KMI option chain Kinder Morgan, Inc.
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 ±5.2% (31.77–35.22) · ATM IV 27.5% · P/C open interest 0.09
| 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 | |
| 13.00 | 14.35 | 147.2% | 0.99 | 0.0039 | -0.005 | 20 | 0 | 0.3100 | 136.8% | -0.02 | 0.0051 | -0.010 | ||||
| 11.95 | 13.35 | 130.8% | 0.99 | 0.0046 | -0.006 | 21 | 0 | 0.3100 | 125.5% | -0.02 | 0.0061 | -0.010 | ||||
| 10.90 | 12.35 | 114.7% | 0.98 | 0.0056 | -0.006 | 22 | 0 | 0.3100 | 114.7% | -0.02 | 0.0074 | -0.010 | ||||
| 9.90 | 11.35 | 1 | 104.1% | 0.98 | 0.0068 | -0.006 | 23 | 0 | 0.3100 | 104.4% | -0.03 | 0.0090 | -0.010 | |||
| 9.10 | 10.35 | 108.1% | 0.98 | 0.0085 | -0.007 | 24 | 0 | 0.3200 | 95.0% | -0.03 | 0.0111 | -0.011 | ||||
| 8.20 | 9.35 | 102.5% | 0.98 | 0.0107 | -0.007 | 25 | 0 | 0.3200 | 85.2% | -0.03 | 0.0139 | -0.011 | ||||
| 7.30 | 8.35 | 96.1% | 0.97 | 0.0137 | -0.007 | 26 | 0 | 0.3300 | 31 | 76.2% | -0.04 | 0.0177 | -0.011 | |||
| 6.30 | 7.40 | 39 | 87.1% | 0.97 | 0.0180 | -0.008 | 27 | 0 | 0.3400 | 1 | 67.3% | -0.05 | 0.0231 | -0.011 | ||
| 5.30 | 6.40 | 76.3% | 0.96 | 0.0244 | -0.008 | 28 | 0 | 0.3400 | 6 | 58.1% | -0.06 | 0.0310 | -0.012 | |||
| 4.85 | 5.85 | 70.9% | 0.96 | 0.0289 | -0.009 | 28.5 | 0 | 0.3400 | 53.5% | -0.07 | 0.0365 | -0.012 | ||||
| 4.50 | 5.35 | 2 | 70.2% | 0.95 | 0.0346 | -0.009 | 29 | 0 | 0.2700 | 14 | 46.0% | -0.08 | 0.0434 | -0.012 | ||
| 3.85 | 4.85 | 60.2% | 0.94 | 0.0422 | -0.010 | 29.5 | 0.0100 | 0.3100 | 43.6% | -0.09 | 0.0524 | -0.013 | ||||
| 3.50 | 4.35 | 10 | 59.0% | 0.93 | 0.0525 | -0.010 | 30 | 0.0100 | 0.3000 | 16 | 38.7% | -0.10 | 0.0641 | -0.013 | ||
| 2.99 | 3.60 | 46.3% | 0.91 | 0.0667 | -0.011 | 30.5 | 0.0100 | 0.2700 | 33.1% | -0.12 | 0.0797 | -0.014 | ||||
| 2.60 | 3.15 | 16 | 45.2% | 0.89 | 0.0867 | -0.013 | 31 | 0.1400 | 0.2000 | 271 | 30.4% | -0.15 | 0.1004 | -0.015 | ||
| 2.07 | 2.71 | 40.3% | 0.85 | 0.1137 | -0.015 | 31.5 | 0.2100 | 0.2700 | 29.2% | -0.20 | 0.1260 | -0.017 | ||||
| 1.64 | 2.29 | 125 | 37.6% | 0.79 | 0.1464 | -0.018 | 32 | 0.3000 | 0.3700 | 1 | 63 | 28.0% | -0.26 | 0.1541 | -0.019 | |
| 1.34 | 1.48 | 29.1% | 0.72 | 0.1790 | -0.021 | 32.5 | 0.4400 | 0.5300 | 27.6% | -0.34 | 0.1790 | -0.021 | ||||
| 1.02 | 1.12 | 1 | 265 | 28.3% | 0.62 | 0.2037 | -0.023 | 33 | 0.6300 | 0.7300 | 31 | 27.2% | -0.44 | 0.1950 | -0.022 | |
| 0.7500 | 0.8400 | 28.1% | 0.52 | 0.2135 | -0.024 | 33.5 | 0.8800 | 0.9800 | 26.8% | -0.54 | 0.1982 | -0.022 | ||||
| 0.5300 | 0.6200 | 1 | 1,168 | 28.2% | 0.41 | 0.2068 | -0.023 | 34 | 1.18 | 1.28 | 26.8% | -0.63 | 0.1879 | -0.021 | ||
| 0.3700 | 0.4500 | 28.4% | 0.32 | 0.1857 | -0.021 | 34.5 | 1.53 | 1.64 | 27.1% | -0.72 | 0.1672 | -0.019 | ||||
| 0.2400 | 0.3200 | 5 | 2,481 | 28.4% | 0.24 | 0.1573 | -0.019 | 35 | 1.77 | 2.05 | 23.9% | -0.79 | 0.1414 | -0.016 | ||
| 0.1600 | 0.2400 | 29.2% | 0.18 | 0.1278 | -0.016 | 35.5 | 1.81 | 2.44 | -0.84 | 0.1154 | -0.014 | |||||
| 0.1000 | 0.1500 | 504 | 28.8% | 0.14 | 0.1017 | -0.014 | 36 | 2.21 | 3.35 | 21.4% | -0.88 | 0.0926 | -0.012 | |||
| 0.0100 | 0.2400 | 32.4% | 0.11 | 0.0812 | -0.012 | 36.5 | 2.68 | 3.35 | -0.90 | 0.0746 | -0.011 | |||||
| 0.0100 | 0.2200 | 1 | 35.1% | 0.09 | 0.0659 | -0.011 | 37 | 3.10 | 4.40 | 19.5% | -0.92 | 0.0611 | -0.010 | |||
| 0 | 0.2500 | 1 | 42.4% | 0.07 | 0.0465 | -0.010 | 38 | 3.95 | 5.50 | -0.94 | 0.0438 | -0.009 | ||||
| 0 | 0.3400 | 52.3% | 0.05 | 0.0352 | -0.009 | 39 | 4.85 | 6.50 | -0.95 | 0.0336 | -0.008 | |||||
| 0 | 0.3200 | 57.5% | 0.05 | 0.0279 | -0.009 | 40 | 5.90 | 7.50 | -0.96 | 0.0268 | -0.008 | |||||
| 0 | 0.3200 | 63.2% | 0.04 | 0.0229 | -0.009 | 41 | 6.90 | 8.50 | -0.96 | 0.0221 | -0.007 | |||||
| 0 | 0.3100 | 30 | 68.1% | 0.04 | 0.0191 | -0.009 | 42 | 7.90 | 9.50 | -0.97 | 0.0185 | -0.007 | ||||
| 0 | 0.3100 | 73.3% | 0.03 | 0.0163 | -0.008 | 43 | 8.85 | 10.50 | -0.97 | 0.0158 | -0.007 | |||||
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 — Nov 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.