KVUE chaîne d'options Kenvue Inc.
Chaque ligne correspond à un strike. La moitié gauche concerne le call, la moitié droite le put. Le bid/ask correspond aux cotations actuelles des acheteurs et vendeurs ; le volume indique les contrats échangés lors de cette séance ; l'open interest représente les contrats en cours. La ligne mise en évidence est la plus proche du cours de l'action.
Cette échéance intègre un mouvement d'environ ±2.9% (18.55–19.64) · ATM IV 16.8% · P/C open interest 0.25
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Offre | Demander | 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 | Offre | Demander | Vol | OI | IV | Δ | Γ | Θ | |
| 8.10 | 9.80 | 66 | 0.99 | 0.0038 | -0.002 | 10 | 0 | 2.13 | 450 | 358.1% | -0.01 | 0.0038 | -0.003 | |||
| 7.10 | 9.95 | 229.7% | 0.99 | 0.0053 | -0.002 | 11 | 0 | 2.13 | 318.0% | -0.01 | 0.0053 | -0.003 | ||||
| 6.10 | 8.95 | 200.7% | 0.99 | 0.0076 | -0.003 | 12 | 0 | 2.13 | 281.5% | -0.01 | 0.0076 | -0.004 | ||||
| 5.10 | 7.95 | 5 | 173.8% | 0.98 | 0.0111 | -0.003 | 13 | 0 | 0.0200 | 2,332 | 80.6% | -0.02 | 0.0112 | -0.004 | ||
| 4.75 | 7.45 | 170.3% | 0.98 | 0.0136 | -0.004 | 13.5 | 0 | 2.13 | 231.8% | -0.02 | 0.0137 | -0.004 | ||||
| 4.25 | 6.95 | 157.4% | 0.98 | 0.0169 | -0.004 | 14 | 0 | 2.13 | 216.2% | -0.02 | 0.0169 | -0.005 | ||||
| 3.75 | 6.45 | 144.8% | 0.97 | 0.0212 | -0.004 | 14.5 | 0 | 2.13 | 201.1% | -0.03 | 0.0212 | -0.005 | ||||
| 3.25 | 4.90 | 105 | 0.97 | 0.0269 | -0.005 | 15 | 0 | 0.3000 | 1,078 | 90.2% | -0.03 | 0.0270 | -0.005 | |||
| 2.70 | 5.45 | 117.9% | 0.96 | 0.0348 | -0.005 | 15.5 | 0 | 2.13 | 171.8% | -0.04 | 0.0349 | -0.006 | ||||
| 2.20 | 4.95 | 106.1% | 0.95 | 0.0460 | -0.005 | 16 | 0 | 2.13 | 157.5% | -0.05 | 0.0461 | -0.006 | ||||
| 1.79 | 4.50 | 100.6% | 0.94 | 0.0625 | -0.006 | 16.5 | 0 | 0.4500 | 30 | 71.1% | -0.06 | 0.0627 | -0.006 | |||
| 1.44 | 4.00 | 1 | 94.6% | 0.93 | 0.0879 | -0.006 | 17 | 0 | 0.1500 | 232 | 43.2% | -0.07 | 0.0883 | -0.007 | ||
| 0.9300 | 3.50 | 81.7% | 0.90 | 0.1297 | -0.007 | 17.5 | 0 | 0.6000 | 60 | 57.7% | -0.10 | 0.1304 | -0.007 | |||
| 0.8200 | 1.30 | 8,975 | 0.86 | 0.2041 | -0.008 | 18 | 0.0300 | 0.2000 | 5,862 | 31.0% | -0.14 | 0.2056 | -0.008 | |||
| 0.0500 | 1.21 | 5 | 7 | 10.8% | 0.77 | 0.3492 | -0.008 | 18.5 | 0.0600 | 0.1300 | 32 | 19.7% | -0.23 | 0.3529 | -0.008 | |
| 0.2900 | 0.3700 | 5 | 5,347 | 16.8% | 0.58 | 0.5984 | -0.008 | 19 | 0.1800 | 0.2500 | 2 | 809 | 16.8% | -0.43 | 0.6093 | -0.008 |
| 0.0900 | 0.1600 | 24 | 503 | 17.1% | 0.29 | 0.5176 | -0.007 | 19.5 | 0.4400 | 0.6000 | 17.5% | -0.72 | 0.5322 | -0.007 | ||
| 0.0100 | 0.0500 | 26 | 11.0K | 16.5% | 0.16 | 0.2871 | -0.006 | 20 | 0.8000 | 1.10 | 175 | 1,658 | 19.8% | -0.86 | 0.2984 | -0.006 |
| 0 | 1.00 | 21 | 63.5% | 0.10 | 0.1721 | -0.005 | 20.5 | 0.9100 | 3.85 | 96.5% | -0.91 | 0.1838 | -0.005 | |||
| 0.0100 | 0.1100 | 1 | 536 | 33.7% | 0.07 | 0.1131 | -0.005 | 21 | 0.4000 | 4.35 | 72.0% | -0.94 | 0.1235 | -0.005 | ||
| 0 | 0.7000 | 69.5% | 0.05 | 0.0796 | -0.004 | 21.5 | 0.7000 | 4.60 | 62.1% | -0.96 | 0.0911 | -0.005 | ||||
| 0 | 0.0300 | 1 | 1,675 | 34.7% | 0.04 | 0.0588 | -0.004 | 22 | 2.50 | 4.10 | 40 | 82.5% | -0.97 | 0.0692 | -0.004 | |
| 0 | 1.44 | 1 | 113.6% | 0.03 | 0.0451 | -0.004 | 22.5 | 1.58 | 5.55 | 67.1% | -0.98 | 0.0544 | -0.004 | |||
| 0 | 0.0500 | 81.2% | 0.03 | 0.0356 | -0.003 | 23 | 2.08 | 6.05 | 73.2% | -0.98 | 0.0425 | -0.004 | ||||
| 0 | 1.68 | 137.4% | 0.02 | 0.0288 | -0.003 | 23.5 | 2.58 | 6.55 | 79.0% | -0.99 | 0.0338 | -0.003 | ||||
| 0 | 1.63 | 142.5% | 0.02 | 0.0237 | -0.003 | 24 | 3.05 | 7.05 | 82.6% | -0.99 | 0.0274 | -0.003 | ||||
| 0 | 1.41 | 140.6% | 0.02 | 0.0198 | -0.003 | 24.5 | 3.60 | 7.55 | 91.3% | -0.99 | 0.0206 | -0.003 | ||||
| 0 | 0.0100 | 6,348 | 51.8% | 0.02 | 0.0168 | -0.003 | 25 | 4.10 | 8.05 | 96.6% | -1.00 | 0.0155 | -0.002 | |||
| 0 | 1.15 | 147.6% | 0.01 | 0.0125 | -0.002 | 26 | 5.10 | 9.05 | 106.5% | -1.00 | 0.0088 | -0.002 | ||||
| 0 | 0.0600 | 11.7K | 81.3% | 0.01 | 0.0096 | -0.002 | 27 | 6.10 | 10.05 | 115.9% | -1.00 | 0.0047 | -0.002 | |||
Strikes affichés : dans une fourchette de ±50 % par rapport au prix du sous-jacent. Valeur intrinsèque = max(0, prix − strike) pour les calls, max(0, strike − prix) pour les puts ; valeur extrinsèque = prix de l'option − valeur intrinsèque. Greeks et IV tels que calculés par le flux de la bourse.
Smile de volatilité — Sep 18, 2026
Page volatilité →Volatilité implicite par strike pour cette échéance. Les puts hors de la monnaie affichent généralement une IV plus élevée que les calls — c'est le skew.