KVUE cadena de opciones Kenvue Inc.
Cada fila corresponde a un strike. La mitad izquierda es el call, la mitad derecha el put. El bid/ask es lo que compradores y vendedores cotizan actualmente; el volumen son los contratos negociados en la sesión; el open interest son los contratos vigentes. La fila resaltada es la más cercana al precio de la acción.
Este vencimiento descuenta un movimiento de aproximadamente ±2.7% (18.43–19.43) · ATM IV 16.2% · P/C interés abierto 0.24
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Preguntar | 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 | Preguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 8.35 | 10.00 | 66 | 226.9% | 0.99 | 0.0035 | 0.000 | 10 | 0 | 2.13 | 450 | 364.8% | -0.01 | 0.0035 | -0.003 | ||
| 7.35 | 9.05 | 203.3% | 0.99 | 0.0050 | 0.000 | 11 | 0 | 2.13 | 323.6% | -0.01 | 0.0050 | -0.003 | ||||
| 6.35 | 8.05 | 176.3% | 0.99 | 0.0072 | 0.000 | 12 | 0 | 2.13 | 286.1% | -0.01 | 0.0073 | -0.003 | ||||
| 5.40 | 8.05 | 5 | 220.6% | 0.98 | 0.0108 | -0.001 | 13 | 0 | 0.0500 | 2,332 | 92.5% | -0.01 | 0.0108 | -0.004 | ||
| 4.80 | 7.55 | 199.8% | 0.98 | 0.0134 | -0.001 | 13.5 | 0 | 1.56 | 205.0% | -0.02 | 0.0134 | -0.004 | ||||
| 4.30 | 7.05 | 185.2% | 0.98 | 0.0168 | -0.002 | 14 | 0 | 2.13 | 218.9% | -0.02 | 0.0168 | -0.004 | ||||
| 3.85 | 6.55 | 173.5% | 0.98 | 0.0212 | -0.002 | 14.5 | 0 | 1.71 | 183.3% | -0.02 | 0.0213 | -0.005 | ||||
| 3.55 | 4.90 | 105 | 108.6% | 0.97 | 0.0273 | -0.003 | 15 | 0 | 0.3000 | 1,078 | 90.2% | -0.03 | 0.0274 | -0.005 | ||
| 2.98 | 5.55 | 151.5% | 0.96 | 0.0359 | -0.004 | 15.5 | 0 | 1.92 | 164.0% | -0.04 | 0.0360 | -0.005 | ||||
| 2.50 | 5.05 | 138.5% | 0.96 | 0.0482 | -0.004 | 16 | 0 | 1.40 | 127.4% | -0.04 | 0.0484 | -0.006 | ||||
| 1.85 | 4.60 | 120.6% | 0.94 | 0.0669 | -0.005 | 16.5 | 0 | 0.4500 | 30 | 70.2% | -0.06 | 0.0671 | -0.006 | |||
| 1.42 | 4.30 | 1 | 117.4% | 0.92 | 0.0965 | -0.006 | 17 | 0 | 0.1500 | 232 | 42.0% | -0.08 | 0.0970 | -0.007 | ||
| 0 | 3.80 | 68.4% | 0.89 | 0.1470 | -0.006 | 17.5 | 0.0100 | 0.6000 | 60 | 56.5% | -0.11 | 0.1479 | -0.007 | |||
| 0.7900 | 1.25 | 3 | 8,975 | 24.0% | 0.84 | 0.2412 | -0.007 | 18 | 0.0300 | 0.0900 | 5,862 | 23.0% | -0.16 | 0.2431 | -0.008 | |
| 0.5100 | 0.6600 | 1 | 7 | 20.1% | 0.73 | 0.4322 | -0.008 | 18.5 | 0.0900 | 0.1600 | 32 | 19.5% | -0.27 | 0.4372 | -0.008 | |
| 0.1900 | 0.2700 | 2 | 5,352 | 16.3% | 0.48 | 0.6710 | -0.008 | 19 | 0.2100 | 0.3400 | 809 | 16.1% | -0.53 | 0.6852 | -0.008 | |
| 0.0500 | 0.1100 | 503 | 17.2% | 0.22 | 0.4357 | -0.007 | 19.5 | 0 | 2.64 | 65.3% | -0.79 | 0.4480 | -0.006 | |||
| 0 | 0.0500 | 23 | 10.9K | 18.4% | 0.12 | 0.2368 | -0.006 | 20 | 1.01 | 1.24 | 1,483 | 24.6% | -0.89 | 0.2419 | -0.005 | |
| 0 | 1.00 | 21 | 68.9% | 0.08 | 0.1432 | -0.005 | 20.5 | 0.8400 | 3.55 | 79.4% | -0.93 | 0.1515 | -0.004 | |||
| 0 | 0.1300 | 535 | 37.7% | 0.06 | 0.0947 | -0.004 | 21 | 1.33 | 4.05 | 88.7% | -0.95 | 0.1097 | -0.003 | |||
| 0 | 2.13 | 127.8% | 0.04 | 0.0668 | -0.004 | 21.5 | 1.04 | 4.55 | 65.0% | -0.97 | 0.0810 | -0.003 | ||||
| 0 | 0.0900 | 1,676 | 45.8% | 0.03 | 0.0494 | -0.003 | 22 | 2.30 | 3.70 | 40 | -0.98 | 0.0613 | -0.003 | |||
| 0 | 0.9500 | 1 | 100.4% | 0.03 | 0.0378 | -0.003 | 22.5 | 1.46 | 5.50 | -0.98 | 0.0471 | -0.003 | ||||
| 0 | 0.0500 | 50.5% | 0.02 | 0.0298 | -0.003 | 23 | 1.96 | 6.00 | -0.99 | 0.0338 | -0.003 | |||||
| 0 | 0.9500 | 114.4% | 0.02 | 0.0240 | -0.003 | 23.5 | 2.46 | 6.50 | -0.99 | 0.0248 | -0.004 | |||||
| 0 | 0.9500 | 121.0% | 0.02 | 0.0197 | -0.002 | 24 | 2.96 | 7.00 | -0.99 | 0.0185 | -0.004 | |||||
| 0 | 0.9500 | 127.3% | 0.01 | 0.0164 | -0.002 | 24.5 | 3.45 | 7.50 | -1.00 | 0.0135 | -0.004 | |||||
| 0 | 0.0200 | 6,348 | 59.4% | 0.01 | 0.0139 | -0.002 | 25 | 3.95 | 8.00 | -1.00 | 0.0097 | -0.004 | ||||
| 0 | 0.9500 | 144.8% | 0.01 | 0.0103 | -0.002 | 26 | 4.95 | 9.00 | -1.00 | 0.0047 | -0.005 | |||||
| 0 | 0.0600 | 11.7K | 85.2% | 0.01 | 0.0078 | -0.002 | 27 | 5.95 | 10.00 | -1.00 | 0.0022 | -0.005 | ||||
Strikes mostrados: dentro del ±50% del precio del subyacente. Valor intrínseco = máx(0, precio − strike) para calls, máx(0, strike − precio) para puts; extrínseco = precio de la opción − intrínseco. Griegas e IV según los calcula el feed del mercado.
Sonrisa de volatilidad — Sep 18, 2026
Página de volatilidad →Volatilidad implícita por strike para este vencimiento. Los puts fuera del dinero suelen tener una IV más alta que los calls — el skew.