KO option chain The Coca-Cola Company
Cboe delayed options data · as of 18:35 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 ±11.0% (79.11–98.61) · ATM IV 20.0% · P/C open interest 0.47
| 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 | |
| 32.75 | 34.70 | 2 | 0.98 | 0.0024 | 0.000 | 55 | 0.0800 | 0.2200 | 3 | 36.1% | -0.02 | 0.0020 | -0.003 | |||
| 28.10 | 29.65 | 5 | 0.97 | 0.0034 | 0.000 | 60 | 0.1500 | 0.3100 | 74 | 32.7% | -0.03 | 0.0034 | -0.004 | |||
| 23.35 | 24.80 | 2 | 22.4% | 0.95 | 0.0054 | -0.001 | 65 | 0.2800 | 0.4300 | 77 | 29.5% | -0.05 | 0.0055 | -0.005 | ||
| 18.65 | 20.10 | 4 | 22.5% | 0.92 | 0.0088 | -0.003 | 70 | 0.4800 | 0.6300 | 411 | 26.4% | -0.08 | 0.0091 | -0.007 | ||
| 16.40 | 17.85 | 34 | 22.5% | 0.90 | 0.0112 | -0.004 | 72.5 | 0.6700 | 0.8800 | 554 | 25.7% | -0.10 | 0.0115 | -0.008 | ||
| 14.45 | 15.65 | 7 | 23.2% | 0.87 | 0.0141 | -0.006 | 75 | 0.8500 | 1.07 | 641 | 24.1% | -0.13 | 0.0146 | -0.009 | ||
| 12.90 | 13.40 | 46 | 24.0% | 0.84 | 0.0176 | -0.008 | 77.5 | 1.19 | 1.43 | 1,154 | 23.3% | -0.17 | 0.0182 | -0.010 | ||
| 10.95 | 11.20 | 8 | 1,969 | 22.8% | 0.79 | 0.0214 | -0.009 | 80 | 1.68 | 1.75 | 21 | 3,243 | 22.3% | -0.21 | 0.0223 | -0.011 |
| 9.10 | 9.30 | 10 | 206 | 22.0% | 0.73 | 0.0253 | -0.011 | 82.5 | 2.23 | 2.40 | 45 | 1,680 | 21.6% | -0.27 | 0.0265 | -0.013 |
| 7.30 | 7.50 | 105 | 21.0% | 0.67 | 0.0288 | -0.012 | 85 | 2.95 | 3.10 | 26 | 743 | 20.8% | -0.35 | 0.0303 | -0.014 | |
| 5.75 | 6.00 | 7 | 8,997 | 20.5% | 0.59 | 0.0314 | -0.013 | 87.5 | 3.95 | 4.10 | 43 | 226 | 20.4% | -0.42 | 0.0332 | -0.014 |
| 4.45 | 4.70 | 1 | 603 | 20.1% | 0.51 | 0.0328 | -0.013 | 90 | 5.05 | 5.30 | 2 | 129 | 19.9% | -0.51 | 0.0347 | -0.014 |
| 3.40 | 3.60 | 2 | 127 | 19.9% | 0.43 | 0.0328 | -0.013 | 92.5 | 6.45 | 6.80 | 66 | 19.7% | -0.59 | 0.0346 | -0.013 | |
| 2.56 | 2.78 | 6 | 4,524 | 20.0% | 0.36 | 0.0313 | -0.013 | 95 | 8.10 | 8.50 | 1 | 19.6% | -0.68 | 0.0332 | -0.012 | |
| 1.89 | 2.08 | 983 | 19.9% | 0.29 | 0.0287 | -0.011 | 97.5 | 9.90 | 10.30 | 19.2% | -0.75 | 0.0310 | -0.011 | |||
| 1.41 | 1.59 | 46 | 1,061 | 20.1% | 0.23 | 0.0254 | -0.010 | 100 | 11.90 | 12.55 | 19.7% | -0.82 | 0.0288 | -0.010 | ||
| 0.6300 | 0.8700 | 3 | 537 | 19.9% | 0.13 | 0.0181 | -0.007 | 105 | 16.30 | 17.75 | 23.1% | -0.93 | 0.0207 | -0.006 | ||
| 0.3200 | 0.4500 | 16 | 20.1% | 0.08 | 0.0119 | -0.005 | 110 | 21.00 | 22.70 | 25.7% | -0.98 | 0.0081 | 0.000 | |||
| 0.1200 | 0.2700 | 27 | 20.4% | 0.04 | 0.0075 | -0.003 | 115 | 25.85 | 28.20 | 31.5% | -1.00 | 0.0016 | 0.000 | |||
| 0.0600 | 0.1900 | 6 | 21.6% | 0.03 | 0.0048 | -0.002 | 120 | 30.80 | 32.65 | 31.6% | -1.00 | 0.0002 | 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 — Feb 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs