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 ±7.0% (140.01–161.01) · ATM IV 28.1% · P/C open interest 0.19
| 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 | |
| 63.80 | 67.70 | 0.99 | 0.0008 | -0.020 | 85 | 0 | 2.15 | 119.8% | -0.01 | 0.0008 | -0.020 | |||||
| 58.70 | 62.20 | 0.98 | 0.0010 | -0.021 | 90 | 0 | 1.60 | 103.0% | -0.02 | 0.0010 | -0.021 | |||||
| 53.90 | 57.20 | 0.98 | 0.0012 | -0.021 | 95 | 0 | 1.15 | 87.8% | -0.02 | 0.0012 | -0.021 | |||||
| 48.90 | 52.60 | 0.98 | 0.0015 | -0.021 | 100 | 0 | 1.15 | 79.5% | -0.02 | 0.0015 | -0.021 | |||||
| 43.90 | 47.80 | 0.98 | 0.0019 | -0.022 | 105 | 0 | 1.15 | 71.5% | -0.02 | 0.0019 | -0.022 | |||||
| 39.00 | 42.90 | 0.97 | 0.0024 | -0.023 | 110 | 0 | 0.9000 | 60.7% | -0.03 | 0.0024 | -0.023 | |||||
| 34.60 | 37.40 | 33.8% | 0.97 | 0.0032 | -0.024 | 115 | 0 | 1.15 | 52 | 56.3% | -0.03 | 0.0032 | -0.024 | |||
| 29.80 | 32.70 | 3 | 41.5% | 0.96 | 0.0043 | -0.026 | 120 | 0 | 1.15 | 6 | 49.1% | -0.04 | 0.0043 | -0.026 | ||
| 25.00 | 27.00 | 0.95 | 0.0060 | -0.028 | 125 | 0 | 0.9000 | 34 | 39.8% | -0.05 | 0.0060 | -0.029 | ||||
| 19.50 | 23.10 | 23 | 29.3% | 0.92 | 0.0087 | -0.033 | 130 | 0.1500 | 1.20 | 2 | 46 | 36.5% | -0.08 | 0.0088 | -0.033 | |
| 14.80 | 18.30 | 18 | 26.9% | 0.88 | 0.0132 | -0.042 | 135 | 0.7500 | 1.10 | 7 | 86 | 32.3% | -0.12 | 0.0134 | -0.042 | |
| 10.90 | 13.70 | 7 | 59 | 27.2% | 0.80 | 0.0194 | -0.056 | 140 | 1.30 | 2.40 | 21 | 42 | 32.2% | -0.20 | 0.0197 | -0.056 |
| 8.50 | 9.50 | 23 | 767 | 29.6% | 0.69 | 0.0258 | -0.068 | 145 | 1.80 | 4.20 | 4 | 52 | 30.2% | -0.31 | 0.0262 | -0.069 |
| 5.10 | 6.10 | 24 | 278 | 27.0% | 0.55 | 0.0304 | -0.074 | 150 | 3.40 | 6.40 | 16 | 29.1% | -0.45 | 0.0310 | -0.075 | |
| 2.45 | 4.20 | 23 | 758 | 26.6% | 0.40 | 0.0306 | -0.070 | 155 | 6.40 | 8.30 | 2 | 88 | 27.1% | -0.61 | 0.0316 | -0.072 |
| 1.70 | 2.10 | 3,350 | 322 | 26.9% | 0.26 | 0.0260 | -0.058 | 160 | 9.20 | 12.90 | 5 | 28.1% | -0.76 | 0.0273 | -0.061 | |
| 0.6500 | 1.05 | 12 | 5 | 25.7% | 0.16 | 0.0191 | -0.043 | 165 | 13.60 | 16.40 | 26.4% | -0.86 | 0.0208 | -0.047 | ||
| 0.1500 | 1.20 | 4 | 9 | 29.4% | 0.10 | 0.0130 | -0.032 | 170 | 18.20 | 21.40 | 29.6% | -0.93 | 0.0144 | -0.036 | ||
| 0 | 0.9500 | 31.7% | 0.07 | 0.0091 | -0.026 | 175 | 22.80 | 26.50 | 31.8% | -0.96 | 0.0096 | -0.028 | ||||
| 0 | 1.70 | 41.6% | 0.05 | 0.0068 | -0.023 | 180 | 28.10 | 31.00 | 33.1% | -0.97 | 0.0068 | -0.024 | ||||
| 0 | 1.15 | 42.3% | 0.04 | 0.0054 | -0.022 | 185 | 33.10 | 36.50 | 43.9% | -0.98 | 0.0051 | -0.021 | ||||
| 0 | 1.20 | 46.9% | 0.04 | 0.0044 | -0.021 | 190 | 38.10 | 41.50 | 48.2% | -0.98 | 0.0039 | -0.019 | ||||
| 0 | 1.15 | 50.5% | 0.03 | 0.0037 | -0.020 | 195 | 43.10 | 46.50 | 52.4% | -0.99 | 0.0031 | -0.017 | ||||
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