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 ±4.0% (85.35–92.46) · ATM IV 17.5% · P/C open interest 0.65
| 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 | |
| 42.15 | 45.75 | 90.7% | 1.00 | 0.0001 | 0.000 | 45 | 0 | 0.1000 | 100.8% | -0.00 | 0.0003 | -0.002 | ||||
| 37.75 | 40.25 | 98.5% | 1.00 | 0.0001 | 0.000 | 50 | 0 | 0.1000 | 86.3% | -0.00 | 0.0005 | -0.003 | ||||
| 32.00 | 35.25 | 1.00 | 0.0003 | 0.000 | 55 | 0 | 0.1000 | 73.1% | -0.00 | 0.0008 | -0.004 | |||||
| 27.00 | 30.15 | 1.00 | 0.0005 | 0.000 | 60 | 0 | 0.1000 | 61.0% | -0.01 | 0.0013 | -0.004 | |||||
| 22.05 | 25.65 | 1.00 | 0.0010 | 0.000 | 65 | 0 | 0.1100 | 3 | 50.4% | -0.01 | 0.0022 | -0.005 | ||||
| 18.60 | 19.30 | 1.00 | 0.0018 | 0.000 | 70 | 0 | 0.1200 | 40.2% | -0.01 | 0.0037 | -0.006 | |||||
| 13.60 | 14.30 | 0.99 | 0.0040 | 0.000 | 75 | 0.0100 | 0.1300 | 30.6% | -0.02 | 0.0072 | -0.007 | |||||
| 12.65 | 13.30 | 0.99 | 0.0048 | 0.000 | 76 | 0.0100 | 0.1400 | 28.8% | -0.03 | 0.0085 | -0.007 | |||||
| 11.65 | 12.30 | 0.99 | 0.0059 | 0.000 | 77 | 0.0100 | 0.1400 | 14 | 26.7% | -0.03 | 0.0101 | -0.007 | ||||
| 10.65 | 11.30 | 0.99 | 0.0074 | 0.000 | 78 | 0.0100 | 0.1600 | 15 | 25.2% | -0.03 | 0.0121 | -0.008 | ||||
| 9.65 | 10.25 | 0.98 | 0.0097 | -0.000 | 79 | 0.0100 | 0.1800 | 12 | 23.6% | -0.04 | 0.0149 | -0.009 | ||||
| 8.65 | 9.30 | 3 | 0.98 | 0.0130 | -0.002 | 80 | 0.0300 | 0.2100 | 18 | 22.5% | -0.05 | 0.0186 | -0.010 | |||
| 7.65 | 8.15 | 1 | 0.97 | 0.0179 | -0.004 | 81 | 0.1200 | 0.2500 | 1 | 44 | 22.4% | -0.06 | 0.0236 | -0.011 | ||
| 6.65 | 7.15 | 0.95 | 0.0253 | -0.007 | 82 | 0.1500 | 0.3200 | 41 | 21.3% | -0.08 | 0.0305 | -0.013 | ||||
| 5.85 | 6.20 | 2 | 2 | 15.6% | 0.93 | 0.0358 | -0.011 | 83 | 0.2100 | 0.3700 | 26 | 20.0% | -0.11 | 0.0393 | -0.016 | |
| 4.80 | 5.40 | 2 | 16.6% | 0.89 | 0.0494 | -0.016 | 84 | 0.3300 | 0.4000 | 140 | 18.7% | -0.15 | 0.0501 | -0.019 | ||
| 4.10 | 4.40 | 17.3% | 0.84 | 0.0649 | -0.021 | 85 | 0.5200 | 0.5500 | 4 | 140 | 18.4% | -0.20 | 0.0621 | -0.022 | ||
| 3.20 | 3.55 | 2 | 16.3% | 0.77 | 0.0799 | -0.026 | 86 | 0.7200 | 0.7900 | 4 | 348 | 18.0% | -0.27 | 0.0743 | -0.025 | |
| 2.67 | 2.81 | 15 | 28 | 17.5% | 0.68 | 0.0914 | -0.030 | 87 | 1.04 | 1.08 | 6 | 110 | 17.8% | -0.35 | 0.0847 | -0.028 |
| 2.10 | 2.17 | 14 | 51 | 17.6% | 0.59 | 0.0975 | -0.031 | 88 | 1.43 | 1.46 | 3 | 254 | 17.5% | -0.44 | 0.0917 | -0.030 |
| 1.58 | 1.65 | 17 | 151 | 17.6% | 0.49 | 0.0975 | -0.031 | 89 | 1.91 | 1.97 | 1 | 376 | 17.4% | -0.53 | 0.0938 | -0.030 |
| 1.16 | 1.21 | 3 | 104 | 17.5% | 0.40 | 0.0922 | -0.029 | 90 | 2.49 | 2.56 | 150 | 17.3% | -0.62 | 0.0909 | -0.028 | |
| 0.8200 | 0.8700 | 8 | 329 | 17.5% | 0.31 | 0.0830 | -0.026 | 91 | 3.10 | 3.55 | 12 | 18.6% | -0.71 | 0.0832 | -0.025 | |
| 0.5500 | 0.6200 | 10 | 568 | 17.4% | 0.24 | 0.0715 | -0.023 | 92 | 3.90 | 4.10 | 7 | 17.7% | -0.78 | 0.0722 | -0.021 | |
| 0.3300 | 0.4000 | 4 | 63 | 16.9% | 0.18 | 0.0592 | -0.019 | 93 | 4.70 | 5.00 | 18.1% | -0.84 | 0.0594 | -0.017 | ||
| 0.2300 | 0.3000 | 1 | 298 | 17.5% | 0.13 | 0.0474 | -0.016 | 94 | 5.50 | 6.05 | 6 | 19.2% | -0.89 | 0.0468 | -0.013 | |
| 0.1400 | 0.2700 | 625 | 18.4% | 0.09 | 0.0369 | -0.013 | 95 | 6.45 | 7.00 | 20.4% | -0.92 | 0.0355 | -0.009 | |||
| 0.0100 | 0.1500 | 8 | 63 | 16.6% | 0.07 | 0.0286 | -0.010 | 96 | 7.45 | 7.95 | 22.0% | -0.95 | 0.0263 | -0.005 | ||
| 0.0100 | 0.1800 | 52 | 18.9% | 0.05 | 0.0219 | -0.008 | 97 | 8.45 | 8.95 | 24.0% | -0.96 | 0.0194 | -0.003 | |||
| 0.0100 | 0.1600 | 14 | 20.2% | 0.04 | 0.0171 | -0.007 | 98 | 9.20 | 9.90 | 20.3% | -0.97 | 0.0146 | -0.001 | |||
| 0.0100 | 0.1400 | 5 | 21.4% | 0.03 | 0.0136 | -0.006 | 99 | 10.40 | 10.90 | 1 | 26.4% | -0.98 | 0.0112 | 0.000 | ||
| 0.0100 | 0.0600 | 6 | 261 | 20.3% | 0.03 | 0.0111 | -0.005 | 100 | 11.20 | 11.90 | 23.7% | -0.98 | 0.0089 | 0.000 | ||
| 0.0100 | 0.1200 | 1 | 23.9% | 0.02 | 0.0093 | -0.005 | 101 | 12.40 | 12.90 | 30.0% | -0.99 | 0.0072 | 0.000 | |||
| 0.0100 | 0.1200 | 3 | 25.4% | 0.02 | 0.0079 | -0.004 | 102 | 13.20 | 13.85 | 24.9% | -0.99 | 0.0060 | 0.000 | |||
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 — Oct 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs