KKR option chain KKR & Co. Inc.
Cboe delayed options data · as of 15:39 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 ±13.3% (75.67–98.97) · ATM IV 41.1% · P/C open interest 4.63
| 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 | |
| 40.70 | 43.60 | 2 | 1.00 | 0.0005 | 0.000 | 45 | 0 | 0.2000 | 176 | 75.9% | -0.00 | 0.0005 | -0.002 | |||
| 38.40 | 41.20 | 0.99 | 0.0007 | 0.000 | 47.5 | 0 | 0.2000 | 67 | 70.3% | -0.01 | 0.0007 | -0.003 | ||||
| 36.00 | 38.70 | 1 | 0.99 | 0.0010 | 0.000 | 50 | 0 | 0.2000 | 1,037 | 65.0% | -0.01 | 0.0010 | -0.004 | |||
| 31.00 | 33.80 | 4 | 0.98 | 0.0020 | -0.003 | 55 | 0 | 0.2500 | 86 | 57.0% | -0.02 | 0.0020 | -0.007 | |||
| 26.40 | 29.00 | 14 | 41.6% | 0.97 | 0.0037 | -0.007 | 60 | 0.0500 | 0.3500 | 533 | 51.4% | -0.03 | 0.0038 | -0.011 | ||
| 21.70 | 24.20 | 6 | 44.3% | 0.94 | 0.0065 | -0.014 | 65 | 0.2500 | 0.6000 | 134 | 49.1% | -0.06 | 0.0065 | -0.017 | ||
| 17.20 | 18.90 | 22 | 36.7% | 0.90 | 0.0106 | -0.022 | 70 | 0.6500 | 1.05 | 579 | 47.0% | -0.10 | 0.0106 | -0.025 | ||
| 13.10 | 15.20 | 27 | 42.9% | 0.83 | 0.0158 | -0.032 | 75 | 1.45 | 1.65 | 1,669 | 44.7% | -0.17 | 0.0160 | -0.034 | ||
| 11.20 | 12.90 | 12 | 40.9% | 0.79 | 0.0187 | -0.036 | 77.5 | 1.95 | 2.15 | 316 | 43.6% | -0.22 | 0.0190 | -0.038 | ||
| 9.40 | 11.10 | 22 | 40.7% | 0.73 | 0.0215 | -0.040 | 80 | 2.65 | 2.85 | 19.2K | 43.2% | -0.27 | 0.0218 | -0.042 | ||
| 7.80 | 9.00 | 9 | 38.9% | 0.68 | 0.0241 | -0.043 | 82.5 | 3.30 | 3.70 | 1,025 | 42.0% | -0.33 | 0.0244 | -0.045 | ||
| 6.60 | 8.10 | 123 | 41.9% | 0.61 | 0.0261 | -0.046 | 85 | 4.40 | 4.70 | 3,762 | 41.9% | -0.39 | 0.0266 | -0.047 | ||
| 5.70 | 6.20 | 130 | 40.9% | 0.54 | 0.0274 | -0.047 | 87.5 | 5.50 | 5.90 | 729 | 41.3% | -0.46 | 0.0279 | -0.048 | ||
| 4.50 | 5.00 | 223 | 40.2% | 0.48 | 0.0278 | -0.047 | 90 | 6.90 | 7.20 | 20.4K | 40.9% | -0.53 | 0.0284 | -0.047 | ||
| 3.50 | 4.00 | 94 | 39.7% | 0.41 | 0.0274 | -0.045 | 92.5 | 8.40 | 8.70 | 1,211 | 40.5% | -0.60 | 0.0280 | -0.046 | ||
| 2.75 | 3.20 | 473 | 39.8% | 0.35 | 0.0261 | -0.043 | 95 | 9.90 | 11.30 | 15.7K | 43.0% | -0.67 | 0.0267 | -0.043 | ||
| 2.20 | 2.45 | 2 | 224 | 39.8% | 0.29 | 0.0242 | -0.039 | 97.5 | 11.30 | 13.20 | 603 | 41.5% | -0.73 | 0.0248 | -0.039 | |
| 1.50 | 1.80 | 7 | 312 | 38.4% | 0.24 | 0.0219 | -0.035 | 100 | 13.20 | 15.20 | 952 | 41.4% | -0.78 | 0.0224 | -0.035 | |
| 0.8500 | 1.10 | 5 | 4,167 | 38.9% | 0.16 | 0.0169 | -0.028 | 105 | 18.00 | 19.70 | 14.9K | 46.1% | -0.86 | 0.0174 | -0.026 | |
| 0.5000 | 0.7500 | 8 | 2,769 | 40.4% | 0.10 | 0.0123 | -0.021 | 110 | 22.10 | 24.40 | 1,577 | 45.8% | -0.92 | 0.0136 | -0.020 | |
| 0.2500 | 0.3500 | 2 | 277 | 39.3% | 0.07 | 0.0087 | -0.015 | 115 | 26.70 | 29.20 | 467 | 46.8% | -0.96 | 0.0112 | -0.016 | |
| 0.1500 | 0.3500 | 882 | 42.6% | 0.04 | 0.0060 | -0.011 | 120 | 31.70 | 34.30 | 239 | 53.3% | -0.99 | 0.0060 | -0.013 | ||
| 0 | 0.3000 | 4,172 | 43.2% | 0.03 | 0.0042 | -0.008 | 125 | 36.70 | 39.20 | 3 | 57.5% | -1.00 | 0.0007 | -0.012 | ||
| 0 | 0.2500 | 1,468 | 45.9% | 0.02 | 0.0029 | -0.006 | 130 | 41.70 | 44.20 | 62.4% | -1.00 | 0.0000 | -0.012 | |||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs