KVUE option chain Kenvue Inc.
Cboe delayed options data · as of 21:51 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 ±3.2% (18.25–19.45) · ATM IV 19.4% · P/C open interest 0.24
| 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 | |
| 8.35 | 9.25 | 66 | 0.99 | 0.0033 | 0.000 | 10 | 0 | 2.13 | 450 | 367.2% | -0.01 | 0.0033 | -0.003 | |||
| 7.35 | 10.05 | 288.1% | 0.99 | 0.0048 | 0.000 | 11 | 0 | 2.13 | 325.7% | -0.01 | 0.0048 | -0.003 | ||||
| 6.35 | 9.05 | 253.3% | 0.99 | 0.0070 | 0.000 | 12 | 0 | 2.13 | 287.9% | -0.01 | 0.0070 | -0.003 | ||||
| 5.40 | 8.05 | 5 | 223.9% | 0.99 | 0.0105 | -0.001 | 13 | 0 | 0.0500 | 2,332 | 93.0% | -0.01 | 0.0105 | -0.004 | ||
| 4.80 | 7.55 | 202.9% | 0.98 | 0.0130 | -0.001 | 13.5 | 0 | 2.13 | 236.3% | -0.02 | 0.0131 | -0.004 | ||||
| 4.30 | 7.05 | 188.1% | 0.98 | 0.0164 | -0.002 | 14 | 0 | 2.13 | 220.1% | -0.02 | 0.0164 | -0.004 | ||||
| 3.85 | 6.55 | 176.2% | 0.98 | 0.0208 | -0.002 | 14.5 | 0 | 2.13 | 204.4% | -0.02 | 0.0209 | -0.004 | ||||
| 3.35 | 4.90 | 105 | 97.8% | 0.97 | 0.0269 | -0.003 | 15 | 0 | 0.3000 | 1,078 | 90.6% | -0.03 | 0.0270 | -0.005 | ||
| 2.98 | 5.55 | 153.9% | 0.97 | 0.0355 | -0.003 | 15.5 | 0 | 2.13 | 174.0% | -0.03 | 0.0356 | -0.005 | ||||
| 2.50 | 5.05 | 140.6% | 0.96 | 0.0479 | -0.004 | 16 | 0 | 2.13 | 159.1% | -0.04 | 0.0481 | -0.006 | ||||
| 1.85 | 4.60 | 122.5% | 0.94 | 0.0668 | -0.005 | 16.5 | 0 | 0.4500 | 30 | 70.5% | -0.06 | 0.0671 | -0.006 | |||
| 1.42 | 4.30 | 1 | 119.2% | 0.93 | 0.0970 | -0.006 | 17 | 0 | 0.1500 | 232 | 42.1% | -0.07 | 0.0975 | -0.007 | ||
| 0 | 3.80 | 69.9% | 0.90 | 0.1488 | -0.006 | 17.5 | 0 | 0.3000 | 10 | 60 | 42.1% | -0.10 | 0.1497 | -0.007 | ||
| 0.7900 | 1.20 | 28 | 8,975 | 23.0% | 0.84 | 0.2460 | -0.007 | 18 | 0.0300 | 0.0500 | 10 | 5,862 | 20.3% | -0.16 | 0.2481 | -0.008 |
| 0.4600 | 0.7800 | 1 | 7 | 23.9% | 0.73 | 0.4438 | -0.008 | 18.5 | 0.0300 | 0.2000 | 32 | 18.5% | -0.27 | 0.4495 | -0.008 | |
| 0.0500 | 0.5300 | 14 | 5,352 | 20.9% | 0.46 | 0.6778 | -0.008 | 19 | 0.1200 | 0.5000 | 809 | 17.8% | -0.55 | 0.6944 | -0.008 | |
| 0.0200 | 0.1300 | 2 | 503 | 17.2% | 0.21 | 0.4284 | -0.006 | 19.5 | 0 | 2.64 | 65.1% | -0.80 | 0.4418 | -0.006 | ||
| 0.0300 | 0.0500 | 31 | 10.9K | 21.1% | 0.12 | 0.2307 | -0.005 | 20 | 0.9900 | 1.26 | 1,483 | 22.6% | -0.90 | 0.2350 | -0.005 | |
| 0 | 1.00 | 21 | 69.8% | 0.08 | 0.1386 | -0.005 | 20.5 | 0.8400 | 3.55 | 79.1% | -0.94 | 0.1524 | -0.004 | |||
| 0 | 0.1300 | 535 | 38.2% | 0.05 | 0.0911 | -0.004 | 21 | 1.33 | 4.05 | 88.4% | -0.96 | 0.1127 | -0.003 | |||
| 0 | 2.13 | 129.2% | 0.04 | 0.0638 | -0.004 | 21.5 | 1.04 | 4.65 | 64.0% | -0.97 | 0.0845 | -0.003 | ||||
| 0 | 0.1000 | 2 | 1,676 | 47.4% | 0.03 | 0.0469 | -0.003 | 22 | 2.31 | 4.35 | 40 | 74.8% | -0.98 | 0.0593 | -0.003 | |
| 0 | 0.9500 | 1 | 101.5% | 0.03 | 0.0358 | -0.003 | 22.5 | 1.49 | 5.70 | -0.99 | 0.0432 | -0.003 | ||||
| 0 | 0.0500 | 51.1% | 0.02 | 0.0280 | -0.003 | 23 | 1.99 | 6.20 | -0.99 | 0.0292 | -0.004 | |||||
| 0 | 2.09 | 161.3% | 0.02 | 0.0225 | -0.002 | 23.5 | 2.49 | 6.60 | -1.00 | 0.0192 | -0.004 | |||||
| 0 | 1.70 | 153.8% | 0.01 | 0.0184 | -0.002 | 24 | 2.95 | 7.20 | -1.00 | 0.0122 | -0.005 | |||||
| 0 | 1.65 | 158.7% | 0.01 | 0.0153 | -0.002 | 24.5 | 3.50 | 7.70 | -1.00 | 0.0074 | -0.005 | |||||
| 0 | 0.0200 | 6,348 | 60.1% | 0.01 | 0.0129 | -0.002 | 25 | 4.00 | 8.20 | -1.00 | 0.0051 | -0.006 | ||||
| 0 | 1.15 | 155.8% | 0.01 | 0.0094 | -0.002 | 26 | 5.00 | 9.20 | -1.00 | 0.0020 | -0.006 | |||||
| 0 | 0.0600 | 11.7K | 86.0% | 0.01 | 0.0072 | -0.002 | 27 | 6.00 | 10.10 | -1.00 | 0.0002 | -0.007 | ||||
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 — Sep 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