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 ±25.5% (14.04–23.65) · ATM IV 27.1% · P/C open interest 1.07
| 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 | |
| 6.50 | 10.75 | 373 | 0.96 | 0.0126 | 0.000 | 10 | 0 | 0.3000 | 4,771 | 36.5% | -0.06 | 0.0136 | -0.001 | |||
| 5.70 | 6.85 | 492 | 34.1% | 0.91 | 0.0274 | -0.000 | 13 | 0 | 5.00 | 1,649 | 71.9% | -0.11 | 0.0285 | -0.001 | ||
| 2.90 | 5.20 | 806 | 0.84 | 0.0446 | -0.001 | 15 | 0.2000 | 0.8400 | 1,283 | 25.1% | -0.18 | 0.0462 | -0.001 | |||
| 2.60 | 4.00 | 50 | 1,638 | 25.2% | 0.74 | 0.0698 | -0.001 | 17 | 0 | 1.10 | 960 | 16.9% | -0.28 | 0.0724 | -0.002 | |
| 1.25 | 2.25 | 21 | 1,514 | 23.6% | 0.49 | 0.1003 | -0.001 | 20 | 1.11 | 5.00 | 145 | 30.7% | -0.55 | 0.1066 | -0.001 | |
| 0.5000 | 1.30 | 958 | 20.8% | 0.33 | 0.0908 | -0.001 | 22 | 2.86 | 4.10 | 63 | 19.3% | -0.74 | 0.1023 | -0.001 | ||
| 0.1500 | 0.6000 | 1 | 500 | 20.7% | 0.18 | 0.0602 | -0.001 | 25 | 3.50 | 8.50 | 52 | -0.94 | 0.1037 | -0.000 | ||
| 0 | 1.30 | 283 | 29.3% | 0.12 | 0.0444 | -0.001 | 27 | 5.50 | 10.45 | -1.00 | 0.0000 | -0.004 | ||||
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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs