JNJ option chain Johnson & Johnson
Cboe delayed options data · as of 21:57 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% (229.43–276.27) · ATM IV 23.4% · P/C open interest 0.82
| 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 | |
| 123.25 | 125.90 | 41 | 66.0% | 1.00 | 0.0000 | 0.000 | 130 | 0 | 0.4900 | 712 | 61.9% | -0.00 | 0.0001 | -0.001 | ||
| 117.65 | 120.75 | 461 | 1.00 | 0.0000 | 0.000 | 135 | 0 | 0.7000 | 478 | 61.7% | -0.00 | 0.0001 | -0.001 | |||
| 112.70 | 115.70 | 127 | 1.00 | 0.0001 | 0.000 | 140 | 0 | 0.7100 | 667 | 58.7% | -0.00 | 0.0001 | -0.002 | |||
| 107.75 | 111.20 | 108 | 48.7% | 1.00 | 0.0001 | 0.000 | 145 | 0 | 0.5100 | 273 | 53.0% | -0.00 | 0.0001 | -0.002 | ||
| 103.40 | 105.45 | 204 | 1.00 | 0.0001 | 0.000 | 150 | 0.0100 | 0.0600 | 913 | 39.7% | -0.00 | 0.0002 | -0.003 | |||
| 97.80 | 100.95 | 316 | 1.00 | 0.0002 | 0.000 | 155 | 0 | 0.3200 | 590 | 44.4% | -0.00 | 0.0002 | -0.003 | |||
| 93.45 | 96.00 | 474 | 46.9% | 1.00 | 0.0002 | 0.000 | 160 | 0.0700 | 0.1200 | 18 | 1,313 | 39.3% | -0.01 | 0.0003 | -0.004 | |
| 88.00 | 90.55 | 510 | 1.00 | 0.0004 | 0.000 | 165 | 0 | 0.2500 | 959 | 38.2% | -0.01 | 0.0004 | -0.005 | |||
| 83.50 | 85.85 | 506 | 38.7% | 0.99 | 0.0005 | 0.000 | 170 | 0.0900 | 0.2500 | 27 | 1,110 | 37.3% | -0.01 | 0.0005 | -0.006 | |
| 78.55 | 81.10 | 337 | 39.0% | 0.99 | 0.0006 | 0.000 | 175 | 0 | 0.4100 | 423 | 36.2% | -0.01 | 0.0006 | -0.006 | ||
| 73.60 | 76.15 | 1,398 | 36.7% | 0.99 | 0.0008 | 0.000 | 180 | 0.0100 | 0.2700 | 27 | 1,076 | 32.9% | -0.01 | 0.0008 | -0.007 | |
| 68.70 | 70.80 | 3,246 | 31.1% | 0.99 | 0.0010 | 0.000 | 185 | 0.0800 | 0.4900 | 788 | 32.7% | -0.02 | 0.0010 | -0.009 | ||
| 63.80 | 65.95 | 1,891 | 30.6% | 0.98 | 0.0013 | 0.000 | 190 | 0.1300 | 0.4500 | 8 | 1,291 | 30.4% | -0.02 | 0.0013 | -0.010 | |
| 58.70 | 61.35 | 211 | 29.8% | 0.97 | 0.0016 | -0.001 | 195 | 0.2100 | 0.4600 | 5 | 947 | 28.8% | -0.03 | 0.0016 | -0.012 | |
| 54.20 | 56.40 | 1,455 | 29.8% | 0.97 | 0.0021 | -0.004 | 200 | 0.4000 | 0.5900 | 16 | 3,578 | 28.3% | -0.03 | 0.0021 | -0.014 | |
| 44.60 | 47.10 | 2 | 2,910 | 27.9% | 0.94 | 0.0035 | -0.013 | 210 | 0.5200 | 1.05 | 26 | 2,824 | 25.8% | -0.06 | 0.0036 | -0.021 |
| 35.65 | 37.60 | 846 | 25.7% | 0.90 | 0.0057 | -0.025 | 220 | 1.50 | 1.71 | 56 | 4,293 | 25.0% | -0.10 | 0.0059 | -0.031 | |
| 27.15 | 28.85 | 2 | 2,098 | 24.3% | 0.83 | 0.0086 | -0.039 | 230 | 2.68 | 3.25 | 484 | 2,539 | 24.0% | -0.18 | 0.0088 | -0.044 |
| 19.80 | 21.20 | 1 | 2,454 | 23.7% | 0.72 | 0.0115 | -0.052 | 240 | 4.75 | 5.70 | 67 | 3,061 | 23.1% | -0.28 | 0.0118 | -0.056 |
| 13.85 | 14.60 | 29 | 3,708 | 23.3% | 0.60 | 0.0135 | -0.060 | 250 | 8.90 | 9.50 | 108 | 3,248 | 23.4% | -0.42 | 0.0141 | -0.064 |
| 8.50 | 9.55 | 157 | 3,471 | 22.3% | 0.46 | 0.0140 | -0.062 | 260 | 13.70 | 15.65 | 251 | 2,139 | 23.7% | -0.56 | 0.0148 | -0.064 |
| 5.40 | 5.85 | 92 | 3,516 | 22.5% | 0.33 | 0.0129 | -0.056 | 270 | 19.85 | 22.55 | 2 | 534 | 23.5% | -0.70 | 0.0135 | -0.057 |
| 3.10 | 3.50 | 971 | 5,424 | 22.4% | 0.22 | 0.0106 | -0.046 | 280 | 27.60 | 29.75 | 2 | 426 | 22.7% | -0.81 | 0.0108 | -0.043 |
| 1.58 | 2.00 | 61 | 1,990 | 22.3% | 0.14 | 0.0079 | -0.034 | 290 | 36.20 | 37.95 | 40 | 21.1% | -0.89 | 0.0076 | -0.027 | |
| 0.8500 | 1.15 | 142 | 2,643 | 22.7% | 0.08 | 0.0054 | -0.024 | 300 | 44.90 | 48.05 | 20 | 20.6% | -0.94 | 0.0048 | -0.013 | |
| 0.4200 | 1.00 | 1 | 4,784 | 24.2% | 0.05 | 0.0036 | -0.017 | 310 | 54.60 | 57.75 | 4 | -0.97 | 0.0028 | -0.003 | ||
| 0.1900 | 0.8200 | 5 | 441 | 25.6% | 0.03 | 0.0024 | -0.012 | 320 | 64.70 | 67.35 | 3 | -0.99 | 0.0036 | 0.000 | ||
| 0.1300 | 0.2500 | 3 | 709 | 24.3% | 0.02 | 0.0016 | -0.009 | 330 | 75.15 | 77.35 | 28.0% | -1.00 | 0.0000 | -0.042 | ||
| 0 | 0.5000 | 2 | 56 | 27.7% | 0.02 | 0.0012 | -0.007 | 340 | 84.35 | 88.10 | 30.7% | -1.00 | 0.0000 | -0.044 | ||
| 0 | 0.4300 | 61 | 29.4% | 0.01 | 0.0009 | -0.006 | 350 | 94.60 | 97.95 | 34.8% | -1.00 | 0.0000 | -0.044 | |||
| 0 | 0.3900 | 30 | 31.2% | 0.01 | 0.0007 | -0.005 | 360 | 105.15 | 107.90 | 41.0% | -1.00 | 0.0000 | -0.044 | |||
| 0 | 0.3600 | 23 | 32.9% | 0.01 | 0.0006 | -0.004 | 370 | 115.15 | 117.90 | 43.9% | -1.00 | 0.0000 | -0.044 | |||
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs