KKR option chain KKR & Co. Inc.
Cboe delayed options data · as of 06:35 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 ±36.7% (67.38–145.48) · ATM IV 39.7% · 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 | |
| 54.40 | 58.00 | 6 | 44.4% | 0.95 | 0.0020 | 0.000 | 55 | 1.55 | 3.10 | 213 | 50.3% | -0.06 | 0.0020 | -0.006 | ||
| 51.00 | 54.00 | 54 | 46.1% | 0.93 | 0.0025 | -0.002 | 60 | 2.00 | 2.80 | 138 | 45.7% | -0.08 | 0.0026 | -0.008 | ||
| 47.20 | 49.80 | 21 | 44.8% | 0.91 | 0.0030 | -0.004 | 65 | 2.80 | 3.60 | 376 | 44.9% | -0.10 | 0.0031 | -0.009 | ||
| 43.60 | 46.00 | 66 | 44.3% | 0.89 | 0.0036 | -0.005 | 70 | 3.50 | 4.50 | 82 | 753 | 43.5% | -0.12 | 0.0038 | -0.011 | |
| 40.00 | 42.40 | 281 | 43.6% | 0.86 | 0.0042 | -0.007 | 75 | 4.10 | 5.60 | 546 | 42.0% | -0.15 | 0.0044 | -0.012 | ||
| 37.70 | 40.60 | 1 | 42.2% | 0.85 | 0.0046 | -0.008 | 77.5 | 4.80 | 6.20 | 15 | 41.8% | -0.16 | 0.0048 | -0.013 | ||
| 35.00 | 38.80 | 133 | 40.2% | 0.84 | 0.0049 | -0.009 | 80 | 5.60 | 6.80 | 538 | 41.6% | -0.18 | 0.0051 | -0.013 | ||
| 34.30 | 37.20 | 5 | 41.5% | 0.82 | 0.0052 | -0.010 | 82.5 | 6.20 | 7.60 | 256 | 41.3% | -0.20 | 0.0055 | -0.014 | ||
| 31.50 | 35.70 | 128 | 39.7% | 0.80 | 0.0055 | -0.011 | 85 | 7.10 | 8.30 | 1,188 | 41.1% | -0.21 | 0.0058 | -0.015 | ||
| 30.80 | 34.10 | 21 | 40.6% | 0.79 | 0.0058 | -0.011 | 87.5 | 8.00 | 9.10 | 101 | 41.0% | -0.23 | 0.0062 | -0.015 | ||
| 28.50 | 32.50 | 141 | 39.2% | 0.77 | 0.0061 | -0.012 | 90 | 8.40 | 10.10 | 2 | 3,855 | 40.3% | -0.25 | 0.0065 | -0.016 | |
| 28.80 | 30.90 | 9 | 41.1% | 0.75 | 0.0063 | -0.013 | 92.5 | 9.40 | 10.90 | 351 | 40.0% | -0.27 | 0.0068 | -0.016 | ||
| 27.50 | 29.60 | 505 | 41.1% | 0.74 | 0.0066 | -0.013 | 95 | 10.10 | 12.20 | 676 | 39.8% | -0.29 | 0.0071 | -0.017 | ||
| 26.10 | 28.00 | 10 | 40.6% | 0.72 | 0.0068 | -0.014 | 97.5 | 11.90 | 12.90 | 16 | 40.1% | -0.31 | 0.0074 | -0.017 | ||
| 24.70 | 26.90 | 1 | 1,019 | 40.5% | 0.70 | 0.0071 | -0.015 | 100 | 12.80 | 14.10 | 1 | 649 | 39.9% | -0.33 | 0.0077 | -0.018 |
| 22.30 | 23.80 | 4 | 115 | 39.5% | 0.66 | 0.0075 | -0.015 | 105 | 15.30 | 16.70 | 78 | 39.9% | -0.37 | 0.0083 | -0.018 | |
| 20.00 | 21.00 | 5 | 518 | 38.6% | 0.62 | 0.0078 | -0.016 | 110 | 16.50 | 19.10 | 1 | 255 | 38.0% | -0.41 | 0.0088 | -0.019 |
| 18.00 | 20.20 | 48 | 39.8% | 0.59 | 0.0081 | -0.017 | 115 | 20.30 | 22.20 | 1,061 | 39.1% | -0.46 | 0.0092 | -0.019 | ||
| 14.50 | 17.70 | 594 | 37.3% | 0.55 | 0.0083 | -0.017 | 120 | 23.30 | 24.90 | 4,821 | 38.5% | -0.50 | 0.0096 | -0.019 | ||
| 12.50 | 15.80 | 3 | 59 | 36.6% | 0.51 | 0.0084 | -0.017 | 125 | 26.00 | 28.50 | 35 | 38.2% | -0.54 | 0.0099 | -0.019 | |
| 11.00 | 14.40 | 1 | 1,852 | 36.7% | 0.48 | 0.0084 | -0.017 | 130 | 29.70 | 31.70 | 342 | 38.1% | -0.59 | 0.0101 | -0.019 | |
| 9.60 | 12.80 | 42 | 36.3% | 0.44 | 0.0083 | -0.017 | 135 | 33.20 | 35.10 | 11 | 37.6% | -0.63 | 0.0103 | -0.019 | ||
| 8.50 | 12.20 | 1 | 574 | 37.0% | 0.41 | 0.0082 | -0.017 | 140 | 36.90 | 38.80 | 3 | 37.3% | -0.67 | 0.0104 | -0.018 | |
| 7.20 | 10.90 | 42 | 36.6% | 0.38 | 0.0081 | -0.017 | 145 | 40.80 | 42.90 | 78 | 37.3% | -0.71 | 0.0105 | -0.018 | ||
| 7.10 | 9.80 | 3,397 | 37.4% | 0.35 | 0.0079 | -0.016 | 150 | 44.70 | 46.90 | 9 | 36.7% | -0.75 | 0.0107 | -0.018 | ||
| 5.40 | 8.80 | 22 | 36.3% | 0.32 | 0.0076 | -0.016 | 155 | 49.10 | 51.20 | 5 | 36.9% | -0.79 | 0.0107 | -0.017 | ||
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.
callsputs