KMI option chain Kinder Morgan, Inc.
Cboe delayed options data · as of 06:39 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 ±18.6% (27.18–39.60) · ATM IV 25.0% · P/C open interest 0.77
| 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 | |
| 14.70 | 16.20 | 0.99 | 0.0055 | 0.000 | 18 | 0.1000 | 0.2000 | 5 | 38.4% | -0.03 | 0.0057 | -0.001 | ||||
| 12.75 | 14.25 | 20 | 32.0% | 0.97 | 0.0080 | 0.000 | 20 | 0.1600 | 0.4500 | 5 | 38.2% | -0.04 | 0.0084 | -0.001 | ||
| 10.00 | 11.35 | 28.5% | 0.93 | 0.0142 | -0.000 | 23 | 0.2800 | 0.4000 | 16 | 30.4% | -0.07 | 0.0150 | -0.002 | |||
| 8.35 | 9.50 | 1 | 27.4% | 0.90 | 0.0207 | -0.001 | 25 | 0.3000 | 0.7400 | 65 | 28.5% | -0.11 | 0.0216 | -0.003 | ||
| 6.40 | 7.10 | 207 | 28.7% | 0.81 | 0.0332 | -0.003 | 28 | 0.9000 | 1.22 | 68 | 27.1% | -0.20 | 0.0342 | -0.003 | ||
| 5.00 | 5.30 | 1 | 157 | 25.6% | 0.73 | 0.0419 | -0.003 | 30 | 1.39 | 1.74 | 712 | 25.8% | -0.28 | 0.0430 | -0.004 | |
| 3.80 | 4.00 | 50 | 466 | 24.7% | 0.64 | 0.0490 | -0.004 | 32 | 2.08 | 2.54 | 237 | 25.3% | -0.38 | 0.0504 | -0.004 | |
| 2.18 | 2.67 | 6 | 166 | 23.7% | 0.49 | 0.0538 | -0.004 | 35 | 3.55 | 3.95 | 227 | 24.1% | -0.53 | 0.0562 | -0.004 | |
| 1.68 | 1.98 | 121 | 24.3% | 0.39 | 0.0523 | -0.004 | 37 | 4.85 | 5.20 | 5 | 23.9% | -0.64 | 0.0555 | -0.004 | ||
| 0.9500 | 1.25 | 13 | 24.2% | 0.27 | 0.0447 | -0.004 | 40 | 6.80 | 7.55 | 22.4% | -0.78 | 0.0518 | -0.003 | |||
| 0.4900 | 0.9200 | 560 | 23.4% | 0.20 | 0.0382 | -0.003 | 42 | 8.45 | 9.70 | 24.9% | -0.86 | 0.0492 | -0.003 | |||
| 0.1800 | 0.5900 | 4 | 23.3% | 0.14 | 0.0288 | -0.002 | 45 | 11.15 | 12.60 | 26.2% | -0.94 | 0.0332 | -0.001 | |||
| 0.2400 | 0.4700 | 29 | 25.2% | 0.11 | 0.0238 | -0.002 | 47 | 13.00 | 14.60 | 26.4% | -0.98 | 0.0193 | 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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs