DLTR option chain Dollar Tree, Inc.
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 ±37.5% (82.81–182.35) · ATM IV 40.5% · P/C open interest 0.85
| 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 | |
| 65.70 | 69.45 | 8 | 42.3% | 0.93 | 0.0017 | -0.001 | 70 | 1.10 | 4.40 | 246 | 48.0% | -0.06 | 0.0017 | -0.009 | ||
| 62.95 | 65.50 | 71 | 45.5% | 0.92 | 0.0020 | -0.003 | 75 | 2.68 | 3.60 | 60 | 45.8% | -0.08 | 0.0021 | -0.010 | ||
| 57.50 | 62.00 | 696 | 42.6% | 0.90 | 0.0024 | -0.004 | 80 | 3.55 | 4.70 | 10 | 19 | 45.8% | -0.10 | 0.0025 | -0.011 | |
| 55.40 | 58.00 | 65 | 44.8% | 0.89 | 0.0027 | -0.006 | 85 | 4.05 | 5.95 | 6 | 44.9% | -0.12 | 0.0029 | -0.013 | ||
| 50.00 | 54.50 | 76 | 41.8% | 0.86 | 0.0031 | -0.008 | 90 | 5.60 | 6.60 | 2 | 147 | 44.4% | -0.14 | 0.0033 | -0.014 | |
| 48.15 | 50.65 | 98 | 43.3% | 0.84 | 0.0035 | -0.010 | 95 | 6.80 | 7.80 | 1 | 76 | 43.8% | -0.16 | 0.0037 | -0.016 | |
| 44.30 | 47.35 | 62 | 42.3% | 0.82 | 0.0039 | -0.012 | 100 | 8.00 | 9.75 | 6 | 237 | 43.7% | -0.18 | 0.0041 | -0.017 | |
| 40.00 | 43.75 | 45 | 40.2% | 0.79 | 0.0043 | -0.013 | 105 | 9.55 | 10.85 | 3 | 23 | 42.7% | -0.21 | 0.0046 | -0.018 | |
| 38.20 | 40.20 | 26 | 40.8% | 0.77 | 0.0046 | -0.015 | 110 | 10.25 | 13.15 | 188 | 41.9% | -0.24 | 0.0050 | -0.020 | ||
| 34.00 | 38.50 | 15 | 40.4% | 0.74 | 0.0050 | -0.016 | 115 | 13.05 | 14.05 | 50 | 41.4% | -0.27 | 0.0054 | -0.021 | ||
| 33.20 | 35.95 | 41 | 42.1% | 0.71 | 0.0053 | -0.017 | 120 | 13.50 | 18.25 | 107 | 41.6% | -0.30 | 0.0058 | -0.022 | ||
| 29.00 | 33.50 | 53 | 40.4% | 0.68 | 0.0056 | -0.018 | 125 | 16.00 | 19.50 | 71 | 40.6% | -0.33 | 0.0062 | -0.022 | ||
| 28.20 | 29.85 | 208 | 40.5% | 0.65 | 0.0058 | -0.019 | 130 | 19.40 | 20.95 | 62 | 40.4% | -0.37 | 0.0065 | -0.023 | ||
| 24.70 | 28.50 | 58 | 40.0% | 0.62 | 0.0060 | -0.020 | 135 | 22.25 | 24.10 | 1 | 43 | 40.9% | -0.40 | 0.0068 | -0.024 | |
| 22.95 | 25.50 | 64 | 39.3% | 0.59 | 0.0062 | -0.021 | 140 | 23.90 | 27.10 | 39 | 40.0% | -0.43 | 0.0071 | -0.024 | ||
| 20.00 | 24.50 | 18 | 39.1% | 0.56 | 0.0063 | -0.021 | 145 | 26.50 | 29.95 | 57 | 39.5% | -0.47 | 0.0073 | -0.024 | ||
| 18.50 | 23.00 | 56 | 39.5% | 0.54 | 0.0064 | -0.022 | 150 | 29.50 | 34.00 | 501 | 40.0% | -0.50 | 0.0075 | -0.024 | ||
| 16.50 | 20.85 | 524 | 38.7% | 0.51 | 0.0065 | -0.022 | 155 | 32.50 | 37.00 | 22 | 39.5% | -0.54 | 0.0077 | -0.024 | ||
| 15.00 | 19.50 | 21 | 38.8% | 0.48 | 0.0065 | -0.022 | 160 | 36.00 | 40.50 | 11 | 39.5% | -0.57 | 0.0079 | -0.024 | ||
| 13.50 | 18.00 | 4 | 38.6% | 0.45 | 0.0065 | -0.022 | 165 | 40.15 | 43.75 | 2 | 39.7% | -0.60 | 0.0080 | -0.024 | ||
| 12.00 | 15.85 | 44 | 37.7% | 0.42 | 0.0065 | -0.021 | 170 | 43.00 | 45.75 | 13 | 37.3% | -0.64 | 0.0081 | -0.024 | ||
| 11.00 | 15.50 | 27 | 38.5% | 0.40 | 0.0064 | -0.021 | 175 | 47.00 | 51.50 | 39.2% | -0.67 | 0.0082 | -0.023 | |||
| 9.50 | 13.35 | 16 | 37.2% | 0.37 | 0.0063 | -0.021 | 180 | 51.00 | 54.50 | 38.2% | -0.70 | 0.0083 | -0.023 | |||
| 8.80 | 12.30 | 4 | 37.3% | 0.35 | 0.0062 | -0.020 | 185 | 55.00 | 59.50 | 39.1% | -0.73 | 0.0084 | -0.022 | |||
| 8.55 | 10.50 | 16 | 37.1% | 0.33 | 0.0061 | -0.020 | 190 | 59.00 | 62.50 | 37.5% | -0.77 | 0.0084 | -0.022 | |||
| 7.25 | 9.70 | 1 | 17 | 36.6% | 0.31 | 0.0059 | -0.019 | 195 | 63.50 | 66.20 | 36.8% | -0.80 | 0.0084 | -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.