KO option chain The Coca-Cola Company
Cboe delayed options data · as of 03:39 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 ±5.1% (88.70–98.20) · ATM IV 21.3% · P/C open interest 0.72
| 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 | |
| 45.05 | 47.45 | 115.1% | 1.00 | 0.0000 | 0.000 | 47.5 | 0 | 0.4800 | 10 | 119.4% | -0.00 | 0.0000 | -0.000 | |||
| 42.30 | 45.25 | 108.6% | 1.00 | 0.0000 | 0.000 | 50 | 0 | 0.7300 | 4 | 119.8% | -0.00 | 0.0000 | -0.000 | |||
| 36.85 | 40.55 | 85.1% | 1.00 | 0.0001 | 0.000 | 55 | 0 | 0.1000 | 16 | 76.6% | -0.00 | 0.0001 | -0.000 | |||
| 31.85 | 35.35 | 1.00 | 0.0002 | 0.000 | 60 | 0 | 2.13 | 188 | 113.5% | -0.00 | 0.0002 | -0.000 | ||||
| 26.65 | 30.15 | 12 | 1.00 | 0.0004 | 0.000 | 65 | 0 | 0.2800 | 1,420 | 63.4% | -0.00 | 0.0004 | -0.001 | |||
| 24.90 | 27.65 | 251 | 57.0% | 1.00 | 0.0006 | 0.000 | 67.5 | 0 | 0.0900 | 580 | 48.9% | -0.00 | 0.0006 | -0.001 | ||
| 23.30 | 24.60 | 137 | 59.9% | 1.00 | 0.0010 | 0.000 | 70 | 0 | 0.2700 | 1,985 | 51.9% | -0.00 | 0.0010 | -0.002 | ||
| 20.40 | 22.05 | 154 | 40.8% | 0.99 | 0.0016 | 0.000 | 72.5 | 0 | 0.1900 | 1,824 | 43.9% | -0.01 | 0.0016 | -0.002 | ||
| 17.45 | 20.25 | 153 | 43.1% | 0.99 | 0.0026 | -0.001 | 75 | 0 | 0.1100 | 5 | 3,752 | 32.1% | -0.01 | 0.0026 | -0.003 | |
| 16.05 | 16.80 | 1 | 639 | 40.3% | 0.99 | 0.0043 | -0.002 | 77.5 | 0.0300 | 0.0500 | 26 | 2,573 | 29.7% | -0.01 | 0.0043 | -0.004 |
| 13.50 | 14.35 | 2 | 1,061 | 34.4% | 0.98 | 0.0073 | -0.005 | 80 | 0.0500 | 0.1000 | 29 | 3,919 | 28.0% | -0.02 | 0.0073 | -0.006 |
| 12.00 | 13.50 | 24.2% | 0.97 | 0.0090 | -0.006 | 81 | 0.0400 | 0.1400 | 21 | 26.9% | -0.03 | 0.0091 | -0.007 | |||
| 11.00 | 12.50 | 22.1% | 0.96 | 0.0112 | -0.007 | 82 | 0.0200 | 0.1200 | 4 | 23.9% | -0.04 | 0.0113 | -0.009 | |||
| 11.05 | 12.05 | 18 | 2,175 | 32.0% | 0.96 | 0.0126 | -0.008 | 82.5 | 0.1100 | 0.1500 | 14 | 3,863 | 25.8% | -0.04 | 0.0126 | -0.009 |
| 10.05 | 11.50 | 21.7% | 0.95 | 0.0141 | -0.009 | 83 | 0.0800 | 0.1900 | 5 | 25.0% | -0.05 | 0.0142 | -0.010 | |||
| 9.10 | 10.45 | 19.7% | 0.94 | 0.0176 | -0.011 | 84 | 0.1200 | 0.2600 | 24.7% | -0.06 | 0.0177 | -0.012 | ||||
| 8.75 | 9.55 | 17 | 4,137 | 28.0% | 0.92 | 0.0219 | -0.013 | 85 | 0.2000 | 0.2800 | 71 | 5,127 | 23.9% | -0.08 | 0.0220 | -0.015 |
| 7.30 | 8.70 | 22.5% | 0.90 | 0.0270 | -0.016 | 86 | 0.2700 | 0.3100 | 123 | 22.8% | -0.10 | 0.0273 | -0.017 | |||
| 6.40 | 7.70 | 21.2% | 0.87 | 0.0329 | -0.019 | 87 | 0.3300 | 0.4700 | 24 | 22.6% | -0.13 | 0.0332 | -0.020 | |||
| 6.55 | 7.00 | 15 | 3,457 | 23.7% | 0.86 | 0.0362 | -0.021 | 87.5 | 0.4000 | 0.5000 | 79 | 3,619 | 22.2% | -0.14 | 0.0365 | -0.022 |
| 5.60 | 6.85 | 21.6% | 0.84 | 0.0395 | -0.022 | 88 | 0.5000 | 0.5900 | 20 | 22.4% | -0.16 | 0.0399 | -0.024 | |||
| 4.95 | 6.00 | 22.3% | 0.80 | 0.0464 | -0.026 | 89 | 0.6500 | 0.8100 | 445 | 22.1% | -0.20 | 0.0470 | -0.027 | |||
| 4.55 | 4.80 | 19.4K | 9,364 | 21.7% | 0.75 | 0.0531 | -0.029 | 90 | 0.9000 | 0.9900 | 5,188 | 2,254 | 21.7% | -0.26 | 0.0540 | -0.030 |
| 3.80 | 4.25 | 338 | 22.1% | 0.69 | 0.0592 | -0.032 | 91 | 1.07 | 1.43 | 24 | 21.7% | -0.31 | 0.0602 | -0.033 | ||
| 3.10 | 3.50 | 205 | 21.2% | 0.63 | 0.0640 | -0.034 | 92 | 1.44 | 1.65 | 18 | 21.0% | -0.38 | 0.0652 | -0.035 | ||
| 2.91 | 3.15 | 92 | 5,954 | 21.4% | 0.60 | 0.0658 | -0.035 | 92.5 | 1.67 | 1.88 | 210 | 888 | 21.2% | -0.41 | 0.0672 | -0.036 |
| 2.62 | 2.91 | 573 | 21.5% | 0.56 | 0.0671 | -0.036 | 93 | 1.88 | 2.09 | 122 | 21.1% | -0.44 | 0.0686 | -0.037 | ||
| 2.09 | 2.34 | 79 | 21.1% | 0.50 | 0.0682 | -0.036 | 94 | 2.36 | 2.58 | 51 | 20.9% | -0.51 | 0.0700 | -0.037 | ||
| 1.69 | 1.86 | 825 | 6,171 | 21.1% | 0.43 | 0.0673 | -0.036 | 95 | 2.94 | 3.15 | 408 | 395 | 21.0% | -0.58 | 0.0694 | -0.036 |
| 1.28 | 1.57 | 14 | 21.3% | 0.36 | 0.0644 | -0.034 | 96 | 3.55 | 3.80 | 1 | 20.9% | -0.65 | 0.0668 | -0.035 | ||
| 0.9900 | 1.17 | 21 | 20.9% | 0.30 | 0.0599 | -0.032 | 97 | 4.15 | 5.10 | 23.5% | -0.71 | 0.0626 | -0.033 | |||
| 0.8900 | 1.01 | 1,297 | 6,915 | 21.0% | 0.28 | 0.0572 | -0.030 | 97.5 | 4.35 | 5.40 | 22 | 22.4% | -0.74 | 0.0601 | -0.031 | |
| 0.7200 | 0.9000 | 58 | 20.7% | 0.25 | 0.0542 | -0.029 | 98 | 4.70 | 6.00 | 23.4% | -0.77 | 0.0573 | -0.030 | |||
| 0.5600 | 0.7600 | 129 | 21.4% | 0.20 | 0.0480 | -0.026 | 99 | 5.50 | 6.85 | 24.0% | -0.82 | 0.0514 | -0.027 | |||
| 0.4100 | 0.5400 | 145 | 3,925 | 21.1% | 0.16 | 0.0416 | -0.022 | 100 | 6.35 | 7.60 | 135 | 23.6% | -0.86 | 0.0452 | -0.024 | |
| 0.2800 | 0.4000 | 23 | 21.0% | 0.13 | 0.0353 | -0.019 | 101 | 7.10 | 8.60 | 23.8% | -0.90 | 0.0392 | -0.021 | |||
| 0.1900 | 0.4300 | 2 | 22.3% | 0.10 | 0.0294 | -0.016 | 102 | 7.95 | 9.50 | 23.4% | -0.93 | 0.0336 | -0.018 | |||
| 0.0200 | 0.4600 | 139 | 22.6% | 0.08 | 0.0242 | -0.014 | 103 | 8.95 | 10.45 | 24.7% | -0.95 | 0.0292 | -0.015 | |||
| 0.0900 | 0.6900 | 27.6% | 0.06 | 0.0198 | -0.011 | 104 | 9.95 | 11.40 | 25.8% | -0.97 | 0.0244 | -0.012 | ||||
| 0.0500 | 0.2000 | 32 | 303 | 22.7% | 0.05 | 0.0160 | -0.009 | 105 | 10.95 | 12.40 | 27.6% | -0.99 | 0.0153 | -0.011 | ||
| 0.0200 | 0.0600 | 3 | 126 | 24.9% | 0.02 | 0.0061 | -0.004 | 110 | 15.20 | 17.90 | -1.00 | 0.0000 | -0.009 | |||
| 0 | 0.0600 | 4 | 125 | 29.6% | 0.01 | 0.0034 | -0.003 | 115 | 20.20 | 22.90 | -1.00 | 0.0000 | -0.009 | |||
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