YUM option chain Yum! Brands, Inc.
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 ±9.8% (135.13–164.53) · ATM IV 24.9% · P/C open interest 0.42
| 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 | |
| 73.10 | 77.10 | 0.99 | 0.0005 | 0.000 | 75 | 0 | 2.15 | 36 | 89.4% | -0.01 | 0.0006 | -0.007 | ||||
| 68.20 | 72.10 | 0.99 | 0.0006 | 0.000 | 80 | 0 | 0.9500 | 3 | 70.2% | -0.01 | 0.0007 | -0.008 | ||||
| 63.20 | 67.20 | 0.99 | 0.0008 | 0.000 | 85 | 0 | 0.9500 | 64.2% | -0.01 | 0.0009 | -0.008 | |||||
| 58.20 | 62.20 | 0.99 | 0.0010 | 0.000 | 90 | 0 | 0.8500 | 32 | 57.5% | -0.02 | 0.0011 | -0.009 | ||||
| 53.30 | 57.40 | 38.0% | 0.98 | 0.0013 | 0.000 | 95 | 0 | 0.9500 | 22 | 53.2% | -0.02 | 0.0013 | -0.009 | |||
| 48.40 | 52.20 | 0.98 | 0.0017 | -0.001 | 100 | 0 | 0.9500 | 26 | 48.1% | -0.02 | 0.0017 | -0.010 | ||||
| 43.40 | 46.70 | 4 | 0.97 | 0.0022 | -0.003 | 105 | 0 | 0.7500 | 11 | 37.9% | -0.03 | 0.0022 | -0.011 | |||
| 38.60 | 41.50 | 1 | 0.96 | 0.0029 | -0.005 | 110 | 0 | 0.9500 | 142 | 38.5% | -0.04 | 0.0029 | -0.012 | |||
| 33.70 | 36.60 | 3 | 0.95 | 0.0039 | -0.008 | 115 | 0 | 1.15 | 31 | 35.3% | -0.05 | 0.0040 | -0.014 | |||
| 29.60 | 31.90 | 3 | 27.0% | 0.93 | 0.0054 | -0.012 | 120 | 0.4500 | 1.20 | 192 | 33.5% | -0.07 | 0.0054 | -0.017 | ||
| 25.10 | 27.30 | 20 | 27.6% | 0.91 | 0.0074 | -0.016 | 125 | 0.6000 | 1.50 | 207 | 30.7% | -0.09 | 0.0076 | -0.021 | ||
| 19.90 | 23.70 | 45 | 27.2% | 0.87 | 0.0101 | -0.022 | 130 | 0.9500 | 2.50 | 274 | 30.2% | -0.14 | 0.0103 | -0.026 | ||
| 16.20 | 18.60 | 20 | 25.3% | 0.81 | 0.0133 | -0.029 | 135 | 1.65 | 3.10 | 8 | 1,055 | 28.1% | -0.20 | 0.0136 | -0.032 | |
| 12.10 | 15.50 | 1 | 62 | 25.8% | 0.73 | 0.0165 | -0.034 | 140 | 2.75 | 3.90 | 257 | 26.3% | -0.27 | 0.0170 | -0.037 | |
| 9.80 | 11.90 | 197 | 26.7% | 0.64 | 0.0194 | -0.039 | 145 | 4.10 | 5.60 | 317 | 25.3% | -0.37 | 0.0201 | -0.041 | ||
| 6.50 | 8.80 | 7 | 214 | 24.9% | 0.54 | 0.0213 | -0.041 | 150 | 6.30 | 7.80 | 63 | 25.0% | -0.47 | 0.0221 | -0.042 | |
| 4.40 | 6.30 | 334 | 24.4% | 0.44 | 0.0216 | -0.040 | 155 | 9.10 | 11.20 | 58 | 26.0% | -0.58 | 0.0225 | -0.041 | ||
| 3.00 | 4.30 | 2 | 2,569 | 24.3% | 0.33 | 0.0204 | -0.036 | 160 | 11.20 | 14.60 | 90 | 23.5% | -0.69 | 0.0211 | -0.036 | |
| 1.80 | 3.70 | 16 | 315 | 25.7% | 0.24 | 0.0177 | -0.030 | 165 | 15.20 | 19.00 | 93 | 25.1% | -0.78 | 0.0181 | -0.029 | |
| 1.20 | 2.50 | 7 | 299 | 25.8% | 0.17 | 0.0144 | -0.024 | 170 | 20.20 | 23.10 | 27.2% | -0.86 | 0.0142 | -0.021 | ||
| 0.2500 | 1.30 | 412 | 22.9% | 0.12 | 0.0111 | -0.019 | 175 | 24.90 | 27.70 | 29.1% | -0.91 | 0.0109 | -0.014 | |||
| 0.1500 | 1.20 | 509 | 25.1% | 0.08 | 0.0084 | -0.016 | 180 | 28.50 | 32.30 | 25.4% | -0.94 | 0.0094 | -0.012 | |||
| 0 | 0.9500 | 215 | 25.9% | 0.07 | 0.0066 | -0.014 | 185 | 33.50 | 37.30 | 28.5% | -0.97 | 0.0102 | -0.013 | |||
| 0 | 0.9500 | 28 | 28.4% | 0.05 | 0.0054 | -0.013 | 190 | 38.30 | 42.30 | 30.1% | -0.98 | 0.0086 | -0.013 | |||
| 0 | 0.8500 | 1,490 | 30.2% | 0.05 | 0.0044 | -0.012 | 195 | 43.30 | 47.20 | 31.9% | -0.99 | 0.0048 | -0.020 | |||
| 0 | 0.9500 | 200 | 33.3% | 0.04 | 0.0037 | -0.011 | 200 | 48.30 | 52.20 | 34.6% | -1.00 | 0.0017 | -0.027 | |||
| 0 | 0.9500 | 21 | 37.7% | 0.03 | 0.0028 | -0.010 | 210 | 58.40 | 62.20 | 40.6% | -1.00 | 0.0000 | -0.027 | |||
| 0 | 0.9500 | 10 | 41.9% | 0.02 | 0.0021 | -0.009 | 220 | 68.40 | 72.20 | 45.4% | -1.00 | 0.0000 | -0.027 | |||
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.