KO option chain The Coca-Cola Company
Cboe delayed options data · as of 15:41 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 ±1.9% (87.17–90.64) · ATM IV 16.2% · P/C open interest 0.21
| 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 | |
| 43.75 | 44.45 | 1 | 225.3% | 1.00 | 0.0001 | 0.000 | 45 | 0 | 0.0500 | 176.3% | -0.00 | 0.0001 | -0.002 | |||
| 37.85 | 39.50 | 3 | 1.00 | 0.0002 | 0.000 | 50 | 0 | 0.0500 | 150.9% | -0.00 | 0.0002 | -0.002 | ||||
| 33.70 | 34.05 | 1 | 1.00 | 0.0003 | 0.000 | 55 | 0 | 0.0500 | 10 | 127.8% | -0.00 | 0.0003 | -0.003 | |||
| 27.85 | 29.50 | 1 | 1.00 | 0.0005 | 0.000 | 60 | 0 | 0.0500 | 3 | 106.5% | -0.00 | 0.0005 | -0.003 | |||
| 22.85 | 24.55 | 1 | 1.00 | 0.0008 | 0.000 | 65 | 0 | 0.0500 | 86.8% | -0.00 | 0.0008 | -0.004 | ||||
| 17.85 | 19.50 | 12 | 1.00 | 0.0014 | 0.000 | 70 | 0 | 0.0500 | 9 | 68.2% | -0.00 | 0.0014 | -0.004 | |||
| 13.60 | 14.30 | 5 | 0.99 | 0.0027 | 0.000 | 75 | 0 | 0.0500 | 23 | 50.5% | -0.01 | 0.0027 | -0.005 | |||
| 11.80 | 13.45 | 0.99 | 0.0032 | 0.000 | 76 | 0 | 0.0500 | 4 | 47.0% | -0.01 | 0.0032 | -0.005 | ||||
| 10.80 | 12.65 | 1 | 0.99 | 0.0037 | 0.000 | 77 | 0 | 0.0500 | 55 | 43.6% | -0.01 | 0.0037 | -0.005 | |||
| 9.80 | 11.45 | 3 | 0.99 | 0.0044 | -0.000 | 78 | 0 | 0.0500 | 17 | 40.2% | -0.01 | 0.0044 | -0.005 | |||
| 9.65 | 10.10 | 2 | 0.99 | 0.0052 | -0.001 | 79 | 0 | 0.0600 | 24 | 37.8% | -0.01 | 0.0053 | -0.005 | |||
| 8.65 | 9.10 | 4 | 0.99 | 0.0064 | -0.001 | 80 | 0 | 0.0100 | 35 | 27.4% | -0.01 | 0.0064 | -0.006 | |||
| 7.70 | 8.10 | 4 | 0.99 | 0.0081 | -0.002 | 81 | 0 | 0.0600 | 35 | 30.8% | -0.01 | 0.0082 | -0.006 | |||
| 6.70 | 7.10 | 11 | 0.99 | 0.0109 | -0.003 | 82 | 0 | 0.0400 | 154 | 25.7% | -0.01 | 0.0109 | -0.006 | |||
| 5.70 | 6.10 | 12 | 0.98 | 0.0158 | -0.005 | 83 | 0.0100 | 0.0700 | 115 | 25.1% | -0.02 | 0.0158 | -0.008 | |||
| 4.70 | 5.10 | 45 | 0.97 | 0.0251 | -0.008 | 84 | 0.0200 | 0.0800 | 9 | 595 | 22.3% | -0.03 | 0.0253 | -0.011 | ||
| 3.90 | 4.10 | 7 | 277 | 15.8% | 0.95 | 0.0428 | -0.014 | 85 | 0.0500 | 0.0800 | 2 | 300 | 19.6% | -0.05 | 0.0429 | -0.016 |
| 2.89 | 3.20 | 70 | 80 | 15.5% | 0.90 | 0.0733 | -0.023 | 86 | 0.0900 | 0.1600 | 7 | 315 | 18.3% | -0.10 | 0.0741 | -0.025 |
| 2.05 | 2.27 | 72 | 177 | 15.4% | 0.82 | 0.1180 | -0.035 | 87 | 0.2000 | 0.2400 | 62 | 628 | 16.6% | -0.19 | 0.1195 | -0.037 |
| 1.41 | 1.49 | 7 | 723 | 16.5% | 0.68 | 0.1650 | -0.048 | 88 | 0.4200 | 0.4800 | 58 | 268 | 16.0% | -0.32 | 0.1674 | -0.049 |
| 0.8200 | 0.8800 | 359 | 6,456 | 16.1% | 0.50 | 0.1877 | -0.053 | 89 | 0.8500 | 0.9100 | 58 | 364 | 16.2% | -0.51 | 0.1906 | -0.054 |
| 0.4300 | 0.4600 | 116 | 1,368 | 16.1% | 0.32 | 0.1688 | -0.047 | 90 | 1.43 | 1.54 | 19 | 409 | 16.2% | -0.69 | 0.1709 | -0.047 |
| 0.2000 | 0.2200 | 96 | 7,382 | 16.2% | 0.18 | 0.1223 | -0.034 | 91 | 2.19 | 2.48 | 2 | 480 | 18.5% | -0.83 | 0.1244 | -0.034 |
| 0.0800 | 0.1000 | 9 | 1,185 | 16.4% | 0.09 | 0.0750 | -0.021 | 92 | 3.05 | 3.20 | 236 | 15.2% | -0.92 | 0.0887 | -0.022 | |
| 0.0300 | 0.0500 | 1,120 | 17.1% | 0.05 | 0.0412 | -0.012 | 93 | 4.00 | 4.55 | 4 | 26.1% | -0.98 | 0.0440 | -0.022 | ||
| 0.0100 | 0.0300 | 254 | 18.1% | 0.02 | 0.0216 | -0.007 | 94 | 5.00 | 5.40 | 2 | 27.1% | -1.00 | 0.0091 | -0.028 | ||
| 0 | 0.0600 | 159 | 22.4% | 0.01 | 0.0115 | -0.004 | 95 | 6.00 | 6.40 | 2 | 30.9% | -1.00 | 0.0007 | -0.032 | ||
| 0 | 0.0100 | 449 | 20.1% | 0.01 | 0.0068 | -0.003 | 96 | 7.00 | 7.40 | 34.5% | -1.00 | 0.0001 | -0.033 | |||
| 0 | 0.0100 | 61 | 22.5% | 0.00 | 0.0046 | -0.002 | 97 | 8.00 | 8.40 | 38.1% | -1.00 | 0.0000 | -0.033 | |||
| 0 | 0.0500 | 91 | 30.3% | 0.00 | 0.0035 | -0.002 | 98 | 8.85 | 10.80 | 65.6% | -1.00 | 0.0000 | -0.033 | |||
| 0 | 0.0500 | 33.0% | 0.00 | 0.0028 | -0.002 | 99 | 9.95 | 11.60 | 68.4% | -1.00 | 0.0000 | -0.033 | ||||
| 0 | 0.0100 | 7 | 29.4% | 0.00 | 0.0023 | -0.002 | 100 | 10.90 | 12.60 | 71.7% | -1.00 | 0.0000 | -0.033 | |||
| 0 | 0.0500 | 1 | 38.2% | 0.00 | 0.0020 | -0.002 | 101 | 11.80 | 13.80 | 77.4% | -1.00 | 0.0000 | -0.033 | |||
| 0 | 0.0500 | 14 | 40.7% | 0.00 | 0.0017 | -0.001 | 102 | 12.75 | 14.60 | 77.1% | -1.00 | 0.0000 | -0.033 | |||
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 11, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs