KMI option chain Kinder Morgan, Inc.
Cboe delayed options data · as of 21:58 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 ±3.0% (32.39–34.41) · ATM IV 35.9% · 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 | |
| 13.25 | 14.10 | 332.2% | 1.00 | 0.0001 | 0.000 | 20 | 0 | 0.0100 | 2 | 181.2% | -0.00 | 0.0001 | -0.000 | |||
| 12.30 | 13.10 | 3 | 312.0% | 1.00 | 0.0001 | 0.000 | 21 | 0 | 0.1500 | 2 | 235.4% | -0.00 | 0.0001 | -0.000 | ||
| 11.25 | 12.10 | 280.2% | 1.00 | 0.0002 | 0.000 | 22 | 0 | 0.3100 | 1 | 1 | 246.4% | -0.00 | 0.0002 | -0.000 | ||
| 10.25 | 11.10 | 1 | 255.7% | 1.00 | 0.0003 | 0.000 | 23 | 0 | 0.0100 | 3 | 2 | 135.2% | -0.00 | 0.0003 | -0.000 | |
| 9.25 | 10.10 | 232.0% | 1.00 | 0.0004 | 0.000 | 24 | 0 | 0.0100 | 2 | 121.0% | -0.00 | 0.0004 | -0.000 | |||
| 8.30 | 9.10 | 1 | 213.9% | 1.00 | 0.0006 | 0.000 | 25 | 0 | 0.2000 | 4 | 166.2% | -0.00 | 0.0006 | -0.000 | ||
| 7.30 | 7.65 | 6 | 138.5% | 1.00 | 0.0011 | 0.000 | 26 | 0 | 0.3100 | 6 | 162.1% | -0.00 | 0.0011 | -0.001 | ||
| 6.30 | 7.10 | 1 | 169.0% | 1.00 | 0.0020 | -0.000 | 27 | 0 | 0.3100 | 9 | 142.5% | -0.00 | 0.0020 | -0.001 | ||
| 5.30 | 5.80 | 20 | 121.4% | 1.00 | 0.0039 | -0.001 | 28 | 0 | 0.0800 | 35 | 92.5% | -0.00 | 0.0039 | -0.001 | ||
| 4.80 | 5.65 | 139.9% | 1.00 | 0.0057 | -0.001 | 28.5 | 0 | 0.3200 | 2 | 114.4% | -0.00 | 0.0057 | -0.002 | |||
| 4.30 | 5.15 | 9 | 129.0% | 0.99 | 0.0085 | -0.002 | 29 | 0 | 0.0600 | 50 | 73.0% | -0.01 | 0.0085 | -0.003 | ||
| 3.85 | 4.60 | 118.0% | 0.99 | 0.0132 | -0.003 | 29.5 | 0 | 0.0100 | 1 | 50.3% | -0.01 | 0.0132 | -0.004 | |||
| 3.35 | 3.60 | 6 | 67 | 69.2% | 0.99 | 0.0214 | -0.005 | 30 | 0 | 0.0100 | 2 | 219 | 44.2% | -0.01 | 0.0214 | -0.005 |
| 2.80 | 3.50 | 10 | 53 | 87.1% | 0.98 | 0.0361 | -0.008 | 30.5 | 0 | 0.2500 | 68 | 49.0% | -0.02 | 0.0362 | -0.009 | |
| 2.35 | 2.69 | 2 | 52 | 59.7% | 0.96 | 0.0627 | -0.014 | 31 | 0.0100 | 0.2700 | 4 | 146 | 45.9% | -0.04 | 0.0628 | -0.015 |
| 1.92 | 2.09 | 1 | 130 | 48.1% | 0.92 | 0.1065 | -0.025 | 31.5 | 0.0300 | 0.0900 | 7 | 29 | 41.9% | -0.08 | 0.1068 | -0.025 |
| 1.44 | 1.71 | 11 | 631 | 46.8% | 0.85 | 0.1649 | -0.040 | 32 | 0.0800 | 0.1400 | 187 | 1,392 | 40.1% | -0.15 | 0.1656 | -0.041 |
| 1.06 | 1.22 | 27 | 390 | 41.8% | 0.75 | 0.2288 | -0.055 | 32.5 | 0.1500 | 0.2200 | 18 | 299 | 37.4% | -0.25 | 0.2300 | -0.056 |
| 0.7100 | 0.8500 | 105 | 1,021 | 39.8% | 0.63 | 0.2842 | -0.066 | 33 | 0.3000 | 0.3500 | 83 | 327 | 36.1% | -0.37 | 0.2862 | -0.067 |
| 0.4300 | 0.5400 | 53 | 296 | 37.9% | 0.48 | 0.3078 | -0.068 | 33.5 | 0.4700 | 0.5800 | 231 | 70 | 33.9% | -0.52 | 0.3103 | -0.069 |
| 0.2300 | 0.3500 | 98 | 3,513 | 37.9% | 0.33 | 0.2841 | -0.060 | 34 | 0.7800 | 0.9100 | 50 | 48 | 34.6% | -0.67 | 0.2866 | -0.061 |
| 0.1200 | 0.1800 | 149 | 172 | 37.0% | 0.20 | 0.2235 | -0.045 | 34.5 | 1.09 | 1.30 | 8 | 27 | 31.2% | -0.80 | 0.2254 | -0.045 |
| 0.0600 | 0.1000 | 204 | 2,301 | 37.8% | 0.12 | 0.1531 | -0.030 | 35 | 1.26 | 1.75 | 7 | -0.89 | 0.1542 | -0.030 | ||
| 0 | 0.0600 | 2 | 22 | 36.1% | 0.07 | 0.0985 | -0.020 | 35.5 | 1.57 | 2.39 | -0.94 | 0.1000 | -0.020 | |||
| 0 | 0.0800 | 60 | 36 | 45.1% | 0.05 | 0.0661 | -0.015 | 36 | 1.94 | 2.88 | -0.96 | 0.0680 | -0.015 | |||
| 0 | 0.2500 | 67.5% | 0.03 | 0.0478 | -0.013 | 36.5 | 2.41 | 3.20 | -0.97 | 0.0497 | -0.012 | |||||
| 0 | 0.1600 | 9 | 67.0% | 0.03 | 0.0363 | -0.011 | 37 | 3.05 | 3.75 | -0.98 | 0.0378 | -0.011 | ||||
| 0 | 0.0500 | 64.0% | 0.02 | 0.0227 | -0.009 | 38 | 4.20 | 4.70 | -0.99 | 0.0236 | -0.008 | |||||
| 0 | 0.3100 | 2 | 107.0% | 0.01 | 0.0151 | -0.007 | 39 | 5.40 | 5.70 | -0.99 | 0.0152 | -0.007 | ||||
| 0 | 0.2600 | 1 | 114.9% | 0.01 | 0.0105 | -0.006 | 40 | 6.20 | 6.70 | -0.99 | 0.0102 | -0.006 | ||||
| 0 | 0.3100 | 131.7% | 0.01 | 0.0076 | -0.005 | 41 | 6.90 | 7.70 | -1.00 | 0.0068 | -0.005 | |||||
| 0 | 0.3100 | 143.1% | 0.01 | 0.0056 | -0.004 | 42 | 8.05 | 8.70 | -1.00 | 0.0046 | -0.004 | |||||
| 0 | 0.0500 | 112.2% | 0.00 | 0.0043 | -0.003 | 43 | 8.90 | 9.70 | -1.00 | 0.0032 | -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 — 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