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 ±4.9% (18.26–20.14) · ATM IV 20.5% · P/C interés abierto 0.48
| 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 | |
| 7.10 | 11.15 | 1.00 | 0.0022 | 0.000 | 10 | 0 | 2.00 | 9 | 252.4% | -0.00 | 0.0022 | -0.001 | ||||
| 6.10 | 10.15 | 0.99 | 0.0033 | 0.000 | 11 | 0 | 2.13 | 4 | 230.1% | -0.01 | 0.0033 | -0.001 | ||||
| 5.10 | 9.15 | 0.99 | 0.0050 | -0.000 | 12 | 0 | 2.13 | 75 | 203.9% | -0.01 | 0.0051 | -0.001 | ||||
| 4.10 | 8.15 | 0.99 | 0.0080 | -0.001 | 13 | 0 | 0.0500 | 296 | 67.0% | -0.01 | 0.0081 | -0.001 | ||||
| 3.65 | 7.65 | 0.99 | 0.0103 | -0.001 | 13.5 | 0 | 2.14 | 168.7% | -0.01 | 0.0103 | -0.002 | |||||
| 3.10 | 7.15 | 0.98 | 0.0133 | -0.001 | 14 | 0 | 0.2000 | 109 | 72.8% | -0.02 | 0.0133 | -0.002 | ||||
| 2.64 | 6.65 | 0.98 | 0.0174 | -0.001 | 14.5 | 0 | 2.15 | 147.0% | -0.02 | 0.0175 | -0.002 | |||||
| 2.89 | 6.20 | 4 | 80.3% | 0.97 | 0.0230 | -0.002 | 15 | 0 | 0.2900 | 356 | 65.7% | -0.03 | 0.0231 | -0.002 | ||
| 2.30 | 5.70 | 68.5% | 0.97 | 0.0310 | -0.002 | 15.5 | 0 | 2.16 | 126.4% | -0.03 | 0.0312 | -0.003 | ||||
| 1.15 | 5.20 | 1 | 0.96 | 0.0424 | -0.003 | 16 | 0 | 0.3200 | 142 | 53.9% | -0.04 | 0.0426 | -0.003 | |||
| 0.6600 | 4.70 | 0.94 | 0.0590 | -0.003 | 16.5 | 0 | 1.95 | 100.2% | -0.06 | 0.0594 | -0.004 | |||||
| 1.65 | 2.49 | 806 | 0.92 | 0.0837 | -0.004 | 17 | 0.0200 | 0.0600 | 11 | 744 | 28.0% | -0.08 | 0.0844 | -0.004 | ||
| 0.0100 | 3.75 | 30.2% | 0.89 | 0.1210 | -0.005 | 17.5 | 0 | 2.21 | 87.2% | -0.11 | 0.1222 | -0.005 | ||||
| 1.30 | 1.63 | 2 | 1,367 | 29.6% | 0.83 | 0.1769 | -0.005 | 18 | 0 | 0.6200 | 1,096 | 36.3% | -0.17 | 0.1791 | -0.006 | |
| 0 | 1.35 | 0.75 | 0.2561 | -0.006 | 18.5 | 0 | 2.02 | 62.0% | -0.26 | 0.2603 | -0.006 | |||||
| 0.5100 | 0.6600 | 39 | 5,044 | 19.5% | 0.61 | 0.3450 | -0.007 | 19 | 0.2700 | 0.4400 | 450 | 21.4% | -0.40 | 0.3531 | -0.007 | |
| 0.2500 | 0.4700 | 11 | 5 | 20.6% | 0.43 | 0.3805 | -0.006 | 19.5 | 0 | 1.05 | 17.5% | -0.59 | 0.3960 | -0.007 | ||
| 0.0200 | 0.2000 | 34 | 541 | 15.9% | 0.25 | 0.3122 | -0.005 | 20 | 0 | 2.15 | 710 | 28.0% | -0.77 | 0.3349 | -0.005 | |
| 0 | 2.16 | 70.2% | 0.14 | 0.2093 | -0.004 | 20.5 | 0 | 3.70 | 48.8% | -0.89 | 0.2357 | -0.004 | ||||
| 0 | 0.0900 | 1 | 786 | 21.0% | 0.08 | 0.1318 | -0.003 | 21 | 0.6600 | 4.15 | 246 | 58.5% | -0.95 | 0.1674 | -0.003 | |
| 0 | 2.00 | 80.8% | 0.05 | 0.0834 | -0.002 | 21.5 | 0.4000 | 4.55 | 41.0% | -0.99 | 0.0804 | -0.002 | ||||
| 0 | 0.0100 | 209 | 20.1% | 0.03 | 0.0541 | -0.002 | 22 | 0.8800 | 4.95 | 41.7% | -1.00 | 0.0121 | -0.002 | |||
| 0 | 2.13 | 96.5% | 0.02 | 0.0361 | -0.001 | 22.5 | 1.40 | 5.45 | 47.1% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 2.13 | 102.3% | 0.02 | 0.0248 | -0.001 | 23 | 1.90 | 5.95 | 51.6% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 2.13 | 107.8% | 0.01 | 0.0175 | -0.001 | 23.5 | 2.38 | 6.45 | 54.9% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 2.13 | 113.0% | 0.01 | 0.0126 | -0.001 | 24 | 2.89 | 6.95 | 59.5% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 2.13 | 118.1% | 0.01 | 0.0092 | -0.000 | 24.5 | 3.40 | 7.45 | 63.9% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 2.13 | 122.9% | 0.00 | 0.0069 | -0.000 | 25 | 3.90 | 7.95 | 67.7% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 0.8900 | 95.4% | 0.00 | 0.0040 | -0.000 | 26 | 4.90 | 8.95 | 74.9% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 2.13 | 140.5% | 0.00 | 0.0025 | -0.000 | 27 | 5.85 | 9.95 | 78.8% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 2.13 | 148.4% | 0.00 | 0.0016 | -0.000 | 28 | 6.90 | 10.95 | 88.1% | -1.00 | 0.0000 | -0.002 | ||||
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 — Nov 20, 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.