DLTR option chain Dollar Tree, Inc.

Expiration 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 ±36.3% (79.16–169.21) · ATM IV 40.7% · P/C open interest 0.88

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
62.50	67.00		10	45.8%	0.95	0.0017	-0.000	65	0.6200	2.55		83	44.8%	-0.06	0.0017	-0.008
58.50	63.00		18	45.8%	0.93	0.0021	-0.002	70	0	3.95		239	43.2%	-0.07	0.0021	-0.009
54.00	59.00		71	43.9%	0.91	0.0025	-0.004	75	2.25	3.95		60	44.8%	-0.09	0.0026	-0.011
50.50	55.00		705	43.9%	0.89	0.0029	-0.006	80	2.00	5.40		19	43.2%	-0.11	0.0031	-0.012
46.50	51.50		72	43.3%	0.87	0.0034	-0.008	85	3.00	6.65		12	43.1%	-0.13	0.0036	-0.014
43.00	48.00		76	43.0%	0.85	0.0039	-0.010	90	5.35	7.85		146	44.4%	-0.16	0.0041	-0.016
40.70	44.50		97	43.9%	0.82	0.0043	-0.012	95	6.55	9.30		72	43.8%	-0.19	0.0046	-0.017
36.50	41.00		61	41.9%	0.79	0.0048	-0.014	100	7.00	11.50		236	42.8%	-0.22	0.0051	-0.019
34.10	37.85		45	42.2%	0.76	0.0052	-0.016	105	8.95	12.45		24	41.7%	-0.25	0.0056	-0.020
31.35	35.00		27	42.0%	0.73	0.0056	-0.017	110	10.65	14.50		188	41.3%	-0.28	0.0061	-0.021
29.65	32.50	5	32	42.9%	0.70	0.0059	-0.018	115	13.00	16.60		50	41.2%	-0.32	0.0065	-0.022
25.95	29.45		41	40.9%	0.67	0.0063	-0.019	120	15.00	18.90	1	107	40.6%	-0.35	0.0070	-0.023
24.75	26.40	4	59	41.1%	0.64	0.0065	-0.020	125	17.50	21.40		93	40.4%	-0.39	0.0073	-0.024
22.15	24.65		257	40.9%	0.60	0.0068	-0.021	130	20.50	24.05		171	40.5%	-0.43	0.0077	-0.024
19.00	22.85		77	39.8%	0.57	0.0069	-0.022	135	23.00	26.85		92	39.8%	-0.46	0.0080	-0.025
17.15	20.90		65	39.6%	0.54	0.0071	-0.022	140	26.50	29.85		110	40.0%	-0.50	0.0082	-0.025
15.50	19.15		52	39.5%	0.51	0.0071	-0.022	145	29.50	33.05		87	39.6%	-0.54	0.0085	-0.025
14.00	18.50		107	40.2%	0.48	0.0072	-0.022	150	33.00	36.40		510	39.5%	-0.58	0.0087	-0.025
12.50	15.95		526	39.1%	0.45	0.0072	-0.022	155	36.50	39.85		33	39.2%	-0.61	0.0088	-0.025
11.00	14.60		11	38.8%	0.42	0.0071	-0.022	160	40.00	43.55		11	38.9%	-0.65	0.0090	-0.024
10.25	14.30		12	39.9%	0.39	0.0070	-0.021	165	44.00	47.40		2	38.9%	-0.69	0.0091	-0.024
8.50	13.00		50	39.1%	0.36	0.0069	-0.021	170	48.00	51.40		13	38.8%	-0.72	0.0091	-0.023
7.90	11.15		27	38.5%	0.34	0.0067	-0.020	175	52.00	55.50			38.5%	-0.76	0.0092	-0.023
6.50	10.20		4	37.9%	0.31	0.0065	-0.020	180	56.00	60.50			39.1%	-0.79	0.0092	-0.022
5.50	9.30		6	37.5%	0.29	0.0063	-0.019	185	60.50	64.10			38.1%	-0.82	0.0092	-0.021

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 — Jan 21, 2028

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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DLTR option chain Dollar Tree, Inc.

Volatility smile — Jan 21, 2028

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