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 ±10.5% (17.04–21.02) · ATM IV 18.9% · P/C open interest 0.71
| 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 | |
| 7.10 | 11.20 | 60.0% | 0.98 | 0.0071 | 0.000 | 10 | 0 | 1.32 | 92.1% | -0.03 | 0.0097 | -0.001 | ||||
| 7.25 | 10.20 | 87.3% | 0.98 | 0.0103 | 0.000 | 11 | 0 | 1.40 | 83.0% | -0.04 | 0.0131 | -0.002 | ||||
| 6.25 | 9.20 | 76.2% | 0.97 | 0.0148 | -0.000 | 12 | 0 | 1.45 | 74.0% | -0.05 | 0.0178 | -0.002 | ||||
| 5.50 | 6.95 | 42.3% | 0.96 | 0.0214 | -0.001 | 13 | 0 | 0.9500 | 55.2% | -0.06 | 0.0246 | -0.002 | ||||
| 4.45 | 7.20 | 59.9% | 0.94 | 0.0312 | -0.001 | 14 | 0.0600 | 0.3000 | 34.8% | -0.08 | 0.0344 | -0.002 | ||||
| 3.55 | 5.15 | 34.4% | 0.91 | 0.0458 | -0.001 | 15 | 0.1000 | 1.15 | 3 | 44.4% | -0.11 | 0.0487 | -0.002 | |||
| 1.78 | 4.00 | 0.87 | 0.0676 | -0.002 | 16 | 0.1600 | 0.3300 | 25.0% | -0.15 | 0.0703 | -0.002 | |||||
| 0.4300 | 4.60 | 25.2% | 0.81 | 0.1000 | -0.002 | 17 | 0.2700 | 0.5100 | 3 | 22.7% | -0.22 | 0.1021 | -0.003 | |||
| 1.53 | 1.77 | 20.7% | 0.70 | 0.1423 | -0.002 | 18 | 0.4600 | 0.7400 | 20.2% | -0.33 | 0.1430 | -0.003 | ||||
| 0.8600 | 1.17 | 16 | 19.2% | 0.55 | 0.1745 | -0.003 | 19 | 0.8100 | 1.14 | 251 | 18.7% | -0.49 | 0.1715 | -0.003 | ||
| 0.4300 | 0.6800 | 404 | 18.1% | 0.38 | 0.1642 | -0.003 | 20 | 1.40 | 1.72 | 50 | 18.3% | -0.64 | 0.1578 | -0.002 | ||
| 0.2000 | 0.4000 | 5 | 18.2% | 0.27 | 0.1297 | -0.002 | 21 | 0.2500 | 4.40 | 18.9% | -0.75 | 0.1232 | -0.002 | |||
| 0.0800 | 0.2300 | 4 | 18.4% | 0.19 | 0.0981 | -0.002 | 22 | 1.09 | 5.20 | 18.2% | -0.82 | 0.0936 | -0.002 | |||
| 0.0400 | 1.21 | 2 | 35.9% | 0.14 | 0.0748 | -0.002 | 23 | 2.02 | 6.10 | 18.2% | -0.86 | 0.0723 | -0.001 | |||
| 0 | 0.7500 | 33.3% | 0.11 | 0.0582 | -0.002 | 24 | 3.00 | 7.10 | 21.4% | -0.90 | 0.0568 | -0.001 | ||||
| 0 | 0.9500 | 40.0% | 0.09 | 0.0464 | -0.002 | 25 | 4.00 | 8.05 | 23.0% | -0.92 | 0.0453 | -0.001 | ||||
| 0 | 0.7500 | 40.4% | 0.08 | 0.0377 | -0.002 | 26 | 5.00 | 9.05 | 26.6% | -0.93 | 0.0366 | -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 — Feb 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs