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 ±10.6% (47.38–58.62) · ATM IV 42.5% · P/C open interest 0.73
| 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 | |
| 21.40 | 25.00 | 0.99 | 0.0012 | -0.002 | 30 | 0 | 0.2500 | 97.5% | -0.01 | 0.0012 | -0.002 | |||||
| 18.80 | 22.50 | 0.99 | 0.0020 | -0.004 | 32.5 | 0 | 0.1000 | 74.3% | -0.01 | 0.0020 | -0.004 | |||||
| 17.10 | 20.50 | 90.4% | 0.98 | 0.0034 | -0.005 | 35 | 0 | 0.1500 | 38 | 68.4% | -0.01 | 0.0034 | -0.005 | |||
| 14.80 | 16.80 | 0.97 | 0.0056 | -0.008 | 37.5 | 0 | 0.1500 | 52 | 58.6% | -0.02 | 0.0057 | -0.008 | ||||
| 12.90 | 14.80 | 20 | 20 | 67.9% | 0.96 | 0.0093 | -0.011 | 40 | 0.0500 | 0.2000 | 61 | 53.9% | -0.04 | 0.0094 | -0.011 | |
| 10.40 | 12.40 | 58.1% | 0.93 | 0.0151 | -0.016 | 42.5 | 0.1500 | 0.3000 | 3 | 254 | 50.3% | -0.07 | 0.0152 | -0.016 | ||
| 8.30 | 10.00 | 10 | 6 | 54.3% | 0.89 | 0.0235 | -0.022 | 45 | 0.3500 | 0.5500 | 22 | 395 | 48.5% | -0.11 | 0.0236 | -0.022 |
| 6.10 | 8.00 | 51.1% | 0.81 | 0.0344 | -0.029 | 47.5 | 0.7000 | 0.9500 | 76 | 365 | 46.5% | -0.19 | 0.0347 | -0.029 | ||
| 4.30 | 5.30 | 10 | 93 | 42.0% | 0.71 | 0.0462 | -0.036 | 50 | 1.15 | 1.60 | 13 | 332 | 43.7% | -0.29 | 0.0466 | -0.036 |
| 3.20 | 3.60 | 32 | 61 | 43.7% | 0.58 | 0.0548 | -0.040 | 52.5 | 2.05 | 2.40 | 798 | 41.4% | -0.42 | 0.0554 | -0.040 | |
| 2.00 | 2.35 | 15 | 115 | 42.5% | 0.45 | 0.0563 | -0.040 | 55 | 3.40 | 3.80 | 12 | 138 | 41.8% | -0.56 | 0.0572 | -0.040 |
| 1.20 | 1.50 | 18 | 111 | 42.5% | 0.32 | 0.0506 | -0.036 | 57.5 | 4.50 | 5.80 | 107 | 39.5% | -0.69 | 0.0517 | -0.037 | |
| 0.6500 | 1.00 | 57 | 2,118 | 43.1% | 0.22 | 0.0410 | -0.030 | 60 | 6.80 | 8.10 | 3 | 32 | 46.0% | -0.79 | 0.0424 | -0.031 |
| 0.3500 | 0.5500 | 3 | 64 | 42.6% | 0.15 | 0.0313 | -0.024 | 62.5 | 8.30 | 10.30 | 65 | 37.2% | -0.86 | 0.0328 | -0.025 | |
| 0.2000 | 0.3500 | 26 | 73 | 43.9% | 0.10 | 0.0230 | -0.019 | 65 | 10.70 | 12.50 | 42 | -0.91 | 0.0247 | -0.020 | ||
| 0.1000 | 0.2500 | 7 | 119 | 45.5% | 0.07 | 0.0168 | -0.015 | 67.5 | 12.90 | 14.90 | -0.95 | 0.0182 | -0.016 | |||
| 0 | 0.2000 | 456 | 46.0% | 0.05 | 0.0122 | -0.011 | 70 | 15.20 | 17.90 | -0.97 | 0.0130 | -0.013 | ||||
| 0 | 0.4500 | 112 | 58.9% | 0.03 | 0.0090 | -0.009 | 72.5 | 17.10 | 21.30 | 54.1% | -0.98 | 0.0088 | -0.009 | |||
| 0 | 0.2000 | 77 | 55.4% | 0.03 | 0.0067 | -0.007 | 75 | 20.40 | 23.80 | 79.9% | -0.99 | 0.0054 | -0.005 | |||
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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs