DuPont de Nemours (DD) Options Chain

NYSE: DDIndustrialsMajor ChemicalsUSD

130.00-2.48 (-1.87%)

At close: Oct 9, 4:00 PM ET · Delayed 15 min

Expiration date

Expiration: Dec 18, 2026
Days to expiration: 69
Share price: $130.00
Put/call ratio (OI): 0.64
Put/call ratio (volume): 1.53
ATM implied volatility: 36.4%
Expected move: ±$20.57
Open interest (C / P): 1.56K / 1.00K

DD options summary

The DD options chain for the December 18, 2026 expiration lists 35 call and 25 put contracts, with 69 days until expiration. Open interest stands at 1,561 calls and 1,002 puts, a put/call ratio of 0.64, which is tilted bullish, with calls outnumbering puts. At-the-money implied volatility near the $130.00 strike is 36.4%, which implies the market expects a move of about ±$20.57 (15.8%) in DuPont de Nemours stock by expiration.

The most open interest sits at the $145.00 call (337 contracts) and the $110.00 put (201 contracts).

Summary generated from market data by MetaCap's automated system. Methodology

DD options chain · December 18, 2026

DD calls and puts by strike price. Shaded cells are in the money.
Calls							Puts
OI	Vol	IV	Last	Bid	Ask	Strike	Bid	Ask	Last	IV	Vol	OI
0	1	—	23.90	29.50	34.00	20.00	—	—	—	—	—	—
—	—	—	—	—	—	25.00	0.00	1.95	0.40	225.4%	10	21
3	3	—	17.49	21.20	23.90	27.50	0.00	0.75	0.45	178.9%	1	27
—	—	—	—	—	—	30.00	0.00	0.00	0.50	50.0%	1	33
—	—	—	—	—	—	32.50	0.25	1.15	0.75	178.3%	10	22
14	4	—	15.46	12.30	14.50	35.00	0.65	2.10	0.75	194.0%	1	55
42	1	—	11.28	10.90	13.80	37.50	0.80	1.95	1.43	184.3%	1	149
26	4	—	8.35	0.00	0.00	40.00	0.00	0.00	2.20	50.0%	2	95
10	6	—	6.75	0.00	0.00	42.50	0.00	0.00	2.75	50.0%	10	179
39	3	—	5.32	0.00	0.00	45.00	0.00	0.00	4.33	50.0%	3	31
23	1	—	5.85	0.00	0.00	47.50	4.10	5.60	4.90	214.1%	10	23
88	3	—	4.16	0.00	0.00	50.00	3.80	6.20	5.20	206.6%	10	18
27	5	—	2.80	0.00	0.00	52.50	—	—	—	—	—	—
70	2	—	2.33	0.00	0.00	55.00	—	—	—	—	—	—
18	2	—	2.25	0.00	0.00	57.50	—	—	—	—	—	—
74	1	—	1.25	0.00	0.00	60.00	—	—	—	—	—	—
3	1	—	0.80	0.00	0.00	65.00	—	—	—	—	—	—
0	1	84.3%	65.90	58.50	62.80	70.00	0.00	0.75	0.50	76.2%	1	1
0	1	149.6%	0.15	60.30	63.50	75.00	0.00	0.95	0.95	71.7%	—	1
—	—	—	—	—	—	80.00	0.00	1.25	0.70	67.9%	—	1
—	—	—	—	—	—	85.00	0.00	0.95	0.05	57.4%	1	1
7	—	—	8.62	6.90	9.60	90.00	0.00	0.95	0.35	50.8%	37	40
—	—	—	—	—	—	95.00	0.00	0.75	0.17	49.2%	2	5
6	6	59.7%	37.65	29.90	32.40	100.00	—	—	—	—	—	—
—	—	—	—	—	—	105.00	0.00	1.15	1.15	40.8%	17	18
6	1	51.3%	20.76	20.40	23.50	110.00	0.40	2.00	1.42	41.0%	1	201
38	—	77.5%	25.04	23.30	26.60	115.00	0.60	3.20	3.00	41.2%	1	12
40	1	41.7%	13.06	12.30	14.90	120.00	2.00	4.10	5.20	37.6%	1	20
3	1	42.5%	11.65	8.80	12.10	125.00	3.00	5.90	5.60	36.9%	1	26
DD $130.00
124	3	36.8%	7.50	6.20	8.30	130.00	5.10	8.10	7.40	36.0%	5	5
9	1	36.4%	6.85	3.70	6.10	135.00	8.50	10.50	9.80	33.7%	1	2
54	1	35.8%	3.57	1.60	4.30	140.00	—	—	—	—	—	—
337	2	39.3%	2.67	1.05	3.70	145.00	12.60	15.40	16.27	18.0%	32	16
212	1	37.9%	1.40	0.70	2.45	150.00	—	—	—	—	—	—
39	18	36.7%	1.20	0.15	1.55	155.00	—	—	—	—	—	—
224	2	38.1%	0.75	0.00	1.20	160.00	—	—	—	—	—	—
13	2	39.5%	0.70	0.00	0.95	165.00	—	—	—	—	—	—
7	1	43.1%	0.75	0.00	0.95	170.00	—	—	—	—	—	—
5	1	44.1%	0.32	0.00	0.75	175.00	—	—	—	—	—	—
0	1	49.7%	0.22	0.00	0.95	180.00	—	—	—	—	—	—
0	2	12.5%	1.25	0.00	0.00	185.00	—	—	—	—	—	—
0	21	25.0%	0.55	0.00	0.00	200.00	—	—	—	—	—	—

In-the-money callsIn-the-money puts. IV = implied volatility, OI = open interest (contracts). Each contract covers 100 shares. Quotes delayed at least 15 minutes.

Frequently asked questions

What is the DD put/call ratio?

For the December 18, 2026 expiration, the DD put/call ratio based on open interest is 0.64 (1,002 puts vs 1,561 calls), and 1.53 based on today's volume. A ratio above 1 means more puts than calls.

What is DD's implied volatility?

At-the-money implied volatility for DD options expiring December 18, 2026 is about 36.4%, an annualized estimate of how much the market expects DuPont de Nemours stock to move.

How many DD option expiration dates are there?

DD has 9 listed expiration dates, from Oct 16, 2026 to Jan 21, 2028.

What does "in the money" mean?

A call is in the money when the strike price is below the current share price; a put is in the money when the strike is above it. In-the-money contracts have intrinsic value and are shaded in the table.