KMI option chain Kinder Morgan, Inc.
Cboe delayed options data · as of 21:51 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 ±5.7% (29.84–33.48) · ATM IV 22.6% · P/C open interest 1.71
| 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 | |
| 11.10 | 12.45 | 81.7% | 0.99 | 0.0036 | 0.000 | 20 | 0 | 0.1100 | 75.0% | -0.01 | 0.0036 | -0.002 | ||||
| 9.30 | 10.45 | 77.3% | 0.99 | 0.0060 | 0.000 | 22 | 0 | 0.1100 | 61.3% | -0.01 | 0.0060 | -0.002 | ||||
| 8.50 | 8.95 | 35.4% | 0.98 | 0.0079 | 0.000 | 23 | 0 | 0.1100 | 54.9% | -0.02 | 0.0079 | -0.003 | ||||
| 7.50 | 8.40 | 0.98 | 0.0106 | 0.000 | 24 | 0 | 0.1200 | 49.3% | -0.02 | 0.0106 | -0.003 | |||||
| 6.50 | 6.95 | 35.4% | 0.98 | 0.0146 | -0.000 | 25 | 0 | 0.1300 | 43.8% | -0.03 | 0.0148 | -0.003 | ||||
| 5.55 | 5.95 | 34.2% | 0.97 | 0.0210 | -0.001 | 26 | 0 | 0.1300 | 37.8% | -0.03 | 0.0212 | -0.004 | ||||
| 4.55 | 4.95 | 28.1% | 0.95 | 0.0315 | -0.002 | 27 | 0.0100 | 0.1300 | 32.8% | -0.05 | 0.0319 | -0.004 | ||||
| 3.75 | 4.05 | 33.5% | 0.93 | 0.0496 | -0.004 | 28 | 0.0100 | 0.1100 | 25.9% | -0.08 | 0.0504 | -0.005 | ||||
| 2.84 | 3.15 | 5 | 30.5% | 0.87 | 0.0802 | -0.006 | 29 | 0.0400 | 0.1800 | 1 | 14 | 25.3% | -0.13 | 0.0813 | -0.007 | |
| 1.99 | 2.28 | 27.3% | 0.78 | 0.1216 | -0.009 | 30 | 0.2600 | 0.4100 | 1 | 8 | 25.1% | -0.23 | 0.1236 | -0.010 | ||
| 1.25 | 1.50 | 24.6% | 0.64 | 0.1576 | -0.012 | 31 | 0.5500 | 0.6200 | 2 | 13 | 23.1% | -0.37 | 0.1611 | -0.012 | ||
| 0.6400 | 0.9700 | 3 | 23.5% | 0.47 | 0.1718 | -0.013 | 32 | 0.8900 | 1.14 | 6 | 21.7% | -0.54 | 0.1773 | -0.013 | ||
| 0.3600 | 0.5300 | 7 | 23.5% | 0.31 | 0.1541 | -0.011 | 33 | 1.55 | 1.88 | 22.9% | -0.71 | 0.1622 | -0.011 | |||
| 0.1800 | 0.2700 | 2 | 23.8% | 0.18 | 0.1149 | -0.008 | 34 | 2.28 | 2.63 | 19.9% | -0.84 | 0.1247 | -0.008 | |||
| 0.0700 | 0.1300 | 3 | 23.5% | 0.10 | 0.0757 | -0.006 | 35 | 3.20 | 3.60 | -0.93 | 0.0889 | -0.005 | ||||
| 0.0100 | 0.1100 | 25.4% | 0.06 | 0.0487 | -0.004 | 36 | 4.15 | 4.65 | 27.7% | -0.98 | 0.0626 | -0.005 | ||||
| 0.0100 | 0.0900 | 1 | 28.7% | 0.04 | 0.0329 | -0.003 | 37 | 5.15 | 5.80 | -0.99 | 0.0205 | -0.009 | ||||
| 0 | 0.0900 | 32.6% | 0.03 | 0.0235 | -0.003 | 38 | 6.15 | 6.80 | -1.00 | 0.0000 | -0.011 | |||||
| 0 | 0.1300 | 3 | 37.4% | 0.02 | 0.0176 | -0.002 | 39 | 7.15 | 7.85 | -1.00 | 0.0000 | -0.012 | ||||
| 0 | 0.1200 | 40.5% | 0.02 | 0.0138 | -0.002 | 40 | 8.15 | 8.85 | -1.00 | 0.0000 | -0.012 | |||||
| 0 | 0.1200 | 43.9% | 0.02 | 0.0111 | -0.002 | 41 | 9.15 | 9.80 | -1.00 | 0.0000 | -0.013 | |||||
| 0 | 0.1100 | 46.5% | 0.01 | 0.0091 | -0.002 | 42 | 10.15 | 10.85 | -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 — Oct 09, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs