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 ±9.7% (16.98–20.62) · ATM IV 46.0% · P/C open interest 11.11
| 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 | 0.0043 | -0.001 | 10 | 0 | 2.13 | 284.4% | -0.01 | 0.0043 | -0.002 | |||||
| 5.75 | 10.00 | 0.99 | 0.0061 | -0.001 | 11 | 0 | 2.13 | 252.3% | -0.01 | 0.0061 | -0.003 | |||||
| 4.80 | 8.95 | 0.99 | 0.0088 | -0.002 | 12 | 0 | 2.13 | 223.0% | -0.01 | 0.0089 | -0.003 | |||||
| 3.80 | 7.95 | 0.98 | 0.0132 | -0.002 | 13 | 0 | 2.13 | 117 | 195.9% | -0.02 | 0.0132 | -0.003 | ||||
| 3.25 | 7.45 | 0.98 | 0.0163 | -0.003 | 13.5 | 0 | 2.13 | 183.1% | -0.02 | 0.0164 | -0.004 | |||||
| 2.78 | 6.95 | 0.97 | 0.0204 | -0.003 | 14 | 0 | 2.13 | 170.6% | -0.03 | 0.0205 | -0.004 | |||||
| 2.28 | 6.45 | 0.97 | 0.0258 | -0.003 | 14.5 | 0 | 2.13 | 158.4% | -0.03 | 0.0259 | -0.004 | |||||
| 1.79 | 5.95 | 0.96 | 0.0331 | -0.004 | 15 | 0 | 2.13 | 146.5% | -0.04 | 0.0332 | -0.004 | |||||
| 1.29 | 5.45 | 0.95 | 0.0431 | -0.004 | 15.5 | 0 | 2.13 | 52 | 134.8% | -0.05 | 0.0434 | -0.005 | ||||
| 0.7900 | 4.95 | 0.94 | 0.0573 | -0.005 | 16 | 0 | 2.13 | 123.2% | -0.06 | 0.0576 | -0.005 | |||||
| 0.3100 | 4.45 | 0.92 | 0.0779 | -0.005 | 16.5 | 0 | 2.13 | 111.8% | -0.08 | 0.0784 | -0.006 | |||||
| 0.0700 | 4.00 | 35.5% | 0.89 | 0.1086 | -0.006 | 17 | 0 | 0.0800 | 21 | 27.9% | -0.11 | 0.1095 | -0.006 | |||
| 0 | 3.50 | 44.5% | 0.85 | 0.1558 | -0.007 | 17.5 | 0 | 0.4600 | 10 | 38.7% | -0.15 | 0.1574 | -0.007 | |||
| 0.6900 | 3.10 | 2 | 71.6% | 0.78 | 0.2285 | -0.007 | 18 | 0 | 0.8500 | 2 | 123 | 41.9% | -0.22 | 0.2317 | -0.008 | |
| 0 | 2.70 | 5 | 57.3% | 0.67 | 0.3297 | -0.008 | 18.5 | 0.0500 | 1.80 | 2 | 57.8% | -0.34 | 0.3364 | -0.008 | ||
| 0 | 1.00 | 26.7% | 0.49 | 0.4034 | -0.008 | 19 | 0.0400 | 2.61 | 42 | 5 | 65.3% | -0.52 | 0.4169 | -0.008 | ||
| 0 | 0.2000 | 2 | 11 | 15.0% | 0.30 | 0.3472 | -0.007 | 19.5 | 0 | 2.93 | 57.9% | -0.72 | 0.3661 | -0.007 | ||
| 0 | 0.3200 | 1 | 18.3% | 0.19 | 0.2411 | -0.006 | 20 | 0 | 3.35 | 52.0% | -0.84 | 0.2604 | -0.006 | |||
| 0 | 0.6000 | 42.1% | 0.12 | 0.1625 | -0.005 | 20.5 | 0 | 3.80 | 44.0% | -0.90 | 0.1803 | -0.005 | ||||
| 0 | 0.4500 | 43.5% | 0.08 | 0.1125 | -0.004 | 21 | 0.2000 | 4.30 | 39.8% | -0.94 | 0.1259 | -0.004 | ||||
| 0 | 2.15 | 100.5% | 0.06 | 0.0805 | -0.004 | 21.5 | 0.5400 | 4.75 | 33.4% | -0.97 | 0.0984 | -0.004 | ||||
| 0 | 2.15 | 107.6% | 0.05 | 0.0595 | -0.003 | 22 | 1.04 | 5.25 | 37.9% | -0.98 | 0.0711 | -0.003 | ||||
| 0 | 2.14 | 113.9% | 0.04 | 0.0452 | -0.003 | 22.5 | 1.53 | 5.75 | 40.9% | -0.99 | 0.0447 | -0.003 | ||||
| 0 | 2.14 | 120.3% | 0.03 | 0.0351 | -0.002 | 23 | 2.03 | 6.25 | 45.0% | -1.00 | 0.0276 | -0.003 | ||||
| 0 | 2.14 | 132.0% | 0.02 | 0.0223 | -0.002 | 24 | 3.15 | 7.25 | 63.6% | -1.00 | 0.0039 | -0.003 | ||||
| 0 | 2.14 | 142.9% | 0.01 | 0.0151 | -0.002 | 25 | 4.05 | 8.25 | 62.5% | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 2.13 | 152.6% | 0.01 | 0.0106 | -0.001 | 26 | 5.05 | 9.25 | 69.3% | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 2.13 | 161.9% | 0.01 | 0.0077 | -0.001 | 27 | 6.05 | 10.25 | 75.9% | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 2.13 | 170.7% | 0.01 | 0.0058 | -0.001 | 28 | 7.05 | 11.25 | 82.1% | -1.00 | 0.0000 | -0.003 | ||||
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 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs