 | 0.0094 | -0.012 | ||||
| 0.8600 | 1.66 | 1 | 33.3% | 0.11 | 0.0060 | -0.017 | 185 | 51.35 | 55.10 | -0.96 | 0.0083 | -0.013 | ||||
| 0.3500 | 1.62 | 33.3% | 0.09 | 0.0052 | -0.014 | 190 | 56.25 | 60.00 | -0.99 | 0.0045 | -0.020 | |||||
| 0.4500 | 1.54 | 35.2% | 0.07 | 0.0044 | -0.012 | 195 | 61.15 | 65.30 | -1.00 | 0.0008 | -0.030 | |||||
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 — Feb 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs