YUM option chain Yum! Brands, Inc.
Cboe delayed options data · as of 22:06 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 ±6.7% (139.78–159.88) · ATM IV 28.3% · P/C open interest 0.08
| 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 | |
| 63.10 | 67.20 | 76.6% | 0.99 | 0.0007 | -0.007 | 85 | 0 | 1.75 | 119.2% | -0.01 | 0.0007 | -0.015 | ||||
| 58.10 | 62.30 | 73.5% | 0.99 | 0.0008 | -0.008 | 90 | 0 | 1.35 | 103.3% | -0.01 | 0.0008 | -0.015 | ||||
| 53.10 | 57.10 | 0.99 | 0.0010 | -0.009 | 95 | 0 | 0.9500 | 87.8% | -0.01 | 0.0010 | -0.016 | |||||
| 48.10 | 52.10 | 0.98 | 0.0013 | -0.011 | 100 | 0 | 0.7500 | 76.0% | -0.02 | 0.0013 | -0.017 | |||||
| 43.20 | 46.90 | 0.98 | 0.0017 | -0.013 | 105 | 0 | 0.7500 | 68.1% | -0.02 | 0.0017 | -0.018 | |||||
| 38.20 | 42.40 | 48.1% | 0.98 | 0.0022 | -0.015 | 110 | 0 | 0.7500 | 60.6% | -0.02 | 0.0022 | -0.019 | ||||
| 33.30 | 37.20 | 34.5% | 0.97 | 0.0029 | -0.017 | 115 | 0 | 0.9500 | 52 | 55.8% | -0.03 | 0.0030 | -0.021 | |||
| 28.60 | 32.40 | 3 | 42.6% | 0.96 | 0.0041 | -0.020 | 120 | 0 | 1.35 | 6 | 52.4% | -0.04 | 0.0041 | -0.024 | ||
| 23.60 | 26.50 | 0.95 | 0.0059 | -0.025 | 125 | 0 | 0.6000 | 2 | 34 | 39.2% | -0.05 | 0.0060 | -0.028 | |||
| 18.70 | 22.40 | 23 | 29.8% | 0.93 | 0.0090 | -0.031 | 130 | 0.1500 | 0.8500 | 4 | 46 | 34.6% | -0.07 | 0.0090 | -0.034 | |
| 14.10 | 18.10 | 1 | 18 | 31.2% | 0.88 | 0.0139 | -0.042 | 135 | 0.6500 | 2.10 | 7 | 84 | 32.2% | -0.12 | 0.0140 | -0.044 |
| 10.60 | 13.20 | 3 | 53 | 30.2% | 0.80 | 0.0209 | -0.057 | 140 | 0.9500 | 2.00 | 56 | 56 | 29.4% | -0.20 | 0.0211 | -0.058 |
| 7.50 | 8.70 | 14 | 778 | 28.6% | 0.68 | 0.0279 | -0.070 | 145 | 1.85 | 3.50 | 3 | 51 | 28.0% | -0.32 | 0.0283 | -0.072 |
| 4.60 | 5.60 | 5 | 287 | 27.8% | 0.53 | 0.0322 | -0.076 | 150 | 3.60 | 6.30 | 16 | 28.8% | -0.48 | 0.0328 | -0.078 | |
| 2.50 | 4.50 | 52 | 773 | 30.6% | 0.37 | 0.0312 | -0.071 | 155 | 6.20 | 9.10 | 3 | 90 | 27.4% | -0.64 | 0.0322 | -0.072 |
| 1.40 | 1.60 | 42 | 3,435 | 26.6% | 0.23 | 0.0254 | -0.056 | 160 | 10.10 | 12.70 | 5 | 27.9% | -0.78 | 0.0268 | -0.058 | |
| 0.6000 | 1.00 | 232 | 17 | 27.4% | 0.13 | 0.0178 | -0.039 | 165 | 14.10 | 17.20 | 28.0% | -0.89 | 0.0196 | -0.041 | ||
| 0.2500 | 0.5000 | 11 | 13 | 27.5% | 0.07 | 0.0110 | -0.024 | 170 | 19.70 | 22.30 | 37.9% | -0.96 | 0.0134 | -0.027 | ||
| 0.1000 | 0.6000 | 1 | 31.9% | 0.04 | 0.0067 | -0.016 | 175 | 23.00 | 27.20 | -0.99 | 0.0056 | -0.017 | ||||
| 0 | 0.4000 | 32.8% | 0.03 | 0.0045 | -0.012 | 180 | 28.80 | 32.20 | 42.2% | -1.00 | 0.0007 | -0.016 | ||||
| 0 | 0.9500 | 43.3% | 0.02 | 0.0033 | -0.011 | 185 | 33.30 | 37.20 | 40.6% | -1.00 | 0.0000 | -0.016 | ||||
| 0 | 0.9500 | 47.5% | 0.02 | 0.0025 | -0.009 | 190 | 38.30 | 42.20 | 44.7% | -1.00 | 0.0000 | -0.016 | ||||
| 0 | 0.0500 | 33.9% | 0.01 | 0.0020 | -0.008 | 195 | 43.30 | 47.20 | 48.7% | -1.00 | 0.0000 | -0.016 | ||||
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