Domino's Pizza, Inc. (DPZ)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 00:36 UTC · Figures derived from the full chain (818 contracts, 9 expirations) · IV own-history percentile appears after 60 recorded days (29 so far)
Expected move · Nov 20, 2026 (32 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±7.7% (range 283.04–330.24) by Nov 20, 2026. ATM straddle: 23.60 @ strike 310 · ATM IV: 32.1%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 275.98 | -10% | 85.6% | 14.4% |
| 291.31 | -5% | 68.9% | 31.1% |
| 306.64 | +0% | 48.1% | 51.9% |
| 321.97 | +5% | 28.8% | 71.2% |
| 337.30 | +10% | 14.7% | 85.3% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Nov 20, 2026 | 32 | ±7.7% | 32.1% | 3,179 |
| Dec 18, 2026 | 60 | ±11.1% | 33.7% | 7,293 |
| Jan 15, 2027 | 88 | ±12.3% | 31.2% | 8,050 |
| Mar 19, 2027 | 151 | ±17.3% | 33.6% | 1,963 |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 270 P · 711280 P · 681260 P · 674330 C · 516290 P · 502
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 43 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 60.5% of the time.
Past earnings reactions
Avg |reaction| 5.1% · median 4.0% (21 reports). Two-session close-to-close window; definition
About Domino's Pizza, Inc.
Domino's Pizza, Inc. operates as a leading international and domestic purveyor of pizza, managing its extensive operations through three distinct segments: U.S. Stores, International Franchise, and Supply Chain. The company is primarily recognized for its Domino's-branded pizzas, which are distributed via a vast network of both corporate-owned and independently franchised outlets. Beyond its flagship product, the menu also encompasses a variety of other offerings, including oven-baked sandwiches, pasta dishes, boneless and winged chicken, various bread and dip accompaniments, desserts, and soft drink beverages. As of January 2, 2022, the enterprise boasted approximately 18,800 locations spanning 90 global markets. Established in 1960, Domino's Pizza, Inc. is headquartered in Ann Arbor, Michigan.
Consumer Cyclical · Restaurants · NASDAQ · Profile: Financial Modeling Prep
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