KVUE catena di opzioni Kenvue Inc.
Ogni riga corrisponde a uno strike. La metà sinistra è la call, la metà destra è la put. Bid/ask sono le quotazioni attuali di acquirenti e venditori; il volume indica i contratti scambiati in questa sessione; l'open interest indica i contratti aperti. La riga evidenziata è quella più vicina al prezzo del titolo.
Questa scadenza prezza una mossa di circa ±1.5% (18.52–19.07) · ATM IV 16.0% · P/C open interest 0.79
| CALL | Strike | PUT | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Chiedi | 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 | Chiedi | Vol | OI | IV | Δ | Γ | Θ | |
| 6.75 | 10.90 | 1.00 | 0.0003 | 0.000 | 10 | 0 | 2.13 | 1 | 707.6% | -0.00 | 0.0003 | -0.000 | ||||
| 5.75 | 9.90 | 1.00 | 0.0005 | 0.000 | 11 | 0 | 0.1500 | 8 | 297.4% | -0.00 | 0.0005 | -0.000 | ||||
| 4.75 | 8.90 | 2 | 1.00 | 0.0008 | 0.000 | 12 | 0 | 2.13 | 4 | 554.2% | -0.00 | 0.0008 | -0.000 | |||
| 4.25 | 7.90 | 5 | 273.7% | 1.00 | 0.0015 | 0.000 | 13 | 0 | 2.13 | 486.6% | -0.00 | 0.0015 | -0.001 | |||
| 4.05 | 7.40 | 4 | 296.5% | 1.00 | 0.0021 | 0.000 | 13.5 | 0 | 2.13 | 454.4% | -0.00 | 0.0021 | -0.001 | |||
| 3.55 | 6.90 | 6 | 272.5% | 1.00 | 0.0029 | -0.000 | 14 | 0 | 2.13 | 423.2% | -0.00 | 0.0029 | -0.001 | |||
| 3.05 | 6.45 | 5 | 255.2% | 1.00 | 0.0043 | -0.001 | 14.5 | 0 | 2.13 | 36 | 392.8% | -0.00 | 0.0043 | -0.001 | ||
| 2.86 | 5.95 | 9 | 264.7% | 1.00 | 0.0064 | -0.001 | 15 | 0 | 2.12 | 35 | 362.1% | -0.00 | 0.0064 | -0.001 | ||
| 1.58 | 5.45 | 2 | 152.0% | 0.99 | 0.0098 | -0.001 | 15.5 | 0 | 2.10 | 25 | 331.3% | -0.01 | 0.0098 | -0.002 | ||
| 2.14 | 4.95 | 1 | 240.2% | 0.99 | 0.0159 | -0.002 | 16 | 0 | 2.09 | 281 | 301.8% | -0.01 | 0.0159 | -0.002 | ||
| 0.7500 | 4.45 | 2 | 134.4% | 0.99 | 0.0270 | -0.003 | 16.5 | 0 | 0.2500 | 557 | 75.2% | -0.01 | 0.0271 | -0.003 | ||
| 1.42 | 3.70 | 12 | 20 | 191.2% | 0.98 | 0.0494 | -0.004 | 17 | 0 | 0.0100 | 137 | 46.6% | -0.02 | 0.0495 | -0.004 | |
| 0.0200 | 3.45 | 12 | 27 | 116.1% | 0.96 | 0.0994 | -0.006 | 17.5 | 0 | 0.0600 | 27 | 34 | 49.4% | -0.04 | 0.0996 | -0.007 |
| 0.7100 | 1.00 | 3 | 1,136 | 0.92 | 0.2281 | -0.010 | 18 | 0 | 0.0400 | 83 | 114 | 31.3% | -0.08 | 0.2290 | -0.011 | |
| 0.3500 | 0.6800 | 2 | 41 | 37.0% | 0.79 | 0.6052 | -0.017 | 18.5 | 0 | 0.1600 | 52 | 12 | 27.9% | -0.21 | 0.6101 | -0.017 |
| 0 | 0.1800 | 15 | 185 | 18.1% | 0.38 | 0.9866 | -0.019 | 19 | 0.0200 | 0.3500 | 13.8% | -0.63 | 1.0001 | -0.019 | ||
| 0 | 0.0500 | 5 | 170 | 24.7% | 0.10 | 0.3736 | -0.010 | 19.5 | 0 | 2.79 | 1 | 131.2% | -0.90 | 0.3782 | -0.010 | |
| 0 | 0.0100 | 1 | 27.8% | 0.04 | 0.1356 | -0.005 | 20 | 0.0500 | 3.30 | 124.8% | -0.97 | 0.1416 | -0.005 | |||
| 0 | 0.0400 | 47.6% | 0.02 | 0.0593 | -0.003 | 20.5 | 0 | 3.80 | 103.3% | -0.99 | 0.0587 | -0.003 | ||||
| 0 | 0.0100 | 1 | 46.7% | 0.01 | 0.0298 | -0.002 | 21 | 0.2000 | 4.30 | 90.4% | -1.00 | 0.0242 | -0.002 | |||
| 0 | 0.0300 | 65.2% | 0.01 | 0.0165 | -0.001 | 21.5 | 0.5400 | 4.75 | 65.2% | -1.00 | 0.0097 | -0.002 | ||||
| 0 | 2.13 | 269.9% | 0.00 | 0.0098 | -0.001 | 22 | 1.21 | 5.25 | 110.6% | -1.00 | 0.0040 | -0.002 | ||||
| 0 | 2.13 | 286.4% | 0.00 | 0.0062 | -0.001 | 22.5 | 1.54 | 5.75 | 83.6% | -1.00 | 0.0015 | -0.002 | ||||
| 0 | 2.13 | 302.1% | 0.00 | 0.0041 | -0.000 | 23 | 2.04 | 6.25 | 92.2% | -1.00 | 0.0006 | -0.002 | ||||
| 0 | 2.13 | 317.1% | 0.00 | 0.0028 | -0.000 | 23.5 | 2.81 | 6.75 | 158.7% | -1.00 | 0.0002 | -0.002 | ||||
| 0 | 2.13 | 331.4% | 0.00 | 0.0020 | -0.000 | 24 | 3.05 | 7.25 | 113.8% | -1.00 | 0.0001 | -0.002 | ||||
| 0 | 2.13 | 345.1% | 0.00 | 0.0014 | -0.000 | 24.5 | 3.60 | 7.75 | 139.8% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 2.13 | 358.3% | 0.00 | 0.0010 | -0.000 | 25 | 4.20 | 8.25 | 171.3% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 2.13 | 383.2% | 0.00 | 0.0006 | -0.000 | 26 | 5.05 | 9.25 | 144.8% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 2.13 | 406.5% | 0.00 | 0.0004 | -0.000 | 27 | 6.05 | 10.25 | 159.0% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 2.13 | 428.4% | 0.00 | 0.0002 | 0.000 | 28 | 7.20 | 11.25 | 222.1% | -1.00 | 0.0000 | -0.002 | ||||
Strike mostrati: entro ±50% del prezzo del sottostante. Valore intrinseco = max(0, prezzo − strike) per le call, max(0, strike − prezzo) per le put; estrinseco = prezzo dell'opzione − intrinseco. Greche e IV calcolate dal feed della borsa.
Volatility smile — Oct 23, 2026
Pagina della volatilità →Volatilità implicita per strike per questa scadenza. I put out-of-the-money prezzano solitamente una IV più alta rispetto alle call — lo skew.