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 ±20.5% (98.78–149.58) · ATM IV 39.4% · P/C open interest 1.27
| 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 | |
| 58.65 | 62.75 | 9 | 48.2% | 0.99 | 0.0008 | -0.001 | 65 | 0.0800 | 0.5000 | 44 | 52.7% | -0.01 | 0.0008 | -0.004 | ||
| 53.85 | 57.95 | 10 | 46.8% | 0.98 | 0.0012 | -0.003 | 70 | 0 | 1.02 | 112 | 52.4% | -0.02 | 0.0012 | -0.006 | ||
| 49.25 | 53.20 | 14 | 46.8% | 0.97 | 0.0018 | -0.005 | 75 | 0 | 1.01 | 44 | 47.0% | -0.03 | 0.0018 | -0.008 | ||
| 44.55 | 48.00 | 6 | 41.0% | 0.96 | 0.0025 | -0.008 | 80 | 0.4700 | 1.11 | 10 | 34 | 46.1% | -0.04 | 0.0025 | -0.011 | |
| 39.90 | 44.00 | 19 | 43.6% | 0.94 | 0.0034 | -0.012 | 85 | 0.6600 | 1.58 | 112 | 44.5% | -0.06 | 0.0035 | -0.014 | ||
| 35.85 | 39.50 | 33 | 43.8% | 0.91 | 0.0046 | -0.016 | 90 | 0.3700 | 2.65 | 30 | 42.6% | -0.09 | 0.0046 | -0.018 | ||
| 31.35 | 35.40 | 15 | 42.5% | 0.88 | 0.0058 | -0.021 | 95 | 1.40 | 3.30 | 14 | 42.9% | -0.12 | 0.0059 | -0.023 | ||
| 27.30 | 31.40 | 38 | 41.7% | 0.84 | 0.0071 | -0.025 | 100 | 2.50 | 4.25 | 59 | 42.7% | -0.16 | 0.0072 | -0.027 | ||
| 23.55 | 27.65 | 26 | 41.2% | 0.80 | 0.0084 | -0.030 | 105 | 2.80 | 5.90 | 47 | 41.2% | -0.21 | 0.0086 | -0.032 | ||
| 20.70 | 24.25 | 79 | 42.1% | 0.75 | 0.0096 | -0.034 | 110 | 4.25 | 7.25 | 233 | 40.5% | -0.26 | 0.0099 | -0.035 | ||
| 17.65 | 21.10 | 42 | 41.9% | 0.69 | 0.0106 | -0.037 | 115 | 6.00 | 9.10 | 56 | 40.3% | -0.32 | 0.0110 | -0.039 | ||
| 14.85 | 17.85 | 52 | 40.9% | 0.63 | 0.0115 | -0.039 | 120 | 8.30 | 11.15 | 40 | 40.2% | -0.38 | 0.0120 | -0.041 | ||
| 12.20 | 14.60 | 10 | 122 | 39.3% | 0.57 | 0.0121 | -0.041 | 125 | 10.85 | 13.15 | 18 | 39.5% | -0.44 | 0.0127 | -0.043 | |
| 9.95 | 12.45 | 10 | 94 | 39.2% | 0.51 | 0.0124 | -0.041 | 130 | 13.65 | 16.20 | 28 | 39.8% | -0.50 | 0.0131 | -0.043 | |
| 8.00 | 11.10 | 25 | 39.9% | 0.45 | 0.0124 | -0.041 | 135 | 16.65 | 19.40 | 15 | 16 | 39.7% | -0.57 | 0.0133 | -0.043 | |
| 6.30 | 9.05 | 108 | 39.0% | 0.40 | 0.0122 | -0.039 | 140 | 19.05 | 23.05 | 25 | 38.5% | -0.63 | 0.0132 | -0.042 | ||
| 5.30 | 7.15 | 140 | 38.7% | 0.34 | 0.0117 | -0.037 | 145 | 23.00 | 26.30 | 124 | 38.2% | -0.69 | 0.0129 | -0.040 | ||
| 3.65 | 5.85 | 1 | 157 | 37.5% | 0.29 | 0.0110 | -0.035 | 150 | 26.50 | 30.75 | 127 | 38.4% | -0.74 | 0.0124 | -0.038 | |
| 2.91 | 5.15 | 128 | 38.3% | 0.25 | 0.0102 | -0.032 | 155 | 30.80 | 34.75 | 112 | 38.5% | -0.79 | 0.0118 | -0.035 | ||
| 2.25 | 4.20 | 3 | 25 | 38.2% | 0.21 | 0.0093 | -0.028 | 160 | 35.00 | 39.05 | 5 | 38.1% | -0.84 | 0.0111 | -0.032 | |
| 1.97 | 3.85 | 3 | 7 | 39.8% | 0.17 | 0.0083 | -0.025 | 165 | 40.00 | 43.50 | 39.5% | -0.88 | 0.0104 | -0.030 | ||
| 1.42 | 2.73 | 9 | 38.3% | 0.14 | 0.0074 | -0.022 | 170 | 44.05 | 48.05 | 36.7% | -0.92 | 0.0094 | -0.027 | |||
| 0.3500 | 2.88 | 2 | 38.1% | 0.12 | 0.0065 | -0.019 | 175 | 48.95 | 52.75 | 35.9% | -0.95 | 0.0082 | -0.024 | |||
| 0.8700 | 1.90 | 1 | 39.7% | 0.10 | 0.0056 | -0.017 | 180 | 54.35 | 57.70 | 41.3% | -0.98 | 0.0056 | -0.020 | |||
| 0.2100 | 1.73 | 37.7% | 0.08 | 0.0048 | -0.014 | 185 | 59.05 | 62.70 | 41.1% | -0.99 | 0.0030 | -0.008 | ||||
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 — Mar 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