KVUE option chain Kenvue Inc.
Cboe delayed options data · as of 06:39 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 ±4.0% (18.05–19.55) · ATM IV 16.5% · P/C open interest 0.47
| 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 | |
| 6.80 | 11.00 | 86.6% | 0.99 | 0.0037 | -0.000 | 10 | 0 | 2.13 | 9 | 245.2% | -0.01 | 0.0037 | -0.001 | |||
| 5.80 | 10.00 | 67.4% | 0.99 | 0.0053 | -0.001 | 11 | 0 | 2.13 | 4 | 223.0% | -0.01 | 0.0053 | -0.002 | |||
| 4.80 | 9.00 | 0.99 | 0.0078 | -0.001 | 12 | 0 | 2.09 | 75 | 195.5% | -0.01 | 0.0078 | -0.002 | ||||
| 3.80 | 8.00 | 0.98 | 0.0120 | -0.002 | 13 | 0 | 0.0500 | 117 | 179 | 63.6% | -0.02 | 0.0120 | -0.002 | |||
| 3.30 | 7.50 | 0.98 | 0.0150 | -0.002 | 13.5 | 0 | 2.10 | 160.7% | -0.02 | 0.0150 | -0.002 | |||||
| 2.81 | 6.95 | 0.97 | 0.0189 | -0.002 | 14 | 0 | 0.2000 | 109 | 68.7% | -0.02 | 0.0190 | -0.003 | ||||
| 2.31 | 6.50 | 0.97 | 0.0243 | -0.002 | 14.5 | 0 | 2.10 | 139.0% | -0.03 | 0.0244 | -0.003 | |||||
| 1.82 | 6.00 | 4 | 0.96 | 0.0315 | -0.003 | 15 | 0 | 0.2900 | 356 | 61.4% | -0.04 | 0.0317 | -0.003 | |||
| 1.33 | 5.40 | 0.95 | 0.0417 | -0.003 | 15.5 | 0 | 2.12 | 118.8% | -0.05 | 0.0419 | -0.003 | |||||
| 0.8400 | 4.95 | 1 | 0.94 | 0.0561 | -0.004 | 16 | 0 | 0.3200 | 142 | 49.6% | -0.06 | 0.0564 | -0.004 | |||
| 0.3500 | 4.50 | 20.3% | 0.92 | 0.0772 | -0.004 | 16.5 | 0 | 1.11 | 70.0% | -0.08 | 0.0776 | -0.004 | ||||
| 0.3500 | 2.49 | 806 | 0.89 | 0.1087 | -0.005 | 17 | 0.0100 | 0.0800 | 13 | 743 | 27.7% | -0.11 | 0.1095 | -0.005 | ||
| 0 | 3.65 | 44.2% | 0.85 | 0.1566 | -0.005 | 17.5 | 0 | 2.24 | 81.2% | -0.15 | 0.1580 | -0.005 | ||||
| 0.9100 | 3.00 | 1,367 | 66.5% | 0.78 | 0.2283 | -0.006 | 18 | 0 | 0.2700 | 10 | 1,101 | 20.9% | -0.22 | 0.2309 | -0.006 | |
| 0 | 1.35 | 19.3% | 0.66 | 0.3214 | -0.006 | 18.5 | 0 | 2.46 | 65.0% | -0.34 | 0.3266 | -0.007 | ||||
| 0.0100 | 0.5000 | 288 | 4,937 | 12.9% | 0.48 | 0.3830 | -0.006 | 19 | 0.3300 | 0.6500 | 47 | 427 | 20.1% | -0.52 | 0.3930 | -0.007 |
| 0.1400 | 0.2200 | 5 | 17.7% | 0.31 | 0.3354 | -0.006 | 19.5 | 0 | 1.37 | 13.5% | -0.71 | 0.3504 | -0.006 | |||
| 0.0200 | 0.1200 | 18 | 525 | 17.1% | 0.19 | 0.2382 | -0.005 | 20 | 0 | 3.35 | 710 | 45.8% | -0.83 | 0.2547 | -0.005 | |
| 0 | 2.17 | 75.9% | 0.12 | 0.1608 | -0.004 | 20.5 | 0 | 3.80 | 38.7% | -0.90 | 0.1772 | -0.004 | ||||
| 0 | 0.1000 | 1 | 786 | 24.6% | 0.08 | 0.1098 | -0.003 | 21 | 0.2200 | 4.30 | 246 | 35.7% | -0.94 | 0.1241 | -0.003 | |
| 0 | 2.09 | 87.7% | 0.06 | 0.0771 | -0.003 | 21.5 | 0.7000 | 4.75 | 37.9% | -0.97 | 0.0931 | -0.003 | ||||
| 0 | 0.0300 | 209 | 26.0% | 0.04 | 0.0557 | -0.002 | 22 | 1.04 | 5.25 | 33.1% | -0.98 | 0.0645 | -0.002 | |||
| 0 | 2.09 | 99.7% | 0.03 | 0.0413 | -0.002 | 22.5 | 1.58 | 5.75 | 40.1% | -0.99 | 0.0379 | -0.002 | ||||
| 0 | 2.13 | 106.3% | 0.02 | 0.0313 | -0.002 | 23 | 2.04 | 6.25 | 40.5% | -1.00 | 0.0179 | -0.002 | ||||
| 0 | 2.09 | 110.6% | 0.02 | 0.0242 | -0.001 | 23.5 | 2.69 | 6.75 | 54.5% | -1.00 | 0.0048 | -0.002 | ||||
| 0 | 2.13 | 116.7% | 0.02 | 0.0190 | -0.001 | 24 | 3.15 | 7.25 | 56.0% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 2.13 | 121.6% | 0.01 | 0.0151 | -0.001 | 24.5 | 3.70 | 7.75 | 62.6% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 2.13 | 126.2% | 0.01 | 0.0122 | -0.001 | 25 | 4.05 | 8.25 | 54.9% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 0.8900 | 98.1% | 0.01 | 0.0082 | -0.001 | 26 | 5.05 | 9.25 | 61.1% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 2.13 | 143.4% | 0.01 | 0.0058 | -0.001 | 27 | 6.05 | 10.25 | 66.9% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 2.13 | 151.1% | 0.00 | 0.0041 | -0.000 | 28 | 7.05 | 11.25 | 72.4% | -1.00 | 0.0000 | -0.002 | ||||
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