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 ±4.7% (17.96–19.73) · ATM IV 20.6% · P/C open interest 0.92
| 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 | |
| 7.00 | 11.05 | 127.2% | 0.99 | 0.0044 | 0.000 | 10 | 0 | 1.15 | 211.7% | -0.01 | 0.0044 | -0.002 | ||||
| 6.05 | 10.05 | 116.2% | 0.99 | 0.0063 | 0.000 | 11 | 0 | 1.15 | 186.6% | -0.01 | 0.0063 | -0.002 | ||||
| 5.25 | 9.05 | 117.8% | 0.99 | 0.0090 | 0.000 | 12 | 0 | 1.27 | 169.5% | -0.02 | 0.0090 | -0.003 | ||||
| 5.45 | 8.05 | 160.5% | 0.98 | 0.0132 | 0.000 | 13 | 0 | 1.15 | 142.3% | -0.02 | 0.0133 | -0.003 | ||||
| 4.35 | 7.10 | 136.7% | 0.97 | 0.0201 | -0.001 | 14 | 0 | 1.01 | 116.4% | -0.03 | 0.0202 | -0.003 | ||||
| 3.90 | 5.25 | 66.6% | 0.97 | 0.0253 | -0.001 | 14.5 | 0 | 1.01 | 107.0% | -0.03 | 0.0254 | -0.004 | ||||
| 3.55 | 4.75 | 68.9% | 0.96 | 0.0321 | -0.002 | 15 | 0 | 1.01 | 97.9% | -0.04 | 0.0323 | -0.004 | ||||
| 2.90 | 4.25 | 52.8% | 0.95 | 0.0415 | -0.002 | 15.5 | 0 | 1.27 | 98.0% | -0.05 | 0.0418 | -0.004 | ||||
| 2.40 | 3.70 | 42.8% | 0.94 | 0.0547 | -0.003 | 16 | 0 | 0.9500 | 77.9% | -0.06 | 0.0552 | -0.004 | ||||
| 2.10 | 3.60 | 62.3% | 0.93 | 0.0741 | -0.003 | 16.5 | 0 | 2.16 | 105.4% | -0.08 | 0.0747 | -0.005 | ||||
| 1.72 | 2.97 | 4 | 53.6% | 0.90 | 0.1034 | -0.004 | 17 | 0 | 0.8600 | 44 | 57.6% | -0.10 | 0.1045 | -0.005 | ||
| 0.6200 | 2.51 | 4 | 25.4% | 0.87 | 0.1499 | -0.004 | 17.5 | 0 | 0.5500 | 6 | 71 | 39.5% | -0.13 | 0.1521 | -0.005 | |
| 0.7400 | 1.98 | 37.2% | 0.81 | 0.2275 | -0.005 | 18 | 0.0100 | 0.1500 | 7 | 134 | 18.7% | -0.20 | 0.2318 | -0.006 | ||
| 0.3600 | 0.9700 | 6 | 17.8% | 0.70 | 0.3533 | -0.006 | 18.5 | 0.1400 | 0.3900 | 2 | 22.1% | -0.31 | 0.3635 | -0.006 | ||
| 0.2900 | 0.4600 | 3 | 9 | 17.9% | 0.50 | 0.4672 | -0.006 | 19 | 0.3200 | 0.7000 | 2 | 19 | 23.3% | -0.51 | 0.4911 | -0.006 |
| 0.1000 | 0.3800 | 34 | 20.9% | 0.30 | 0.3808 | -0.005 | 19.5 | 0.5200 | 0.8700 | 16.9% | -0.73 | 0.4119 | -0.006 | |||
| 0.0400 | 0.1100 | 11 | 101 | 17.7% | 0.19 | 0.2514 | -0.005 | 20 | 0 | 3.10 | 1 | 3 | 43.4% | -0.84 | 0.2729 | -0.005 |
| 0 | 0.4600 | 11 | 90 | 34.2% | 0.13 | 0.1692 | -0.004 | 20.5 | 0.8800 | 3.55 | 59.4% | -0.90 | 0.1803 | -0.004 | ||
| 0 | 0.2500 | 46 | 32.5% | 0.10 | 0.1197 | -0.004 | 21 | 1.34 | 4.05 | 65.5% | -0.94 | 0.1500 | -0.003 | |||
| 0 | 1.89 | 86.1% | 0.07 | 0.0885 | -0.004 | 21.5 | 0.4900 | 4.70 | -0.96 | 0.1288 | -0.002 | |||||
| 0 | 2.05 | 96.6% | 0.06 | 0.0678 | -0.003 | 22 | 0.9900 | 4.95 | -0.97 | 0.0930 | -0.003 | |||||
| 0 | 0.9900 | 73.5% | 0.05 | 0.0534 | -0.003 | 22.5 | 1.49 | 5.50 | -0.98 | 0.0676 | -0.004 | |||||
| 0 | 0.9500 | 77.5% | 0.04 | 0.0430 | -0.003 | 23 | 1.99 | 6.20 | -0.99 | 0.0490 | -0.005 | |||||
| 0 | 0.7500 | 75.8% | 0.03 | 0.0354 | -0.003 | 23.5 | 2.49 | 6.70 | -0.99 | 0.0285 | -0.006 | |||||
| 0 | 0.8700 | 84.6% | 0.03 | 0.0295 | -0.003 | 24 | 2.95 | 7.10 | -1.00 | 0.0152 | -0.007 | |||||
| 0 | 0.8100 | 87.0% | 0.03 | 0.0250 | -0.002 | 24.5 | 3.50 | 7.70 | -1.00 | 0.0062 | -0.008 | |||||
| 0 | 0.9300 | 95.6% | 0.02 | 0.0214 | -0.002 | 25 | 4.00 | 8.20 | -1.00 | 0.0000 | -0.009 | |||||
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 — Oct 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs