KMI option chain Kinder Morgan, Inc.

Expiration Cboe delayed options data · as of 18:38 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 ±9.3% (30.30–36.55) · ATM IV 23.8% · P/C open interest 0.37

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
15.10	16.25		8	86.2%	1.00	0.0009	0.000	18	0.0100	0.0500		101	56.8%	-0.01	0.0025	-0.001
13.20	14.25		22	75.6%	1.00	0.0022	0.000	20	0	0.0700		1,154	49.1%	-0.01	0.0039	-0.001
11.20	12.20		257	61.8%	0.99	0.0050	-0.000	22	0	0.0800		4,350	41.8%	-0.02	0.0062	-0.002
10.15	11.30			57.2%	0.99	0.0074	-0.001	23	0	0.0900		25	38.6%	-0.02	0.0079	-0.002
9.25	10.30			53.7%	0.98	0.0105	-0.001	24	0	0.1000		46	35.3%	-0.03	0.0103	-0.002
8.35	9.30		1,094	50.1%	0.97	0.0147	-0.002	25	0.0300	0.1100		2,462	33.5%	-0.03	0.0136	-0.002
7.35	8.15		7	41.9%	0.96	0.0198	-0.002	26	0.0400	0.1300		205	30.8%	-0.04	0.0183	-0.003
6.40	7.20		2,050	38.5%	0.94	0.0262	-0.003	27	0.1000	0.1700	5	1,434	29.8%	-0.06	0.0250	-0.003
5.50	6.30		13	36.3%	0.92	0.0346	-0.004	28	0.1600	0.2100	100	556	27.9%	-0.09	0.0346	-0.004
4.55	5.35		93	32.3%	0.88	0.0464	-0.005	29	0.2500	0.3500	4	838	27.4%	-0.12	0.0473	-0.005
3.75	3.95	64	10.3K	24.6%	0.82	0.0611	-0.006	30	0.4100	0.4400	3	2,738	25.8%	-0.18	0.0627	-0.006
3.05	3.70		821	29.9%	0.76	0.0765	-0.007	31	0.6200	0.6600	3	449	25.1%	-0.25	0.0790	-0.007
2.33	2.48	106	1,031	24.2%	0.67	0.0905	-0.008	32	0.9100	0.9600	302	1,504	24.5%	-0.34	0.0941	-0.008
1.76	1.82	7	2,911	23.5%	0.58	0.1004	-0.009	33	1.31	1.36		372	24.0%	-0.44	0.1056	-0.009
1.28	1.33	26	1,938	23.4%	0.47	0.1038	-0.009	34	1.80	1.87	1	303	23.5%	-0.55	0.1108	-0.009
0.9200	0.9500	29	14.4K	23.5%	0.38	0.0996	-0.008	35	2.42	2.64	1	1,127	24.5%	-0.65	0.1085	-0.009
0.6100	0.6600	15	2,335	23.2%	0.29	0.0894	-0.007	36	3.15	3.35			24.4%	-0.75	0.0990	-0.008
0.4100	0.4500	75	725	23.3%	0.22	0.0759	-0.006	37	3.45	4.20			16.4%	-0.83	0.0840	-0.007
0.2600	0.3500	66	636	24.0%	0.16	0.0618	-0.005	38	4.35	5.10		46		-0.89	0.0660	-0.005
0.1700	0.2600	2	130	24.5%	0.12	0.0492	-0.004	39	5.15	6.05				-0.93	0.0483	-0.004
0.1000	0.2500	45	7,748	25.9%	0.09	0.0387	-0.004	40	6.00	7.00		3		-0.96	0.0337	-0.003
0.0600	0.2000		87	26.7%	0.07	0.0306	-0.003	41	6.95	8.05				-0.97	0.0232	-0.002
0.0300	0.1600		163	27.3%	0.05	0.0246	-0.003	42	8.00	9.15				-0.98	0.0161	-0.001
0.0200	0.1100		10	27.5%	0.04	0.0202	-0.002	43	8.85	10.05				-0.99	0.0116	-0.001
0	0.1200			29.2%	0.04	0.0169	-0.002	44	9.85	11.15				-0.99	0.0086	-0.000
0	0.1000		2,005	30.2%	0.03	0.0143	-0.002	45	10.85	12.10				-0.99	0.0066	0.000

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 — Jan 15, 2027

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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KMI option chain Kinder Morgan, Inc.

Volatility smile — Jan 15, 2027

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