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 ±12.3% (29.30–37.49) · ATM IV 24.0% · P/C open interest 0.59
| 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 | |
| 13.05 | 14.15 | 17 | 53.5% | 0.99 | 0.0047 | 0.000 | 20 | 0 | 0.0800 | 368 | 38.2% | -0.02 | 0.0057 | -0.001 | ||
| 9.75 | 11.25 | 32.7% | 0.97 | 0.0107 | -0.000 | 23 | 0.0100 | 0.2500 | 515 | 35.5% | -0.04 | 0.0113 | -0.002 | |||
| 9.35 | 10.25 | 42.7% | 0.96 | 0.0132 | -0.001 | 24 | 0.0600 | 0.1800 | 39 | 31.6% | -0.05 | 0.0143 | -0.002 | |||
| 8.40 | 9.25 | 3 | 39.0% | 0.95 | 0.0170 | -0.001 | 25 | 0.1000 | 0.2100 | 451 | 30.0% | -0.06 | 0.0184 | -0.003 | ||
| 7.45 | 8.25 | 35.3% | 0.93 | 0.0223 | -0.002 | 26 | 0.1800 | 0.2700 | 147 | 29.0% | -0.08 | 0.0237 | -0.003 | |||
| 6.20 | 7.25 | 21 | 27.6% | 0.91 | 0.0290 | -0.002 | 27 | 0.2700 | 0.4800 | 2 | 391 | 29.8% | -0.10 | 0.0304 | -0.004 | |
| 5.70 | 6.40 | 106 | 31.3% | 0.88 | 0.0372 | -0.003 | 28 | 0.3900 | 0.4800 | 1 | 1,034 | 27.5% | -0.14 | 0.0385 | -0.004 | |
| 4.85 | 5.55 | 76 | 29.6% | 0.83 | 0.0464 | -0.004 | 29 | 0.5300 | 0.8000 | 296 | 27.9% | -0.18 | 0.0476 | -0.005 | ||
| 4.10 | 4.70 | 338 | 28.3% | 0.78 | 0.0560 | -0.005 | 30 | 0.7200 | 0.9500 | 6 | 1,175 | 26.3% | -0.23 | 0.0571 | -0.005 | |
| 3.40 | 3.95 | 4 | 464 | 27.4% | 0.72 | 0.0652 | -0.005 | 31 | 0.9800 | 1.13 | 839 | 24.9% | -0.30 | 0.0662 | -0.006 | |
| 2.76 | 2.95 | 1 | 2,495 | 24.6% | 0.65 | 0.0728 | -0.006 | 32 | 1.32 | 1.66 | 1,349 | 25.6% | -0.37 | 0.0740 | -0.006 | |
| 2.20 | 2.33 | 7 | 560 | 24.0% | 0.57 | 0.0781 | -0.006 | 33 | 1.64 | 2.02 | 27 | 24.1% | -0.44 | 0.0793 | -0.007 | |
| 1.73 | 1.85 | 22 | 670 | 23.8% | 0.49 | 0.0801 | -0.006 | 34 | 2.26 | 2.42 | 104 | 23.8% | -0.52 | 0.0814 | -0.006 | |
| 1.30 | 1.43 | 26 | 1,613 | 23.4% | 0.42 | 0.0788 | -0.006 | 35 | 2.87 | 3.35 | 148 | 25.7% | -0.60 | 0.0800 | -0.006 | |
| 0.9600 | 1.10 | 735 | 23.2% | 0.35 | 0.0744 | -0.006 | 36 | 3.55 | 3.75 | 39 | 24.0% | -0.67 | 0.0759 | -0.006 | ||
| 0.7300 | 0.8600 | 257 | 23.5% | 0.28 | 0.0679 | -0.005 | 37 | 4.05 | 4.50 | 22.2% | -0.74 | 0.0705 | -0.005 | |||
| 0.5400 | 0.6500 | 20 | 196 | 23.5% | 0.23 | 0.0602 | -0.005 | 38 | 4.75 | 5.35 | 21.4% | -0.80 | 0.0649 | -0.005 | ||
| 0.4000 | 0.5200 | 146 | 23.9% | 0.18 | 0.0522 | -0.004 | 39 | 5.50 | 6.20 | 18.9% | -0.85 | 0.0587 | -0.004 | |||
| 0.2900 | 0.4900 | 3,722 | 25.0% | 0.15 | 0.0446 | -0.004 | 40 | 6.40 | 7.20 | 17.6% | -0.89 | 0.0514 | -0.004 | |||
| 0.0900 | 0.4000 | 36 | 23.9% | 0.12 | 0.0379 | -0.003 | 41 | 7.25 | 8.40 | 22.1% | -0.92 | 0.0430 | -0.003 | |||
| 0.0200 | 0.1900 | 227 | 26.4% | 0.06 | 0.0203 | -0.002 | 45 | 11.00 | 12.60 | 28.0% | -0.98 | 0.0156 | 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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs