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 ±21.1% (68.92–105.72) · ATM IV 41.2% · P/C open interest 1.84
| 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 | |
| 41.60 | 44.30 | 1 | 44.5% | 0.98 | 0.0015 | -0.000 | 45 | 0.0500 | 0.3500 | 20 | 53.8% | -0.02 | 0.0015 | -0.005 | ||
| 39.10 | 41.90 | 1 | 41.3% | 0.98 | 0.0019 | -0.002 | 47.5 | 0.1500 | 0.4500 | 19 | 53.6% | -0.03 | 0.0019 | -0.006 | ||
| 37.00 | 39.50 | 7 | 48.3% | 0.97 | 0.0024 | -0.003 | 50 | 0.2000 | 0.5000 | 395 | 51.2% | -0.03 | 0.0024 | -0.007 | ||
| 32.20 | 34.90 | 1 | 46.2% | 0.95 | 0.0037 | -0.006 | 55 | 0.4500 | 0.8000 | 16 | 49.4% | -0.05 | 0.0038 | -0.010 | ||
| 27.80 | 30.40 | 2 | 46.0% | 0.92 | 0.0054 | -0.010 | 60 | 0.7500 | 1.20 | 123 | 46.7% | -0.08 | 0.0055 | -0.013 | ||
| 23.50 | 26.00 | 44.2% | 0.88 | 0.0076 | -0.014 | 65 | 1.35 | 1.85 | 3 | 8 | 45.4% | -0.12 | 0.0077 | -0.017 | ||
| 19.40 | 22.00 | 14 | 43.0% | 0.83 | 0.0100 | -0.018 | 70 | 2.25 | 2.70 | 3 | 882 | 44.0% | -0.17 | 0.0102 | -0.021 | |
| 16.00 | 18.00 | 42.1% | 0.77 | 0.0125 | -0.022 | 75 | 3.50 | 4.00 | 209 | 43.2% | -0.23 | 0.0127 | -0.024 | |||
| 14.30 | 16.30 | 41.7% | 0.74 | 0.0137 | -0.024 | 77.5 | 4.10 | 4.90 | 438 | 42.7% | -0.27 | 0.0140 | -0.026 | |||
| 12.70 | 14.40 | 301 | 40.6% | 0.70 | 0.0148 | -0.026 | 80 | 5.10 | 5.80 | 706 | 42.7% | -0.31 | 0.0151 | -0.027 | ||
| 12.10 | 13.00 | 18 | 42.6% | 0.66 | 0.0157 | -0.027 | 82.5 | 5.90 | 6.80 | 195 | 41.9% | -0.35 | 0.0162 | -0.028 | ||
| 10.60 | 11.60 | 46 | 41.9% | 0.62 | 0.0165 | -0.028 | 85 | 7.20 | 7.90 | 2,361 | 42.0% | -0.39 | 0.0170 | -0.029 | ||
| 9.10 | 10.30 | 361 | 41.0% | 0.57 | 0.0171 | -0.029 | 87.5 | 8.40 | 9.00 | 204 | 41.4% | -0.43 | 0.0177 | -0.030 | ||
| 8.40 | 9.10 | 393 | 41.6% | 0.53 | 0.0175 | -0.029 | 90 | 9.70 | 10.40 | 557 | 41.3% | -0.48 | 0.0182 | -0.030 | ||
| 7.20 | 7.70 | 208 | 40.3% | 0.49 | 0.0177 | -0.029 | 92.5 | 11.10 | 12.00 | 274 | 41.4% | -0.52 | 0.0185 | -0.030 | ||
| 6.40 | 6.80 | 421 | 40.5% | 0.45 | 0.0176 | -0.029 | 95 | 12.60 | 13.70 | 266 | 41.4% | -0.57 | 0.0186 | -0.030 | ||
| 5.50 | 6.30 | 95 | 41.0% | 0.41 | 0.0174 | -0.028 | 97.5 | 14.30 | 15.50 | 479 | 41.7% | -0.61 | 0.0185 | -0.029 | ||
| 4.30 | 5.50 | 1 | 474 | 39.7% | 0.37 | 0.0169 | -0.027 | 100 | 16.00 | 17.10 | 5,927 | 41.2% | -0.65 | 0.0182 | -0.028 | |
| 3.20 | 4.20 | 607 | 39.7% | 0.30 | 0.0156 | -0.025 | 105 | 19.70 | 21.20 | 231 | 41.8% | -0.73 | 0.0170 | -0.026 | ||
| 2.40 | 3.20 | 1 | 474 | 40.0% | 0.24 | 0.0139 | -0.022 | 110 | 23.00 | 25.50 | 127 | 40.1% | -0.79 | 0.0154 | -0.023 | |
| 1.70 | 2.00 | 321 | 38.5% | 0.19 | 0.0121 | -0.020 | 115 | 27.40 | 29.90 | 13 | 40.5% | -0.85 | 0.0135 | -0.019 | ||
| 1.20 | 1.80 | 783 | 39.8% | 0.15 | 0.0104 | -0.017 | 120 | 32.00 | 34.60 | 5 | 41.7% | -0.89 | 0.0119 | -0.016 | ||
| 0.8500 | 1.40 | 2,147 | 40.0% | 0.12 | 0.0088 | -0.015 | 125 | 36.70 | 39.40 | 42.8% | -0.93 | 0.0112 | -0.014 | |||
| 0.6000 | 1.10 | 262 | 40.4% | 0.10 | 0.0074 | -0.013 | 130 | 41.60 | 44.50 | 1 | 46.3% | -0.96 | 0.0103 | -0.015 | ||
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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs