KKR option chain KKR & Co. Inc.
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 ±36.1% (55.55–118.36) · ATM IV 41.1% · P/C open interest 1.41
| 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 | |
| 44.30 | 46.60 | 18 | 49.0% | 0.95 | 0.0024 | -0.001 | 45 | 1.15 | 1.65 | 42 | 48.1% | -0.06 | 0.0025 | -0.006 | ||
| 42.20 | 44.90 | 2 | 49.5% | 0.94 | 0.0028 | -0.001 | 47.5 | 1.45 | 1.85 | 18 | 47.1% | -0.07 | 0.0029 | -0.006 | ||
| 40.10 | 42.60 | 102 | 47.4% | 0.92 | 0.0032 | -0.002 | 50 | 1.75 | 2.30 | 48 | 46.8% | -0.08 | 0.0033 | -0.007 | ||
| 36.30 | 39.00 | 6 | 47.2% | 0.90 | 0.0041 | -0.004 | 55 | 2.60 | 3.20 | 215 | 46.0% | -0.11 | 0.0043 | -0.009 | ||
| 32.40 | 35.30 | 54 | 45.6% | 0.87 | 0.0050 | -0.006 | 60 | 3.20 | 4.20 | 144 | 44.0% | -0.14 | 0.0053 | -0.010 | ||
| 29.20 | 31.50 | 33 | 44.5% | 0.83 | 0.0060 | -0.008 | 65 | 5.00 | 5.30 | 284 | 44.0% | -0.18 | 0.0063 | -0.012 | ||
| 26.10 | 28.40 | 68 | 44.2% | 0.79 | 0.0069 | -0.010 | 70 | 6.50 | 6.90 | 6 | 757 | 43.4% | -0.22 | 0.0073 | -0.013 | |
| 23.00 | 24.80 | 170 | 305 | 42.3% | 0.75 | 0.0078 | -0.012 | 75 | 8.30 | 8.70 | 564 | 42.8% | -0.27 | 0.0083 | -0.014 | |
| 21.50 | 23.70 | 2 | 42.4% | 0.73 | 0.0082 | -0.012 | 77.5 | 9.30 | 9.60 | 40 | 42.4% | -0.29 | 0.0088 | -0.015 | ||
| 20.20 | 22.30 | 121 | 42.1% | 0.70 | 0.0085 | -0.013 | 80 | 10.40 | 10.80 | 988 | 42.5% | -0.31 | 0.0092 | -0.015 | ||
| 18.90 | 21.00 | 5 | 41.8% | 0.68 | 0.0089 | -0.013 | 82.5 | 11.40 | 11.80 | 291 | 41.9% | -0.34 | 0.0096 | -0.016 | ||
| 17.70 | 19.30 | 123 | 40.9% | 0.66 | 0.0092 | -0.014 | 85 | 12.10 | 13.10 | 1,201 | 41.1% | -0.36 | 0.0100 | -0.016 | ||
| 16.90 | 18.10 | 21 | 41.2% | 0.63 | 0.0094 | -0.014 | 87.5 | 13.40 | 14.40 | 96 | 41.0% | -0.39 | 0.0104 | -0.017 | ||
| 15.50 | 17.30 | 638 | 41.0% | 0.61 | 0.0097 | -0.015 | 90 | 14.70 | 15.50 | 1 | 4,615 | 40.5% | -0.42 | 0.0107 | -0.017 | |
| 14.40 | 16.20 | 10 | 40.6% | 0.59 | 0.0099 | -0.015 | 92.5 | 16.10 | 17.20 | 353 | 40.7% | -0.44 | 0.0110 | -0.017 | ||
| 13.50 | 15.20 | 487 | 40.6% | 0.56 | 0.0100 | -0.015 | 95 | 17.50 | 18.70 | 677 | 40.6% | -0.47 | 0.0113 | -0.017 | ||
| 12.60 | 14.30 | 18 | 40.5% | 0.54 | 0.0101 | -0.015 | 97.5 | 19.00 | 20.10 | 97 | 40.2% | -0.50 | 0.0115 | -0.017 | ||
| 12.00 | 13.00 | 6 | 981 | 40.1% | 0.52 | 0.0102 | -0.015 | 100 | 20.60 | 21.80 | 700 | 40.3% | -0.52 | 0.0118 | -0.017 | |
| 10.20 | 11.70 | 5 | 657 | 40.0% | 0.47 | 0.0103 | -0.016 | 105 | 23.60 | 25.20 | 722 | 39.6% | -0.57 | 0.0121 | -0.017 | |
| 9.10 | 9.90 | 1 | 562 | 39.7% | 0.43 | 0.0102 | -0.015 | 110 | 27.00 | 29.00 | 280 | 39.5% | -0.63 | 0.0124 | -0.017 | |
| 7.90 | 8.70 | 573 | 39.6% | 0.39 | 0.0100 | -0.015 | 115 | 30.80 | 32.70 | 1,625 | 39.2% | -0.68 | 0.0125 | -0.016 | ||
| 6.80 | 7.70 | 609 | 39.6% | 0.35 | 0.0097 | -0.015 | 120 | 34.70 | 36.90 | 4,885 | 39.3% | -0.72 | 0.0126 | -0.016 | ||
| 5.60 | 6.80 | 157 | 39.1% | 0.32 | 0.0094 | -0.014 | 125 | 38.90 | 40.90 | 64 | 38.9% | -0.77 | 0.0124 | -0.015 | ||
| 5.00 | 5.90 | 1,880 | 39.2% | 0.29 | 0.0090 | -0.013 | 130 | 42.90 | 45.50 | 367 | 38.6% | -0.81 | 0.0121 | -0.014 | ||
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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.