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 ±16.6% (74.11–103.70) · ATM IV 20.8% · P/C open interest 1.22
| 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 | |
| 41.50 | 46.50 | 3 | 37.2% | 0.99 | 0.0019 | 0.000 | 45 | 0.1900 | 0.3700 | 5 | 36.8% | -0.02 | 0.0016 | -0.002 | ||
| 39.40 | 43.30 | 5 | 0.98 | 0.0023 | 0.000 | 47.5 | 0.2400 | 0.4300 | 35.4% | -0.03 | 0.0019 | -0.002 | ||||
| 38.05 | 39.90 | 3 | 27.8% | 0.97 | 0.0023 | 0.000 | 50 | 0.3000 | 0.4900 | 33.9% | -0.03 | 0.0023 | -0.003 | |||
| 33.45 | 34.90 | 26.1% | 0.96 | 0.0032 | 0.000 | 55 | 0.4400 | 0.6500 | 1 | 31.2% | -0.04 | 0.0034 | -0.003 | |||
| 28.95 | 30.30 | 2 | 26.1% | 0.94 | 0.0047 | -0.000 | 60 | 0.6600 | 0.8900 | 12 | 28.8% | -0.06 | 0.0049 | -0.004 | ||
| 24.55 | 26.25 | 1 | 26.6% | 0.91 | 0.0067 | -0.002 | 65 | 1.01 | 1.26 | 105 | 26.9% | -0.09 | 0.0070 | -0.005 | ||
| 21.00 | 21.45 | 2 | 83 | 25.4% | 0.87 | 0.0094 | -0.003 | 70 | 1.36 | 1.83 | 6 | 24.8% | -0.13 | 0.0098 | -0.006 | |
| 16.35 | 17.50 | 83 | 22.7% | 0.82 | 0.0127 | -0.005 | 75 | 2.21 | 2.62 | 33 | 23.5% | -0.19 | 0.0132 | -0.007 | ||
| 12.85 | 13.85 | 2 | 9 | 22.1% | 0.74 | 0.0162 | -0.007 | 80 | 3.45 | 3.65 | 2 | 98 | 22.3% | -0.27 | 0.0168 | -0.008 |
| 11.15 | 12.60 | 31 | 22.3% | 0.70 | 0.0178 | -0.007 | 82.5 | 3.45 | 4.60 | 64 | 21.0% | -0.31 | 0.0186 | -0.009 | ||
| 9.75 | 10.50 | 30 | 21.2% | 0.65 | 0.0193 | -0.008 | 85 | 5.00 | 5.45 | 96 | 21.6% | -0.36 | 0.0202 | -0.009 | ||
| 8.25 | 9.05 | 14 | 20.8% | 0.60 | 0.0205 | -0.008 | 87.5 | 6.10 | 6.50 | 1 | 39 | 21.4% | -0.41 | 0.0216 | -0.009 | |
| 7.00 | 7.75 | 17 | 20.5% | 0.55 | 0.0214 | -0.009 | 90 | 7.20 | 7.65 | 73 | 21.0% | -0.47 | 0.0228 | -0.009 | ||
| 5.90 | 6.70 | 54 | 20.4% | 0.50 | 0.0219 | -0.009 | 92.5 | 8.45 | 9.00 | 2 | 20.7% | -0.52 | 0.0236 | -0.009 | ||
| 4.90 | 5.55 | 9 | 20.0% | 0.45 | 0.0219 | -0.009 | 95 | 9.90 | 10.45 | 20.5% | -0.58 | 0.0240 | -0.009 | |||
| 4.30 | 4.65 | 1 | 10 | 20.2% | 0.40 | 0.0216 | -0.009 | 97.5 | 11.00 | 12.05 | 19.5% | -0.64 | 0.0240 | -0.009 | ||
| 3.60 | 3.85 | 1 | 16 | 20.2% | 0.35 | 0.0209 | -0.008 | 100 | 13.30 | 13.75 | 20.1% | -0.69 | 0.0237 | -0.008 | ||
| 2.18 | 2.71 | 40 | 19.7% | 0.26 | 0.0186 | -0.007 | 105 | 16.75 | 18.45 | 20.8% | -0.80 | 0.0233 | -0.007 | |||
| 1.60 | 1.93 | 4 | 21 | 20.2% | 0.19 | 0.0157 | -0.006 | 110 | 21.20 | 22.90 | 21.6% | -0.90 | 0.0214 | -0.007 | ||
| 0.9800 | 1.20 | 6 | 19.7% | 0.14 | 0.0126 | -0.005 | 115 | 26.15 | 27.60 | 23.7% | -0.97 | 0.0116 | -0.001 | |||
| 0.5800 | 1.03 | 20.4% | 0.10 | 0.0099 | -0.004 | 120 | 29.55 | 34.00 | 25.7% | -0.99 | 0.0027 | 0.000 | ||||
| 0.3800 | 0.5900 | 20.0% | 0.07 | 0.0076 | -0.003 | 125 | 35.10 | 37.80 | -1.00 | 0.0001 | 0.000 | |||||
| 0.2500 | 0.4400 | 20.5% | 0.05 | 0.0058 | -0.002 | 130 | 39.75 | 44.00 | 31.7% | -1.00 | 0.0000 | 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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs