JNJ option chain Johnson & Johnson
Cboe delayed options data · as of 15:35 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 ±9.3% (251.28–303.02) · ATM IV 25.0% · P/C open interest 1.17
| 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 | |
| 136.35 | 139.50 | 1.00 | 0.0001 | 0.000 | 140 | 0 | 0.7500 | 70.3% | -0.00 | 0.0001 | -0.002 | |||||
| 131.40 | 134.45 | 1.00 | 0.0001 | 0.000 | 145 | 0 | 0.7600 | 67.2% | -0.00 | 0.0001 | -0.002 | |||||
| 126.45 | 129.45 | 1.00 | 0.0001 | 0.000 | 150 | 0 | 0.7600 | 64.0% | -0.00 | 0.0001 | -0.002 | |||||
| 121.50 | 125.05 | 1 | 1.00 | 0.0001 | 0.000 | 155 | 0 | 0.7700 | 61.1% | -0.00 | 0.0001 | -0.002 | ||||
| 116.55 | 119.65 | 1.00 | 0.0001 | 0.000 | 160 | 0 | 0.7800 | 58.3% | -0.00 | 0.0001 | -0.003 | |||||
| 112.20 | 114.80 | 41.5% | 1.00 | 0.0002 | 0.000 | 165 | 0 | 0.7900 | 55.5% | -0.00 | 0.0002 | -0.003 | ||||
| 106.65 | 109.65 | 1.00 | 0.0002 | 0.000 | 170 | 0 | 0.3300 | 46.7% | -0.00 | 0.0002 | -0.004 | |||||
| 101.70 | 104.80 | 0.99 | 0.0002 | 0.000 | 175 | 0 | 0.3400 | 44.4% | -0.00 | 0.0003 | -0.004 | |||||
| 96.75 | 99.85 | 0.99 | 0.0003 | 0.000 | 180 | 0 | 0.3600 | 42.3% | -0.01 | 0.0003 | -0.005 | |||||
| 91.85 | 94.90 | 0.99 | 0.0004 | 0.000 | 185 | 0 | 0.3900 | 40.3% | -0.01 | 0.0004 | -0.006 | |||||
| 86.90 | 89.90 | 0.99 | 0.0005 | 0.000 | 190 | 0 | 0.4200 | 38.4% | -0.01 | 0.0005 | -0.007 | |||||
| 81.95 | 85.05 | 5 | 0.99 | 0.0006 | 0.000 | 195 | 0.0100 | 0.3000 | 105 | 34.6% | -0.01 | 0.0006 | -0.008 | |||
| 78.60 | 80.10 | 5 | 39.3% | 0.99 | 0.0008 | 0.000 | 200 | 0.0100 | 0.5000 | 3 | 34.8% | -0.01 | 0.0008 | -0.009 | ||
| 67.30 | 70.35 | 2 | 0.98 | 0.0013 | 0.000 | 210 | 0.0600 | 0.6500 | 7 | 31.9% | -0.02 | 0.0013 | -0.013 | |||
| 57.60 | 60.55 | 14 | 21.6% | 0.96 | 0.0020 | 0.000 | 220 | 0.2900 | 0.9200 | 1 | 49 | 30.2% | -0.04 | 0.0021 | -0.019 | |
| 48.10 | 50.85 | 2 | 23.2% | 0.94 | 0.0033 | -0.008 | 230 | 0.6500 | 1.22 | 108 | 27.9% | -0.06 | 0.0033 | -0.027 | ||
| 39.00 | 41.50 | 34 | 23.7% | 0.90 | 0.0051 | -0.023 | 240 | 1.50 | 2.44 | 135 | 28.0% | -0.10 | 0.0052 | -0.039 | ||
| 30.45 | 33.15 | 5 | 57 | 24.4% | 0.83 | 0.0073 | -0.041 | 250 | 2.97 | 3.65 | 7 | 476 | 26.9% | -0.17 | 0.0075 | -0.053 |
| 22.90 | 25.30 | 10 | 61 | 24.3% | 0.75 | 0.0097 | -0.057 | 260 | 5.15 | 6.15 | 4 | 3,487 | 26.4% | -0.26 | 0.0099 | -0.067 |
| 16.55 | 18.45 | 10 | 1,056 | 24.2% | 0.64 | 0.0116 | -0.070 | 270 | 8.35 | 9.00 | 2 | 240 | 25.3% | -0.37 | 0.0120 | -0.076 |
| 11.15 | 13.00 | 261 | 24.0% | 0.52 | 0.0125 | -0.076 | 280 | 12.75 | 14.85 | 75 | 26.1% | -0.49 | 0.0131 | -0.079 | ||
| 7.85 | 8.70 | 21 | 399 | 24.5% | 0.40 | 0.0122 | -0.074 | 290 | 18.70 | 20.10 | 4 | 25.4% | -0.62 | 0.0130 | -0.075 | |
| 4.45 | 5.65 | 1 | 904 | 23.9% | 0.29 | 0.0109 | -0.065 | 300 | 25.50 | 27.75 | 5 | 25.6% | -0.74 | 0.0119 | -0.064 | |
| 2.74 | 3.60 | 1 | 757 | 24.2% | 0.20 | 0.0088 | -0.053 | 310 | 33.35 | 36.25 | 26.0% | -0.84 | 0.0101 | -0.049 | ||
| 1.37 | 2.30 | 47 | 24.2% | 0.13 | 0.0067 | -0.041 | 320 | 42.30 | 45.40 | 27.1% | -0.92 | 0.0077 | -0.033 | |||
| 0.7900 | 1.66 | 1 | 199 | 25.2% | 0.09 | 0.0049 | -0.031 | 330 | 52.10 | 54.95 | 29.4% | -0.97 | 0.0078 | -0.012 | ||
| 0.3900 | 1.09 | 22 | 25.6% | 0.06 | 0.0035 | -0.024 | 340 | 61.85 | 65.05 | 32.7% | -1.00 | 0.0003 | -0.076 | |||
| 0.2200 | 0.7800 | 26.5% | 0.04 | 0.0025 | -0.018 | 350 | 72.05 | 74.95 | 36.4% | -1.00 | 0.0000 | -0.095 | ||||
| 0.0500 | 0.6200 | 3 | 27.4% | 0.03 | 0.0018 | -0.014 | 360 | 82.05 | 84.95 | 39.7% | -1.00 | 0.0000 | -0.097 | |||
| 0.0100 | 0.5100 | 28.7% | 0.02 | 0.0014 | -0.011 | 370 | 91.95 | 94.95 | 42.5% | -1.00 | 0.0000 | -0.097 | ||||
| 0 | 0.4400 | 200 | 30.2% | 0.02 | 0.0010 | -0.009 | 380 | 101.90 | 105.05 | 45.7% | -1.00 | 0.0000 | -0.097 | |||
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