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 ±4.0% (18.05–19.55) · ATM IV 22.1% · P/C open interest 1.11
| 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 | 10.95 | 0.99 | 0.0045 | -0.002 | 10 | 0 | 2.13 | 334.4% | -0.01 | 0.0045 | -0.003 | |||||
| 5.75 | 9.95 | 0.99 | 0.0063 | -0.003 | 11 | 0 | 2.13 | 296.5% | -0.01 | 0.0064 | -0.004 | |||||
| 4.75 | 8.95 | 0.98 | 0.0091 | -0.003 | 12 | 0 | 2.13 | 262.0% | -0.01 | 0.0091 | -0.004 | |||||
| 4.30 | 8.45 | 0.98 | 0.0110 | -0.003 | 12.5 | 0 | 2.13 | 245.8% | -0.02 | 0.0110 | -0.004 | |||||
| 3.80 | 7.95 | 0.98 | 0.0134 | -0.004 | 13 | 0 | 2.13 | 230.1% | -0.02 | 0.0134 | -0.005 | |||||
| 3.25 | 7.45 | 0.98 | 0.0165 | -0.004 | 13.5 | 0 | 2.13 | 214.9% | -0.02 | 0.0165 | -0.005 | |||||
| 2.78 | 6.95 | 0.97 | 0.0205 | -0.004 | 14 | 0 | 2.13 | 200.2% | -0.03 | 0.0205 | -0.005 | |||||
| 2.29 | 6.45 | 0.97 | 0.0258 | -0.005 | 14.5 | 0 | 2.13 | 185.8% | -0.03 | 0.0258 | -0.005 | |||||
| 1.79 | 5.95 | 0.96 | 0.0329 | -0.005 | 15 | 0 | 2.14 | 172.2% | -0.04 | 0.0330 | -0.006 | |||||
| 1.29 | 5.45 | 0.95 | 0.0427 | -0.006 | 15.5 | 0 | 2.14 | 147 | 158.4% | -0.05 | 0.0428 | -0.006 | ||||
| 0.8000 | 4.95 | 0.94 | 0.0567 | -0.006 | 16 | 0 | 2.15 | 82 | 145.1% | -0.06 | 0.0569 | -0.007 | ||||
| 0.3100 | 4.45 | 4 | 0.92 | 0.0774 | -0.007 | 16.5 | 0 | 2.15 | 177 | 131.6% | -0.08 | 0.0777 | -0.007 | |||
| 0.0700 | 4.05 | 48.5% | 0.90 | 0.1091 | -0.007 | 17 | 0 | 0.1300 | 30 | 218 | 36.4% | -0.10 | 0.1096 | -0.008 | ||
| 0 | 3.50 | 112 | 54.8% | 0.86 | 0.1601 | -0.008 | 17.5 | 0 | 0.1800 | 90 | 56 | 31.7% | -0.14 | 0.1610 | -0.008 | |
| 0.6900 | 1.16 | 69 | 16.4% | 0.80 | 0.2459 | -0.009 | 18 | 0 | 0.3700 | 100 | 6 | 31.4% | -0.20 | 0.2478 | -0.009 | |
| 0.5400 | 0.9100 | 77 | 30.3% | 0.67 | 0.3843 | -0.009 | 18.5 | 0 | 0.4700 | 1 | 1 | 24.2% | -0.33 | 0.3887 | -0.009 | |
| 0.2400 | 0.4000 | 55 | 159 | 21.9% | 0.46 | 0.4917 | -0.009 | 19 | 0.1800 | 0.6800 | 1 | 22.3% | -0.55 | 0.5015 | -0.009 | |
| 0.0400 | 0.1900 | 1 | 171 | 19.6% | 0.25 | 0.3722 | -0.008 | 19.5 | 0 | 2.88 | 65.4% | -0.76 | 0.3838 | -0.008 | ||
| 0 | 0.1200 | 26 | 19.1% | 0.15 | 0.2320 | -0.006 | 20 | 0 | 3.30 | 58.2% | -0.86 | 0.2423 | -0.006 | |||
| 0 | 2.17 | 1 | 101.8% | 0.10 | 0.1493 | -0.005 | 20.5 | 0 | 3.80 | 49.9% | -0.91 | 0.1580 | -0.005 | |||
| 0 | 2.16 | 110.9% | 0.07 | 0.1016 | -0.005 | 21 | 0.2100 | 4.30 | 44.8% | -0.94 | 0.1084 | -0.005 | ||||
| 0 | 2.16 | 119.7% | 0.05 | 0.0725 | -0.004 | 21.5 | 0.5500 | 4.75 | 35.5% | -0.96 | 0.0790 | -0.004 | ||||
| 0 | 2.15 | 127.6% | 0.04 | 0.0538 | -0.004 | 22 | 1.05 | 5.25 | 40.5% | -0.97 | 0.0602 | -0.004 | ||||
| 0 | 0.1100 | 42.6% | 0.03 | 0.0411 | -0.003 | 22.5 | 1.58 | 5.75 | 49.1% | -0.98 | 0.0470 | -0.003 | ||||
| 0 | 2.14 | 142.5% | 0.03 | 0.0323 | -0.003 | 23 | 2.04 | 6.25 | 47.8% | -0.99 | 0.0364 | -0.003 | ||||
| 0 | 2.14 | 149.6% | 0.02 | 0.0258 | -0.003 | 23.5 | 2.54 | 6.75 | 52.1% | -0.99 | 0.0286 | -0.002 | ||||
| 0 | 2.14 | 156.4% | 0.02 | 0.0210 | -0.002 | 24 | 3.15 | 7.25 | 70.4% | -0.99 | 0.0213 | -0.002 | ||||
| 0 | 2.14 | 162.8% | 0.02 | 0.0174 | -0.002 | 24.5 | 3.70 | 7.75 | 79.4% | -1.00 | 0.0151 | -0.002 | ||||
| 0 | 2.13 | 168.7% | 0.01 | 0.0146 | -0.002 | 25 | 4.05 | 8.25 | 66.4% | -1.00 | 0.0106 | -0.002 | ||||
| 0 | 2.13 | 180.5% | 0.01 | 0.0105 | -0.002 | 26 | 5.05 | 9.25 | 74.0% | -1.00 | 0.0047 | -0.002 | ||||
| 0 | 2.13 | 191.5% | 0.01 | 0.0079 | -0.001 | 27 | 6.05 | 10.25 | 81.2% | -1.00 | 0.0019 | -0.002 | ||||
| 0 | 2.13 | 201.8% | 0.01 | 0.0060 | -0.001 | 28 | 7.05 | 11.25 | 88.0% | -1.00 | 0.0002 | -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 — Nov 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs