KMI option chain Kinder Morgan, Inc.
Cboe delayed options data · as of 18:35 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 ±4.5% (30.48–33.35) · ATM IV 22.7% · P/C open interest 0.12
| 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 | |
| 11.30 | 12.70 | 89.1% | 1.00 | 0.0018 | 0.000 | 20 | 0 | 0.0200 | 76.9% | -0.00 | 0.0018 | -0.001 | ||||
| 9.30 | 10.70 | 70.8% | 0.99 | 0.0033 | 0.000 | 22 | 0 | 0.0700 | 73.9% | -0.01 | 0.0033 | -0.002 | ||||
| 8.35 | 9.70 | 69.6% | 0.99 | 0.0046 | 0.000 | 23 | 0 | 0.0700 | 66.2% | -0.01 | 0.0046 | -0.002 | ||||
| 7.35 | 8.70 | 61.2% | 0.99 | 0.0065 | 0.000 | 24 | 0 | 0.0700 | 58.7% | -0.01 | 0.0065 | -0.002 | ||||
| 6.70 | 7.20 | 0.99 | 0.0094 | 0.000 | 25 | 0 | 0.0800 | 52.6% | -0.01 | 0.0094 | -0.003 | |||||
| 5.70 | 6.25 | 0.98 | 0.0145 | -0.001 | 26 | 0 | 0.0800 | 1 | 45.4% | -0.02 | 0.0146 | -0.003 | ||||
| 4.75 | 5.20 | 0.97 | 0.0238 | -0.002 | 27 | 0 | 0.0900 | 352 | 39.2% | -0.03 | 0.0240 | -0.005 | ||||
| 3.75 | 4.25 | 24.6% | 0.95 | 0.0402 | -0.005 | 28 | 0.0100 | 0.1100 | 110 | 34.1% | -0.05 | 0.0405 | -0.006 | |||
| 2.80 | 3.25 | 2 | 23.3% | 0.91 | 0.0678 | -0.007 | 29 | 0.0300 | 0.1600 | 35 | 29.9% | -0.09 | 0.0684 | -0.009 | ||
| 1.89 | 2.34 | 25 | 23.4% | 0.84 | 0.1133 | -0.011 | 30 | 0.1000 | 0.2800 | 60 | 27.3% | -0.17 | 0.1145 | -0.012 | ||
| 1.10 | 1.53 | 13 | 22.8% | 0.70 | 0.1718 | -0.015 | 31 | 0.2000 | 0.5200 | 71 | 24.3% | -0.30 | 0.1742 | -0.016 | ||
| 0.5500 | 0.8500 | 129 | 22.2% | 0.51 | 0.2103 | -0.017 | 32 | 0.5600 | 0.9100 | 65 | 23.1% | -0.49 | 0.2146 | -0.017 | ||
| 0.2800 | 0.4900 | 2 | 1,244 | 24.5% | 0.31 | 0.1896 | -0.015 | 33 | 1.15 | 1.60 | 15 | 23.7% | -0.70 | 0.1962 | -0.015 | |
| 0.0300 | 0.2700 | 4,607 | 23.7% | 0.16 | 0.1292 | -0.011 | 34 | 1.96 | 2.46 | 1 | 25.6% | -0.85 | 0.1354 | -0.010 | ||
| 0.0100 | 0.1700 | 14 | 26.8% | 0.09 | 0.0778 | -0.007 | 35 | 2.90 | 3.40 | 28.9% | -0.93 | 0.0897 | -0.006 | |||
| 0.0100 | 0.0500 | 3 | 26.3% | 0.05 | 0.0480 | -0.005 | 36 | 3.85 | 4.40 | 32.8% | -0.97 | 0.0598 | -0.006 | |||
| 0.0100 | 0.1000 | 3 | 34.8% | 0.04 | 0.0318 | -0.004 | 37 | 4.90 | 5.40 | 41.0% | -0.99 | 0.0326 | -0.008 | |||
| 0 | 0.0900 | 38.3% | 0.03 | 0.0225 | -0.004 | 38 | 5.90 | 6.40 | 46.6% | -1.00 | 0.0148 | -0.009 | ||||
| 0 | 0.0800 | 42.1% | 0.02 | 0.0167 | -0.003 | 39 | 6.90 | 7.40 | 51.9% | -1.00 | 0.0065 | -0.011 | ||||
| 0 | 0.0800 | 46.5% | 0.02 | 0.0129 | -0.003 | 40 | 7.90 | 8.40 | 56.9% | -1.00 | 0.0033 | -0.012 | ||||
| 0 | 0.0800 | 50.7% | 0.01 | 0.0102 | -0.003 | 41 | 8.90 | 9.40 | 61.7% | -1.00 | 0.0013 | -0.012 | ||||
| 0 | 0.0800 | 54.7% | 0.01 | 0.0083 | -0.002 | 42 | 9.90 | 10.40 | 66.4% | -1.00 | 0.0000 | -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 — Sep 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs