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 ±4.8% (17.90–19.70) · ATM IV 18.2% · P/C open interest 4.05
| 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 | |
| 6.80 | 11.00 | 96.6% | 0.99 | 0.0050 | -0.001 | 10 | 0 | 2.13 | 228.0% | -0.01 | 0.0047 | -0.002 | ||||
| 5.80 | 10.00 | 82.4% | 0.99 | 0.0069 | -0.001 | 11 | 0 | 2.13 | 202.2% | -0.01 | 0.0066 | -0.002 | ||||
| 4.80 | 8.95 | 52.2% | 0.98 | 0.0098 | -0.002 | 12 | 0 | 2.13 | 178.7% | -0.02 | 0.0096 | -0.002 | ||||
| 3.80 | 7.95 | 0.97 | 0.0145 | -0.002 | 13 | 0 | 2.13 | 157.0% | -0.02 | 0.0144 | -0.002 | |||||
| 2.80 | 7.00 | 45.2% | 0.97 | 0.0222 | -0.002 | 14 | 0 | 2.13 | 5 | 136.6% | -0.03 | 0.0222 | -0.003 | |||
| 1.83 | 6.05 | 43.8% | 0.95 | 0.0359 | -0.003 | 15 | 0 | 2.16 | 60 | 118.1% | -0.05 | 0.0360 | -0.003 | |||
| 0.8500 | 4.95 | 23.9% | 0.92 | 0.0615 | -0.004 | 16 | 0 | 2.18 | 106 | 99.9% | -0.07 | 0.0618 | -0.004 | |||
| 0.1100 | 4.10 | 35.9% | 0.87 | 0.1131 | -0.005 | 17 | 0 | 0.1600 | 350 | 1 | 26.3% | -0.13 | 0.1137 | -0.005 | ||
| 0.1800 | 3.25 | 5 | 50.7% | 0.75 | 0.2189 | -0.006 | 18 | 0 | 0.4800 | 302 | 100 | 24.3% | -0.25 | 0.2207 | -0.006 | |
| 0.0100 | 0.7400 | 57 | 6 | 17.1% | 0.48 | 0.3372 | -0.006 | 19 | 0 | 1.05 | 100 | 177 | 19.3% | -0.52 | 0.3431 | -0.006 |
| 0 | 0.1900 | 100 | 100 | 17.5% | 0.21 | 0.2291 | -0.004 | 20 | 0 | 3.40 | 42.1% | -0.80 | 0.2392 | -0.005 | ||
| 0 | 0.7500 | 43.5% | 0.09 | 0.1143 | -0.003 | 21 | 0.2200 | 4.35 | 33.1% | -0.92 | 0.1246 | -0.003 | ||||
| 0 | 2.17 | 87.4% | 0.05 | 0.0604 | -0.002 | 22 | 1.05 | 5.25 | 28.7% | -0.97 | 0.0708 | -0.002 | ||||
| 0 | 2.16 | 97.5% | 0.03 | 0.0347 | -0.002 | 23 | 2.04 | 6.25 | 34.1% | -0.99 | 0.0383 | -0.002 | ||||
| 0 | 2.15 | 106.7% | 0.02 | 0.0214 | -0.001 | 24 | 3.15 | 7.25 | 49.2% | -1.00 | 0.0121 | -0.001 | ||||
| 0 | 2.14 | 115.2% | 0.01 | 0.0139 | -0.001 | 25 | 4.05 | 8.25 | 47.1% | -1.00 | 0.0000 | -0.001 | ||||
| 0 | 2.13 | 123.0% | 0.01 | 0.0094 | -0.001 | 26 | 5.05 | 9.25 | 52.6% | -1.00 | 0.0000 | -0.001 | ||||
| 0 | 2.13 | 130.5% | 0.01 | 0.0066 | -0.001 | 27 | 6.05 | 10.25 | 57.7% | -1.00 | 0.0000 | -0.001 | ||||
| 0 | 2.13 | 137.5% | 0.00 | 0.0048 | -0.000 | 28 | 7.05 | 11.25 | 62.7% | -1.00 | 0.0000 | -0.001 | ||||
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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs