DOCU option chain DocuSign, 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 ±24.5% (50.26–82.96) · ATM IV 56.9% · P/C open interest 1.07
| 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 | |
| 30.85 | 34.20 | 7 | 72.1% | 0.98 | 0.0022 | 0.000 | 35 | 0.0500 | 0.2900 | 222 | 63.6% | -0.02 | 0.0022 | -0.006 | ||
| 29.10 | 31.25 | 2 | 69.6% | 0.97 | 0.0030 | 0.000 | 37.5 | 0.0100 | 0.3200 | 204 | 57.4% | -0.03 | 0.0030 | -0.007 | ||
| 26.80 | 28.95 | 61 | 67.8% | 0.96 | 0.0040 | -0.001 | 40 | 0.2400 | 0.5800 | 619 | 61.6% | -0.04 | 0.0040 | -0.009 | ||
| 24.65 | 26.70 | 20 | 67.1% | 0.94 | 0.0053 | -0.005 | 42.5 | 0.2700 | 0.8700 | 152 | 59.9% | -0.06 | 0.0053 | -0.012 | ||
| 22.45 | 24.55 | 96 | 65.6% | 0.92 | 0.0068 | -0.008 | 45 | 0.7000 | 1.17 | 50 | 221 | 61.2% | -0.08 | 0.0068 | -0.015 | |
| 20.50 | 22.45 | 46 | 65.4% | 0.90 | 0.0084 | -0.012 | 47.5 | 1.00 | 1.65 | 77 | 61.0% | -0.11 | 0.0085 | -0.018 | ||
| 18.35 | 19.75 | 3 | 143 | 59.1% | 0.87 | 0.0102 | -0.017 | 50 | 1.54 | 1.91 | 5 | 177 | 59.7% | -0.14 | 0.0103 | -0.022 |
| 16.55 | 17.40 | 5 | 97 | 56.9% | 0.83 | 0.0119 | -0.020 | 52.5 | 1.81 | 2.33 | 15 | 646 | 56.8% | -0.17 | 0.0121 | -0.025 |
| 14.70 | 15.95 | 1 | 470 | 58.2% | 0.79 | 0.0136 | -0.024 | 55 | 2.71 | 3.15 | 25 | 373 | 58.5% | -0.21 | 0.0138 | -0.028 |
| 13.10 | 14.20 | 5 | 97 | 57.9% | 0.75 | 0.0152 | -0.027 | 57.5 | 3.55 | 3.95 | 31 | 165 | 58.4% | -0.25 | 0.0155 | -0.031 |
| 11.65 | 12.85 | 3 | 417 | 58.9% | 0.71 | 0.0167 | -0.030 | 60 | 4.25 | 4.80 | 7 | 333 | 56.9% | -0.30 | 0.0170 | -0.033 |
| 10.30 | 11.15 | 2 | 324 | 57.8% | 0.66 | 0.0178 | -0.033 | 62.5 | 5.35 | 6.10 | 2 | 22 | 57.8% | -0.35 | 0.0182 | -0.035 |
| 9.05 | 9.65 | 7 | 944 | 57.0% | 0.61 | 0.0187 | -0.034 | 65 | 6.55 | 7.50 | 2 | 83 | 58.4% | -0.39 | 0.0191 | -0.036 |
| 7.75 | 8.60 | 17 | 121 | 56.8% | 0.56 | 0.0192 | -0.036 | 67.5 | 7.75 | 8.60 | 1 | 557 | 57.0% | -0.44 | 0.0197 | -0.037 |
| 6.65 | 7.45 | 12 | 835 | 56.1% | 0.52 | 0.0195 | -0.036 | 70 | 9.05 | 10.00 | 41 | 56.3% | -0.49 | 0.0201 | -0.037 | |
| 5.85 | 6.35 | 2 | 79 | 55.9% | 0.47 | 0.0195 | -0.037 | 72.5 | 10.85 | 11.50 | 116 | 56.8% | -0.54 | 0.0201 | -0.036 | |
| 5.15 | 5.85 | 5 | 586 | 57.5% | 0.43 | 0.0192 | -0.036 | 75 | 12.45 | 13.40 | 90 | 57.4% | -0.58 | 0.0199 | -0.036 | |
| 4.20 | 5.20 | 87 | 56.9% | 0.39 | 0.0187 | -0.035 | 77.5 | 14.25 | 15.10 | 1 | 57.2% | -0.63 | 0.0195 | -0.034 | ||
| 3.60 | 4.40 | 8 | 387 | 56.5% | 0.35 | 0.0180 | -0.034 | 80 | 16.10 | 17.00 | 54 | 57.3% | -0.67 | 0.0189 | -0.033 | |
| 3.15 | 3.90 | 32 | 396 | 57.1% | 0.31 | 0.0173 | -0.033 | 82.5 | 18.15 | 19.05 | 20 | 58.1% | -0.70 | 0.0182 | -0.031 | |
| 2.58 | 3.35 | 36 | 128 | 56.5% | 0.28 | 0.0164 | -0.032 | 85 | 19.80 | 21.00 | 56.3% | -0.74 | 0.0174 | -0.029 | ||
| 2.23 | 3.20 | 34 | 58.0% | 0.25 | 0.0154 | -0.030 | 87.5 | 21.30 | 23.15 | 53.7% | -0.77 | 0.0166 | -0.026 | |||
| 1.88 | 2.95 | 261 | 58.7% | 0.22 | 0.0144 | -0.028 | 90 | 23.45 | 25.45 | 54.2% | -0.80 | 0.0156 | -0.024 | |||
| 1.56 | 2.50 | 67 | 58.2% | 0.20 | 0.0134 | -0.026 | 92.5 | 25.65 | 27.70 | 54.1% | -0.83 | 0.0147 | -0.022 | |||
| 1.25 | 2.18 | 105 | 57.9% | 0.17 | 0.0124 | -0.024 | 95 | 27.90 | 30.00 | 4 | 54.1% | -0.85 | 0.0138 | -0.019 | ||
| 1.15 | 1.91 | 25 | 58.6% | 0.15 | 0.0114 | -0.023 | 97.5 | 30.20 | 32.20 | 52.9% | -0.88 | 0.0129 | -0.017 | |||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.