KMI option chain Kinder Morgan, Inc.
Cboe delayed options data · as of 21:51 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 ±3.6% (30.50–32.81) · ATM IV 22.4% · P/C open interest 0.66
| 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 | |
| 13.30 | 14.50 | 15 | 184.6% | 1.00 | 0.0000 | 0.000 | 18 | 0 | 0.2500 | 50 | 124.1% | 0.00 | 0.0000 | 0.000 | ||
| 12.40 | 13.50 | 183.6% | 1.00 | 0.0001 | 0.000 | 19 | 0 | 0.2500 | 113.3% | -0.00 | 0.0001 | 0.000 | ||||
| 11.50 | 12.50 | 51 | 168.2% | 1.00 | 0.0001 | 0.000 | 20 | 0 | 0.0200 | 144 | 91.8% | -0.00 | 0.0001 | 0.000 | ||
| 10.05 | 11.50 | 2 | 120.8% | 1.00 | 0.0001 | 0.000 | 21 | 0 | 0.2500 | 93.2% | -0.00 | 0.0001 | 0.000 | |||
| 9.50 | 10.50 | 139.3% | 1.00 | 0.0002 | 0.000 | 22 | 0 | 0.0500 | 21 | 83.8% | -0.00 | 0.0002 | -0.000 | |||
| 8.05 | 9.50 | 97.3% | 1.00 | 0.0007 | 0.000 | 23 | 0 | 0.0500 | 268 | 74.7% | -0.00 | 0.0007 | -0.000 | |||
| 7.50 | 7.75 | 1.00 | 0.0024 | 0.000 | 24 | 0 | 0.0500 | 41 | 65.9% | -0.00 | 0.0024 | -0.001 | ||||
| 6.10 | 7.45 | 109 | 75.4% | 0.99 | 0.0053 | 0.000 | 25 | 0 | 0.0100 | 3,354 | 46.5% | -0.01 | 0.0053 | -0.001 | ||
| 5.50 | 5.80 | 27 | 0.99 | 0.0094 | 0.000 | 26 | 0 | 0.0500 | 209 | 49.1% | -0.01 | 0.0094 | -0.002 | |||
| 4.60 | 4.80 | 88 | 43.0% | 0.99 | 0.0156 | -0.000 | 27 | 0 | 0.0600 | 2,032 | 42.2% | -0.01 | 0.0157 | -0.003 | ||
| 3.55 | 3.80 | 69 | 26.6% | 0.98 | 0.0268 | -0.001 | 28 | 0 | 0.0200 | 10 | 12.5K | 28.5% | -0.02 | 0.0270 | -0.003 | |
| 3.10 | 3.35 | 33.9% | 0.97 | 0.0375 | -0.002 | 28.5 | 0.0100 | 0.0200 | 1 | 1 | 26.5% | -0.03 | 0.0378 | -0.004 | ||
| 2.59 | 2.83 | 31 | 852 | 27.3% | 0.95 | 0.0572 | -0.004 | 29 | 0.0100 | 0.0700 | 7 | 7,193 | 27.4% | -0.05 | 0.0577 | -0.005 |
| 2.10 | 2.35 | 28 | 24.6% | 0.92 | 0.0906 | -0.007 | 29.5 | 0.0300 | 0.0900 | 57 | 25.4% | -0.08 | 0.0914 | -0.008 | ||
| 1.73 | 1.90 | 20 | 3,536 | 27.0% | 0.87 | 0.1362 | -0.010 | 30 | 0.0800 | 0.1400 | 28 | 4,115 | 24.7% | -0.14 | 0.1376 | -0.011 |
| 1.26 | 1.48 | 2 | 24.4% | 0.79 | 0.1878 | -0.014 | 30.5 | 0.1200 | 0.2300 | 7 | 107 | 23.2% | -0.21 | 0.1900 | -0.015 | |
| 0.8800 | 1.10 | 1,721 | 1,895 | 23.4% | 0.68 | 0.2380 | -0.017 | 31 | 0.2800 | 0.3700 | 11 | 5,143 | 23.7% | -0.32 | 0.2410 | -0.018 |
| 0.6300 | 0.7300 | 13 | 71 | 23.0% | 0.56 | 0.2706 | -0.019 | 31.5 | 0.4100 | 0.5400 | 4 | 37 | 21.7% | -0.45 | 0.2749 | -0.019 |
| 0.3900 | 0.5200 | 47 | 5,540 | 23.4% | 0.42 | 0.2694 | -0.019 | 32 | 0.6500 | 0.8000 | 6 | 2,197 | 21.0% | -0.59 | 0.2748 | -0.019 |
| 0.2400 | 0.3000 | 6 | 142 | 22.9% | 0.30 | 0.2374 | -0.017 | 32.5 | 0.9700 | 1.23 | 22.6% | -0.71 | 0.2434 | -0.017 | ||
| 0.1500 | 0.2300 | 38 | 8,083 | 24.8% | 0.20 | 0.1879 | -0.014 | 33 | 1.36 | 1.60 | 973 | 21.9% | -0.82 | 0.1932 | -0.013 | |
| 0.0600 | 0.1100 | 4 | 77 | 23.0% | 0.13 | 0.1377 | -0.011 | 33.5 | 1.80 | 2.06 | 22.9% | -0.88 | 0.1407 | -0.010 | ||
| 0.0300 | 0.0800 | 161 | 6,858 | 24.4% | 0.09 | 0.0984 | -0.008 | 34 | 2.27 | 2.56 | 187 | 25.5% | -0.93 | 0.1091 | -0.007 | |
| 0.0100 | 0.0500 | 11 | 24.8% | 0.06 | 0.0706 | -0.007 | 34.5 | 2.77 | 3.15 | -0.96 | 0.0928 | -0.006 | ||||
| 0.0200 | 0.0400 | 149 | 13.9K | 28.0% | 0.04 | 0.0516 | -0.005 | 35 | 3.25 | 3.50 | 21 | -0.98 | 0.0657 | -0.007 | ||
| 0 | 0.0700 | 40 | 32.1% | 0.03 | 0.0384 | -0.004 | 35.5 | 3.75 | 4.00 | -0.99 | 0.0414 | -0.008 | ||||
| 0.0100 | 0.0600 | 120 | 4,918 | 35.2% | 0.03 | 0.0291 | -0.004 | 36 | 4.25 | 4.45 | -1.00 | 0.0198 | -0.010 | |||
| 0 | 0.0600 | 1 | 37.3% | 0.02 | 0.0224 | -0.003 | 36.5 | 4.75 | 5.05 | 40.5% | -1.00 | 0.0087 | -0.011 | |||
| 0 | 0.0600 | 7,409 | 40.2% | 0.02 | 0.0176 | -0.003 | 37 | 5.25 | 5.55 | 43.6% | -1.00 | 0.0033 | -0.013 | |||
| 0 | 0.0500 | 625 | 44.5% | 0.01 | 0.0112 | -0.002 | 38 | 6.25 | 6.55 | 49.5% | -1.00 | 0.0000 | -0.014 | |||
| 0 | 0.0100 | 1,740 | 40.5% | 0.01 | 0.0075 | -0.002 | 39 | 7.25 | 7.55 | 55.2% | -1.00 | 0.0000 | -0.014 | |||
| 0 | 0.0400 | 1,878 | 53.0% | 0.01 | 0.0052 | -0.001 | 40 | 8.25 | 8.45 | -1.00 | 0.0000 | -0.015 | ||||
| 0 | 0.0300 | 882 | 55.6% | 0.00 | 0.0037 | -0.001 | 41 | 8.75 | 9.50 | -1.00 | 0.0000 | -0.015 | ||||
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 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs