KO option chain The Coca-Cola Company
Cboe delayed options data · as of 21:35 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 ±7.5% (82.19–95.55) · ATM IV 20.0% · P/C open interest 0.75
| 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 | |
| 39.80 | 43.15 | 71.3% | 1.00 | 0.0000 | 0.000 | 47.5 | 0 | 0.7500 | 10 | 78.0% | -0.00 | 0.0003 | -0.001 | |||
| 37.10 | 40.90 | 67.0% | 1.00 | 0.0000 | 0.000 | 50 | 0 | 1.02 | 4 | 76.9% | -0.00 | 0.0004 | -0.001 | |||
| 32.15 | 35.70 | 50.1% | 1.00 | 0.0002 | 0.000 | 55 | 0 | 0.0800 | 16 | 43.9% | -0.00 | 0.0007 | -0.001 | |||
| 28.00 | 29.50 | 4 | 1.00 | 0.0009 | 0.000 | 60 | 0 | 0.0600 | 1 | 174 | 35.4% | -0.01 | 0.0013 | -0.002 | ||
| 22.85 | 25.50 | 12 | 42.0% | 0.99 | 0.0026 | 0.000 | 65 | 0 | 0.0700 | 1,404 | 29.4% | -0.01 | 0.0025 | -0.003 | ||
| 20.70 | 23.55 | 251 | 46.3% | 0.98 | 0.0038 | 0.000 | 67.5 | 0.0100 | 0.0900 | 1 | 579 | 27.5% | -0.02 | 0.0036 | -0.003 | |
| 18.15 | 19.50 | 175 | 0.97 | 0.0052 | 0.000 | 70 | 0 | 0.1300 | 10 | 1,863 | 25.2% | -0.02 | 0.0052 | -0.004 | ||
| 15.60 | 17.05 | 1 | 217 | 0.96 | 0.0076 | 0.000 | 72.5 | 0.1000 | 0.1800 | 2 | 1,802 | 25.1% | -0.04 | 0.0078 | -0.005 | |
| 14.05 | 14.70 | 188 | 27.6% | 0.94 | 0.0114 | -0.002 | 75 | 0.1500 | 0.2600 | 8 | 1,972 | 23.3% | -0.06 | 0.0116 | -0.007 | |
| 11.65 | 12.35 | 639 | 25.0% | 0.91 | 0.0169 | -0.005 | 77.5 | 0.3700 | 0.4200 | 12 | 2,083 | 23.0% | -0.09 | 0.0173 | -0.010 | |
| 9.50 | 10.10 | 1,336 | 23.8% | 0.86 | 0.0241 | -0.009 | 80 | 0.5800 | 0.6700 | 39 | 2,150 | 21.9% | -0.14 | 0.0246 | -0.013 | |
| 7.50 | 7.95 | 3,119 | 22.7% | 0.79 | 0.0324 | -0.013 | 82.5 | 1.00 | 1.10 | 69 | 2,085 | 21.2% | -0.21 | 0.0333 | -0.016 | |
| 5.65 | 6.05 | 3,917 | 21.7% | 0.70 | 0.0404 | -0.017 | 85 | 1.70 | 1.76 | 117 | 2,679 | 21.0% | -0.30 | 0.0419 | -0.019 | |
| 4.05 | 4.35 | 19 | 2,260 | 20.8% | 0.59 | 0.0463 | -0.019 | 87.5 | 2.59 | 2.63 | 261 | 2,508 | 20.4% | -0.42 | 0.0486 | -0.021 |
| 2.81 | 2.99 | 169 | 5,531 | 20.4% | 0.47 | 0.0484 | -0.020 | 90 | 3.65 | 3.90 | 37 | 868 | 19.6% | -0.54 | 0.0515 | -0.021 |
| 1.74 | 1.92 | 193 | 2,614 | 19.6% | 0.36 | 0.0459 | -0.019 | 92.5 | 5.10 | 5.45 | 345 | 18.9% | -0.67 | 0.0500 | -0.019 | |
| 1.15 | 1.21 | 263 | 3,605 | 19.7% | 0.26 | 0.0398 | -0.016 | 95 | 6.90 | 7.40 | 10 | 57 | 18.6% | -0.78 | 0.0442 | -0.016 |
| 0.7000 | 0.7500 | 16 | 828 | 19.8% | 0.17 | 0.0318 | -0.013 | 97.5 | 8.90 | 10.40 | 10 | 22.5% | -0.87 | 0.0346 | -0.011 | |
| 0.4300 | 0.4500 | 70 | 2,251 | 20.0% | 0.11 | 0.0236 | -0.010 | 100 | 11.25 | 12.05 | 5 | 18.6% | -0.94 | 0.0231 | -0.005 | |
| 0.1300 | 0.1600 | 19 | 264 | 20.3% | 0.05 | 0.0115 | -0.005 | 105 | 15.55 | 17.70 | 23.2% | -0.99 | 0.0061 | 0.000 | ||
| 0.0400 | 0.2100 | 1 | 81 | 24.2% | 0.02 | 0.0055 | -0.003 | 110 | 20.10 | 23.20 | 29.3% | -1.00 | 0.0012 | 0.000 | ||
| 0.0100 | 0.0900 | 86 | 24.8% | 0.01 | 0.0031 | -0.002 | 115 | 25.10 | 28.25 | 35.0% | -1.00 | 0.0003 | 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 — 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