KKR option chain KKR & Co. Inc.
Cboe delayed options data · as of 21:35 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 ±26.4% (78.33–134.53) · ATM IV 39.4% · P/C open interest 2.45
| 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 | |
| 52.90 | 55.20 | 2 | 50.9% | 0.97 | 0.0016 | 0.000 | 55 | 0.3500 | 0.8500 | 7 | 49.0% | -0.03 | 0.0016 | -0.006 | ||
| 47.50 | 50.60 | 6 | 43.1% | 0.96 | 0.0022 | -0.001 | 60 | 0.7500 | 1.10 | 63 | 47.8% | -0.05 | 0.0022 | -0.008 | ||
| 43.50 | 46.20 | 1 | 1 | 45.4% | 0.94 | 0.0029 | -0.003 | 65 | 1.00 | 1.65 | 7 | 46.4% | -0.06 | 0.0030 | -0.010 | |
| 39.60 | 41.80 | 45.6% | 0.92 | 0.0038 | -0.006 | 70 | 1.60 | 2.20 | 1 | 45.3% | -0.09 | 0.0039 | -0.012 | |||
| 35.10 | 37.60 | 5 | 43.2% | 0.89 | 0.0048 | -0.009 | 75 | 2.05 | 2.95 | 14 | 43.6% | -0.11 | 0.0050 | -0.014 | ||
| 33.30 | 35.60 | 43.3% | 0.88 | 0.0054 | -0.011 | 77.5 | 2.50 | 3.40 | 41 | 43.2% | -0.13 | 0.0055 | -0.015 | |||
| 31.40 | 33.60 | 2 | 42.9% | 0.86 | 0.0059 | -0.012 | 80 | 2.80 | 3.90 | 41 | 42.4% | -0.15 | 0.0061 | -0.017 | ||
| 29.50 | 31.70 | 42.5% | 0.84 | 0.0065 | -0.014 | 82.5 | 3.40 | 4.50 | 20 | 42.3% | -0.17 | 0.0067 | -0.018 | |||
| 27.50 | 29.80 | 23 | 41.6% | 0.82 | 0.0071 | -0.015 | 85 | 3.90 | 5.10 | 29 | 41.7% | -0.19 | 0.0073 | -0.019 | ||
| 25.70 | 28.00 | 41.2% | 0.80 | 0.0076 | -0.016 | 87.5 | 4.60 | 5.80 | 4 | 41.5% | -0.21 | 0.0079 | -0.020 | |||
| 24.00 | 26.30 | 16 | 40.9% | 0.78 | 0.0082 | -0.018 | 90 | 5.20 | 6.60 | 8 | 41.1% | -0.23 | 0.0085 | -0.021 | ||
| 22.40 | 24.70 | 1 | 40.8% | 0.76 | 0.0087 | -0.019 | 92.5 | 6.00 | 7.40 | 1 | 40.8% | -0.26 | 0.0091 | -0.022 | ||
| 20.80 | 23.10 | 3 | 40.4% | 0.73 | 0.0092 | -0.020 | 95 | 6.80 | 8.30 | 5 | 40.4% | -0.28 | 0.0096 | -0.023 | ||
| 19.70 | 21.60 | 1 | 40.8% | 0.71 | 0.0097 | -0.021 | 97.5 | 7.70 | 9.20 | 13 | 40.0% | -0.31 | 0.0102 | -0.024 | ||
| 18.00 | 20.10 | 40 | 40.0% | 0.68 | 0.0101 | -0.022 | 100 | 8.70 | 10.30 | 289 | 39.9% | -0.34 | 0.0107 | -0.025 | ||
| 15.30 | 17.50 | 12 | 39.6% | 0.62 | 0.0108 | -0.024 | 105 | 10.90 | 12.50 | 231 | 39.2% | -0.39 | 0.0115 | -0.026 | ||
| 13.20 | 15.20 | 34 | 39.7% | 0.57 | 0.0114 | -0.024 | 110 | 13.40 | 15.00 | 12 | 38.7% | -0.45 | 0.0122 | -0.026 | ||
| 10.40 | 13.20 | 29 | 38.5% | 0.52 | 0.0116 | -0.025 | 115 | 16.20 | 17.80 | 3 | 38.2% | -0.51 | 0.0126 | -0.026 | ||
| 9.20 | 11.40 | 6 | 39.4% | 0.46 | 0.0116 | -0.025 | 120 | 19.10 | 21.30 | 14 | 38.1% | -0.57 | 0.0128 | -0.026 | ||
| 7.90 | 9.70 | 105 | 39.2% | 0.41 | 0.0114 | -0.024 | 125 | 22.40 | 24.50 | 37.3% | -0.63 | 0.0128 | -0.025 | |||
| 6.40 | 8.50 | 22 | 39.1% | 0.36 | 0.0111 | -0.024 | 130 | 26.30 | 28.10 | 1 | 37.3% | -0.68 | 0.0127 | -0.024 | ||
| 5.40 | 7.00 | 26 | 38.7% | 0.32 | 0.0105 | -0.022 | 135 | 29.90 | 31.90 | 1 | 36.4% | -0.73 | 0.0125 | -0.023 | ||
| 4.40 | 6.40 | 11 | 39.3% | 0.28 | 0.0099 | -0.021 | 140 | 34.00 | 36.10 | 5 | 36.2% | -0.78 | 0.0122 | -0.022 | ||
| 3.60 | 5.60 | 2 | 39.4% | 0.24 | 0.0092 | -0.020 | 145 | 38.30 | 40.60 | 2 | 36.2% | -0.83 | 0.0119 | -0.020 | ||
| 2.45 | 4.30 | 15 | 37.5% | 0.21 | 0.0085 | -0.018 | 150 | 42.80 | 45.10 | 35.8% | -0.87 | 0.0115 | -0.019 | |||
| 1.80 | 3.60 | 3 | 37.0% | 0.18 | 0.0078 | -0.017 | 155 | 47.40 | 49.50 | -0.91 | 0.0106 | -0.018 | ||||
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 — May 21, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs