KMX option chain CarMax, Inc.
Cboe delayed options data · as of 15:40 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 ±16.8% (44.10–61.90) · ATM IV 50.5% · P/C open interest 2.05
| 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 | |
| 24.70 | 27.40 | 0.99 | 0.0013 | -0.002 | 27.5 | 0 | 0.4500 | 91.7% | -0.01 | 0.0013 | -0.002 | |||||
| 22.30 | 24.90 | 58.5% | 0.99 | 0.0021 | -0.004 | 30 | 0 | 0.2000 | 70.5% | -0.01 | 0.0022 | -0.004 | ||||
| 19.10 | 23.10 | 43.5% | 0.98 | 0.0035 | -0.005 | 32.5 | 0 | 0.2500 | 38 | 64.2% | -0.02 | 0.0035 | -0.005 | |||
| 18.00 | 20.10 | 72.1% | 0.97 | 0.0056 | -0.008 | 35 | 0.0500 | 0.3000 | 18 | 59.4% | -0.03 | 0.0056 | -0.008 | |||
| 15.30 | 18.10 | 67.0% | 0.95 | 0.0085 | -0.011 | 37.5 | 0.1500 | 0.3500 | 72 | 55.0% | -0.05 | 0.0086 | -0.011 | |||
| 13.40 | 15.30 | 61.0% | 0.92 | 0.0124 | -0.015 | 40 | 0.3500 | 0.6500 | 10 | 55.5% | -0.08 | 0.0124 | -0.015 | |||
| 11.20 | 13.20 | 58.7% | 0.87 | 0.0170 | -0.020 | 42.5 | 0.7000 | 1.00 | 64 | 54.9% | -0.13 | 0.0172 | -0.020 | |||
| 9.10 | 11.10 | 6 | 55.3% | 0.82 | 0.0222 | -0.025 | 45 | 1.05 | 1.50 | 295 | 53.0% | -0.18 | 0.0224 | -0.025 | ||
| 7.50 | 9.00 | 6 | 53.9% | 0.75 | 0.0273 | -0.029 | 47.5 | 1.55 | 2.15 | 109 | 51.1% | -0.25 | 0.0276 | -0.029 | ||
| 6.00 | 6.60 | 20 | 16 | 48.9% | 0.67 | 0.0315 | -0.033 | 50 | 2.40 | 3.10 | 11 | 100 | 51.0% | -0.33 | 0.0319 | -0.033 |
| 4.40 | 5.90 | 3 | 51.5% | 0.59 | 0.0344 | -0.035 | 52.5 | 3.40 | 4.10 | 1 | 54 | 49.5% | -0.42 | 0.0349 | -0.035 | |
| 3.70 | 4.00 | 3 | 6 | 49.7% | 0.50 | 0.0354 | -0.036 | 55 | 4.60 | 5.60 | 57 | 49.4% | -0.51 | 0.0361 | -0.036 | |
| 2.75 | 3.00 | 6 | 48 | 49.1% | 0.42 | 0.0347 | -0.035 | 57.5 | 6.60 | 7.20 | 75 | 52.1% | -0.59 | 0.0356 | -0.035 | |
| 2.05 | 2.50 | 2 | 15 | 50.8% | 0.34 | 0.0326 | -0.032 | 60 | 8.30 | 9.00 | 243 | 52.1% | -0.67 | 0.0337 | -0.034 | |
| 1.50 | 1.70 | 21 | 49.5% | 0.27 | 0.0295 | -0.029 | 62.5 | 10.10 | 11.00 | 16 | 51.9% | -0.74 | 0.0307 | -0.031 | ||
| 0.7000 | 1.30 | 204 | 46.9% | 0.22 | 0.0259 | -0.026 | 65 | 11.30 | 13.20 | 8 | 45.9% | -0.80 | 0.0273 | -0.027 | ||
| 0.7000 | 1.10 | 56 | 50.8% | 0.17 | 0.0221 | -0.022 | 67.5 | 13.50 | 15.50 | 4 | 46.2% | -0.85 | 0.0238 | -0.024 | ||
| 0.3500 | 0.8000 | 121 | 49.2% | 0.13 | 0.0186 | -0.019 | 70 | 15.70 | 17.80 | 1 | 43.2% | -0.89 | 0.0204 | -0.021 | ||
| 0.2500 | 0.6000 | 27 | 54.0% | 0.08 | 0.0126 | -0.013 | 75 | 20.40 | 22.80 | -0.95 | 0.0145 | -0.016 | ||||
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 — Dec 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