DLTR cadena de opciones Dollar Tree, Inc.

Vencimiento Cboe delayed options data · a fecha de 21:52 UTC

Cada fila corresponde a un strike. La mitad izquierda es el call, la mitad derecha el put. El bid/ask es lo que compradores y vendedores cotizan actualmente; el volumen son los contratos negociados en la sesión; el open interest son los contratos vigentes. La fila resaltada es la más cercana al precio de la acción.

Este vencimiento descuenta un movimiento de aproximadamente ±8.1% (114.89–135.03) · ATM IV 34.6% · P/C interés abierto 1.00

CALLS								Strike	PUTS
Bid	Preguntar	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	Preguntar	Vol	OI	IV	Δ	Γ	Θ
58.65	61.95		1	111.6%	0.98	0.0010	-0.020	65	0	2.13		180	148.1%	-0.02	0.0010	-0.027
53.00	57.00				0.98	0.0013	-0.022	70	0	2.13		28	133.7%	-0.02	0.0013	-0.029
48.30	52.05			74.8%	0.98	0.0016	-0.024	75	0	2.13		49	120.3%	-0.02	0.0016	-0.030
43.00	47.05		1		0.97	0.0020	-0.026	80	0	2.14		51	107.8%	-0.03	0.0020	-0.032
38.30	42.10		1	55.9%	0.97	0.0026	-0.028	85	0	2.16		101	96.0%	-0.03	0.0027	-0.033
33.60	37.15		1	59.8%	0.96	0.0035	-0.031	90	0	2.20		28	85.0%	-0.04	0.0035	-0.035
28.10	32.25		43		0.95	0.0047	-0.033	95	0	1.00		468	61.2%	-0.05	0.0047	-0.037
24.25	27.35		45	53.8%	0.93	0.0065	-0.037	100	0.1000	0.5000	1	486	46.5%	-0.07	0.0065	-0.040
19.00	22.60		9	44.0%	0.91	0.0093	-0.041	105	0.2500	1.00	6	862	45.2%	-0.09	0.0093	-0.044
14.80	18.00		42	43.2%	0.87	0.0138	-0.049	110	0.1000	1.20		983	36.3%	-0.13	0.0139	-0.051
12.50	16.25			38.6%	0.85	0.0162	-0.053	112	0.2300	2.94		5	43.9%	-0.15	0.0164	-0.055
12.05	14.90			37.6%	0.83	0.0176	-0.056	113	0.1100	2.10	1		36.4%	-0.17	0.0177	-0.058
11.25	14.60			40.2%	0.81	0.0190	-0.058	114	0.1300	3.40	1	1	41.2%	-0.19	0.0191	-0.060
11.50	12.40	2	665	38.1%	0.80	0.0204	-0.061	115	0.5500	1.75	35	322	32.7%	-0.20	0.0205	-0.063
9.65	13.00			39.2%	0.77	0.0218	-0.065	116	0.4700	3.65			39.3%	-0.23	0.0220	-0.066
8.10	12.25			35.4%	0.75	0.0232	-0.068	117	0.7200	4.45	7		41.3%	-0.25	0.0234	-0.069
8.15	10.95			36.2%	0.73	0.0245	-0.071	118	0.9500	3.85			37.2%	-0.27	0.0247	-0.072
7.50	10.25	1		36.2%	0.70	0.0257	-0.074	119	1.24	4.25	1		37.4%	-0.30	0.0259	-0.075
6.80	9.60	2	128	36.0%	0.68	0.0268	-0.076	120	2.23	4.40	5	289	39.1%	-0.33	0.0271	-0.077
6.15	8.95			35.8%	0.65	0.0278	-0.079	121	1.91	4.85			36.7%	-0.35	0.0281	-0.080
5.55	8.75			37.2%	0.62	0.0287	-0.081	122	2.28	5.15			36.1%	-0.38	0.0290	-0.082
4.90	7.85			35.7%	0.59	0.0294	-0.082	123	3.75	5.55			39.7%	-0.41	0.0297	-0.083
3.75	7.30			33.5%	0.56	0.0299	-0.083	124	2.58	5.90			33.5%	-0.44	0.0302	-0.084
3.85	6.75	8	1,102	35.4%	0.53	0.0302	-0.084	125	3.60	5.95	1	127	33.8%	-0.47	0.0306	-0.085
3.00	6.30		2	34.2%	0.50	0.0304	-0.084	126	4.15	7.05			35.8%	-0.50	0.0308	-0.085
2.95	5.85			35.5%	0.47	0.0304	-0.083	127	4.80	7.60			36.1%	-0.53	0.0308	-0.084
2.90	5.45		6	36.8%	0.44	0.0302	-0.082	128	5.25	8.20			35.7%	-0.56	0.0307	-0.083
1.62	5.60			35.6%	0.41	0.0298	-0.081	129	5.75	8.65			34.7%	-0.59	0.0303	-0.082
2.27	4.95	205	496	38.1%	0.38	0.0293	-0.080	130	6.00	9.40		30	33.6%	-0.62	0.0298	-0.080
1.50	4.95			37.8%	0.35	0.0286	-0.077	131	7.30	10.05			35.8%	-0.65	0.0292	-0.078
1.21	4.65			37.9%	0.33	0.0278	-0.075	132	8.00	10.75			35.8%	-0.68	0.0284	-0.076
0.9400	4.55			38.6%	0.30	0.0268	-0.072	133	8.70	11.50			35.8%	-0.70	0.0275	-0.073
0.7000	3.65		1	36.2%	0.28	0.0258	-0.070	134	9.00	12.25			33.9%	-0.73	0.0264	-0.070
1.07	3.65	208	333	39.7%	0.25	0.0246	-0.067	135	9.60	13.05		14	33.1%	-0.75	0.0253	-0.067
0.2400	3.55			37.7%	0.23	0.0234	-0.064	136	11.10	13.85			36.3%	-0.78	0.0242	-0.064
0.1400	3.45		2	38.6%	0.21	0.0222	-0.060	137	11.90	14.85			37.2%	-0.80	0.0230	-0.061
0.2400	3.15		1	39.5%	0.19	0.0209	-0.057	138	12.75	15.50			36.4%	-0.82	0.0217	-0.058
0.4500	1.85			35.7%	0.18	0.0197	-0.054	139	13.65	17.05			40.4%	-0.83	0.0205	-0.055
0.8000	1.44	10	589	36.9%	0.16	0.0184	-0.051	140	14.30	17.95		14	39.7%	-0.85	0.0193	-0.052
0.2100	1.03	13	604	37.5%	0.11	0.0131	-0.040	145	18.50	22.50			39.0%	-0.91	0.0140	-0.040
0.0100	0.8300		26	40.0%	0.08	0.0095	-0.033	150	23.25	27.40			41.9%	-0.94	0.0104	-0.034
0	1.71		66	53.4%	0.06	0.0073	-0.030	155	28.20	32.30			45.6%	-0.95	0.0081	-0.030
0	0.8000		61	50.1%	0.05	0.0059	-0.029	160	33.20	37.30			50.9%	-0.96	0.0065	-0.029
0	2.19		15	68.5%	0.05	0.0049	-0.029	165	38.20	42.30			55.9%	-0.97	0.0055	-0.028
0	1.50		20	67.6%	0.04	0.0042	-0.028	170	43.20	47.30			60.7%	-0.97	0.0048	-0.028
0	2.14		4	78.4%	0.04	0.0036	-0.028	175	49.20	52.30			77.5%	-0.98	0.0043	-0.027
0	2.14		29	83.2%	0.03	0.0032	-0.027	180	53.35	57.30			72.2%	-0.98	0.0038	-0.026
0	2.13		7	87.6%	0.03	0.0028	-0.027	185	58.85	62.30			83.3%	-0.98	0.0034	-0.024

Strikes mostrados: dentro del ±50% del precio del subyacente. Valor intrínseco = máx(0, precio − strike) para calls, máx(0, strike − precio) para puts; extrínseco = precio de la opción − intrínseco. Griegas e IV según los calcula el feed del mercado.

Sonrisa de volatilidad — Nov 20, 2026

Página de volatilidad →

Volatilidad implícita por strike para este vencimiento. Los puts fuera del dinero suelen tener una IV más alta que los calls — el skew.

callsputs

DLTR cadena de opciones Dollar Tree, Inc.

Sonrisa de volatilidad — Nov 20, 2026

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