KKR option chain KKR & Co. Inc.
Cboe delayed options data · as of 18:38 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 ±30.9% (60.10–113.81) · ATM IV 40.9% · P/C open interest 4.03
| 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 | |
| 43.10 | 46.00 | 50.4% | 0.96 | 0.0023 | 0.000 | 45 | 0.7000 | 1.10 | 49.9% | -0.04 | 0.0023 | -0.006 | ||||
| 40.70 | 43.80 | 48.1% | 0.95 | 0.0027 | -0.001 | 47.5 | 0.9000 | 1.30 | 48.9% | -0.05 | 0.0028 | -0.006 | ||||
| 38.60 | 41.50 | 46.9% | 0.94 | 0.0032 | -0.002 | 50 | 1.10 | 1.55 | 2 | 47.8% | -0.07 | 0.0032 | -0.007 | |||
| 34.70 | 37.40 | 47.0% | 0.92 | 0.0042 | -0.004 | 55 | 1.70 | 2.20 | 7 | 46.5% | -0.09 | 0.0043 | -0.009 | |||
| 30.70 | 32.90 | 44.0% | 0.88 | 0.0054 | -0.007 | 60 | 2.50 | 3.00 | 1 | 45.1% | -0.13 | 0.0056 | -0.011 | |||
| 26.90 | 29.50 | 43.9% | 0.84 | 0.0067 | -0.009 | 65 | 3.50 | 4.20 | 72 | 44.3% | -0.16 | 0.0069 | -0.013 | |||
| 23.50 | 24.90 | 40.8% | 0.80 | 0.0079 | -0.012 | 70 | 4.80 | 5.50 | 1 | 642 | 43.3% | -0.21 | 0.0082 | -0.015 | ||
| 20.40 | 22.50 | 2 | 42.1% | 0.75 | 0.0091 | -0.014 | 75 | 6.70 | 7.10 | 158 | 43.0% | -0.26 | 0.0096 | -0.017 | ||
| 17.40 | 19.50 | 39 | 41.2% | 0.70 | 0.0101 | -0.016 | 80 | 8.30 | 9.20 | 276 | 42.1% | -0.32 | 0.0107 | -0.018 | ||
| 16.20 | 18.20 | 41.3% | 0.67 | 0.0106 | -0.016 | 82.5 | 9.20 | 10.40 | 41.7% | -0.35 | 0.0113 | -0.019 | ||||
| 14.90 | 16.50 | 66 | 40.3% | 0.65 | 0.0110 | -0.017 | 85 | 10.40 | 11.50 | 1 | 116 | 41.4% | -0.38 | 0.0118 | -0.019 | |
| 13.80 | 15.60 | 40.8% | 0.62 | 0.0113 | -0.018 | 87.5 | 11.50 | 12.80 | 1 | 41.0% | -0.41 | 0.0122 | -0.019 | |||
| 12.20 | 14.50 | 2 | 39.9% | 0.59 | 0.0116 | -0.018 | 90 | 13.00 | 14.10 | 157 | 41.0% | -0.44 | 0.0126 | -0.020 | ||
| 11.60 | 13.40 | 204 | 40.3% | 0.56 | 0.0118 | -0.018 | 92.5 | 14.40 | 15.60 | 5 | 41.0% | -0.47 | 0.0129 | -0.020 | ||
| 10.70 | 12.40 | 29 | 40.3% | 0.53 | 0.0119 | -0.018 | 95 | 15.80 | 16.90 | 165 | 40.5% | -0.50 | 0.0132 | -0.020 | ||
| 10.10 | 11.20 | 54 | 40.2% | 0.51 | 0.0120 | -0.019 | 97.5 | 17.10 | 18.70 | 15 | 40.3% | -0.53 | 0.0134 | -0.020 | ||
| 9.10 | 10.30 | 7 | 39.7% | 0.48 | 0.0120 | -0.019 | 100 | 18.80 | 20.30 | 19 | 40.2% | -0.56 | 0.0136 | -0.020 | ||
| 7.70 | 8.80 | 1 | 39.8% | 0.43 | 0.0119 | -0.018 | 105 | 22.10 | 24.00 | 1,039 | 40.2% | -0.62 | 0.0138 | -0.019 | ||
| 6.40 | 7.60 | 27 | 39.8% | 0.38 | 0.0116 | -0.018 | 110 | 26.10 | 27.60 | 26 | 40.3% | -0.68 | 0.0138 | -0.019 | ||
| 5.30 | 6.40 | 47 | 39.5% | 0.33 | 0.0112 | -0.017 | 115 | 29.70 | 31.90 | 138 | 40.2% | -0.73 | 0.0136 | -0.018 | ||
| 4.40 | 5.50 | 43 | 39.5% | 0.29 | 0.0106 | -0.016 | 120 | 33.70 | 35.90 | 39.5% | -0.78 | 0.0132 | -0.016 | |||
| 3.60 | 4.30 | 110 | 38.7% | 0.26 | 0.0099 | -0.015 | 125 | 37.70 | 40.30 | 1 | 38.6% | -0.83 | 0.0126 | -0.015 | ||
| 3.00 | 3.90 | 48 | 39.3% | 0.22 | 0.0092 | -0.014 | 130 | 42.20 | 45.00 | 38.9% | -0.87 | 0.0121 | -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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs