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 ±2.0% (18.43–19.17) · ATM IV 13.5% · P/C open interest 2.14
| 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 | |
| 6.75 | 10.90 | 0.99 | 0.0038 | -0.003 | 10 | 0 | 2.13 | 3 | 427.7% | -0.01 | 0.0038 | -0.004 | ||||
| 5.75 | 9.95 | 0.99 | 0.0053 | -0.004 | 11 | 0 | 2.13 | 379.3% | -0.01 | 0.0053 | -0.004 | |||||
| 4.75 | 8.95 | 0.99 | 0.0077 | -0.004 | 12 | 0 | 2.13 | 5 | 335.1% | -0.01 | 0.0077 | -0.005 | ||||
| 4.25 | 8.45 | 0.99 | 0.0093 | -0.004 | 12.5 | 0 | 2.13 | 314.3% | -0.01 | 0.0093 | -0.005 | |||||
| 3.80 | 7.95 | 0.98 | 0.0114 | -0.005 | 13 | 0 | 2.13 | 294.2% | -0.02 | 0.0114 | -0.005 | |||||
| 3.25 | 7.45 | 0.98 | 0.0141 | -0.005 | 13.5 | 0 | 2.13 | 274.8% | -0.02 | 0.0141 | -0.006 | |||||
| 2.78 | 6.95 | 0.98 | 0.0176 | -0.006 | 14 | 0 | 2.13 | 255.9% | -0.02 | 0.0177 | -0.006 | |||||
| 2.28 | 6.45 | 0.97 | 0.0224 | -0.006 | 14.5 | 0 | 2.13 | 3 | 237.6% | -0.03 | 0.0224 | -0.007 | ||||
| 1.79 | 6.00 | 5 | 65.0% | 0.97 | 0.0288 | -0.007 | 15 | 0 | 2.14 | 1 | 220.1% | -0.03 | 0.0289 | -0.007 | ||
| 1.29 | 5.50 | 56.4% | 0.96 | 0.0379 | -0.007 | 15.5 | 0 | 2.10 | 211 | 200.4% | -0.04 | 0.0380 | -0.008 | |||
| 0.8000 | 4.95 | 0.95 | 0.0511 | -0.008 | 16 | 0 | 0.0400 | 4 | 455 | 51.9% | -0.05 | 0.0513 | -0.008 | |||
| 0.3100 | 4.50 | 44.4% | 0.94 | 0.0711 | -0.009 | 16.5 | 0 | 2.11 | 757 | 166.3% | -0.06 | 0.0714 | -0.009 | |||
| 0.9900 | 4.00 | 11 | 108.9% | 0.92 | 0.1030 | -0.009 | 17 | 0 | 0.1500 | 47 | 48.3% | -0.08 | 0.1035 | -0.010 | ||
| 0.4000 | 3.50 | 69 | 89.4% | 0.88 | 0.1575 | -0.010 | 17.5 | 0 | 0.0500 | 11 | 26 | 28.8% | -0.12 | 0.1584 | -0.011 | |
| 0.4000 | 1.49 | 4 | 151 | 25.7% | 0.83 | 0.2582 | -0.011 | 18 | 0 | 0.2200 | 4 | 4 | 32.0% | -0.18 | 0.2601 | -0.012 |
| 0.3500 | 0.6900 | 2 | 55 | 22.1% | 0.70 | 0.4505 | -0.012 | 18.5 | 0.0600 | 0.3700 | 150 | 29.0% | -0.30 | 0.4551 | -0.012 | |
| 0.0100 | 0.2300 | 8 | 273 | 13.0% | 0.44 | 0.6152 | -0.012 | 19 | 0.1000 | 0.4000 | 14.1% | -0.57 | 0.6234 | -0.012 | ||
| 0 | 0.0600 | 1 | 146 | 15.5% | 0.21 | 0.3942 | -0.010 | 19.5 | 0 | 2.83 | 81.2% | -0.80 | 0.4019 | -0.010 | ||
| 0 | 2.15 | 2 | 116.7% | 0.12 | 0.2226 | -0.008 | 20 | 0 | 3.30 | 73.8% | -0.89 | 0.2292 | -0.008 | |||
| 0 | 2.14 | 129.4% | 0.08 | 0.1370 | -0.007 | 20.5 | 0 | 3.80 | 63.1% | -0.93 | 0.1421 | -0.007 | ||||
| 0 | 2.14 | 141.4% | 0.06 | 0.0911 | -0.006 | 21 | 0.2000 | 4.30 | 55.6% | -0.95 | 0.0955 | -0.006 | ||||
| 0 | 2.13 | 152.2% | 0.04 | 0.0642 | -0.005 | 21.5 | 0.5400 | 4.75 | 41.7% | -0.97 | 0.0681 | -0.005 | ||||
| 0 | 2.13 | 162.8% | 0.03 | 0.0473 | -0.005 | 22 | 1.04 | 5.25 | 47.6% | -0.98 | 0.0513 | -0.004 | ||||
| 0 | 2.13 | 172.8% | 0.03 | 0.0360 | -0.004 | 22.5 | 1.54 | 5.75 | 53.2% | -0.98 | 0.0399 | -0.004 | ||||
| 0 | 2.13 | 182.2% | 0.02 | 0.0282 | -0.004 | 23 | 2.04 | 6.25 | 58.7% | -0.99 | 0.0308 | -0.004 | ||||
| 0 | 2.13 | 191.3% | 0.02 | 0.0225 | -0.003 | 23.5 | 2.54 | 6.75 | 63.9% | -0.99 | 0.0244 | -0.003 | ||||
| 0 | 2.13 | 200.0% | 0.01 | 0.0183 | -0.003 | 24 | 3.15 | 7.25 | 88.2% | -0.99 | 0.0197 | -0.003 | ||||
| 0 | 2.13 | 216.2% | 0.01 | 0.0127 | -0.003 | 25 | 4.05 | 8.25 | 81.9% | -1.00 | 0.0118 | -0.002 | ||||
| 0 | 2.13 | 231.3% | 0.01 | 0.0092 | -0.002 | 26 | 5.05 | 9.25 | 91.3% | -1.00 | 0.0071 | -0.002 | ||||
| 0 | 2.13 | 245.4% | 0.01 | 0.0069 | -0.002 | 27 | 6.05 | 10.25 | 100.2% | -1.00 | 0.0042 | -0.002 | ||||
| 0 | 2.13 | 258.6% | 0.01 | 0.0053 | -0.002 | 28 | 7.05 | 11.25 | 108.7% | -1.00 | 0.0023 | -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 — Oct 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs