DOCU option chain DocuSign, Inc.
Cboe delayed options data · as of 06:36 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 ±38.6% (47.05–106.15) · ATM IV 51.3% · P/C open interest 1.67
| 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 | |
| 38.00 | 42.20 | 63.5% | 0.93 | 0.0030 | -0.003 | 40 | 1.25 | 1.94 | 107 | 59.1% | -0.07 | 0.0030 | -0.008 | |||
| 35.95 | 40.15 | 1 | 62.0% | 0.92 | 0.0034 | -0.004 | 42.5 | 1.43 | 2.33 | 326 | 57.5% | -0.08 | 0.0035 | -0.009 | ||
| 34.05 | 38.20 | 1 | 61.2% | 0.90 | 0.0040 | -0.006 | 45 | 1.86 | 2.82 | 94 | 57.2% | -0.10 | 0.0041 | -0.011 | ||
| 32.20 | 35.50 | 57.6% | 0.89 | 0.0045 | -0.007 | 47.5 | 2.55 | 3.35 | 2 | 57.5% | -0.11 | 0.0046 | -0.012 | |||
| 30.20 | 34.35 | 1 | 58.7% | 0.87 | 0.0050 | -0.009 | 50 | 3.20 | 3.95 | 13 | 57.3% | -0.13 | 0.0052 | -0.013 | ||
| 28.40 | 32.55 | 57.9% | 0.85 | 0.0056 | -0.010 | 52.5 | 3.50 | 4.65 | 2 | 56.0% | -0.15 | 0.0057 | -0.014 | |||
| 28.25 | 29.40 | 3 | 6 | 57.6% | 0.83 | 0.0061 | -0.011 | 55 | 2.88 | 5.30 | 51.8% | -0.17 | 0.0063 | -0.015 | ||
| 25.00 | 28.65 | 55.3% | 0.81 | 0.0066 | -0.013 | 57.5 | 4.20 | 6.15 | 2 | 53.3% | -0.19 | 0.0069 | -0.016 | |||
| 23.50 | 27.05 | 4 | 55.0% | 0.79 | 0.0071 | -0.014 | 60 | 4.40 | 8.00 | 53.9% | -0.21 | 0.0074 | -0.017 | |||
| 21.95 | 25.90 | 3 | 55.3% | 0.77 | 0.0076 | -0.015 | 62.5 | 5.65 | 8.20 | 4 | 52.8% | -0.24 | 0.0080 | -0.018 | ||
| 20.55 | 23.10 | 35 | 52.1% | 0.74 | 0.0081 | -0.016 | 65 | 6.20 | 9.95 | 5 | 53.3% | -0.26 | 0.0085 | -0.019 | ||
| 20.00 | 21.60 | 5 | 53.3% | 0.72 | 0.0085 | -0.017 | 67.5 | 8.55 | 10.10 | 5 | 53.8% | -0.29 | 0.0090 | -0.019 | ||
| 17.90 | 21.25 | 5 | 53.3% | 0.69 | 0.0089 | -0.018 | 70 | 8.30 | 11.70 | 51.8% | -0.31 | 0.0094 | -0.020 | |||
| 16.40 | 20.10 | 1 | 52.7% | 0.67 | 0.0093 | -0.018 | 72.5 | 10.65 | 12.45 | 52.9% | -0.34 | 0.0099 | -0.021 | |||
| 15.75 | 19.40 | 13 | 54.3% | 0.64 | 0.0096 | -0.019 | 75 | 11.75 | 13.95 | 52.8% | -0.36 | 0.0102 | -0.021 | |||
| 14.70 | 16.70 | 1 | 10 | 51.3% | 0.62 | 0.0099 | -0.020 | 77.5 | 12.35 | 15.35 | 2 | 51.4% | -0.39 | 0.0106 | -0.021 | |
| 14.10 | 15.65 | 48 | 51.8% | 0.60 | 0.0101 | -0.020 | 80 | 13.60 | 16.60 | 50.7% | -0.42 | 0.0109 | -0.022 | |||
| 11.30 | 15.00 | 23 | 52.1% | 0.55 | 0.0104 | -0.021 | 85 | 17.70 | 19.60 | 52.3% | -0.47 | 0.0114 | -0.022 | |||
| 10.40 | 11.80 | 22 | 50.5% | 0.50 | 0.0106 | -0.021 | 90 | 19.30 | 23.05 | 49.5% | -0.52 | 0.0117 | -0.022 | |||
| 8.90 | 11.25 | 109 | 51.8% | 0.45 | 0.0106 | -0.021 | 95 | 22.70 | 27.00 | 49.9% | -0.57 | 0.0119 | -0.021 | |||
| 7.90 | 8.90 | 6 | 49 | 50.3% | 0.41 | 0.0104 | -0.020 | 100 | 26.40 | 30.70 | 49.8% | -0.62 | 0.0120 | -0.021 | ||
| 6.85 | 7.90 | 26 | 98 | 50.4% | 0.37 | 0.0102 | -0.020 | 105 | 30.40 | 33.90 | 48.5% | -0.67 | 0.0119 | -0.020 | ||
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