Tour v344
KHC
KRAFT HEINZ CO
$26.23 +3.06%
$26.18 (-0.19%)🌙
as of 07/16 06:39 PM
7/16 18:39

Option Volume

Detail
Current (07/16) 54,747
Calls: 50,103 (92%)
Puts: 4,644 (8%)
Prior (07/15) 10,293
Calls: 6,998 (68%)
Puts: 3,295 (32%)
Current vs Prior +431.89%
Calls: +615.96% (Calls)
Puts: +40.94% (Puts)
Prior 7-Day Total 140,319
Calls: 116,151 (83%)
Puts: 24,168 (17%)
Prior 7-Day Average 20,045
Calls: 16,593 (83%)
Puts: 3,452 (17%)
Current vs Prior 7-Day Avg +173.11%
Calls: +201.95%
Puts: +34.51%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/16) $2.74M
Calls: $2.26M (83%)
Puts: $478.0K (17%)
Prior (07/15) $834.0K
Calls: $571.8K (69%)
Puts: $262.2K (31%)
Current vs Prior +228.73%
Calls: +295.85%
Puts: +82.33%
Prior 7-Day Total $6.74M
Calls: $5.55M (82%)
Puts: $1.18M (18%)
Prior 7-Day Average $962.1K
Calls: $793.2K (82%)
Puts: $168.9K (18%)
Current vs Prior 7-Day Avg +184.95%
Calls: +185.37%
Puts: +182.94%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/16) 0.09
Prior (07/15) 0.47
Current vs Prior -80.31%
Prior 7-Day Average 0.47
Current vs Prior 7-Day Avg -80.18%
Sentiment BULLISH

Open Interest

Detail
Current (07/16) 313,700
Calls: 219,110 (70%)
Puts: 94,590 (30%)
Prior (07/15) 281,493
Calls: 194,569 (69%)
Puts: 86,924 (31%)
Current vs Prior +11.44%
Prior 7-Day Total 1,814,034
Calls: 1,295,841 (71%)
Puts: 518,193 (29%)
Prior 7-Day Average 259,147
Calls: 185,120 (71%)
Puts: 74,027 (29%)
Current vs Prior 7-Day Avg +21.05%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 3.09% | 4.23%3.09% | 8.84%
Prior 4.13% | 4.56%4.13% | 7.90%
Current vs Prior -25.15% | -7.16%-25.15% | +11.99%
Prior 7-Day Avg 3.72% | 4.90%4.31% | 8.17%
Current vs 7-Day Avg -17.09% | -13.64%-28.42% | +8.30%
Prior 7-Day Eod 4.13% | 4.56%4.13% | 7.90%
Current vs 7-Day Eod -25.15% | -7.16%-25.15% | +11.99%
Sentiment BULLISHBULLISH

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

Strong bullish conviction with 83% of dollar volume in calls ($2.26M) vs puts ($478.0K). Massive premium surge with dollar volume up 229% vs prior. Dollar volume significantly above 7-day average (185% higher). Unusually high activity with volume up 432% 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 5 of results (avg 8.6%, best 6.0%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Aug 211.761.87$1.826.0%1610.715.0K
$25.00Jul 171.171.27$1.228.2%6871.0030.5K
$25.50Jul 311.011.11$1.069.4%740.70473
$25.00Jul 311.361.50$1.439.8%390.81802
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.50Aug 211.681.85$1.779.6%90.6614

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 14 found (avg $0.54, cheapest $0.16)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.50Jul 240.270.32$0.3016.7%18.2K0.40290
$26.00Jul 240.520.59$0.5512.7%2410.591.2K
$27.50Aug 210.520.58$0.5510.9%1.7K0.343.0K
$26.00Jul 310.670.76$0.7212.5%370.573.3K
$26.50Aug 140.770.91$0.8416.7%560.4727
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.50Jul 240.150.18$0.1618.8%240.25223
$25.00Jul 310.150.18$0.1618.8%350.19414
$24.50Aug 70.230.28$0.2619.2%550.2043
$26.00Jul 240.290.35$0.3218.8%1040.4129
$25.00Aug 210.470.52$0.5010.0%1260.29903

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 52 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.50Jul 173.855.95$4.9042.9%21.004
$22.50Jul 173.504.75$4.1330.3%741.002.1K
$23.00Jul 172.904.15$3.5335.4%141.00179
$24.00Jul 171.612.51$2.0643.7%4671.001.2K
$24.50Jul 171.542.03$1.7927.4%1031.00903
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.00Jul 170.551.79$1.17106.0%200.91--
$27.50Jul 241.161.57$1.3729.9%10.86--
$26.50Jul 170.170.78$0.48127.1%1450.7626
$27.00Jul 240.781.14$0.9637.5%260.751
$27.50Aug 211.681.85$1.779.6%90.6614

Most actively traded options today. High liquidity = easy entry/exit. 133 active (total vol 47.7K, top 18.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.50Jul 240.270.32$0.3016.7%18.2K0.40290
$27.00Jul 240.130.19$0.1637.5%17.5K0.2553
$26.00Jul 170.250.40$0.3345.5%2.0K1.002.4K
$27.50Aug 210.520.58$0.5510.9%1.7K0.343.0K
$26.50Jul 170.010.15$0.08175.0%1.5K0.25460
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.50Jul 170.010.02$0.0250.0%2450.08249
$26.50Jul 170.170.78$0.48127.1%1450.7626
$25.00Aug 210.470.52$0.5010.0%1260.29903
$25.00Jul 170.000.02$0.01200.0%1090.041.5K
$26.00Jul 240.290.35$0.3218.8%1040.4129

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 21 strikes (avg 145.2%, max 390.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$23.50Jul 17Aug 14175.9%35.8%390.9%1331.3K
$28.00Jul 17Aug 28129.3%31.6%308.8%46--
$30.00Jul 17Aug 21117.3%31.8%269.0%74968
$22.50Jul 17Aug 21126.4%36.0%251.2%852.4K
$24.00Jul 17Aug 28104.3%32.0%226.2%4731.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$23.50Jul 17Aug 28175.9%43.9%301.0%301
$23.00Jul 17Aug 14161.2%43.0%274.6%7178
$22.50Jul 17Aug 21126.4%36.0%251.2%1007.5K
$24.00Jul 17Aug 28104.3%32.0%226.2%231.4K
$24.50Jul 17Aug 2880.1%58.0%38.2%6821

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 47 found (best R:R 15.67, avg 2.51)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$28.00$30.00Jul 17$0.12$1.88$0.1215.67$28.12
$28.50$30.00Aug 14$0.14$1.36$0.149.71$28.64
$27.50$30.00Aug 21$0.43$2.07$0.434.81$27.93
$27.50$28.00Aug 7$0.10$0.40$0.104.00$27.60
$27.00$27.50Jul 31$0.11$0.39$0.113.55$27.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$23.50$22.50Jul 24$0.11$0.89$0.118.09$23.39
$25.00$22.50Aug 21$0.39$2.11$0.395.41$24.61
$23.50$22.00Aug 28$0.28$1.22$0.284.36$23.22
$24.50$24.00Jul 24$0.13$0.37$0.132.85$24.37
$25.50$25.00Jul 31$0.14$0.36$0.142.57$25.36

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 56 found (best R:R 8.26, avg 1.19)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$22.50$25.00Aug 21$2.23$2.23$0.278.26$24.73
$24.00$25.00Aug 14$0.88$0.88$0.127.33$24.88
$25.00$25.50Jul 31$0.37$0.37$0.132.85$25.37
$22.50$23.00Jul 24$0.35$0.35$0.152.33$22.85
$23.00$23.50Jul 31$0.35$0.35$0.152.33$23.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$27.00$26.50Jul 24$0.40$0.40$0.104.00$26.60
$27.50$25.00Aug 21$1.27$1.27$1.231.03$26.23
$26.50$26.00Jul 31$0.25$0.25$0.251.00$26.25
$26.50$26.00Aug 14$0.25$0.25$0.251.00$26.25
$26.50$26.00Jul 24$0.24$0.24$0.260.92$26.26

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 17 found (avg debit $0.18, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.50Jul 17Jul 24$0.0756.7%29.5%
$31.00Aug 7Aug 28$0.0844.1%38.9%
$27.00Jul 17Jul 24$0.1348.8%28.7%
$28.50Jul 24Aug 7$0.2032.1%35.6%
$26.00Jul 17Jul 24$0.2220.8%27.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$26.50Jul 17Jul 24$0.0842.2%27.3%
$23.00Jul 17Jul 31$0.09161.2%53.4%
$25.00Jul 17Jul 24$0.0949.4%31.5%
$25.50Jul 17Jul 24$0.1433.0%28.4%
$24.50Jul 17Jul 24$0.1580.1%49.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 45 found (cheapest 1.52% of stock, avg 8.30%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$26.00Jul 17$0.33$0.07$0.40$25.60$26.401.52%
$26.50Jul 17$0.08$0.48$0.56$25.94$27.062.13%
$26.50Jul 24$0.30$0.56$0.86$25.64$27.363.28%
$26.00Jul 24$0.55$0.32$0.87$25.13$26.873.32%
$25.50Jul 17$0.90$0.02$0.92$24.58$26.423.51%
$25.50Jul 24$0.89$0.16$1.05$24.45$26.554.00%
$27.00Jul 24$0.16$0.96$1.12$25.88$28.124.27%
$26.00Jul 31$0.72$0.46$1.18$24.82$27.184.50%
$26.50Jul 31$0.47$0.71$1.18$25.32$27.684.50%
$27.00Jul 17$0.03$1.17$1.20$25.80$28.204.57%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 134 found (cheapest 0.19% of stock, avg 2.75%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$27.00$25.50Jul 17$0.03$0.02$0.05$25.45$27.05
$27.00$24.50Jul 17$0.03$0.03$0.06$24.44$27.06
$27.00$23.00Jul 17$0.03$0.05$0.08$22.92$27.08
$26.50$25.50Jul 17$0.08$0.02$0.10$25.40$26.60
$27.00$26.00Jul 17$0.03$0.07$0.10$25.90$27.10
$26.50$24.50Jul 17$0.08$0.03$0.11$24.39$26.61
$26.50$23.00Jul 17$0.08$0.05$0.13$22.87$26.63
$26.50$26.00Jul 17$0.08$0.07$0.15$25.85$26.65
$28.00$25.50Jul 17$0.13$0.02$0.15$25.35$28.15
$28.00$24.50Jul 17$0.13$0.03$0.16$24.34$28.16

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 41 found (best R:R 4.88, avg credit $0.55)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
22/2424/24Jul 24$0.83$0.174.88$22.67$24.83
22/2424/26Aug 28$1.24$0.264.77$22.26$25.74
25/2626/26Jul 31$0.39$0.113.55$25.11$26.39
26/2627/28Aug 14$0.39$0.113.55$26.11$27.39
24/2429/31Aug 28$1.55$0.453.44$22.95$30.55
24/2426/26Jul 24$0.38$0.123.17$24.12$26.38
26/2628/28Aug 14$0.37$0.132.85$26.13$27.87
26/2628/28Aug 14$0.37$0.132.85$26.13$28.37
26/2627/28Jul 31$0.36$0.142.57$26.14$27.36
26/2626/27Jul 31$0.34$0.162.13$25.66$26.84

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 40 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$27.00$27.50$28.00Aug 7$0.05$0.459.00
$29.00$30.00$31.00Aug 7$0.10$0.909.00
$26.50$27.00$27.50Jul 24$0.06$0.447.33
$27.00$27.50$28.00Jul 24$0.06$0.447.33
$26.00$26.50$27.00Jul 31$0.07$0.436.14
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$25.50$26.00$26.50Jul 24$0.08$0.425.25
$24.50$25.00$25.50Aug 7$0.08$0.425.25
$25.50$26.00$26.50Jul 31$0.09$0.414.56
$23.50$24.00$24.50Jul 17$0.10$0.404.00
$25.00$25.50$26.00Jul 24$0.10$0.404.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 60 found (best net $-0.02, 46 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$26.00$27.501:2Aug 28-$0.11$1.39
$30.00$31.001:2Aug 7-$0.10$0.90
$28.00$29.001:2Jul 31-$0.15$0.85
$24.50$25.501:2Aug 28-$0.33$0.67
$28.50$29.001:2Aug 7-$0.06$0.44
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$23.50$22.001:2Aug 28-$0.02$1.48
$26.50$25.501:2Aug 7-$0.11$0.89
$26.50$26.001:2Jul 24-$0.08$0.42
$25.00$24.501:2Jul 31-$0.08$0.42
$23.00$22.501:2Aug 14-$0.10$0.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 2.94%, avg 1.14%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$26.50Aug 14$0.770.471.0%2.94%3.96%5627
$26.50Aug 7$0.680.471.0%2.59%3.62%4178
$27.00Aug 14$0.560.392.9%2.13%5.07%9064
$27.50Aug 21$0.520.344.8%1.98%6.82%1.7K3.0K
$27.00Aug 7$0.480.382.9%1.83%4.77%32189
$26.50Jul 31$0.410.441.0%1.56%2.59%393994
$27.50Aug 14$0.400.324.8%1.52%6.37%2437
$27.50Aug 28$0.360.334.8%1.37%6.21%42
$27.50Aug 7$0.330.304.8%1.26%6.10%16--
$28.00Aug 28$0.320.256.8%1.22%7.97%33--

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 50,103
Total Puts 4,644
Put/Call Ratio 0.09
Net Difference 45,459

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 116,151
Total Puts 24,168
Average Put/Call Ratio 0.47
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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