KVUE cadena de opciones Kenvue Inc.
Cada fila corresponde a un strike. La mitad izquierda es el call, la mitad derecha el put. El bid/ask es lo que compradores y vendedores cotizan actualmente; el volumen son los contratos negociados en la sesión; el open interest son los contratos vigentes. La fila resaltada es la más cercana al precio de la acción.
Este vencimiento descuenta un movimiento de aproximadamente ±1.4% (18.82–19.36) · ATM IV 23.0% · P/C interés abierto 0.22
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Preguntar | 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 | Preguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 8.80 | 9.30 | 3 | 1.00 | 0.0000 | 0.000 | 10 | 0 | 0.0500 | 409.2% | 0.00 | 0.0000 | 0.000 | ||||
| 7.50 | 8.80 | 2 | 394.5% | 1.00 | 0.0001 | 0.000 | 11 | 0 | 2.13 | -0.00 | 0.0001 | 0.000 | ||||
| 6.80 | 7.40 | 2 | 3 | 1.00 | 0.0001 | 0.000 | 12 | 0 | 2.13 | 790.3% | -0.00 | 0.0001 | 0.000 | |||
| 5.80 | 6.90 | 2 | 2 | 415.4% | 1.00 | 0.0003 | 0.000 | 13 | 0 | 0.9500 | 507.7% | -0.00 | 0.0003 | -0.000 | ||
| 5.10 | 6.25 | 2 | 285.2% | 1.00 | 0.0004 | 0.000 | 13.5 | 0 | 0.9700 | 474.5% | -0.00 | 0.0004 | -0.000 | |||
| 4.70 | 5.50 | 1.00 | 0.0006 | 0.000 | 14 | 0 | 0.9500 | 435.5% | -0.00 | 0.0006 | -0.000 | |||||
| 4.30 | 4.95 | 4 | 189.0% | 1.00 | 0.0009 | 0.000 | 14.5 | 0 | 1.18 | 435.5% | -0.00 | 0.0009 | -0.000 | |||
| 3.60 | 5.95 | 422.2% | 1.00 | 0.0014 | 0.000 | 15 | 0 | 0.0500 | 172.6% | -0.00 | 0.0014 | -0.000 | ||||
| 3.30 | 4.05 | 4 | 187.9% | 1.00 | 0.0023 | 0.000 | 15.5 | 0 | 0.7500 | 10 | 304.3% | -0.00 | 0.0023 | -0.000 | ||
| 2.93 | 3.35 | 2 | 142.4% | 1.00 | 0.0038 | 0.000 | 16 | 0 | 0.0500 | 10 | 132.8% | -0.00 | 0.0038 | -0.000 | ||
| 2.40 | 2.90 | 1 | 128.2% | 1.00 | 0.0068 | -0.000 | 16.5 | 0 | 0.7400 | 20 | 240.5% | -0.00 | 0.0068 | -0.001 | ||
| 1.80 | 3.95 | 1 | 1 | 300.6% | 1.00 | 0.0133 | -0.001 | 17 | 0 | 0.7500 | 20 | 210.7% | -0.00 | 0.0133 | -0.001 | |
| 1.30 | 2.12 | 1 | 108.8% | 0.99 | 0.0290 | -0.001 | 17.5 | 0 | 0.7500 | 24 | 179.2% | -0.01 | 0.0290 | -0.002 | ||
| 0.7000 | 1.60 | 17 | 64.1% | 0.98 | 0.0763 | -0.003 | 18 | 0 | 0.0600 | 70 | 57.7% | -0.02 | 0.0763 | -0.003 | ||
| 0 | 1.89 | 15 | 106.2% | 0.95 | 0.2752 | -0.007 | 18.5 | 0 | 0.0700 | 2 | 70 | 38.4% | -0.05 | 0.2760 | -0.007 | |
| 0.1500 | 0.2400 | 11 | 244 | 23.9% | 0.69 | 1.6098 | -0.021 | 19 | 0.0600 | 0.1000 | 4 | 132 | 22.1% | -0.32 | 1.6554 | -0.022 |
| 0 | 0.0500 | 3 | 147 | 25.0% | 0.10 | 0.5809 | -0.011 | 19.5 | 0 | 2.40 | 5 | 10 | 172.5% | -0.92 | 0.5853 | -0.010 |
| 0 | 0.0100 | 15 | 1,151 | 32.1% | 0.03 | 0.1388 | -0.004 | 20 | 0.5400 | 1.56 | 1 | 81.2% | -0.98 | 0.1274 | -0.004 | |
| 0 | 0.0500 | 40 | 61.9% | 0.01 | 0.0501 | -0.002 | 20.5 | 0.9200 | 2.06 | 87.6% | -0.99 | 0.0388 | -0.003 | |||
| 0 | 0.0100 | 30 | 59.2% | 0.01 | 0.0227 | -0.001 | 21 | 0.4100 | 3.65 | 119.8% | -1.00 | 0.0142 | -0.002 | |||
| 0 | 0.0100 | 10 | 71.6% | 0.00 | 0.0118 | -0.001 | 21.5 | 0.6100 | 3.10 | -1.00 | 0.0059 | -0.002 | ||||
| 0 | 0.0100 | 83.4% | 0.00 | 0.0067 | -0.001 | 22 | 1.09 | 3.60 | -1.00 | 0.0027 | -0.002 | |||||
| 0 | 2.13 | 388.1% | 0.00 | 0.0041 | -0.000 | 22.5 | 1.58 | 4.10 | -1.00 | 0.0013 | -0.002 | |||||
| 0 | 2.13 | 410.5% | 0.00 | 0.0027 | -0.000 | 23 | 2.08 | 6.05 | 203.0% | -1.00 | 0.0007 | -0.002 | ||||
| 0 | 2.13 | 431.9% | 0.00 | 0.0018 | -0.000 | 23.5 | 2.58 | 6.55 | 219.2% | -1.00 | 0.0004 | -0.002 | ||||
| 0 | 2.13 | 452.2% | 0.00 | 0.0013 | -0.000 | 24 | 3.05 | 7.05 | 228.9% | -1.00 | 0.0002 | -0.002 | ||||
| 0 | 2.13 | 471.8% | 0.00 | 0.0009 | -0.000 | 24.5 | 3.60 | 6.10 | -1.00 | 0.0001 | -0.002 | |||||
| 0 | 0.0500 | 180.8% | 0.00 | 0.0007 | -0.000 | 25 | 4.10 | 6.60 | -1.00 | 0.0001 | -0.002 | |||||
Strikes mostrados: dentro del ±50% del precio del subyacente. Valor intrínseco = máx(0, precio − strike) para calls, máx(0, strike − precio) para puts; extrínseco = precio de la opción − intrínseco. Griegas e IV según los calcula el feed del mercado.
Sonrisa de volatilidad — Sep 04, 2026
Página de volatilidad →Volatilidad implícita por strike para este vencimiento. Los puts fuera del dinero suelen tener una IV más alta que los calls — el skew.