KO option chain The Coca-Cola Company
Cboe delayed options data · as of 12:38 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 ±8.2% (85.33–100.53) · ATM IV 20.2% · P/C open interest 1.10
| 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 | |
| 44.45 | 48.30 | 3 | 1.00 | 0.0001 | -0.000 | 47.5 | 0 | 0.1000 | 588 | 57.2% | -0.00 | 0.0002 | -0.001 | |||
| 41.95 | 45.55 | 24 | 1.00 | 0.0001 | -0.000 | 50 | 0 | 0.1000 | 5,216 | 53.3% | -0.00 | 0.0003 | -0.001 | |||
| 39.95 | 42.55 | 1.00 | 0.0002 | -0.000 | 52.5 | 0 | 0.2400 | 1,376 | 55.7% | -0.00 | 0.0004 | -0.001 | ||||
| 36.85 | 40.05 | 1 | 8 | 1.00 | 0.0003 | -0.001 | 55 | 0 | 0.0900 | 1 | 2,403 | 45.3% | -0.00 | 0.0005 | -0.001 | |
| 34.50 | 37.70 | 95 | 1.00 | 0.0004 | -0.001 | 57.5 | 0.0100 | 0.3300 | 2,646 | 50.5% | -0.00 | 0.0007 | -0.001 | |||
| 32.65 | 35.25 | 2,239 | 1.00 | 0.0006 | -0.001 | 60 | 0 | 0.1500 | 6,213 | 42.0% | -0.01 | 0.0009 | -0.002 | |||
| 29.90 | 31.90 | 10.5K | 0.99 | 0.0010 | -0.001 | 62.5 | 0 | 0.0600 | 2 | 5,896 | 33.7% | -0.01 | 0.0013 | -0.002 | ||
| 27.65 | 30.25 | 821 | 0.99 | 0.0014 | -0.002 | 65 | 0 | 0.0800 | 32 | 3,758 | 31.9% | -0.01 | 0.0018 | -0.002 | ||
| 25.20 | 26.90 | 785 | 0.99 | 0.0021 | -0.002 | 67.5 | 0 | 0.3100 | 2,427 | 35.3% | -0.01 | 0.0025 | -0.003 | |||
| 22.80 | 24.55 | 7 | 3,476 | 0.98 | 0.0031 | -0.003 | 70 | 0.0800 | 0.3300 | 4 | 4,399 | 33.6% | -0.02 | 0.0034 | -0.004 | |
| 20.30 | 22.00 | 2 | 760 | 0.98 | 0.0044 | -0.004 | 72.5 | 0.0200 | 0.1900 | 4 | 5,221 | 27.0% | -0.03 | 0.0048 | -0.004 | |
| 18.20 | 19.50 | 8 | 6,836 | 0.97 | 0.0064 | -0.005 | 75 | 0.1000 | 0.2800 | 13 | 8,602 | 26.6% | -0.04 | 0.0067 | -0.006 | |
| 15.00 | 17.95 | 1 | 2,318 | 0.95 | 0.0091 | -0.007 | 77.5 | 0.1600 | 0.3400 | 5,769 | 24.7% | -0.05 | 0.0094 | -0.007 | ||
| 13.30 | 14.75 | 22 | 5,791 | 0.93 | 0.0129 | -0.009 | 80 | 0.3700 | 0.5000 | 14 | 4,126 | 24.4% | -0.08 | 0.0131 | -0.009 | |
| 11.00 | 12.60 | 2 | 3,985 | 13.0% | 0.89 | 0.0178 | -0.011 | 82.5 | 0.3900 | 0.7100 | 43 | 4,258 | 23.4% | -0.11 | 0.0180 | -0.011 |
| 9.20 | 10.35 | 33 | 6,413 | 18.5% | 0.84 | 0.0238 | -0.014 | 85 | 0.9200 | 1.13 | 5 | 3,135 | 23.0% | -0.16 | 0.0241 | -0.014 |
| 7.85 | 8.20 | 119 | 2,709 | 20.7% | 0.78 | 0.0302 | -0.017 | 87.5 | 1.36 | 1.48 | 273 | 3,764 | 21.6% | -0.23 | 0.0309 | -0.017 |
| 5.85 | 6.40 | 149 | 5,723 | 19.7% | 0.69 | 0.0361 | -0.019 | 90 | 2.04 | 2.42 | 108 | 918 | 21.8% | -0.32 | 0.0374 | -0.019 |
| 4.30 | 4.80 | 290 | 6,847 | 19.4% | 0.60 | 0.0406 | -0.020 | 92.5 | 2.85 | 3.25 | 20 | 224 | 21.0% | -0.42 | 0.0422 | -0.021 |
| 3.35 | 3.50 | 125 | 4,700 | 19.9% | 0.49 | 0.0424 | -0.021 | 95 | 4.15 | 4.50 | 139 | 235 | 20.8% | -0.52 | 0.0442 | -0.021 |
| 2.31 | 2.48 | 477 | 2,400 | 19.8% | 0.39 | 0.0412 | -0.019 | 97.5 | 5.60 | 6.45 | 8 | 5 | 21.8% | -0.63 | 0.0429 | -0.020 |
| 1.50 | 1.69 | 217 | 3,642 | 19.6% | 0.30 | 0.0373 | -0.017 | 100 | 7.35 | 8.30 | 14 | 8 | 22.2% | -0.73 | 0.0385 | -0.018 |
| 0.5800 | 0.7200 | 552 | 3,634 | 19.4% | 0.15 | 0.0254 | -0.012 | 105 | 11.50 | 13.00 | 4 | 4 | 25.6% | -0.87 | 0.0247 | -0.011 |
| 0.2300 | 0.3500 | 12 | 2,783 | 19.9% | 0.07 | 0.0144 | -0.007 | 110 | 16.15 | 17.50 | 64 | 27 | 28.0% | -0.95 | 0.0133 | -0.006 |
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