DLTR option chain Dollar Tree, Inc.
Cboe delayed options data · as of 21:54 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 ±24.1% (93.42–152.88) · ATM IV 39.4% · P/C open interest 1.74
| 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 | |
| 58.85 | 62.40 | 53.7% | 0.98 | 0.0012 | 0.000 | 65 | 0 | 0.7500 | 46.6% | -0.02 | 0.0012 | -0.006 | ||||
| 53.75 | 57.25 | 44.7% | 0.97 | 0.0016 | 0.000 | 70 | 0.4800 | 0.7600 | 46.1% | -0.03 | 0.0017 | -0.007 | ||||
| 49.40 | 52.50 | 44.2% | 0.95 | 0.0022 | 0.000 | 75 | 0.7300 | 1.00 | 70 | 44.5% | -0.05 | 0.0023 | -0.009 | |||
| 45.15 | 48.65 | 46.8% | 0.94 | 0.0030 | -0.002 | 80 | 0.4900 | 1.89 | 5 | 42.9% | -0.06 | 0.0030 | -0.011 | |||
| 40.50 | 43.85 | 42.8% | 0.91 | 0.0038 | -0.005 | 85 | 1.40 | 2.25 | 2 | 43.0% | -0.09 | 0.0039 | -0.014 | |||
| 36.20 | 39.70 | 41.8% | 0.89 | 0.0048 | -0.009 | 90 | 2.29 | 3.40 | 2 | 2 | 43.9% | -0.11 | 0.0049 | -0.018 | ||
| 32.65 | 36.25 | 43.4% | 0.85 | 0.0058 | -0.014 | 95 | 2.30 | 4.50 | 41.4% | -0.15 | 0.0060 | -0.021 | ||||
| 28.80 | 32.50 | 42.5% | 0.82 | 0.0068 | -0.018 | 100 | 3.65 | 5.25 | 10 | 40.6% | -0.19 | 0.0070 | -0.024 | |||
| 25.45 | 29.00 | 1 | 42.1% | 0.77 | 0.0078 | -0.021 | 105 | 5.20 | 6.65 | 40.5% | -0.23 | 0.0080 | -0.027 | |||
| 22.20 | 25.00 | 2 | 40.4% | 0.73 | 0.0087 | -0.025 | 110 | 6.25 | 8.85 | 1 | 40.1% | -0.28 | 0.0090 | -0.029 | ||
| 18.90 | 22.85 | 40.8% | 0.68 | 0.0094 | -0.027 | 115 | 7.80 | 10.85 | 39.3% | -0.33 | 0.0099 | -0.031 | ||||
| 16.15 | 20.00 | 10 | 6 | 40.2% | 0.63 | 0.0100 | -0.029 | 120 | 9.60 | 13.30 | 38.8% | -0.38 | 0.0106 | -0.032 | ||
| 13.90 | 17.10 | 10 | 41 | 39.6% | 0.58 | 0.0105 | -0.031 | 125 | 12.60 | 15.85 | 2 | 39.3% | -0.44 | 0.0112 | -0.033 | |
| 11.85 | 15.50 | 3 | 40.3% | 0.52 | 0.0107 | -0.032 | 130 | 15.00 | 18.50 | 38.4% | -0.49 | 0.0116 | -0.033 | |||
| 9.65 | 13.35 | 39.4% | 0.47 | 0.0108 | -0.032 | 135 | 18.00 | 21.85 | 38.5% | -0.55 | 0.0118 | -0.033 | ||||
| 7.95 | 11.20 | 38.6% | 0.42 | 0.0107 | -0.031 | 140 | 21.60 | 24.55 | 37.9% | -0.60 | 0.0118 | -0.032 | ||||
| 6.60 | 9.60 | 38.5% | 0.38 | 0.0105 | -0.030 | 145 | 25.60 | 28.10 | 38.4% | -0.66 | 0.0118 | -0.030 | ||||
| 5.20 | 8.35 | 38.2% | 0.33 | 0.0101 | -0.029 | 150 | 28.90 | 31.85 | 37.4% | -0.71 | 0.0115 | -0.028 | ||||
| 3.80 | 7.10 | 37.4% | 0.29 | 0.0096 | -0.027 | 155 | 32.50 | 36.30 | 37.4% | -0.75 | 0.0112 | -0.026 | ||||
| 3.20 | 6.10 | 37.6% | 0.25 | 0.0090 | -0.025 | 160 | 37.00 | 40.50 | 37.9% | -0.80 | 0.0109 | -0.024 | ||||
| 2.31 | 5.50 | 37.7% | 0.22 | 0.0083 | -0.024 | 165 | 41.00 | 45.05 | 37.5% | -0.84 | 0.0104 | -0.021 | ||||
| 2.33 | 4.15 | 37.6% | 0.19 | 0.0076 | -0.022 | 170 | 45.60 | 49.35 | 37.1% | -0.88 | 0.0098 | -0.019 | ||||
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 — May 21, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs