1. Check any other holes created by the drill. If all have the same problem, check the Tool Length Offset.
2. Make sure the Tool Length Offset is correctly entered in the offset table and is made active by the G code in the Program.
3. Be sure the Drill collet holdes the Drill securely.
4. If other holes created by the Drill are correct, edit the Z axis coordinate that creates the hole if allowed by shop practice.