KMI option chain Kinder Morgan, Inc.
Cboe delayed options data · as of 15:40 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 ±3.1% (32.45–34.53) · ATM IV 36.3% · P/C open interest 0.31
| 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 | |
| 13.40 | 14.30 | 343.8% | 1.00 | 0.0004 | 0.000 | 20 | 0 | 0.0100 | 2 | 177.7% | -0.00 | 0.0004 | -0.001 | |||
| 12.35 | 13.30 | 3 | 311.0% | 1.00 | 0.0005 | 0.000 | 21 | 0 | 0.1500 | 2 | 230.9% | -0.00 | 0.0005 | -0.001 | ||
| 11.40 | 12.30 | 290.9% | 1.00 | 0.0007 | 0.000 | 22 | 0 | 0.2000 | 1 | 1 | 221.9% | -0.00 | 0.0007 | -0.001 | ||
| 10.40 | 11.30 | 1 | 266.1% | 1.00 | 0.0010 | 0.000 | 23 | 0 | 0.2000 | 1 | 2 | 201.8% | -0.00 | 0.0010 | -0.001 | |
| 9.40 | 10.30 | 242.0% | 1.00 | 0.0014 | -0.000 | 24 | 0 | 0.3100 | 199.4% | -0.00 | 0.0014 | -0.002 | ||||
| 8.45 | 9.30 | 1 | 223.0% | 1.00 | 0.0020 | -0.001 | 25 | 0 | 0.2000 | 4 | 163.5% | -0.00 | 0.0020 | -0.002 | ||
| 7.45 | 8.25 | 196.0% | 1.00 | 0.0030 | -0.001 | 26 | 0 | 0.3100 | 6 | 159.6% | -0.00 | 0.0030 | -0.002 | |||
| 6.45 | 7.35 | 181.2% | 1.00 | 0.0048 | -0.002 | 27 | 0 | 0.3100 | 9 | 140.5% | -0.00 | 0.0048 | -0.003 | |||
| 5.40 | 6.25 | 20 | 148.4% | 0.99 | 0.0079 | -0.003 | 28 | 0 | 0.3200 | 35 | 122.6% | -0.01 | 0.0079 | -0.004 | ||
| 4.95 | 5.85 | 147.7% | 0.99 | 0.0104 | -0.004 | 28.5 | 0 | 0.3200 | 2 | 113.2% | -0.01 | 0.0104 | -0.005 | |||
| 4.35 | 5.25 | 9 | 123.8% | 0.99 | 0.0141 | -0.005 | 29 | 0 | 0.2500 | 50 | 97.5% | -0.01 | 0.0141 | -0.006 | ||
| 3.95 | 4.85 | 125.5% | 0.98 | 0.0194 | -0.007 | 29.5 | 0 | 0.3300 | 1 | 95.4% | -0.02 | 0.0195 | -0.007 | |||
| 3.45 | 3.95 | 67 | 89.8% | 0.98 | 0.0277 | -0.009 | 30 | 0 | 0.2000 | 219 | 75.1% | -0.02 | 0.0277 | -0.009 | ||
| 2.96 | 3.80 | 53 | 101.1% | 0.97 | 0.0409 | -0.011 | 30.5 | 0 | 0.3100 | 68 | 75.1% | -0.03 | 0.0409 | -0.012 | ||
| 2.50 | 3.05 | 1 | 52 | 78.9% | 0.95 | 0.0626 | -0.016 | 31 | 0 | 0.2900 | 146 | 64.3% | -0.05 | 0.0628 | -0.016 | |
| 2.02 | 2.46 | 130 | 64.6% | 0.92 | 0.0988 | -0.024 | 31.5 | 0.0400 | 0.1100 | 4 | 29 | 45.0% | -0.08 | 0.0990 | -0.024 | |
| 1.57 | 1.73 | 6 | 631 | 44.5% | 0.86 | 0.1523 | -0.036 | 32 | 0.0800 | 0.1100 | 134 | 1,392 | 39.1% | -0.14 | 0.1528 | -0.037 |
| 1.16 | 1.27 | 390 | 42.8% | 0.77 | 0.2141 | -0.051 | 32.5 | 0.1600 | 0.1900 | 9 | 299 | 37.8% | -0.23 | 0.2150 | -0.051 | |
| 0.8000 | 0.9100 | 31 | 1,021 | 39.5% | 0.66 | 0.2723 | -0.062 | 33 | 0.2800 | 0.3400 | 35 | 327 | 36.9% | -0.35 | 0.2737 | -0.062 |
| 0.5100 | 0.5500 | 17 | 296 | 36.5% | 0.51 | 0.3037 | -0.066 | 33.5 | 0.4900 | 0.5400 | 231 | 70 | 36.1% | -0.49 | 0.3055 | -0.066 |
| 0.3000 | 0.3500 | 31 | 3,513 | 36.9% | 0.36 | 0.2848 | -0.062 | 34 | 0.7800 | 0.8400 | 24 | 48 | 36.0% | -0.64 | 0.2866 | -0.062 |
| 0.1600 | 0.2100 | 138 | 172 | 37.1% | 0.24 | 0.2319 | -0.050 | 34.5 | 1.14 | 1.19 | 27 | 36.0% | -0.76 | 0.2333 | -0.051 | |
| 0.0900 | 0.1500 | 74 | 2,301 | 40.0% | 0.15 | 0.1690 | -0.035 | 35 | 1.07 | 1.63 | 7 | -0.86 | 0.1700 | -0.035 | ||
| 0.0400 | 0.0500 | 2 | 22 | 37.0% | 0.08 | 0.1087 | -0.021 | 35.5 | 1.51 | 2.10 | -0.93 | 0.1098 | -0.021 | |||
| 0 | 0.1400 | 26 | 36 | 48.5% | 0.04 | 0.0620 | -0.011 | 36 | 1.89 | 2.68 | -0.97 | 0.0634 | -0.011 | |||
| 0 | 0.2500 | 64.2% | 0.02 | 0.0348 | -0.006 | 36.5 | 2.31 | 3.05 | -0.99 | 0.0345 | -0.006 | |||||
| 0 | 0.1600 | 9 | 63.8% | 0.01 | 0.0221 | -0.004 | 37 | 2.75 | 3.60 | -0.99 | 0.0204 | -0.004 | ||||
| 0 | 0.0500 | 61.2% | 0.01 | 0.0122 | -0.003 | 38 | 3.90 | 4.55 | -1.00 | 0.0102 | -0.004 | |||||
| 0 | 0.3100 | 2 | 102.8% | 0.01 | 0.0077 | -0.002 | 39 | 4.70 | 5.60 | -1.00 | 0.0058 | -0.003 | ||||
| 0 | 0.2600 | 1 | 110.5% | 0.00 | 0.0052 | -0.002 | 40 | 5.70 | 6.55 | -1.00 | 0.0035 | -0.003 | ||||
| 0 | 0.3100 | 126.9% | 0.00 | 0.0036 | -0.002 | 41 | 6.70 | 7.55 | -1.00 | 0.0021 | -0.003 | |||||
| 0 | 0.3100 | 138.1% | 0.00 | 0.0026 | -0.001 | 42 | 7.70 | 8.55 | -1.00 | 0.0013 | -0.003 | |||||
| 0 | 0.0500 | 108.3% | 0.00 | 0.0019 | -0.001 | 43 | 8.70 | 9.55 | -1.00 | 0.0009 | -0.003 | |||||
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 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs