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 ±7.5% (232.95–270.80) · ATM IV 23.0% · 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 | |
| 121.15 | 124.30 | 1 | 79.4% | 1.00 | 0.0000 | 0.000 | 130 | 0 | 0.4800 | 151 | 73.5% | -0.00 | 0.0000 | -0.001 | ||
| 116.20 | 119.30 | 96 | 75.4% | 1.00 | 0.0000 | 0.000 | 135 | 0 | 0.2800 | 92 | 65.0% | -0.00 | 0.0000 | -0.001 | ||
| 111.40 | 113.80 | 160 | 62.9% | 1.00 | 0.0000 | 0.000 | 140 | 0 | 0.2000 | 435 | 59.1% | -0.00 | 0.0001 | -0.001 | ||
| 106.30 | 109.40 | 52 | 69.4% | 1.00 | 0.0000 | 0.000 | 145 | 0 | 0.2900 | 501 | 58.5% | -0.00 | 0.0001 | -0.002 | ||
| 101.35 | 104.45 | 287 | 66.3% | 1.00 | 0.0001 | 0.000 | 150 | 0 | 0.1000 | 427 | 48.8% | -0.00 | 0.0001 | -0.002 | ||
| 96.30 | 98.85 | 68 | 1.00 | 0.0001 | 0.000 | 155 | 0 | 0.3000 | 101 | 52.3% | -0.00 | 0.0002 | -0.003 | |||
| 91.50 | 94.00 | 137 | 52.9% | 1.00 | 0.0001 | 0.000 | 160 | 0 | 0.3100 | 200 | 49.4% | -0.00 | 0.0002 | -0.003 | ||
| 86.20 | 89.40 | 400 | 50.7% | 1.00 | 0.0002 | 0.000 | 165 | 0 | 0.3100 | 429 | 46.4% | -0.00 | 0.0003 | -0.004 | ||
| 81.55 | 84.30 | 230 | 50.6% | 1.00 | 0.0002 | 0.000 | 170 | 0 | 0.3200 | 907 | 43.6% | -0.01 | 0.0004 | -0.005 | ||
| 76.65 | 79.60 | 261 | 50.9% | 1.00 | 0.0003 | 0.000 | 175 | 0 | 0.3400 | 453 | 41.1% | -0.01 | 0.0005 | -0.006 | ||
| 71.85 | 74.55 | 529 | 48.4% | 0.99 | 0.0004 | 0.000 | 180 | 0 | 0.1400 | 3 | 429 | 34.2% | -0.01 | 0.0006 | -0.007 | |
| 66.50 | 69.55 | 627 | 41.7% | 0.99 | 0.0006 | 0.000 | 185 | 0 | 0.1800 | 984 | 32.7% | -0.01 | 0.0008 | -0.008 | ||
| 61.80 | 64.65 | 2 | 898 | 41.5% | 0.99 | 0.0008 | 0.000 | 190 | 0 | 0.1700 | 1,227 | 29.9% | -0.01 | 0.0010 | -0.009 | |
| 56.80 | 59.60 | 277 | 37.7% | 0.99 | 0.0011 | -0.001 | 195 | 0.0100 | 0.2200 | 759 | 28.6% | -0.02 | 0.0014 | -0.011 | ||
| 51.80 | 54.75 | 885 | 35.3% | 0.98 | 0.0014 | -0.004 | 200 | 0.1600 | 0.2500 | 14 | 2,653 | 28.4% | -0.02 | 0.0018 | -0.013 | |
| 42.30 | 44.65 | 621 | 30.7% | 0.97 | 0.0029 | -0.012 | 210 | 0.3800 | 0.5000 | 7 | 5,208 | 26.5% | -0.04 | 0.0032 | -0.020 | |
| 32.80 | 35.45 | 985 | 28.6% | 0.93 | 0.0057 | -0.027 | 220 | 0.9700 | 1.04 | 6 | 1,176 | 25.3% | -0.08 | 0.0060 | -0.033 | |
| 24.05 | 26.60 | 1 | 1,951 | 26.7% | 0.85 | 0.0099 | -0.048 | 230 | 2.08 | 2.35 | 99 | 2,364 | 24.3% | -0.16 | 0.0100 | -0.051 |
| 16.60 | 18.55 | 1,591 | 25.4% | 0.73 | 0.0143 | -0.067 | 240 | 4.25 | 4.70 | 87 | 2,486 | 23.6% | -0.29 | 0.0143 | -0.068 | |
| 10.40 | 10.95 | 6 | 2,717 | 23.1% | 0.57 | 0.0171 | -0.077 | 250 | 8.05 | 8.45 | 23 | 6,250 | 22.9% | -0.45 | 0.0172 | -0.078 |
| 5.95 | 6.20 | 69 | 1,631 | 22.6% | 0.40 | 0.0168 | -0.074 | 260 | 13.50 | 14.05 | 5 | 3,510 | 22.7% | -0.62 | 0.0170 | -0.074 |
| 3.15 | 3.30 | 48 | 2,441 | 22.6% | 0.25 | 0.0138 | -0.060 | 270 | 20.65 | 21.80 | 623 | 23.3% | -0.77 | 0.0138 | -0.058 | |
| 1.54 | 1.66 | 91 | 2,495 | 22.7% | 0.14 | 0.0097 | -0.043 | 280 | 27.65 | 30.40 | 623 | 20.5% | -0.87 | 0.0095 | -0.038 | |
| 0.7300 | 1.18 | 5 | 2,089 | 24.2% | 0.08 | 0.0062 | -0.028 | 290 | 36.90 | 39.70 | 2 | 59 | 19.0% | -0.94 | 0.0057 | -0.021 |
| 0.3600 | 0.4300 | 1 | 1,422 | 23.8% | 0.04 | 0.0037 | -0.018 | 300 | 46.60 | 49.35 | 6 | -0.97 | 0.0032 | -0.009 | ||
| 0.1700 | 0.2200 | 1 | 5,628 | 24.5% | 0.02 | 0.0023 | -0.012 | 310 | 56.40 | 59.40 | -0.99 | 0.0030 | -0.005 | |||
| 0.0900 | 0.3400 | 269 | 28.0% | 0.02 | 0.0015 | -0.009 | 320 | 66.30 | 69.25 | -1.00 | 0.0011 | -0.033 | ||||
| 0.0500 | 0.1900 | 1 | 147 | 28.7% | 0.01 | 0.0011 | -0.007 | 330 | 76.30 | 79.40 | -1.00 | 0.0000 | -0.033 | |||
| 0.0500 | 0.1600 | 160 | 30.9% | 0.01 | 0.0008 | -0.006 | 340 | 86.30 | 89.60 | -1.00 | 0.0000 | -0.033 | ||||
| 0 | 0.2600 | 74 | 34.3% | 0.01 | 0.0006 | -0.005 | 350 | 96.30 | 99.20 | -1.00 | 0.0000 | -0.033 | ||||
| 0 | 0.1000 | 21 | 33.1% | 0.01 | 0.0005 | -0.004 | 360 | 106.30 | 109.20 | -1.00 | 0.0000 | -0.033 | ||||
| 0 | 0.3100 | 12 | 40.1% | 0.00 | 0.0004 | -0.004 | 370 | 116.30 | 119.50 | -1.00 | 0.0000 | -0.033 | ||||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs