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 ±12.2% (16.50–21.10) · ATM IV 20.3% · P/C open interest 0.37
| 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 | 10.95 | 46.6% | 0.96 | 0.0142 | -0.000 | 10 | 0 | 2.15 | 98.4% | -0.04 | 0.0110 | -0.002 | ||||
| 5.80 | 9.95 | 39.7% | 0.95 | 0.0179 | -0.000 | 11 | 0 | 2.17 | 87.6% | -0.05 | 0.0144 | -0.002 | ||||
| 4.85 | 9.05 | 41.2% | 0.94 | 0.0229 | -0.001 | 12 | 0 | 2.19 | 77.7% | -0.06 | 0.0191 | -0.002 | ||||
| 3.85 | 8.05 | 34.6% | 0.92 | 0.0297 | -0.001 | 13 | 0 | 1.00 | 1 | 49.9% | -0.07 | 0.0257 | -0.002 | |||
| 2.90 | 7.10 | 31.2% | 0.90 | 0.0391 | -0.001 | 14 | 0.1000 | 2.28 | 20 | 62.0% | -0.10 | 0.0350 | -0.002 | |||
| 1.96 | 6.15 | 27.3% | 0.86 | 0.0524 | -0.001 | 15 | 0.1600 | 2.35 | 1 | 55.0% | -0.13 | 0.0483 | -0.002 | |||
| 1.07 | 5.25 | 24.4% | 0.81 | 0.0708 | -0.002 | 16 | 0.2600 | 0.5900 | 1 | 27.2% | -0.17 | 0.0672 | -0.002 | |||
| 0.7500 | 3.40 | 15.8% | 0.74 | 0.0947 | -0.002 | 17 | 0.4100 | 0.7600 | 4 | 2 | 24.4% | -0.25 | 0.0920 | -0.002 | ||
| 1.61 | 1.98 | 16 | 23.9% | 0.64 | 0.1200 | -0.002 | 18 | 0.6700 | 0.8900 | 21.1% | -0.35 | 0.1189 | -0.003 | |||
| 0.9700 | 1.23 | 34 | 20.4% | 0.51 | 0.1350 | -0.002 | 19 | 1.08 | 1.32 | 20.2% | -0.48 | 0.1363 | -0.002 | |||
| 0.5700 | 0.8600 | 20.4% | 0.38 | 0.1301 | -0.002 | 20 | 1.48 | 1.91 | 1 | 18.2% | -0.61 | 0.1340 | -0.002 | |||
| 0.3200 | 0.7200 | 1 | 21.9% | 0.27 | 0.1108 | -0.002 | 21 | 0.4600 | 4.70 | 21.5% | -0.72 | 0.1171 | -0.002 | |||
| 0.1800 | 0.5600 | 9 | 22.9% | 0.19 | 0.0882 | -0.002 | 22 | 1.30 | 5.55 | 22.6% | -0.80 | 0.0966 | -0.001 | |||
| 0.0400 | 0.6500 | 9 | 26.1% | 0.14 | 0.0683 | -0.002 | 23 | 2.22 | 6.45 | 24.1% | -0.86 | 0.0785 | -0.001 | |||
| 0 | 2.24 | 2 | 47.0% | 0.10 | 0.0524 | -0.001 | 24 | 3.30 | 7.40 | 28.3% | -0.91 | 0.0643 | -0.001 | |||
| 0 | 2.21 | 50.4% | 0.07 | 0.0403 | -0.001 | 25 | 4.30 | 8.40 | 31.7% | -0.94 | 0.0528 | -0.000 | ||||
| 0 | 2.20 | 53.8% | 0.06 | 0.0311 | -0.001 | 26 | 5.30 | 9.40 | 34.9% | -0.97 | 0.0458 | 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 — May 21, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs