KVUE option chain Kenvue Inc.
Cboe delayed options data · as of 18:41 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 ±9.3% (17.26–20.79) · ATM IV 24.4% · P/C open interest 1.13
| 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 | |
| 8.35 | 11.15 | 2 | 137.7% | 0.98 | 0.0082 | 0.000 | 10 | 0 | 0.2000 | 8 | 83.1% | -0.03 | 0.0095 | -0.003 | ||
| 7.40 | 10.20 | 124.4% | 0.97 | 0.0111 | 0.000 | 11 | 0 | 2.15 | 1 | 144.4% | -0.04 | 0.0127 | -0.003 | |||
| 6.45 | 9.20 | 110.4% | 0.96 | 0.0151 | -0.000 | 12 | 0 | 1.45 | 80 | 109.0% | -0.05 | 0.0172 | -0.003 | |||
| 5.50 | 8.20 | 1 | 97.4% | 0.95 | 0.0208 | -0.001 | 13 | 0.0100 | 0.2100 | 175 | 54.4% | -0.06 | 0.0234 | -0.004 | ||
| 4.40 | 7.20 | 1 | 81.4% | 0.94 | 0.0292 | -0.001 | 14 | 0.0100 | 0.2500 | 107 | 47.5% | -0.07 | 0.0326 | -0.004 | ||
| 3.45 | 6.25 | 2 | 71.2% | 0.92 | 0.0420 | -0.002 | 15 | 0 | 0.5000 | 356 | 46.9% | -0.10 | 0.0464 | -0.004 | ||
| 2.50 | 5.30 | 60.9% | 0.89 | 0.0626 | -0.003 | 16 | 0 | 1.45 | 132 | 58.1% | -0.13 | 0.0683 | -0.004 | |||
| 1.80 | 2.50 | 1 | 798 | 0.84 | 0.0974 | -0.003 | 17 | 0.0500 | 0.7400 | 724 | 34.2% | -0.19 | 0.1045 | -0.004 | ||
| 1.05 | 2.10 | 1,148 | 25.6% | 0.75 | 0.1573 | -0.004 | 18 | 0 | 1.06 | 985 | 28.1% | -0.29 | 0.1637 | -0.004 | ||
| 0.5800 | 1.59 | 1 | 772 | 28.9% | 0.57 | 0.2308 | -0.004 | 19 | 0.4100 | 0.9500 | 1 | 416 | 19.9% | -0.48 | 0.2276 | -0.004 |
| 0.3000 | 0.5300 | 503 | 21.4% | 0.35 | 0.2129 | -0.004 | 20 | 0.5500 | 3.50 | 989 | 41.8% | -0.69 | 0.2000 | -0.004 | ||
| 0.1000 | 0.2600 | 1 | 807 | 21.4% | 0.22 | 0.1459 | -0.004 | 21 | 1.19 | 4.25 | 816 | 42.3% | -0.81 | 0.1356 | -0.003 | |
| 0.0200 | 0.1600 | 20 | 209 | 22.9% | 0.15 | 0.0993 | -0.003 | 22 | 1.08 | 5.15 | 27.3% | -0.87 | 0.0928 | -0.002 | ||
| 0 | 1.26 | 52.2% | 0.11 | 0.0710 | -0.003 | 23 | 2.04 | 6.10 | 30.5% | -0.90 | 0.0679 | -0.001 | ||||
| 0 | 2.17 | 74.1% | 0.08 | 0.0530 | -0.003 | 24 | 3.00 | 7.05 | 32.4% | -0.93 | 0.0551 | -0.001 | ||||
| 0 | 2.15 | 80.0% | 0.07 | 0.0411 | -0.003 | 25 | 4.00 | 8.05 | 37.2% | -0.95 | 0.0468 | -0.001 | ||||
| 0 | 0.8900 | 61.9% | 0.06 | 0.0328 | -0.002 | 26 | 5.00 | 9.05 | 41.9% | -0.97 | 0.0569 | -0.000 | ||||
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 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs