KMI option chain Kinder Morgan, 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 ±4.3% (32.65–35.58) · ATM IV 27.3% · P/C open interest 0.92
| 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 | |
| 13.60 | 14.70 | 1.00 | 0.0017 | -0.003 | 20 | 0 | 0.2800 | 159.3% | -0.00 | 0.0017 | -0.003 | |||||
| 12.60 | 13.70 | 0.99 | 0.0021 | -0.003 | 21 | 0 | 0.2800 | 146.8% | -0.00 | 0.0020 | -0.003 | |||||
| 11.60 | 12.70 | 0.99 | 0.0026 | -0.003 | 22 | 0 | 0.2800 | 134.7% | -0.01 | 0.0025 | -0.003 | |||||
| 10.60 | 11.35 | 0.99 | 0.0032 | -0.003 | 23 | 0 | 0.2800 | 123.2% | -0.01 | 0.0032 | -0.003 | |||||
| 9.60 | 10.35 | 0.99 | 0.0041 | -0.004 | 24 | 0 | 0.2800 | 6 | 112.0% | -0.01 | 0.0040 | -0.003 | ||||
| 8.35 | 9.50 | 0.99 | 0.0053 | -0.004 | 25 | 0 | 0.2900 | 102.0% | -0.01 | 0.0053 | -0.004 | |||||
| 7.75 | 8.50 | 9 | 9 | 0.99 | 0.0070 | -0.004 | 26 | 0 | 0.2900 | 91.5% | -0.01 | 0.0070 | -0.004 | |||
| 6.75 | 7.45 | 31 | 31 | 0.98 | 0.0095 | -0.004 | 27 | 0 | 0.3000 | 2 | 81.8% | -0.01 | 0.0095 | -0.004 | ||
| 5.60 | 6.50 | 3 | 27 | 0.98 | 0.0135 | -0.005 | 28 | 0 | 0.3100 | 36 | 72.2% | -0.02 | 0.0135 | -0.005 | ||
| 4.85 | 6.00 | 0.98 | 0.0163 | -0.005 | 28.5 | 0 | 0.3000 | 5 | 66.7% | -0.02 | 0.0164 | -0.005 | ||||
| 4.35 | 5.35 | 2 | 0.97 | 0.0201 | -0.006 | 29 | 0 | 0.3000 | 64 | 61.7% | -0.03 | 0.0201 | -0.006 | |||
| 3.90 | 4.90 | 0.97 | 0.0251 | -0.006 | 29.5 | 0 | 0.2800 | 2 | 55.7% | -0.03 | 0.0252 | -0.006 | ||||
| 4.10 | 4.35 | 10 | 21 | 36.5% | 0.96 | 0.0320 | -0.007 | 30 | 0.0200 | 0.0500 | 223 | 37.6% | -0.04 | 0.0321 | -0.007 | |
| 3.00 | 4.00 | 0.95 | 0.0417 | -0.008 | 30.5 | 0 | 0.2300 | 43.6% | -0.05 | 0.0419 | -0.008 | |||||
| 2.56 | 3.50 | 49 | 0.93 | 0.0558 | -0.010 | 31 | 0 | 0.1400 | 1,711 | 34.4% | -0.07 | 0.0560 | -0.010 | |||
| 2.22 | 3.05 | 1 | 3 | 0.91 | 0.0759 | -0.012 | 31.5 | 0.0100 | 0.1700 | 7 | 31.9% | -0.09 | 0.0762 | -0.012 | ||
| 2.11 | 2.50 | 18 | 317 | 28.6% | 0.87 | 0.1021 | -0.016 | 32 | 0.0800 | 0.2000 | 255 | 964 | 31.1% | -0.13 | 0.1026 | -0.016 |
| 1.64 | 2.14 | 48 | 29.0% | 0.81 | 0.1320 | -0.020 | 32.5 | 0.1200 | 0.2800 | 1,007 | 1,205 | 29.5% | -0.19 | 0.1327 | -0.020 | |
| 1.40 | 1.75 | 13 | 3,214 | 32.1% | 0.74 | 0.1634 | -0.023 | 33 | 0.2400 | 0.3900 | 202 | 1,098 | 29.3% | -0.26 | 0.1643 | -0.023 |
| 0.9700 | 1.30 | 8 | 121 | 27.7% | 0.66 | 0.1936 | -0.025 | 33.5 | 0.3700 | 0.5500 | 5 | 95 | 28.7% | -0.35 | 0.1947 | -0.025 |
| 0.7000 | 0.9300 | 43 | 207 | 26.6% | 0.55 | 0.2149 | -0.026 | 34 | 0.5500 | 0.7500 | 76 | 98 | 27.9% | -0.45 | 0.2162 | -0.026 |
| 0.4500 | 0.6500 | 8 | 31 | 25.7% | 0.45 | 0.2191 | -0.026 | 34.5 | 0.7700 | 1.21 | 1 | 30.9% | -0.56 | 0.2206 | -0.026 | |
| 0.2500 | 0.4500 | 14 | 1,650 | 25.0% | 0.34 | 0.2052 | -0.023 | 35 | 0.8800 | 1.64 | 29.4% | -0.66 | 0.2070 | -0.024 | ||
| 0.1400 | 0.3100 | 2 | 35 | 25.3% | 0.24 | 0.1771 | -0.020 | 35.5 | 1.12 | 2.15 | 30.2% | -0.76 | 0.1792 | -0.020 | ||
| 0.1000 | 0.2200 | 5 | 72 | 26.8% | 0.17 | 0.1417 | -0.017 | 36 | 1.49 | 2.52 | 29.1% | -0.83 | 0.1439 | -0.017 | ||
| 0.0200 | 0.1700 | 20 | 26.7% | 0.13 | 0.1103 | -0.015 | 36.5 | 2.12 | 3.00 | 36.9% | -0.87 | 0.1124 | -0.015 | |||
| 0 | 0.2500 | 11 | 33.0% | 0.11 | 0.0882 | -0.014 | 37 | 2.35 | 3.50 | 32.5% | -0.89 | 0.0900 | -0.014 | |||
| 0 | 0.3000 | 11 | 42.8% | 0.09 | 0.0614 | -0.014 | 38 | 3.10 | 4.90 | 46.1% | -0.92 | 0.0628 | -0.014 | |||
| 0 | 0.2900 | 49.7% | 0.07 | 0.0459 | -0.014 | 39 | 4.05 | 5.90 | 51.8% | -0.93 | 0.0469 | -0.014 | ||||
| 0 | 0.2000 | 10 | 90 | 51.9% | 0.06 | 0.0359 | -0.014 | 40 | 5.15 | 6.90 | 63.0% | -0.94 | 0.0367 | -0.014 | ||
| 0 | 0.2800 | 62.5% | 0.05 | 0.0290 | -0.013 | 41 | 6.45 | 7.90 | 81.1% | -0.95 | 0.0297 | -0.014 | ||||
| 0 | 0.1000 | 1 | 1 | 56.2% | 0.05 | 0.0240 | -0.013 | 42 | 7.35 | 8.90 | 84.7% | -0.96 | 0.0246 | -0.014 | ||
| 0 | 0.2800 | 74.6% | 0.04 | 0.0202 | -0.013 | 43 | 8.10 | 9.90 | 80.6% | -0.96 | 0.0207 | -0.013 | ||||
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 — Oct 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.