KVUE option chain Kenvue Inc.
Cboe delayed options data · as of 21:51 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 ±17.0% (15.64–22.05) · ATM IV 20.1% · P/C open interest 0.18
| 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 | |
| 7.15 | 11.15 | 51.7% | 0.95 | 0.0135 | -0.001 | 10 | 0 | 3.50 | 93.1% | -0.07 | 0.0141 | -0.002 | ||||
| 4.25 | 8.30 | 35.9% | 0.90 | 0.0288 | -0.001 | 13 | 0 | 1.30 | 2 | 41.8% | -0.12 | 0.0291 | -0.002 | |||
| 2.33 | 6.40 | 26.4% | 0.84 | 0.0474 | -0.001 | 15 | 0.1000 | 2.21 | 2 | 40.2% | -0.18 | 0.0483 | -0.002 | |||
| 2.52 | 2.88 | 21.5% | 0.74 | 0.0797 | -0.002 | 17 | 0.6000 | 1.08 | 1 | 23.0% | -0.28 | 0.0814 | -0.002 | |||
| 0.8300 | 1.40 | 201 | 20.2% | 0.44 | 0.1162 | -0.002 | 20 | 1.78 | 2.40 | 50 | 20.1% | -0.58 | 0.1167 | -0.002 | ||
| 0 | 3.20 | 100 | 35.3% | 0.29 | 0.0892 | -0.002 | 22 | 1.00 | 6.00 | 19.4% | -0.74 | 0.0923 | -0.001 | |||
| 0.0600 | 3.50 | 47.6% | 0.17 | 0.0559 | -0.002 | 25 | 3.50 | 8.50 | 23.5% | -0.86 | 0.0601 | -0.001 | ||||
| 0 | 3.50 | 52.5% | 0.14 | 0.0429 | -0.001 | 27 | 5.50 | 10.45 | 25.0% | -0.91 | 0.0448 | -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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs