KMI option chain Kinder Morgan, Inc.
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 ±21.3% (26.32–40.55) · ATM IV 24.6% · P/C open interest 0.74
| 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 | |
| 13.50 | 18.00 | 10 | 43.5% | 0.97 | 0.0068 | 0.000 | 18 | 0.2000 | 0.2900 | 2,076 | 36.6% | -0.04 | 0.0066 | -0.001 | ||
| 13.40 | 14.55 | 275 | 40.6% | 0.95 | 0.0092 | 0.000 | 20 | 0.2800 | 0.3800 | 191 | 33.7% | -0.06 | 0.0094 | -0.001 | ||
| 10.60 | 12.25 | 584 | 36.6% | 0.91 | 0.0152 | -0.001 | 23 | 0.4800 | 0.6200 | 697 | 30.3% | -0.10 | 0.0157 | -0.002 | ||
| 9.05 | 9.45 | 2 | 697 | 27.3% | 0.87 | 0.0205 | -0.001 | 25 | 0.7100 | 0.9500 | 3,271 | 29.1% | -0.13 | 0.0213 | -0.002 | |
| 7.55 | 8.55 | 964 | 29.8% | 0.82 | 0.0267 | -0.002 | 27 | 1.09 | 1.23 | 2 | 2,532 | 27.5% | -0.19 | 0.0277 | -0.003 | |
| 5.55 | 5.85 | 4,346 | 25.4% | 0.72 | 0.0362 | -0.003 | 30 | 1.85 | 2.06 | 1,328 | 26.0% | -0.29 | 0.0379 | -0.003 | ||
| 4.35 | 4.60 | 20 | 1,949 | 24.4% | 0.65 | 0.0415 | -0.003 | 32 | 2.46 | 2.82 | 555 | 24.9% | -0.37 | 0.0438 | -0.004 | |
| 3.00 | 3.35 | 26 | 2,305 | 24.6% | 0.52 | 0.0458 | -0.003 | 35 | 3.90 | 4.35 | 140 | 24.3% | -0.51 | 0.0492 | -0.004 | |
| 2.31 | 2.60 | 943 | 24.4% | 0.44 | 0.0457 | -0.003 | 37 | 5.15 | 5.60 | 65 | 24.2% | -0.60 | 0.0500 | -0.003 | ||
| 1.35 | 1.79 | 165 | 1,164 | 23.8% | 0.33 | 0.0420 | -0.003 | 40 | 7.35 | 7.75 | 33 | 24.2% | -0.73 | 0.0483 | -0.003 | |
| 0.6900 | 0.8000 | 4,088 | 23.6% | 0.19 | 0.0312 | -0.003 | 45 | 11.15 | 12.15 | 2 | -0.92 | 0.0417 | -0.002 | |||
| 0.4100 | 0.5200 | 5 | 1,891 | 25.5% | 0.12 | 0.0214 | -0.002 | 50 | 14.50 | 18.50 | -0.99 | 0.0076 | 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 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs