Digital Realty (DLR) Options Chain

NYSE: DLRReal EstateReal Estate Investment TrustsUSD

178.76+2.69 (+1.53%)

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

Expiration date

Expiration: Jan 21, 2028
Days to expiration: 468
Share price: $178.76
Put/call ratio (OI): 1.31
Put/call ratio (volume): 1.84
ATM implied volatility: 31.3%
Expected move: ±$63.34
Open interest (C / P): 864 / 1.13K

DLR options summary

The DLR options chain for the January 21, 2028 expiration lists 34 call and 28 put contracts, with 468 days until expiration. Open interest stands at 864 calls and 1,128 puts, a put/call ratio of 1.31, which is more bearish, with puts outnumbering calls. At-the-money implied volatility near the $180.00 strike is 31.3%, which implies the market expects a move of about ±$63.34 (35.4%) in Digital Realty stock by expiration.

The most open interest sits at the $250.00 call (265 contracts) and the $160.00 put (568 contracts).

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

DLR options chain · January 21, 2028

DLR 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
2	5	54.4%	98.60	97.50	102.00	80.00	0.40	1.55	1.25	45.6%	1	61
—	—	—	—	—	—	85.00	0.05	3.20	1.40	50.8%	2	9
0	—	—	69.93	72.50	76.50	90.00	0.05	3.30	1.65	47.9%	2	23
2	—	68.8%	101.71	93.00	97.50	95.00	0.00	0.00	2.20	12.5%	5	0
16	2	46.6%	76.19	79.50	83.50	100.00	0.55	3.60	3.60	42.9%	1	126
0	—	—	92.00	0.00	0.00	105.00	—	—	—	—	—	—
12	—	44.6%	75.51	70.50	75.00	110.00	0.00	0.00	7.00	6.3%	1	0
5	—	—	67.50	50.50	54.60	115.00	1.80	4.80	4.30	37.9%	1	6
0	1	—	82.00	0.00	0.00	120.00	2.45	5.30	4.60	36.4%	2	12
2	1	41.1%	69.60	58.00	62.50	125.00	0.00	0.00	4.95	6.3%	1	0
2	1	51.9%	61.64	63.50	66.50	130.00	3.80	7.10	6.55	34.9%	1	5
3	1	38.9%	60.22	50.50	54.50	135.00	4.60	7.50	6.70	32.9%	8	9
4	3	51.4%	72.77	55.60	59.00	140.00	9.00	12.70	9.45	39.2%	1	1
7	3	37.8%	55.82	43.00	47.50	145.00	13.00	17.50	17.90	43.7%	1	2
33	1	37.0%	44.20	39.50	44.00	150.00	7.50	11.90	10.70	31.9%	1	23
5	2	36.8%	41.60	36.50	41.00	155.00	9.00	13.00	11.22	30.6%	1	3
17	10	35.6%	35.55	33.10	37.50	160.00	11.20	15.00	13.00	30.5%	110	568
6	2	33.7%	37.08	30.50	33.50	165.00	14.20	17.00	16.70	30.1%	1	4
17	1	33.9%	28.50	27.50	31.20	170.00	19.50	23.20	20.70	34.9%	2	2
15	3	33.4%	27.20	25.00	28.50	175.00	0.00	0.00	16.52	0.4%	25	0
DLR $178.76
61	1	34.2%	25.85	22.50	27.00	180.00	19.00	23.50	21.91	28.3%	1	7
19	5	41.5%	35.87	27.00	30.80	185.00	22.00	26.00	25.90	27.8%	2	4
7	1	33.5%	23.00	18.30	22.50	190.00	24.90	28.20	24.16	26.7%	5	109
10	5	32.4%	16.90	16.00	19.90	195.00	28.00	31.10	30.50	26.2%	2	75
56	1	32.1%	13.51	14.50	18.00	200.00	30.60	34.40	31.10	26.0%	1	47
45	5	31.3%	12.97	12.20	14.50	210.00	33.50	37.00	41.72	19.5%	28	14
103	2	32.5%	13.50	8.50	13.00	220.00	40.00	44.00	33.40	17.1%	2	12
117	36	31.1%	14.36	7.60	9.90	230.00	0.00	0.00	53.24	—	—	0
3	1	31.3%	7.25	4.50	8.30	240.00	—	—	—	—	—	—
265	15	31.5%	5.59	3.90	7.00	250.00	63.70	67.00	55.30	—	2	6
0	1	6.3%	9.25	0.00	0.00	260.00	—	—	—	—	—	—
2	3	32.5%	4.13	2.10	5.30	270.00	—	—	—	—	—	—
5	—	38.9%	9.86	4.50	7.80	280.00	—	—	—	—	—	—
3	1	33.3%	2.08	1.05	4.00	290.00	—	—	—	—	—	—
20	1	35.0%	4.50	1.50	4.10	300.00	—	—	—	—	—	—

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 DLR put/call ratio?

For the January 21, 2028 expiration, the DLR put/call ratio based on open interest is 1.31 (1,128 puts vs 864 calls), and 1.84 based on today's volume. A ratio above 1 means more puts than calls.

What is DLR's implied volatility?

At-the-money implied volatility for DLR options expiring January 21, 2028 is about 31.3%, an annualized estimate of how much the market expects Digital Realty stock to move.

How many DLR option expiration dates are there?

DLR has 14 listed expiration dates, from Oct 16, 2026 to Jan 19, 2029.

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.