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 ±10.4% (17.13–21.11) · ATM IV 18.8% · P/C open interest 1.12
| 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 | 11.15 | 55.9% | 0.96 | 0.0131 | -0.002 | 10 | 0 | 1.00 | 10 | 89.9% | -0.04 | 0.0106 | -0.002 | |||
| 5.10 | 8.25 | 77 | 66.3% | 0.93 | 0.0275 | -0.002 | 13 | 0 | 2.20 | 280 | 82.6% | -0.07 | 0.0239 | -0.002 | ||
| 2.40 | 6.30 | 21 | 36.2% | 0.89 | 0.0492 | -0.002 | 15 | 0.0900 | 2.30 | 49 | 64.9% | -0.11 | 0.0450 | -0.003 | ||
| 1.67 | 3.35 | 183 | 26.5% | 0.78 | 0.0967 | -0.003 | 17 | 0.2600 | 0.3900 | 67 | 23.1% | -0.21 | 0.0925 | -0.003 | ||
| 0.4800 | 0.6200 | 7 | 169 | 18.9% | 0.37 | 0.1622 | -0.003 | 20 | 1.38 | 1.50 | 268 | 18.8% | -0.62 | 0.1629 | -0.003 | |
| 0.1100 | 0.2200 | 154 | 19.6% | 0.16 | 0.0940 | -0.002 | 22 | 1.09 | 5.20 | 1 | 23.3% | -0.83 | 0.0987 | -0.002 | ||
| 0 | 2.17 | 58.0% | 0.06 | 0.0369 | -0.001 | 25 | 4.25 | 8.10 | 37.4% | -0.94 | 0.0450 | -0.001 | ||||
| 0 | 2.16 | 65.9% | 0.03 | 0.0212 | -0.001 | 27 | 6.25 | 10.05 | 43.9% | -0.98 | 0.0306 | -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 — Mar 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