KMX option chain CarMax, Inc.
Cboe delayed options data · as of 06:35 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 ±24.1% (46.30–75.70) · ATM IV 50.0% · 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 | |
| 28.40 | 30.10 | 893 | 64.5% | 0.97 | 0.0029 | -0.002 | 32.5 | 0.1000 | 0.3500 | 7 | 223 | 58.8% | -0.03 | 0.0029 | -0.005 | |
| 25.70 | 27.70 | 802 | 54.7% | 0.96 | 0.0039 | -0.004 | 35 | 0.2500 | 0.4500 | 70 | 589 | 60.0% | -0.04 | 0.0040 | -0.007 | |
| 23.70 | 25.40 | 109 | 57.8% | 0.94 | 0.0052 | -0.006 | 37.5 | 0.3500 | 0.8000 | 3 | 168 | 57.6% | -0.06 | 0.0053 | -0.009 | |
| 21.50 | 23.20 | 369 | 56.8% | 0.92 | 0.0067 | -0.008 | 40 | 0.7000 | 0.9000 | 617 | 56.1% | -0.08 | 0.0068 | -0.011 | ||
| 19.20 | 21.00 | 1,195 | 54.0% | 0.90 | 0.0085 | -0.011 | 42.5 | 0.9500 | 1.20 | 82 | 54.4% | -0.10 | 0.0086 | -0.013 | ||
| 17.20 | 18.90 | 615 | 53.3% | 0.87 | 0.0104 | -0.013 | 45 | 1.35 | 1.70 | 344 | 54.1% | -0.13 | 0.0106 | -0.015 | ||
| 15.30 | 16.80 | 197 | 52.0% | 0.83 | 0.0125 | -0.016 | 47.5 | 1.85 | 2.20 | 148 | 53.2% | -0.17 | 0.0126 | -0.018 | ||
| 13.50 | 14.60 | 5 | 879 | 49.9% | 0.79 | 0.0145 | -0.018 | 50 | 2.45 | 2.75 | 261 | 51.9% | -0.21 | 0.0148 | -0.020 | |
| 11.90 | 13.20 | 99 | 51.3% | 0.75 | 0.0165 | -0.021 | 52.5 | 3.20 | 3.60 | 1 | 174 | 51.7% | -0.25 | 0.0168 | -0.022 | |
| 10.20 | 11.60 | 271 | 50.2% | 0.70 | 0.0182 | -0.023 | 55 | 4.10 | 4.50 | 113 | 51.2% | -0.30 | 0.0186 | -0.024 | ||
| 9.00 | 9.90 | 178 | 49.8% | 0.65 | 0.0197 | -0.024 | 57.5 | 5.00 | 5.70 | 45 | 50.9% | -0.35 | 0.0202 | -0.025 | ||
| 7.70 | 8.40 | 694 | 48.7% | 0.60 | 0.0208 | -0.025 | 60 | 6.20 | 7.10 | 248 | 51.3% | -0.40 | 0.0214 | -0.026 | ||
| 6.60 | 7.40 | 85 | 49.2% | 0.55 | 0.0215 | -0.026 | 62.5 | 7.50 | 8.10 | 40 | 312 | 49.9% | -0.46 | 0.0222 | -0.027 | |
| 5.40 | 6.20 | 307 | 47.8% | 0.49 | 0.0218 | -0.026 | 65 | 8.90 | 9.60 | 158 | 49.5% | -0.51 | 0.0226 | -0.027 | ||
| 4.70 | 5.20 | 2 | 384 | 47.9% | 0.44 | 0.0216 | -0.026 | 67.5 | 10.50 | 11.20 | 35 | 49.4% | -0.57 | 0.0226 | -0.026 | |
| 3.90 | 4.40 | 313 | 47.5% | 0.40 | 0.0212 | -0.025 | 70 | 12.20 | 13.30 | 161 | 50.6% | -0.62 | 0.0222 | -0.025 | ||
| 3.30 | 3.70 | 63 | 47.5% | 0.35 | 0.0204 | -0.024 | 72.5 | 13.60 | 15.10 | 8 | 49.0% | -0.66 | 0.0216 | -0.024 | ||
| 2.80 | 3.10 | 228 | 47.6% | 0.31 | 0.0194 | -0.023 | 75 | 15.60 | 17.00 | 49.1% | -0.71 | 0.0208 | -0.023 | |||
| 2.10 | 2.65 | 78 | 46.8% | 0.27 | 0.0183 | -0.021 | 77.5 | 17.60 | 19.00 | 2 | 48.9% | -0.75 | 0.0198 | -0.022 | ||
| 1.85 | 2.20 | 219 | 47.2% | 0.24 | 0.0170 | -0.020 | 80 | 19.50 | 21.00 | 47.6% | -0.79 | 0.0187 | -0.020 | |||
| 1.60 | 1.90 | 52 | 47.9% | 0.21 | 0.0157 | -0.018 | 82.5 | 21.60 | 23.30 | 47.8% | -0.82 | 0.0175 | -0.018 | |||
| 1.35 | 1.80 | 5 | 49 | 49.1% | 0.18 | 0.0144 | -0.017 | 85 | 23.80 | 25.50 | 47.4% | -0.85 | 0.0163 | -0.017 | ||
| 1.10 | 1.35 | 1 | 33 | 48.0% | 0.16 | 0.0131 | -0.015 | 87.5 | 26.20 | 27.90 | 48.9% | -0.88 | 0.0151 | -0.015 | ||
| 0.8000 | 1.35 | 173 | 48.8% | 0.13 | 0.0119 | -0.014 | 90 | 28.50 | 30.20 | 48.5% | -0.90 | 0.0140 | -0.014 | |||
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