KMI option chain Kinder Morgan, Inc.
Cboe delayed options data · as of 12:35 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 ±1.8% (31.44–32.58) · ATM IV 29.9% · P/C open interest 0.35
| 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 | |
| 11.35 | 12.15 | 1.00 | 0.0002 | 0.000 | 20 | 0 | 0.2400 | 277.5% | -0.00 | 0.0002 | -0.000 | |||||
| 9.35 | 10.30 | 2 | 1.00 | 0.0005 | 0.000 | 22 | 0 | 0.2400 | 226.4% | -0.00 | 0.0005 | -0.000 | ||||
| 8.35 | 9.60 | 1.00 | 0.0007 | 0.000 | 23 | 0 | 0.2400 | 202.4% | -0.00 | 0.0007 | -0.001 | |||||
| 7.35 | 8.20 | 1.00 | 0.0010 | 0.000 | 24 | 0 | 0.2400 | 179.2% | -0.00 | 0.0010 | -0.001 | |||||
| 6.40 | 7.45 | 1 | 1.00 | 0.0014 | 0.000 | 25 | 0 | 0.0500 | 25 | 156.6% | -0.00 | 0.0014 | -0.001 | |||
| 5.35 | 6.40 | 3 | 1.00 | 0.0023 | -0.000 | 26 | 0 | 0.2400 | 134.7% | -0.00 | 0.0023 | -0.001 | ||||
| 4.35 | 5.25 | 2 | 2 | 1.00 | 0.0039 | -0.001 | 27 | 0 | 0.0400 | 113.3% | -0.00 | 0.0039 | -0.001 | |||
| 3.75 | 4.40 | 2 | 3 | 121.8% | 1.00 | 0.0073 | -0.001 | 28 | 0 | 0.0400 | 32 | 92.2% | -0.00 | 0.0073 | -0.002 | |
| 3.35 | 3.65 | 17 | 9 | 72.4% | 0.99 | 0.0104 | -0.002 | 28.5 | 0 | 0.0400 | 126 | 81.7% | -0.01 | 0.0104 | -0.002 | |
| 2.85 | 3.15 | 2 | 14 | 62.6% | 0.99 | 0.0155 | -0.003 | 29 | 0 | 0.0400 | 140 | 71.3% | -0.01 | 0.0156 | -0.003 | |
| 2.35 | 2.63 | 19 | 30 | 0.99 | 0.0244 | -0.004 | 29.5 | 0 | 0.0100 | 7 | 49.0% | -0.01 | 0.0245 | -0.004 | ||
| 1.86 | 2.14 | 20 | 37 | 43.1% | 0.98 | 0.0420 | -0.005 | 30 | 0 | 0.0100 | 1 | 182 | 40.1% | -0.02 | 0.0421 | -0.005 |
| 1.37 | 1.64 | 7 | 19 | 36.3% | 0.97 | 0.0863 | -0.009 | 30.5 | 0 | 0.0100 | 18 | 68 | 31.0% | -0.03 | 0.0866 | -0.009 |
| 0.8900 | 1.14 | 27 | 114 | 29.3% | 0.91 | 0.2105 | -0.023 | 31 | 0.0100 | 0.0800 | 162 | 372 | 35.0% | -0.09 | 0.2118 | -0.024 |
| 0.5100 | 0.6900 | 62 | 463 | 30.7% | 0.77 | 0.4415 | -0.055 | 31.5 | 0.0800 | 0.1600 | 293 | 811 | 33.0% | -0.24 | 0.4459 | -0.056 |
| 0.2200 | 0.3100 | 127 | 1,165 | 28.3% | 0.50 | 0.5805 | -0.079 | 32 | 0.2500 | 0.3600 | 91 | 282 | 31.6% | -0.50 | 0.5908 | -0.080 |
| 0.0800 | 0.1100 | 192 | 541 | 29.0% | 0.25 | 0.4368 | -0.060 | 32.5 | 0.4900 | 0.7300 | 4 | 62 | 29.4% | -0.76 | 0.4431 | -0.061 |
| 0.0100 | 0.0500 | 14 | 397 | 30.8% | 0.11 | 0.2340 | -0.031 | 33 | 0.9000 | 1.19 | 5 | 23 | 30.3% | -0.90 | 0.2359 | -0.030 |
| 0.0100 | 0.0500 | 12 | 57 | 41.5% | 0.05 | 0.1203 | -0.017 | 33.5 | 1.38 | 1.67 | 19 | 26 | -0.95 | 0.1201 | -0.016 | |
| 0 | 0.0400 | 3,374 | 47.5% | 0.03 | 0.0693 | -0.012 | 34 | 1.88 | 2.17 | 2 | -0.97 | 0.0677 | -0.011 | |||
| 0 | 0.0400 | 1 | 56.5% | 0.02 | 0.0434 | -0.008 | 34.5 | 2.41 | 2.67 | 10 | 2 | 57.4% | -0.98 | 0.0412 | -0.008 | |
| 0 | 0.0100 | 14 | 53.0% | 0.01 | 0.0287 | -0.006 | 35 | 2.88 | 3.20 | 4 | 66.1% | -0.99 | 0.0261 | -0.006 | ||
| 0 | 0.0400 | 5 | 73.5% | 0.01 | 0.0200 | -0.005 | 35.5 | 3.35 | 3.70 | 3 | -0.99 | 0.0173 | -0.005 | |||
| 0 | 0.0400 | 11 | 81.6% | 0.01 | 0.0146 | -0.004 | 36 | 3.85 | 4.70 | 5 | 2 | 146.8% | -1.00 | 0.0120 | -0.005 | |
| 0 | 0.0400 | 89.4% | 0.01 | 0.0110 | -0.003 | 36.5 | 4.20 | 4.80 | 1 | -1.00 | 0.0085 | -0.005 | ||||
| 0 | 0.0400 | 2 | 97.1% | 0.01 | 0.0085 | -0.003 | 37 | 4.75 | 5.20 | 1 | 1 | -1.00 | 0.0063 | -0.004 | ||
| 0 | 0.0200 | 101.5% | 0.00 | 0.0053 | -0.002 | 38 | 5.80 | 6.30 | 1 | 120.6% | -1.00 | 0.0035 | -0.004 | |||
| 0 | 0.0400 | 125.8% | 0.00 | 0.0035 | -0.002 | 39 | 6.85 | 7.30 | 149.9% | -1.00 | 0.0021 | -0.004 | ||||
| 0 | 0.2400 | 139.2% | 0.00 | 0.0024 | -0.001 | 40 | 7.85 | 8.30 | 1 | 165.1% | -1.00 | 0.0013 | -0.004 | |||
| 0 | 0.2400 | 152.1% | 0.00 | 0.0018 | -0.001 | 41 | 8.80 | 9.20 | 1 | 1 | -1.00 | 0.0008 | -0.004 | |||
| 0 | 0.2400 | 164.5% | 0.00 | 0.0013 | -0.001 | 42 | 9.80 | 10.30 | 2 | 176.1% | -1.00 | 0.0005 | -0.004 | |||
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 04, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs