Tour v340
KHC
KRAFT HEINZ CO
$25.45 +1.48%
$25.42 (-0.12%)🌙
as of 07/15 06:47 PM
7/15 18:47

Option Volume

Detail
Current (07/15) 10,293
Calls: 6,998 (68%)
Puts: 3,295 (32%)
Prior (07/14) 7,097
Calls: 5,297 (75%)
Puts: 1,800 (25%)
Current vs Prior +45.03%
Calls: +32.11% (Calls)
Puts: +83.06% (Puts)
Prior 7-Day Total 144,016
Calls: 119,456 (83%)
Puts: 24,560 (17%)
Prior 7-Day Average 20,573
Calls: 17,065 (83%)
Puts: 3,508 (17%)
Current vs Prior 7-Day Avg -49.97%
Calls: -58.99%
Puts: -6.09%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/15) $834.0K
Calls: $571.8K (69%)
Puts: $262.2K (31%)
Prior (07/14) $642.1K
Calls: $521.0K (81%)
Puts: $121.1K (19%)
Current vs Prior +29.88%
Calls: +9.76%
Puts: +116.42%
Prior 7-Day Total $6.87M
Calls: $5.68M (83%)
Puts: $1.19M (17%)
Prior 7-Day Average $981.5K
Calls: $810.9K (83%)
Puts: $170.6K (17%)
Current vs Prior 7-Day Avg -15.03%
Calls: -29.48%
Puts: +53.70%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/15) 0.47
Prior (07/14) 0.34
Current vs Prior +38.56%
Prior 7-Day Average 0.45
Current vs Prior 7-Day Avg +4.26%
Sentiment BULLISH

Open Interest

Detail
Current (07/15) 281,493
Calls: 194,569 (69%)
Puts: 86,924 (31%)
Prior (07/14) 242,452
Calls: 168,146 (69%)
Puts: 74,306 (31%)
Current vs Prior +16.10%
Prior 7-Day Total 1,805,284
Calls: 1,294,609 (72%)
Puts: 510,675 (28%)
Prior 7-Day Average 257,897
Calls: 184,944 (72%)
Puts: 72,953 (28%)
Current vs Prior 7-Day Avg +9.15%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 4.13% | 4.56%4.13% | 7.90%
Prior 3.83% | 5.10%3.83% | 7.93%
Current vs Prior +7.78% | -10.69%+7.78% | -0.46%
Prior 7-Day Avg 3.73% | 4.96%4.44% | 8.28%
Current vs 7-Day Avg +10.67% | -8.16%-7.04% | -4.57%
Prior 7-Day Eod 3.83% | 5.10%3.83% | 7.93%
Current vs 7-Day Eod +7.78% | -10.69%+7.78% | -0.46%
Sentiment BEARISHBEARISH

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 43.08% | 11.88%
Calls: 40.00% | 10.20%
Puts: 46.15% | 13.56%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 69% call dollar volume ($571.8K). Extreme bullish P/C ratio of 0.47 - heavy call buying (6,998 calls vs 3,295 puts). P/C ratio rising 39% - increased hedging/bearish positioning. Call-heavy open interest (194,569 calls vs 86,924 puts) suggests bullish positioning.

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 3 of results (avg 8.4%, best 7.3%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.50Jul 311.181.27$1.237.3%330.74805
$25.50Jul 170.230.25$0.248.3%5670.4219.2K
$25.00Aug 211.201.32$1.269.5%1080.594.9K
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 13 found (avg $0.63, cheapest $0.24)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.50Jul 170.230.25$0.248.3%5670.4219.2K
$27.50Aug 210.260.30$0.2814.3%2750.212.9K
$25.50Jul 240.370.45$0.4119.5%660.49499
$25.50Jul 310.500.61$0.5520.0%280.50459
$25.00Jul 240.670.76$0.7212.5%290.674.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.50Jul 240.410.48$0.4415.9%260.51222
$25.50Jul 310.520.62$0.5717.5%2890.5098
$26.00Jul 240.700.78$0.7410.8%510.6918
$25.00Aug 210.690.80$0.7514.7%420.41887
$25.50Aug 70.750.91$0.8319.3%10.50--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 51 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.50Jul 172.784.85$3.8154.3%11.00--
$22.50Jul 172.803.15$2.9711.8%671.002.2K
$23.00Jul 171.463.10$2.2871.9%71.00183
$23.50Jul 170.812.59$1.70104.7%1151.001.4K
$24.00Jul 171.051.55$1.3038.5%4201.001.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.00Jul 171.593.85$2.7283.1%10.98--
$27.50Jul 171.382.58$1.9860.6%20.981
$27.00Jul 170.003.70$1.85200.0%20.98--
$26.50Jul 170.253.10$1.68169.6%10.91--
$29.00Jul 172.405.30$3.8575.3%20.89--

Most actively traded options today. High liquidity = easy entry/exit. 127 active (total vol 7.0K, top 1.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Jul 170.050.08$0.0742.9%1.2K0.171.7K
$25.00Jul 170.500.69$0.6031.7%9820.8330.6K
$25.50Jul 170.230.25$0.248.3%5670.4219.2K
$27.50Jul 310.050.51$0.28164.3%5280.22202
$24.00Jul 171.051.55$1.3038.5%4201.001.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.50Jul 310.520.62$0.5717.5%2890.5098
$21.50Jul 310.000.38$0.19200.0%2100.10163
$26.00Aug 280.013.55$1.78198.9%1120.60--
$25.00Jul 240.200.29$0.2536.0%840.33205
$24.50Jul 240.100.17$0.1450.0%810.20372

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 25 strikes (avg 72.5%, max 239.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$30.00Jul 17Aug 2197.6%28.8%239.2%29949
$23.50Jul 17Aug 2865.2%26.8%143.4%1171.4K
$22.50Jul 17Aug 2183.9%35.4%137.1%952.4K
$23.00Jul 17Aug 1474.0%33.5%120.7%9183
$25.50Jul 17Aug 2845.0%25.4%76.8%58019.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$23.00Jul 17Aug 2874.0%26.2%182.9%22145
$22.50Jul 17Aug 2183.9%35.4%137.1%222.9K
$23.50Jul 17Aug 1465.2%34.0%91.9%3756
$24.50Jul 17Aug 1455.5%32.0%73.6%51818
$28.50Jul 24Aug 28100.1%60.1%66.5%442

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 50 found (best R:R 9.00, avg 2.31)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$27.50$30.00Aug 21$0.25$2.25$0.259.00$27.75
$28.50$30.00Aug 7$0.23$1.27$0.235.52$28.73
$26.00$26.50Jul 24$0.10$0.40$0.104.00$26.10
$26.00$27.50Aug 28$0.31$1.19$0.313.84$26.31
$27.50$28.00Aug 14$0.11$0.39$0.113.55$27.61
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$24.50$23.50Jul 17$0.10$0.90$0.109.00$24.40
$24.00$23.00Aug 28$0.16$0.84$0.165.25$23.84
$23.50$23.00Jul 31$0.10$0.40$0.104.00$23.40
$23.50$23.00Aug 14$0.10$0.40$0.104.00$23.40
$26.00$25.00Aug 28$0.20$0.80$0.204.00$25.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 64 found (best R:R 6.69, avg 1.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$21.50$22.50Jul 17$0.84$0.84$0.165.25$22.34
$23.50$24.00Jul 17$0.40$0.40$0.104.00$23.90
$23.50$24.50Jul 24$0.78$0.78$0.223.55$24.28
$24.00$24.50Aug 7$0.39$0.39$0.113.55$24.39
$21.00$22.50Jul 24$1.12$1.12$0.382.95$22.12
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$27.00$26.00Jul 31$0.87$0.87$0.136.69$26.13
$28.50$26.00Jul 24$2.13$2.13$0.375.76$26.37
$28.50$27.50Aug 28$0.83$0.83$0.174.88$27.67
$27.50$25.00Aug 21$1.90$1.90$0.603.17$25.60
$25.50$25.00Jul 17$0.32$0.32$0.181.78$25.18

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 17 found (avg debit $0.28, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.00Jul 24Jul 31$0.0529.3%26.9%
$23.00Jul 17Jul 24$0.0874.0%52.6%
$26.50Jul 17Jul 24$0.0947.4%29.1%
$25.00Jul 17Jul 24$0.1233.7%27.4%
$27.50Jul 17Jul 24$0.1352.8%46.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Jul 17Jul 24$0.0974.0%52.6%
$25.00Jul 17Jul 24$0.1233.7%27.4%
$27.50Jul 17Jul 31$0.3452.8%44.7%
$26.50Jul 17Aug 28$0.4047.4%36.5%
$28.50Jul 24Aug 28$0.63100.1%60.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 40 found (cheapest 2.71% of stock, avg 7.88%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$25.50Jul 17$0.24$0.45$0.69$24.81$26.192.71%
$25.00Jul 17$0.60$0.13$0.73$24.27$25.732.87%
$25.50Jul 24$0.41$0.44$0.85$24.65$26.353.34%
$26.00Jul 24$0.22$0.74$0.96$25.04$26.963.77%
$25.00Jul 24$0.72$0.25$0.97$24.03$25.973.81%
$25.50Jul 31$0.55$0.57$1.12$24.38$26.624.40%
$24.50Jul 24$1.06$0.14$1.20$23.30$25.704.72%
$24.50Jul 17$1.08$0.13$1.21$23.29$25.714.75%
$26.00Jul 31$0.35$0.86$1.21$24.79$27.214.75%
$25.00Jul 31$0.86$0.37$1.23$23.77$26.234.83%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 120 found (cheapest 0.24% of stock, avg 3.04%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$26.50$23.50Jul 17$0.03$0.03$0.06$23.44$26.56
$26.00$23.50Jul 17$0.07$0.03$0.10$23.40$26.10
$26.50$25.00Jul 17$0.03$0.13$0.16$24.84$26.66
$26.50$24.50Jul 17$0.03$0.13$0.16$24.34$26.66
$27.00$24.00Jul 24$0.06$0.11$0.17$23.83$27.17
$27.00$23.00Jul 24$0.06$0.11$0.17$22.83$27.17
$26.00$25.00Jul 17$0.07$0.13$0.20$24.80$26.20
$26.00$24.50Jul 17$0.07$0.13$0.20$24.30$26.20
$27.00$24.50Jul 24$0.06$0.14$0.20$24.30$27.20
$26.50$24.00Jul 24$0.12$0.11$0.23$23.77$26.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 48 found (best R:R 6.50, avg credit $0.44)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
21/2224/25Jul 24$1.30$0.206.50$21.20$25.80
21/2225/26Jul 24$1.27$0.235.52$21.23$26.27
24/2526/26Aug 7$0.39$0.113.55$24.61$25.89
24/2425/26Aug 14$0.39$0.113.55$23.61$25.39
21/2226/26Jul 24$1.15$0.353.29$21.35$26.65
23/2425/26Aug 14$0.38$0.123.17$23.12$25.38
24/2426/26Aug 14$0.38$0.123.17$24.12$25.88
25/2628/30Aug 14$0.74$0.262.85$24.76$29.24
24/2426/26Aug 7$0.36$0.142.57$24.14$25.86
24/2426/26Aug 14$0.36$0.142.57$23.64$25.86

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 39 found (best R:R 7.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$24.50$25.00$25.50Jul 31$0.06$0.447.33
$25.50$26.00$26.50Jul 31$0.06$0.447.33
$25.00$25.50$26.00Aug 7$0.06$0.447.33
$24.00$24.50$25.00Aug 7$0.07$0.436.14
$26.50$27.00$27.50Aug 14$0.08$0.425.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$24.50$25.00$25.50Aug 7$0.06$0.447.33
$24.50$25.00$25.50Jul 31$0.07$0.436.14
$24.00$24.50$25.00Jul 24$0.08$0.425.25
$24.50$25.00$25.50Jul 24$0.08$0.425.25
$25.00$25.50$26.00Jul 31$0.09$0.414.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 64 found (best net $-0.01, 48 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$27.50$30.001:2Jul 17-$0.01$2.49
$26.00$27.501:2Aug 28-$0.19$1.31
$23.50$24.501:2Jul 24-$0.28$0.72
$26.00$26.501:2Jul 31-$0.07$0.43
$25.00$25.501:2Jul 24-$0.10$0.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$24.00$23.001:2Aug 28-$0.07$0.93
$25.50$25.001:2Jul 24-$0.06$0.44
$22.50$22.001:2Jul 31-$0.07$0.43
$23.50$23.001:2Aug 14-$0.07$0.43
$24.50$24.001:2Jul 24-$0.08$0.42

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 3.30%, avg 1.28%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$25.50Aug 14$0.840.510.2%3.30%3.50%157
$25.50Aug 7$0.700.500.2%2.75%2.95%3--
$26.00Aug 28$0.680.402.2%2.67%4.83%3238
$26.00Aug 14$0.610.432.2%2.40%4.56%19135
$25.50Jul 31$0.500.500.2%1.96%2.16%28459
$26.00Aug 7$0.470.412.2%1.85%4.01%10442
$26.50Aug 14$0.430.354.1%1.69%5.82%425
$25.50Jul 24$0.370.490.2%1.45%1.65%66499
$26.50Aug 7$0.370.384.1%1.45%5.58%33145
$26.00Jul 31$0.290.362.2%1.14%3.30%603.2K

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 6,998
Total Puts 3,295
Put/Call Ratio 0.47
Net Difference 3,703

Prior's Put/Call Breakdown

Total Calls 5,297
Total Puts 1,800
Put/Call Ratio 0.34
Net Difference 3,497

Prior 7-Day Put/Call Summary

Total Calls 119,456
Total Puts 24,560
Average Put/Call Ratio 0.45
Ratio Trend Rising

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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