JNJ option chain Johnson & Johnson
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 ±6.3% (236.10–267.65) · ATM IV 23.3% · P/C open interest 2.59
| 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 | |
| 111.35 | 114.55 | 92.6% | 1.00 | 0.0000 | 0.000 | 140 | 0 | 0.7100 | 86.3% | -0.00 | 0.0001 | -0.002 | ||||
| 106.40 | 109.60 | 88.5% | 1.00 | 0.0001 | 0.000 | 145 | 0 | 0.7100 | 81.7% | -0.00 | 0.0001 | -0.002 | ||||
| 101.40 | 104.60 | 83.1% | 1.00 | 0.0001 | 0.000 | 150 | 0 | 0.7100 | 77.2% | -0.00 | 0.0001 | -0.003 | ||||
| 96.50 | 99.65 | 79.9% | 1.00 | 0.0001 | 0.000 | 155 | 0 | 0.7100 | 72.8% | -0.00 | 0.0001 | -0.003 | ||||
| 91.45 | 94.65 | 74.2% | 1.00 | 0.0001 | 0.000 | 160 | 0 | 0.7200 | 68.7% | -0.00 | 0.0002 | -0.004 | ||||
| 86.40 | 89.70 | 69.2% | 1.00 | 0.0002 | 0.000 | 165 | 0 | 0.7200 | 64.6% | -0.00 | 0.0002 | -0.005 | ||||
| 81.50 | 84.70 | 65.7% | 1.00 | 0.0003 | 0.000 | 170 | 0 | 0.7300 | 60.7% | -0.00 | 0.0003 | -0.006 | ||||
| 76.55 | 79.75 | 62.2% | 1.00 | 0.0003 | 0.000 | 175 | 0 | 0.7300 | 56.8% | -0.01 | 0.0004 | -0.007 | ||||
| 71.60 | 74.75 | 58.1% | 1.00 | 0.0004 | 0.000 | 180 | 0 | 0.7400 | 53.1% | -0.01 | 0.0005 | -0.008 | ||||
| 66.65 | 69.80 | 54.6% | 0.99 | 0.0006 | -0.001 | 185 | 0 | 0.7600 | 49.5% | -0.01 | 0.0007 | -0.009 | ||||
| 61.65 | 64.80 | 50.3% | 0.99 | 0.0007 | -0.002 | 190 | 0 | 0.2000 | 44 | 37.6% | -0.01 | 0.0009 | -0.010 | |||
| 56.65 | 59.85 | 46.5% | 0.99 | 0.0009 | -0.004 | 195 | 0 | 0.8100 | 42.7% | -0.01 | 0.0011 | -0.012 | ||||
| 51.75 | 54.90 | 43.5% | 0.99 | 0.0012 | -0.005 | 200 | 0 | 0.8500 | 1 | 39.4% | -0.02 | 0.0014 | -0.013 | |||
| 46.60 | 49.95 | 38.7% | 0.98 | 0.0015 | -0.008 | 205 | 0 | 0.9100 | 36.3% | -0.02 | 0.0019 | -0.015 | ||||
| 41.80 | 45.00 | 36.4% | 0.98 | 0.0021 | -0.011 | 210 | 0.0100 | 0.8900 | 2 | 32.7% | -0.03 | 0.0026 | -0.018 | |||
| 37.10 | 39.85 | 33.2% | 0.97 | 0.0030 | -0.015 | 215 | 0.0100 | 1.03 | 43 | 30.0% | -0.04 | 0.0036 | -0.023 | |||
| 32.30 | 35.00 | 1 | 30.9% | 0.96 | 0.0044 | -0.022 | 220 | 0.2800 | 0.6100 | 156 | 25.6% | -0.05 | 0.0051 | -0.030 | ||
| 27.55 | 30.25 | 28.8% | 0.93 | 0.0065 | -0.033 | 225 | 0.6400 | 0.9300 | 14 | 122 | 25.3% | -0.08 | 0.0073 | -0.040 | ||
| 23.05 | 25.75 | 1 | 27.7% | 0.89 | 0.0093 | -0.046 | 230 | 1.11 | 1.40 | 12 | 148 | 24.5% | -0.13 | 0.0102 | -0.053 | |
| 18.65 | 21.45 | 1 | 26.5% | 0.84 | 0.0126 | -0.061 | 235 | 1.83 | 2.19 | 5 | 102 | 24.0% | -0.18 | 0.0134 | -0.067 | |
| 15.20 | 16.45 | 6 | 24.7% | 0.77 | 0.0160 | -0.077 | 240 | 2.83 | 3.30 | 49 | 155 | 23.5% | -0.26 | 0.0165 | -0.081 | |
| 11.60 | 12.80 | 21 | 24.0% | 0.68 | 0.0190 | -0.090 | 245 | 4.30 | 5.05 | 2 | 148 | 23.4% | -0.35 | 0.0192 | -0.091 | |
| 8.65 | 9.40 | 4 | 41 | 23.4% | 0.58 | 0.0209 | -0.098 | 250 | 6.30 | 7.20 | 407 | 23.2% | -0.45 | 0.0207 | -0.097 | |
| 6.05 | 7.45 | 3 | 36 | 23.9% | 0.47 | 0.0214 | -0.098 | 255 | 8.90 | 9.90 | 18 | 23.2% | -0.55 | 0.0209 | -0.096 | |
| 4.05 | 5.55 | 1 | 68 | 24.0% | 0.37 | 0.0203 | -0.092 | 260 | 12.05 | 13.05 | 4 | 23.3% | -0.65 | 0.0196 | -0.088 | |
| 2.67 | 3.85 | 1 | 159 | 23.8% | 0.28 | 0.0181 | -0.081 | 265 | 15.60 | 16.60 | 3 | 23.3% | -0.74 | 0.0172 | -0.076 | |
| 1.78 | 2.10 | 78 | 71 | 22.8% | 0.20 | 0.0150 | -0.067 | 270 | 18.10 | 20.85 | 1 | 20.1% | -0.82 | 0.0142 | -0.062 | |
| 1.00 | 1.40 | 24 | 22.7% | 0.14 | 0.0118 | -0.053 | 275 | 22.45 | 25.10 | 19.1% | -0.87 | 0.0111 | -0.048 | |||
| 0.5200 | 1.26 | 32 | 24.0% | 0.09 | 0.0088 | -0.041 | 280 | 27.05 | 30.30 | 21.2% | -0.91 | 0.0083 | -0.035 | |||
| 0.2900 | 1.00 | 55 | 25.0% | 0.07 | 0.0066 | -0.032 | 285 | 31.85 | 35.00 | 21.2% | -0.94 | 0.0062 | -0.026 | |||
| 0.0100 | 1.02 | 1 | 26.4% | 0.05 | 0.0049 | -0.025 | 290 | 36.65 | 39.85 | 20.5% | -0.96 | 0.0046 | -0.020 | |||
| 0.0100 | 0.9600 | 1 | 28.5% | 0.04 | 0.0038 | -0.022 | 295 | 41.55 | 44.40 | -0.97 | 0.0036 | -0.016 | ||||
| 0 | 0.9200 | 2 | 30.6% | 0.03 | 0.0031 | -0.019 | 300 | 46.45 | 50.35 | 28.8% | -0.97 | 0.0029 | -0.013 | |||
| 0 | 0.8700 | 32.6% | 0.03 | 0.0025 | -0.017 | 305 | 51.40 | 55.10 | 28.4% | -0.98 | 0.0029 | -0.012 | ||||
| 0 | 0.8100 | 34.4% | 0.02 | 0.0021 | -0.016 | 310 | 56.35 | 60.05 | 29.1% | -0.98 | 0.0031 | -0.014 | ||||
| 0 | 0.7800 | 36.3% | 0.02 | 0.0018 | -0.015 | 315 | 61.35 | 65.25 | 34.5% | -0.99 | 0.0028 | -0.021 | ||||
| 0 | 0.7600 | 38.2% | 0.02 | 0.0016 | -0.014 | 320 | 66.30 | 70.10 | 33.7% | -0.99 | 0.0022 | -0.023 | ||||
| 0 | 0.7400 | 1 | 40.1% | 0.02 | 0.0014 | -0.013 | 325 | 71.30 | 75.20 | 38.0% | -1.00 | 0.0017 | -0.024 | |||
| 0 | 0.7300 | 42.0% | 0.01 | 0.0012 | -0.013 | 330 | 76.30 | 80.15 | 39.5% | -1.00 | 0.0010 | -0.026 | ||||
| 0 | 0.7200 | 1 | 43.8% | 0.01 | 0.0010 | -0.012 | 335 | 81.10 | 85.20 | -1.00 | 0.0005 | -0.026 | ||||
| 0 | 0.7200 | 45.6% | 0.01 | 0.0009 | -0.011 | 340 | 86.30 | 90.15 | 43.8% | -1.00 | 0.0001 | -0.026 | ||||
| 0 | 0.7200 | 47.5% | 0.01 | 0.0008 | -0.011 | 345 | 91.30 | 95.15 | 45.8% | -1.00 | 0.0000 | -0.026 | ||||
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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs