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 ±31.0% (85.70–162.66) · ATM IV 40.6% · P/C open interest 1.19
| 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 | |
| 60.55 | 65.50 | 46.7% | 0.96 | 0.0016 | -0.002 | 65 | 0.5000 | 2.05 | 21 | 48.9% | -0.04 | 0.0016 | -0.007 | |||
| 56.50 | 60.65 | 45.2% | 0.95 | 0.0020 | -0.004 | 70 | 0.5000 | 3.40 | 1 | 49.4% | -0.06 | 0.0020 | -0.009 | |||
| 52.00 | 56.50 | 2 | 44.2% | 0.93 | 0.0025 | -0.006 | 75 | 1.21 | 3.20 | 2 | 46.4% | -0.07 | 0.0026 | -0.011 | ||
| 48.00 | 52.50 | 6 | 44.3% | 0.91 | 0.0031 | -0.008 | 80 | 2.09 | 3.70 | 1 | 16 | 45.6% | -0.09 | 0.0032 | -0.013 | |
| 44.00 | 48.45 | 6 | 43.5% | 0.89 | 0.0036 | -0.011 | 85 | 2.81 | 4.35 | 22 | 44.2% | -0.12 | 0.0038 | -0.015 | ||
| 40.20 | 44.70 | 43.1% | 0.86 | 0.0043 | -0.013 | 90 | 3.75 | 5.90 | 4 | 44.5% | -0.14 | 0.0044 | -0.017 | |||
| 36.85 | 41.00 | 43.0% | 0.83 | 0.0049 | -0.016 | 95 | 3.75 | 7.40 | 42.4% | -0.17 | 0.0051 | -0.020 | ||||
| 33.25 | 37.50 | 1 | 42.3% | 0.80 | 0.0055 | -0.018 | 100 | 5.50 | 8.80 | 42.6% | -0.21 | 0.0058 | -0.022 | |||
| 30.00 | 33.90 | 3 | 41.4% | 0.77 | 0.0061 | -0.020 | 105 | 6.85 | 10.55 | 2 | 42.0% | -0.24 | 0.0064 | -0.024 | ||
| 27.00 | 30.90 | 1 | 41.1% | 0.73 | 0.0066 | -0.022 | 110 | 8.70 | 13.00 | 42.5% | -0.28 | 0.0070 | -0.025 | |||
| 24.20 | 28.50 | 41.4% | 0.69 | 0.0071 | -0.024 | 115 | 10.75 | 14.40 | 99 | 41.4% | -0.32 | 0.0076 | -0.027 | |||
| 21.50 | 25.45 | 4 | 6 | 40.5% | 0.65 | 0.0075 | -0.025 | 120 | 13.90 | 16.30 | 17 | 41.7% | -0.36 | 0.0081 | -0.028 | |
| 19.05 | 23.50 | 9 | 40.8% | 0.62 | 0.0078 | -0.026 | 125 | 15.75 | 18.65 | 16 | 40.5% | -0.40 | 0.0085 | -0.029 | ||
| 17.00 | 20.85 | 5 | 40.2% | 0.58 | 0.0081 | -0.026 | 130 | 18.00 | 21.70 | 22 | 40.2% | -0.45 | 0.0089 | -0.029 | ||
| 15.00 | 18.75 | 38 | 40.0% | 0.54 | 0.0082 | -0.027 | 135 | 21.00 | 24.65 | 40.1% | -0.49 | 0.0092 | -0.030 | |||
| 13.00 | 16.90 | 4 | 39.6% | 0.50 | 0.0083 | -0.027 | 140 | 24.00 | 27.80 | 39.8% | -0.53 | 0.0094 | -0.030 | |||
| 11.50 | 16.00 | 4 | 40.4% | 0.46 | 0.0084 | -0.027 | 145 | 27.50 | 31.10 | 39.8% | -0.58 | 0.0096 | -0.029 | |||
| 9.95 | 13.65 | 24 | 39.3% | 0.43 | 0.0083 | -0.026 | 150 | 30.50 | 34.50 | 39.0% | -0.62 | 0.0097 | -0.029 | |||
| 8.55 | 12.25 | 12 | 39.1% | 0.39 | 0.0082 | -0.026 | 155 | 34.50 | 38.15 | 39.2% | -0.66 | 0.0097 | -0.029 | |||
| 7.30 | 11.00 | 19 | 38.9% | 0.36 | 0.0080 | -0.025 | 160 | 38.00 | 42.00 | 38.6% | -0.70 | 0.0097 | -0.028 | |||
| 6.60 | 9.90 | 19 | 39.2% | 0.33 | 0.0077 | -0.024 | 165 | 42.00 | 46.05 | 38.5% | -0.74 | 0.0097 | -0.027 | |||
| 5.25 | 9.00 | 15 | 38.7% | 0.30 | 0.0074 | -0.023 | 170 | 46.50 | 50.50 | 39.3% | -0.78 | 0.0096 | -0.026 | |||
| 4.35 | 8.10 | 9 | 38.5% | 0.27 | 0.0071 | -0.022 | 175 | 50.50 | 55.00 | 39.1% | -0.81 | 0.0095 | -0.025 | |||
| 3.60 | 8.00 | 39.3% | 0.25 | 0.0068 | -0.021 | 180 | 55.00 | 59.00 | 38.3% | -0.85 | 0.0094 | -0.025 | ||||
| 2.94 | 6.65 | 38.3% | 0.22 | 0.0064 | -0.020 | 185 | 59.55 | 64.00 | 39.3% | -0.88 | 0.0094 | -0.024 | ||||
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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs