NEW Tour v251
KHC
KRAFT HEINZ CO
$25.01 +5.88%
$24.83 (-0.72%)🌙
as of 07/01 06:39 PM
7/1 18:39

Option Volume

Detail
Current (07/01) 59,639
Calls: 54,078 (91%)
Puts: 5,561 (9%)
Prior (06/30) 9,348
Calls: 7,489 (80%)
Puts: 1,859 (20%)
Current vs Prior +537.99%
Calls: +622.10% (Calls)
Puts: +199.14% (Puts)
Prior 7-Day Total 242,004
Calls: 215,080 (89%)
Puts: 26,924 (11%)
Prior 7-Day Average 34,572
Calls: 30,725 (89%)
Puts: 3,846 (11%)
Current vs Prior 7-Day Avg +72.51%
Calls: +76.00%
Puts: +44.58%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/01) $2.37M
Calls: $2.08M (88%)
Puts: $287.1K (12%)
Prior (06/30) $1.23M
Calls: $1.12M (91%)
Puts: $111.8K (9%)
Current vs Prior +93.27%
Calls: +86.91%
Puts: +156.73%
Prior 7-Day Total $9.88M
Calls: $7.33M (74%)
Puts: $2.55M (26%)
Prior 7-Day Average $1.41M
Calls: $1.05M (74%)
Puts: $364.7K (26%)
Current vs Prior 7-Day Avg +68.02%
Calls: +99.13%
Puts: -21.27%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/01) 0.10
Prior (06/30) 0.25
Current vs Prior -58.57%
Prior 7-Day Average 0.24
Current vs Prior 7-Day Avg -57.36%
Sentiment BULLISH

Open Interest

Detail
Current (07/01) 306,579
Calls: 204,783 (67%)
Puts: 101,796 (33%)
Prior (06/30) 235,880
Calls: 159,456 (68%)
Puts: 76,424 (32%)
Current vs Prior +29.97%
Prior 7-Day Total 1,888,284
Calls: 1,325,949 (70%)
Puts: 562,335 (30%)
Prior 7-Day Average 269,754
Calls: 189,421 (70%)
Puts: 80,333 (30%)
Current vs Prior 7-Day Avg +13.65%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 6.24% | 5.24%6.24% | 5.24%5.24% | 8.68%
Prior 3.13% | 4.02%-- | ---- | --
Current vs Prior +65.91% | +55.08%-- | ---- | --
Prior 7-Day Avg 3.32% | 4.71%-- | ---- | --
Current vs 7-Day Avg +56.38% | +32.36%-- | ---- | --
Prior 7-Day Eod 3.13% | 4.02%-- | ---- | --
Current vs 7-Day Eod +65.91% | +55.08%-- | ---- | --
Sentiment BEARISH----

Relative Spread

Detail
Expiry | Next
Current 43.08% | 11.88%
Calls: 40.00% | 10.20%
Puts: 46.15% | 13.56%
Prior 43.08% | 11.88%
Calls: 40.00% | 10.20%
Puts: 46.15% | 13.56%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 43.95% | 53.15%
Calls: 33.81% | 46.29%
Puts: 54.10% | 60.00%
Current vs 7-Day Avg -1.99% | -77.65%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 88% of dollar volume in calls ($2.08M) vs puts ($287.1K). Elevated premium activity with dollar volume up 93% vs prior. Dollar volume significantly above 7-day average (68% higher). Unusually high activity with volume up 538% vs prior - elevated interest.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 4 of results (avg 7.7%, best 4.6%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Jul 241.281.34$1.314.6%3730.78398
$24.50Jul 170.820.89$0.868.1%2550.67736
$24.50Jul 100.690.75$0.728.3%1411.001.1K
$22.50Jul 172.452.70$2.589.7%1800.932.4K
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 8 found (avg $0.73, cheapest $0.31)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.50Jul 170.290.33$0.3112.9%1420.37113
$25.00Jul 170.520.58$0.5510.9%2.2K0.5312.4K
$24.50Jul 100.690.75$0.728.3%1411.001.1K
$25.00Jul 310.790.89$0.8411.9%2570.52574
$24.50Jul 170.820.89$0.868.1%2550.67736
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.50Jul 170.720.80$0.7610.5%70.6316
$25.50Jul 240.760.90$0.8316.9%40.61--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 57 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.50Jul 23.155.70$4.4357.6%2881.001
$21.00Jul 22.694.90$3.8058.2%101.0010
$22.50Jul 21.973.30$2.6450.4%51.00167
$23.00Jul 21.642.13$1.8826.1%931.003.3K
$23.50Jul 21.391.62$1.5115.2%521.00744
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Jul 23.207.10$5.1575.7%10.97--
$26.00Jul 20.751.49$1.1266.1%40.95--
$26.50Jul 100.373.30$1.84159.2%30.92--
$26.00Jul 100.052.58$1.32191.7%40.88--
$28.50Jul 172.474.35$3.4155.1%20.81--

Most actively traded options today. High liquidity = easy entry/exit. 131 active (total vol 50.2K, top 18.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.50Jul 100.140.22$0.1844.4%18.3K0.26188
$26.00Jul 100.040.07$0.0650.0%16.9K0.11109
$26.00Jul 310.260.47$0.3756.8%3.0K0.32131
$25.00Jul 170.520.58$0.5510.9%2.2K0.5312.4K
$25.00Jul 20.150.25$0.2050.0%1.6K0.47580
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Jul 170.400.53$0.4727.7%5460.48705
$22.50Jul 310.070.23$0.15106.7%1990.12--
$24.00Jul 100.030.12$0.08112.5%1970.2070
$24.00Jul 170.150.22$0.1936.8%1520.22214
$22.50Jul 170.050.08$0.0742.9%1250.074.5K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 24 strikes (avg 125.6%, max 401.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$22.00Jul 2Jul 24161.6%40.5%298.9%61.2K
$22.50Jul 2Aug 7114.7%32.6%252.1%7167
$26.50Jul 2Aug 780.4%29.4%173.6%1211
$23.00Jul 2Aug 783.3%31.3%166.0%1003.3K
$24.00Jul 2Aug 766.2%26.8%147.4%20718.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$21.50Jul 2Jul 31241.6%48.1%401.8%32280
$29.00Jul 2Jul 24336.3%94.3%256.6%2--
$22.50Jul 2Aug 7114.7%32.6%252.1%910
$23.00Jul 2Jul 3183.3%31.8%162.3%46--
$24.00Jul 2Jul 3166.2%29.0%128.0%83494

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 35 found (best R:R 5.67, avg 2.02)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$26.50$27.50Jul 31$0.15$0.85$0.155.67$26.65
$25.50$26.00Jul 10$0.12$0.38$0.123.17$25.62
$25.50$26.00Jul 24$0.12$0.38$0.123.17$25.62
$26.00$26.50Jul 31$0.12$0.38$0.123.17$26.12
$26.50$27.00Aug 7$0.13$0.37$0.132.85$26.63
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$23.00$22.50Jul 17$0.10$0.40$0.104.00$22.90
$21.00$20.50Jul 10$0.11$0.39$0.113.55$20.89
$24.50$24.00Jul 17$0.12$0.38$0.123.17$24.38
$24.00$23.50Jul 31$0.12$0.38$0.123.17$23.88
$24.50$24.00Jul 10$0.13$0.37$0.132.85$24.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 49 found (best R:R 10.54, avg 1.75)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$22.50$23.00Jul 31$0.39$0.39$0.113.55$22.89
$23.00$23.50Jul 24$0.38$0.38$0.123.17$23.38
$23.00$23.50Jul 2$0.37$0.37$0.132.85$23.37
$24.50$25.00Jul 2$0.37$0.37$0.132.85$24.87
$24.00$24.50Aug 7$0.35$0.35$0.152.33$24.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$28.00$26.50Jul 10$1.37$1.37$0.1310.54$26.63
$28.50$25.50Jul 17$2.65$2.65$0.357.57$25.85
$26.00$25.00Jul 2$0.86$0.86$0.146.14$25.14
$30.00$29.00Jul 2$0.85$0.85$0.155.67$29.15
$26.00$25.00Jul 10$0.83$0.83$0.174.88$25.17

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $0.17, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.00Jul 17Jul 24$0.0925.0%27.2%
$23.50Jul 2Jul 10$0.1064.7%34.9%
$24.50Jul 2Jul 10$0.1541.0%14.9%
$25.50Jul 2Jul 10$0.1729.1%32.5%
$23.00Jul 2Jul 10$0.2083.3%36.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.50Jul 17Jul 24$0.0724.0%21.3%
$23.00Jul 2Jul 10$0.0883.3%36.3%
$26.50Jul 10Jul 31$0.1231.9%26.3%
$23.50Jul 2Jul 10$0.1564.7%34.9%
$24.50Jul 2Jul 10$0.1541.0%14.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 41 found (cheapest 1.84% of stock, avg 7.34%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$25.00Jul 2$0.20$0.26$0.46$24.54$25.461.84%
$24.50Jul 2$0.57$0.06$0.63$23.87$25.132.52%
$24.50Jul 10$0.72$0.21$0.93$23.57$25.433.72%
$25.00Jul 10$0.44$0.49$0.93$24.07$25.933.72%
$25.00Jul 17$0.55$0.47$1.02$23.98$26.024.08%
$25.50Jul 17$0.31$0.76$1.07$24.43$26.574.28%
$24.00Jul 10$1.04$0.08$1.12$22.88$25.124.48%
$26.00Jul 2$0.01$1.12$1.13$24.87$27.134.52%
$24.50Jul 17$0.86$0.31$1.17$23.33$25.674.68%
$25.50Jul 24$0.38$0.83$1.21$24.29$26.714.84%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 134 found (cheapest 0.24% of stock, avg 2.11%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$25.50$24.00Jul 2$0.01$0.05$0.06$23.94$25.56
$25.50$24.50Jul 2$0.01$0.06$0.07$24.43$25.57
$26.50$24.00Jul 2$0.03$0.05$0.08$23.92$26.58
$26.50$24.50Jul 2$0.03$0.06$0.09$24.41$26.59
$26.50$24.00Jul 10$0.04$0.08$0.12$23.88$26.62
$26.00$24.00Jul 10$0.06$0.08$0.14$23.86$26.14
$27.50$23.00Jul 24$0.06$0.08$0.14$22.86$27.64
$25.50$21.50Jul 2$0.01$0.15$0.16$21.34$25.66
$27.00$23.50Jul 17$0.05$0.11$0.16$23.34$27.16
$26.50$21.50Jul 2$0.03$0.15$0.18$21.32$26.68

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 24 found (best R:R 3.55, avg credit $0.43)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
20/2124/25Jul 10$0.39$0.113.55$20.61$24.89
24/2425/26Jul 10$0.39$0.113.55$24.11$25.39
20/2125/26Jul 10$0.37$0.132.85$20.63$25.37
24/2425/26Jul 17$0.36$0.142.57$24.14$25.36
24/2626/26Jul 24$0.71$0.292.45$24.79$26.71
22/2325/26Jul 17$0.34$0.162.13$22.66$25.34
24/2424/25Jul 31$0.33$0.171.94$23.67$24.83
25/2626/28Jul 31$0.64$0.361.78$24.86$27.14
24/2526/26Jul 17$0.30$0.201.50$24.70$25.80
24/2426/26Jul 31$0.27$0.231.17$23.73$25.77

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 34 found (best R:R 7.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$25.50$26.00$26.50Jul 17$0.06$0.447.33
$26.50$27.00$27.50Jul 17$0.06$0.447.33
$23.00$23.50$24.00Jul 24$0.06$0.447.33
$26.50$27.00$27.50Aug 7$0.06$0.447.33
$24.50$25.00$25.50Jul 17$0.07$0.436.14
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$22.00$22.50$23.00Jul 17$0.07$0.436.14
$22.00$22.50$23.00Jul 31$0.07$0.436.14
$24.50$25.00$25.50Jul 17$0.13$0.372.85
$23.00$23.50$24.00Jul 17$0.14$0.362.57
$24.00$24.50$25.00Jul 10$0.15$0.352.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 61 found (best net $-0.48, 45 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$26.50$29.501:2Jul 10-$0.48$2.52
$25.00$25.501:2Jul 17-$0.07$0.43
$27.00$27.501:2Jul 17-$0.09$0.41
$25.00$25.501:2Jul 24-$0.11$0.39
$26.00$26.501:2Jul 31-$0.13$0.37
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$23.00$21.501:2Jul 24-$0.16$1.34
$28.00$26.501:2Jul 10-$0.47$1.03
$22.00$20.501:2Aug 7-$0.48$1.02
$22.00$21.001:2Jul 17$0.00$1.00
$25.00$24.001:2Jul 31-$0.06$0.94

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 17 found (best yield 1.84%, avg 0.90%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$26.00Aug 7$0.460.364.0%1.84%5.80%20460
$25.50Jul 31$0.440.412.0%1.76%3.72%35359
$25.50Aug 7$0.430.432.0%1.72%3.68%2042
$26.50Aug 7$0.320.286.0%1.28%7.24%103
$25.50Jul 24$0.310.412.0%1.24%3.20%49196
$25.50Jul 17$0.290.372.0%1.16%3.12%142113
$26.00Jul 31$0.260.324.0%1.04%5.00%3.0K131
$27.00Aug 7$0.230.218.0%0.92%8.88%91
$26.00Jul 24$0.220.294.0%0.88%4.84%2474
$26.50Jul 31$0.160.236.0%0.64%6.60%98661

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 54,078
Total Puts 5,561
Put/Call Ratio 0.10
Net Difference 48,517

Prior's Put/Call Breakdown

Total Calls 7,489
Total Puts 1,859
Put/Call Ratio 0.25
Net Difference 5,630

Prior 7-Day Put/Call Summary

Total Calls 215,080
Total Puts 26,924
Average Put/Call Ratio 0.24
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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