YUM option chain Yum! Brands, Inc.
Cboe delayed options data · as of 15:39 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 ±15.8% (128.08–175.98) · ATM IV 25.2% · P/C open interest 1.29
| 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 | |
| 61.40 | 65.00 | 38.7% | 0.98 | 0.0013 | 0.000 | 90 | 0 | 0.9500 | 37.8% | -0.03 | 0.0014 | -0.006 | ||||
| 57.20 | 60.00 | 38.5% | 0.97 | 0.0017 | 0.000 | 95 | 0 | 1.05 | 35.1% | -0.03 | 0.0017 | -0.007 | ||||
| 52.50 | 55.30 | 36.6% | 0.96 | 0.0021 | 0.000 | 100 | 0 | 1.40 | 33.8% | -0.04 | 0.0022 | -0.007 | ||||
| 47.10 | 50.90 | 32.9% | 0.95 | 0.0027 | 0.000 | 105 | 0.0500 | 1.60 | 31.7% | -0.05 | 0.0028 | -0.008 | ||||
| 42.70 | 46.30 | 32.0% | 0.94 | 0.0035 | -0.001 | 110 | 0.5500 | 1.85 | 2 | 31.2% | -0.07 | 0.0035 | -0.010 | |||
| 38.70 | 41.50 | 31.2% | 0.92 | 0.0044 | -0.004 | 115 | 0.5000 | 3.60 | 6 | 32.4% | -0.09 | 0.0045 | -0.012 | |||
| 33.80 | 37.10 | 28.7% | 0.89 | 0.0056 | -0.007 | 120 | 0.6000 | 3.90 | 29.7% | -0.12 | 0.0057 | -0.014 | ||||
| 29.80 | 32.80 | 28.1% | 0.86 | 0.0068 | -0.011 | 125 | 1.15 | 4.30 | 28.0% | -0.15 | 0.0070 | -0.017 | ||||
| 25.90 | 29.30 | 28.3% | 0.82 | 0.0081 | -0.014 | 130 | 1.90 | 5.30 | 27.2% | -0.19 | 0.0084 | -0.019 | ||||
| 22.10 | 24.90 | 26.6% | 0.77 | 0.0095 | -0.017 | 135 | 3.00 | 6.30 | 1 | 26.3% | -0.24 | 0.0098 | -0.021 | |||
| 18.40 | 21.50 | 25.9% | 0.72 | 0.0109 | -0.019 | 140 | 4.60 | 7.70 | 26.0% | -0.29 | 0.0113 | -0.023 | ||||
| 15.50 | 18.30 | 25.7% | 0.66 | 0.0121 | -0.021 | 145 | 6.30 | 9.40 | 25.5% | -0.35 | 0.0126 | -0.024 | ||||
| 12.30 | 15.50 | 25.0% | 0.60 | 0.0131 | -0.022 | 150 | 8.40 | 11.70 | 25.3% | -0.42 | 0.0138 | -0.025 | ||||
| 9.80 | 13.00 | 1 | 24.7% | 0.53 | 0.0138 | -0.023 | 155 | 10.80 | 13.30 | 24.1% | -0.49 | 0.0145 | -0.024 | |||
| 7.60 | 10.70 | 24.3% | 0.46 | 0.0140 | -0.023 | 160 | 13.50 | 16.10 | 23.7% | -0.56 | 0.0149 | -0.024 | ||||
| 5.80 | 8.80 | 1 | 24.1% | 0.40 | 0.0138 | -0.022 | 165 | 16.30 | 19.80 | 23.6% | -0.63 | 0.0150 | -0.022 | |||
| 4.30 | 7.20 | 2 | 23.8% | 0.34 | 0.0132 | -0.021 | 170 | 20.10 | 23.10 | 23.5% | -0.70 | 0.0149 | -0.021 | |||
| 2.90 | 5.90 | 23.5% | 0.28 | 0.0123 | -0.019 | 175 | 23.60 | 26.90 | 22.8% | -0.77 | 0.0148 | -0.019 | ||||
| 2.20 | 4.80 | 23.7% | 0.22 | 0.0111 | -0.017 | 180 | 27.60 | 31.00 | 22.2% | -0.84 | 0.0145 | -0.018 | ||||
| 1.00 | 4.20 | 2 | 23.3% | 0.18 | 0.0098 | -0.015 | 185 | 32.00 | 35.30 | 21.0% | -0.90 | 0.0129 | -0.015 | |||
| 0.5500 | 3.80 | 1 | 24.0% | 0.14 | 0.0084 | -0.013 | 190 | 36.60 | 40.20 | -0.95 | 0.0092 | -0.007 | ||||
| 0.5000 | 2.45 | 23.2% | 0.11 | 0.0071 | -0.011 | 195 | 41.60 | 44.50 | -0.98 | 0.0054 | 0.000 | |||||
| 0.4500 | 3.30 | 26.6% | 0.09 | 0.0061 | -0.010 | 200 | 46.40 | 50.20 | -0.99 | 0.0027 | 0.000 | |||||
| 0 | 2.90 | 28.1% | 0.07 | 0.0045 | -0.008 | 210 | 56.60 | 60.10 | -1.00 | 0.0007 | 0.000 | |||||
| 0 | 0.9500 | 24.7% | 0.06 | 0.0036 | -0.007 | 220 | 66.30 | 70.10 | -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 — Apr 16, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs