YUM option chain Yum! Brands, Inc.
Cboe delayed options data · as of 12:43 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 ±14.5% (128.71–172.31) · ATM IV 25.7% · P/C open interest 0.86
| 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 | |
| 59.30 | 63.10 | 0.98 | 0.0013 | -0.004 | 90 | 0 | 1.15 | 43.1% | -0.02 | 0.0013 | -0.006 | |||||
| 55.10 | 58.00 | 29.4% | 0.97 | 0.0017 | -0.005 | 95 | 0 | 1.20 | 1 | 39.6% | -0.03 | 0.0017 | -0.007 | |||
| 50.40 | 53.40 | 32.2% | 0.96 | 0.0022 | -0.006 | 100 | 0 | 1.35 | 36.8% | -0.04 | 0.0022 | -0.009 | ||||
| 45.70 | 48.60 | 30.9% | 0.95 | 0.0028 | -0.008 | 105 | 0 | 1.60 | 3 | 34.4% | -0.05 | 0.0029 | -0.010 | |||
| 40.70 | 44.30 | 30.0% | 0.94 | 0.0037 | -0.011 | 110 | 0 | 2.60 | 2 | 34.7% | -0.07 | 0.0037 | -0.013 | |||
| 36.70 | 39.50 | 30.3% | 0.91 | 0.0047 | -0.013 | 115 | 0.6000 | 3.00 | 8 | 33.9% | -0.09 | 0.0048 | -0.015 | |||
| 31.60 | 35.10 | 27.6% | 0.89 | 0.0059 | -0.016 | 120 | 0.6000 | 3.90 | 32.2% | -0.12 | 0.0060 | -0.018 | ||||
| 27.40 | 31.20 | 28.0% | 0.85 | 0.0073 | -0.019 | 125 | 1.25 | 3.80 | 1 | 29.4% | -0.15 | 0.0075 | -0.021 | |||
| 23.30 | 27.10 | 27.2% | 0.81 | 0.0088 | -0.022 | 130 | 2.70 | 5.30 | 30.6% | -0.19 | 0.0090 | -0.023 | ||||
| 19.50 | 22.90 | 26.0% | 0.77 | 0.0104 | -0.024 | 135 | 3.20 | 6.40 | 1 | 28.7% | -0.24 | 0.0107 | -0.026 | |||
| 16.30 | 19.30 | 4 | 25.8% | 0.71 | 0.0120 | -0.026 | 140 | 4.60 | 7.70 | 1 | 27.7% | -0.30 | 0.0124 | -0.028 | ||
| 13.10 | 16.40 | 7 | 25.7% | 0.65 | 0.0135 | -0.028 | 145 | 6.50 | 8.90 | 7 | 26.6% | -0.37 | 0.0140 | -0.029 | ||
| 10.20 | 13.30 | 24.8% | 0.58 | 0.0146 | -0.028 | 150 | 8.40 | 11.70 | 1 | 26.6% | -0.44 | 0.0154 | -0.030 | |||
| 7.80 | 10.90 | 2 | 24.6% | 0.50 | 0.0153 | -0.028 | 155 | 11.00 | 14.30 | 26.4% | -0.52 | 0.0162 | -0.030 | |||
| 5.70 | 8.70 | 24.1% | 0.43 | 0.0153 | -0.027 | 160 | 13.90 | 16.80 | 25.6% | -0.60 | 0.0165 | -0.029 | ||||
| 4.60 | 6.50 | 7 | 23.9% | 0.36 | 0.0148 | -0.026 | 165 | 17.30 | 20.20 | 25.5% | -0.68 | 0.0161 | -0.027 | |||
| 3.40 | 4.50 | 2 | 6 | 23.1% | 0.29 | 0.0138 | -0.023 | 170 | 20.90 | 23.80 | 25.2% | -0.75 | 0.0150 | -0.025 | ||
| 2.10 | 3.90 | 23.2% | 0.23 | 0.0124 | -0.020 | 175 | 24.50 | 28.30 | 25.3% | -0.82 | 0.0134 | -0.021 | ||||
| 1.15 | 3.00 | 1 | 22.7% | 0.18 | 0.0107 | -0.017 | 180 | 28.80 | 32.50 | 25.3% | -0.87 | 0.0121 | -0.018 | |||
| 0.9500 | 2.15 | 8 | 2 | 23.0% | 0.14 | 0.0091 | -0.015 | 185 | 33.50 | 36.60 | 25.1% | -0.93 | 0.0121 | -0.018 | ||
| 0 | 2.30 | 1 | 23.2% | 0.11 | 0.0075 | -0.012 | 190 | 38.30 | 41.00 | 24.6% | -0.97 | 0.0085 | -0.018 | |||
| 0 | 1.90 | 24.0% | 0.08 | 0.0061 | -0.010 | 195 | 42.60 | 46.50 | 25.4% | -0.99 | 0.0029 | -0.007 | ||||
| 0 | 1.40 | 24.1% | 0.06 | 0.0049 | -0.008 | 200 | 47.60 | 51.20 | -1.00 | 0.0000 | -0.007 | |||||
| 0 | 0.9500 | 25.4% | 0.04 | 0.0034 | -0.006 | 210 | 57.60 | 61.50 | 31.2% | -1.00 | 0.0000 | -0.007 | ||||
| 0 | 0.7000 | 26.8% | 0.03 | 0.0025 | -0.005 | 220 | 68.00 | 71.50 | 37.5% | -1.00 | 0.0000 | -0.007 | ||||
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