KMX option chain CarMax, Inc.
Cboe delayed options data · as of 09:39 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 ±19.0% (41.95–61.65) · ATM IV 48.1% · P/C open interest 0.82
| 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 | |
| 23.20 | 26.60 | 4 | 72.7% | 0.99 | 0.0025 | 0.000 | 27.5 | 0 | 0.2000 | 1,051 | 65.7% | -0.02 | 0.0025 | -0.004 | ||
| 21.70 | 24.10 | 96 | 84.4% | 0.98 | 0.0038 | -0.002 | 30 | 0.0500 | 0.2500 | 1,780 | 65.1% | -0.03 | 0.0038 | -0.006 | ||
| 19.30 | 21.70 | 888 | 76.5% | 0.96 | 0.0056 | -0.004 | 32.5 | 0.1000 | 0.4500 | 224 | 60.7% | -0.04 | 0.0057 | -0.008 | ||
| 17.00 | 18.80 | 795 | 63.5% | 0.94 | 0.0081 | -0.007 | 35 | 0.2500 | 0.4500 | 501 | 55.6% | -0.06 | 0.0082 | -0.010 | ||
| 14.60 | 17.10 | 108 | 64.5% | 0.92 | 0.0112 | -0.010 | 37.5 | 0.4000 | 0.6500 | 3 | 171 | 52.9% | -0.09 | 0.0114 | -0.013 | |
| 12.50 | 15.00 | 368 | 61.9% | 0.88 | 0.0150 | -0.014 | 40 | 0.8000 | 1.00 | 1 | 543 | 52.9% | -0.13 | 0.0152 | -0.016 | |
| 10.40 | 12.90 | 1,200 | 58.0% | 0.83 | 0.0192 | -0.017 | 42.5 | 1.20 | 1.45 | 350 | 51.2% | -0.17 | 0.0196 | -0.019 | ||
| 8.70 | 10.40 | 730 | 53.0% | 0.78 | 0.0236 | -0.021 | 45 | 1.70 | 2.10 | 307 | 49.8% | -0.23 | 0.0241 | -0.022 | ||
| 7.10 | 9.20 | 204 | 55.1% | 0.71 | 0.0277 | -0.023 | 47.5 | 2.55 | 2.90 | 162 | 49.3% | -0.30 | 0.0284 | -0.025 | ||
| 4.70 | 7.20 | 22 | 882 | 46.5% | 0.63 | 0.0309 | -0.025 | 50 | 3.50 | 3.90 | 1 | 268 | 48.2% | -0.38 | 0.0318 | -0.027 |
| 4.50 | 5.20 | 2 | 109 | 47.8% | 0.55 | 0.0328 | -0.027 | 52.5 | 4.70 | 5.30 | 2 | 213 | 48.5% | -0.47 | 0.0340 | -0.028 |
| 3.40 | 4.20 | 1 | 301 | 47.5% | 0.47 | 0.0333 | -0.027 | 55 | 6.20 | 6.70 | 1 | 107 | 48.2% | -0.55 | 0.0348 | -0.027 |
| 2.60 | 3.30 | 172 | 47.4% | 0.39 | 0.0323 | -0.026 | 57.5 | 7.70 | 8.40 | 207 | 47.5% | -0.63 | 0.0342 | -0.026 | ||
| 2.00 | 2.60 | 22 | 741 | 47.8% | 0.32 | 0.0303 | -0.024 | 60 | 8.70 | 10.30 | 247 | 42.9% | -0.70 | 0.0325 | -0.024 | |
| 1.50 | 2.05 | 2 | 177 | 48.0% | 0.26 | 0.0274 | -0.022 | 62.5 | 10.20 | 12.30 | 200 | 38.2% | -0.77 | 0.0301 | -0.022 | |
| 1.15 | 1.65 | 1 | 290 | 48.7% | 0.21 | 0.0243 | -0.019 | 65 | 12.20 | 14.50 | 159 | -0.83 | 0.0273 | -0.020 | ||
| 0.8000 | 1.30 | 176 | 48.6% | 0.17 | 0.0210 | -0.017 | 67.5 | 14.40 | 16.80 | 46 | -0.87 | 0.0244 | -0.017 | |||
| 0.4500 | 1.00 | 328 | 47.4% | 0.14 | 0.0180 | -0.015 | 70 | 16.70 | 19.10 | 161 | -0.91 | 0.0217 | -0.015 | |||
| 0.4500 | 0.8500 | 3 | 78 | 49.9% | 0.11 | 0.0152 | -0.013 | 72.5 | 19.00 | 21.40 | 8 | -0.95 | 0.0190 | -0.013 | ||
| 0.2500 | 0.7500 | 338 | 50.2% | 0.09 | 0.0128 | -0.011 | 75 | 21.50 | 23.80 | -0.97 | 0.0171 | -0.009 | ||||
| 0.2500 | 0.4000 | 2 | 121 | 48.7% | 0.07 | 0.0107 | -0.009 | 77.5 | 23.90 | 26.50 | -0.99 | 0.0081 | -0.012 | |||
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 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs