KVUE option chain Kenvue Inc.
Cboe delayed options data · as of 15:39 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 ±6.4% (17.90–20.34) · ATM IV 20.0% · P/C open interest 0.78
| 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 | |
| 7.05 | 11.15 | 12 | 1.00 | 0.0037 | -0.001 | 10 | 0 | 2.14 | 117 | 186.7% | -0.01 | 0.0045 | -0.001 | |||
| 6.10 | 10.15 | 71.2% | 1.00 | 0.0066 | -0.001 | 11 | 0 | 2.15 | 166.1% | -0.01 | 0.0064 | -0.001 | ||||
| 5.10 | 9.20 | 12 | 67.8% | 0.99 | 0.0118 | -0.001 | 12 | 0 | 2.16 | 134 | 147.3% | -0.02 | 0.0094 | -0.002 | ||
| 4.10 | 8.20 | 57.4% | 0.98 | 0.0185 | -0.002 | 13 | 0 | 2.17 | 129.9% | -0.02 | 0.0142 | -0.002 | ||||
| 4.40 | 7.20 | 95.7% | 0.97 | 0.0261 | -0.002 | 14 | 0 | 2.19 | 113.9% | -0.03 | 0.0220 | -0.002 | ||||
| 2.13 | 5.00 | 175 | 0.95 | 0.0399 | -0.002 | 15 | 0 | 0.1000 | 3,200 | 36.2% | -0.05 | 0.0354 | -0.003 | |||
| 2.25 | 5.25 | 65.2% | 0.92 | 0.0643 | -0.003 | 16 | 0.0500 | 0.2600 | 14 | 207 | 37.3% | -0.08 | 0.0594 | -0.003 | ||
| 0.2000 | 2.91 | 941 | 0.86 | 0.1078 | -0.004 | 17 | 0.1000 | 0.1700 | 14 | 1,323 | 26.4% | -0.14 | 0.1026 | -0.004 | ||
| 1.26 | 1.49 | 23.9% | 0.75 | 0.1798 | -0.005 | 18 | 0.2200 | 0.3000 | 22.4% | -0.25 | 0.1749 | -0.005 | ||||
| 0.5900 | 0.7100 | 74 | 20.0% | 0.54 | 0.2547 | -0.005 | 19 | 0.5200 | 0.6200 | 1 | 118 | 20.0% | -0.46 | 0.2508 | -0.005 | |
| 0.2100 | 0.3000 | 45 | 5,379 | 19.4% | 0.28 | 0.2285 | -0.004 | 20 | 1.10 | 1.23 | 1,104 | 19.2% | -0.71 | 0.2265 | -0.004 | |
| 0.0600 | 0.4000 | 2 | 27.3% | 0.13 | 0.1336 | -0.003 | 21 | 0.2100 | 4.35 | 33.4% | -0.86 | 0.1330 | -0.002 | |||
| 0 | 0.0400 | 977 | 19.2% | 0.06 | 0.0684 | -0.002 | 22 | 1.01 | 5.10 | 30.6% | -0.93 | 0.0688 | -0.001 | |||
| 0 | 2.13 | 76.5% | 0.03 | 0.0352 | -0.001 | 23 | 1.99 | 6.10 | 36.6% | -0.96 | 0.0368 | -0.001 | ||||
| 0 | 2.13 | 84.2% | 0.01 | 0.0189 | -0.001 | 24 | 3.00 | 7.05 | 41.3% | -0.98 | 0.0217 | 0.000 | ||||
| 0 | 0.0100 | 391 | 27.1% | 0.01 | 0.0106 | -0.000 | 25 | 4.00 | 8.05 | 46.9% | -0.99 | 0.0144 | 0.000 | |||
| 0 | 2.13 | 97.9% | 0.00 | 0.0062 | -0.000 | 26 | 4.95 | 9.05 | 50.0% | -0.99 | 0.0112 | 0.000 | ||||
| 0 | 2.13 | 19 | 104.0% | 0.00 | 0.0037 | -0.000 | 27 | 5.95 | 10.05 | 54.9% | -1.00 | 0.0058 | 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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs