DLTR option chain Dollar Tree, Inc.
Cboe delayed options data · as of 09:35 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 ±17.6% (102.38–145.98) · ATM IV 37.3% · P/C open interest 0.99
| 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 | |
| 58.35 | 62.40 | 55.8% | 0.99 | 0.0009 | -0.006 | 65 | 0 | 1.58 | 24 | 69.5% | -0.01 | 0.0009 | -0.006 | |||
| 53.45 | 57.50 | 50.8% | 0.98 | 0.0012 | -0.007 | 70 | 0 | 1.04 | 4 | 57.8% | -0.02 | 0.0012 | -0.007 | |||
| 48.65 | 52.70 | 48.7% | 0.97 | 0.0017 | -0.008 | 75 | 0 | 0.6700 | 1 | 22 | 47.8% | -0.03 | 0.0017 | -0.009 | ||
| 43.85 | 47.95 | 2 | 46.2% | 0.96 | 0.0023 | -0.010 | 80 | 0 | 0.9100 | 54 | 45.1% | -0.04 | 0.0023 | -0.011 | ||
| 39.50 | 43.30 | 46.7% | 0.95 | 0.0032 | -0.013 | 85 | 0 | 1.93 | 7 | 47.0% | -0.05 | 0.0032 | -0.013 | |||
| 34.80 | 37.95 | 40.0% | 0.93 | 0.0044 | -0.017 | 90 | 0.3800 | 1.89 | 9 | 43.2% | -0.07 | 0.0044 | -0.017 | |||
| 30.95 | 33.65 | 13 | 42.2% | 0.90 | 0.0058 | -0.021 | 95 | 0.3200 | 2.60 | 5 | 40.4% | -0.10 | 0.0059 | -0.021 | ||
| 26.10 | 30.00 | 26 | 40.9% | 0.86 | 0.0074 | -0.026 | 100 | 1.24 | 2.89 | 27 | 39.0% | -0.14 | 0.0075 | -0.026 | ||
| 22.15 | 25.50 | 4 | 38.6% | 0.81 | 0.0091 | -0.031 | 105 | 2.33 | 4.25 | 18 | 39.7% | -0.19 | 0.0093 | -0.032 | ||
| 18.45 | 22.50 | 6 | 39.5% | 0.76 | 0.0108 | -0.036 | 110 | 3.35 | 5.35 | 92 | 38.1% | -0.25 | 0.0110 | -0.036 | ||
| 16.45 | 18.45 | 55 | 40.1% | 0.70 | 0.0122 | -0.040 | 115 | 4.75 | 7.70 | 1 | 12 | 38.7% | -0.31 | 0.0126 | -0.041 | |
| 12.95 | 15.60 | 8 | 38.8% | 0.63 | 0.0134 | -0.042 | 120 | 6.30 | 9.80 | 28 | 37.6% | -0.38 | 0.0138 | -0.044 | ||
| 9.60 | 12.75 | 2 | 76 | 36.7% | 0.56 | 0.0141 | -0.044 | 125 | 9.10 | 12.15 | 12 | 38.0% | -0.45 | 0.0147 | -0.045 | |
| 8.10 | 11.05 | 3 | 38.6% | 0.49 | 0.0144 | -0.044 | 130 | 12.10 | 14.25 | 10 | 37.0% | -0.52 | 0.0152 | -0.046 | ||
| 6.10 | 8.25 | 3 | 36.6% | 0.42 | 0.0143 | -0.042 | 135 | 15.30 | 17.90 | 41 | 37.8% | -0.60 | 0.0152 | -0.045 | ||
| 4.55 | 7.20 | 8 | 16 | 37.3% | 0.36 | 0.0138 | -0.040 | 140 | 18.60 | 21.35 | 42 | 37.3% | -0.67 | 0.0149 | -0.043 | |
| 3.20 | 6.00 | 37 | 37.2% | 0.30 | 0.0129 | -0.037 | 145 | 21.60 | 25.70 | 5 | 36.8% | -0.73 | 0.0142 | -0.040 | ||
| 2.63 | 4.85 | 59 | 37.9% | 0.24 | 0.0117 | -0.033 | 150 | 25.65 | 29.75 | 11 | 36.7% | -0.79 | 0.0132 | -0.037 | ||
| 2.07 | 3.75 | 12 | 28 | 37.8% | 0.20 | 0.0104 | -0.029 | 155 | 29.95 | 33.60 | 11 | 35.2% | -0.84 | 0.0122 | -0.034 | |
| 1.10 | 3.25 | 33 | 37.4% | 0.16 | 0.0091 | -0.026 | 160 | 34.85 | 38.50 | 37.9% | -0.89 | 0.0111 | -0.031 | |||
| 0.6200 | 2.94 | 20 | 38.1% | 0.13 | 0.0078 | -0.022 | 165 | 39.00 | 43.10 | 35.1% | -0.92 | 0.0099 | -0.029 | |||
| 0.8800 | 1.42 | 4 | 36.5% | 0.11 | 0.0067 | -0.020 | 170 | 44.45 | 47.80 | 38.9% | -0.95 | 0.0082 | -0.026 | |||
| 0.0200 | 2.41 | 5 | 39.6% | 0.09 | 0.0058 | -0.017 | 175 | 49.25 | 52.75 | 39.6% | -0.97 | 0.0061 | -0.021 | |||
| 0.0500 | 2.03 | 40.5% | 0.07 | 0.0050 | -0.015 | 180 | 53.60 | 57.70 | -0.99 | 0.0039 | -0.011 | |||||
| 0 | 2.01 | 1 | 42.5% | 0.06 | 0.0043 | -0.014 | 185 | 59.05 | 62.70 | 39.9% | -0.99 | 0.0023 | -0.003 | |||
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