Tour v528
KHC
KRAFT HEINZ CO
$23.86 +0.29%
$23.97 (+0.46%)🌙
as of 09/24 06:43 PM
◀ 9/24 18:43 ▶

Option Volume

Detail
ℹ
Current (09/24) 14,006
Calls: 10,601 (76%)
Puts: 3,405 (24%)
Prior (09/21) 17,616
Calls: 12,499 (71%)
Puts: 5,117 (29%)
Current vs Prior -20.49%
Calls: -15.19% (Calls)
Puts: -33.46% (Puts)
Prior 7-Day Total 275,793
Calls: 240,345 (87%)
Puts: 35,448 (13%)
Prior 7-Day Average 39,399
Calls: 34,335 (87%)
Puts: 5,064 (13%)
Current vs Prior 7-Day Avg -64.45%
Calls: -69.12%
Puts: -32.76%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/24) $1.34M
Calls: $1.00M (75%)
Puts: $337.0K (25%)
Prior (09/21) $1.27M
Calls: $845.7K (67%)
Puts: $426.0K (33%)
Current vs Prior +5.35%
Calls: +18.56%
Puts: -20.88%
Prior 7-Day Total $12.01M
Calls: $9.26M (77%)
Puts: $2.75M (23%)
Prior 7-Day Average $1.72M
Calls: $1.32M (77%)
Puts: $392.7K (23%)
Current vs Prior 7-Day Avg -21.93%
Calls: -24.23%
Puts: -14.17%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/24) 0.32
Prior (09/21) 0.41
Current vs Prior -21.54%
Prior 7-Day Average 0.28
Current vs Prior 7-Day Avg +12.70%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/24) 273,819
Calls: 193,683 (71%)
Puts: 80,136 (29%)
Prior (09/21) 244,367
Calls: 175,651 (72%)
Puts: 68,716 (28%)
Current vs Prior +12.05%
Prior 7-Day Total 2,063,441
Calls: 1,365,932 (66%)
Puts: 697,509 (34%)
Prior 7-Day Average 294,777
Calls: 195,133 (66%)
Puts: 99,644 (34%)
Current vs Prior 7-Day Avg -7.11%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 3.10% | 4.40%6.92% | 9.85%
Prior 3.82% | 5.21%6.03% | 9.64%
Current vs Prior -18.73% | -15.56%+14.64% | +2.14%
Prior 7-Day Avg 4.20% | 5.12%4.46% | 7.40%
Current vs 7-Day Avg -26.22% | -13.98%+54.99% | +33.02%
Prior 7-Day Eod 3.82% | 5.21%6.03% | 9.64%
Current vs 7-Day Eod -18.73% | -15.56%+14.64% | +2.14%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 23.54% | 91.55%
Calls: 32.79% | 119.32%
Puts: 14.29% | 63.79%
Prior 23.54% | 91.55%
Calls: 32.79% | 119.32%
Puts: 14.29% | 63.79%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 62.39% | 85.50%
Calls: 79.53% | 104.13%
Puts: 45.23% | 66.88%
Current vs 7-Day Avg -62.27% | +7.07%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bullish flow with 75% call dollar volume ($1.00M). Extreme bullish P/C ratio of 0.32 - heavy call buying (10,601 calls vs 3,405 puts). P/C ratio dropping 22% - sentiment shifting bullish. Call-heavy open interest (193,683 calls vs 80,136 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 1 of results (avg 4.3%, best 4.3%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Sep 251.811.89$1.854.3%570.9528
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 6 found (avg $0.50, cheapest $0.32)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Oct 20.300.35$0.3215.6%4390.4620.8K
$25.00Oct 160.210.24$0.2213.6%1070.2612.4K
$24.00Oct 230.620.73$0.6816.2%100.50--
$23.50Oct 230.901.00$0.9510.5%10.621
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Oct 160.140.17$0.1618.8%190.177.4K
$24.00Oct 160.590.71$0.6518.5%310.50720

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 36 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Sep 251.811.89$1.854.3%570.9528
$21.00Sep 252.443.65$3.0539.7%590.9412
$23.00Sep 250.691.03$0.8639.5%10.94--
$22.50Sep 251.181.76$1.4739.5%400.9117
$23.00Oct 20.831.22$1.0238.2%100.85--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Sep 251.001.25$1.1322.1%5111.00965
$26.00Sep 251.492.34$1.9244.3%11.00--
$27.50Sep 252.755.65$4.2069.0%11.00--
$26.00Oct 21.883.25$2.5753.3%4961.00--
$28.00Sep 253.955.45$4.7031.9%10.93--

Most actively traded options today. High liquidity = easy entry/exit. 106 active (total vol 7.1K, top 1.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.50Sep 250.010.04$0.03100.0%1.9K0.113.0K
$24.50Oct 20.110.19$0.1553.3%6010.2622.1K
$24.00Oct 20.300.35$0.3215.6%4390.4620.8K
$24.00Sep 250.070.25$0.16112.5%1990.411.4K
$24.00Oct 160.530.80$0.6740.3%1280.50203
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Sep 251.001.25$1.1322.1%5111.00965
$26.00Oct 21.883.25$2.5753.3%4961.00--
$23.50Sep 250.020.05$0.0475.0%2900.171.9K
$24.00Oct 20.380.49$0.4425.0%1690.55705
$24.50Sep 250.580.75$0.6725.4%1560.901.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 279.5%, max 1214.7%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.00Sep 25Oct 3045.9%29.4%56.0%2121.4K
$23.50Sep 25Oct 2332.4%23.3%39.2%5166
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$21.50Sep 25Oct 30432.9%32.9%1214.7%237
$24.00Sep 25Oct 3045.9%29.4%56.0%572.7K
$23.50Sep 25Oct 3032.4%24.7%31.4%2941.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 38 found (best R:R 1.86, avg 2.08)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$20.00$20.50Sep 25$0.18$0.32$0.1877%1.78$20.18
$23.00$23.50Oct 16$0.13$0.37$0.1374%2.85$23.13
$23.50$24.00Oct 9$0.22$0.28$0.2266%1.27$23.72
$23.50$24.00Sep 25$0.29$0.21$0.2983%0.72$23.79
$24.00$24.50Oct 30$0.19$0.31$0.1949%1.63$24.19
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$24.00Oct 23$0.35$0.65$0.3571%1.86$24.65
$24.50$24.00Oct 30$0.12$0.38$0.1260%3.17$24.38
$24.50$24.00Oct 2$0.27$0.23$0.2774%0.85$24.23
$25.00$24.00Oct 16$0.65$0.35$0.6576%0.54$24.35
$23.50$23.00Oct 9$0.12$0.38$0.1234%3.17$23.38

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 22 found (best R:R 0.56, avg 0.49)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$24.00$24.50Oct 9$0.27$0.27$0.2350%1.17$24.27
$24.00$24.50Oct 16$0.27$0.27$0.2350%1.17$24.27
$25.50$26.00Oct 30$0.13$0.13$0.3777%0.35$25.63
$24.00$24.50Sep 25$0.13$0.13$0.3759%0.35$24.13
$24.50$25.00Oct 16$0.18$0.18$0.3262%0.56$24.68
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$22.00$21.50Oct 30$0.18$0.18$0.3277%0.56$21.82
$21.50$21.00Oct 30$0.11$0.11$0.3985%0.28$21.39
$23.50$23.00Oct 2$0.15$0.15$0.3566%0.43$23.35
$23.50$23.00Oct 30$0.21$0.21$0.2959%0.72$23.29
$22.50$21.00Oct 23$0.15$0.15$1.3580%0.11$22.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.15, cheapest $0.15)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.00Sep 25Oct 2$0.1645.9%27.5%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.00Sep 25Oct 2$0.1545.9%27.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 29 found (cheapest 1.89% of stock, avg 5.75%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$24.00Sep 25$0.16$0.29$0.45$23.55$24.451.89%
$23.50Sep 25$0.45$0.04$0.49$23.01$23.992.05%
$24.50Sep 25$0.03$0.67$0.70$23.80$25.202.93%
$24.00Oct 2$0.32$0.44$0.76$23.24$24.763.19%
$24.50Oct 2$0.15$0.71$0.86$23.64$25.363.60%
$23.00Sep 25$0.86$0.02$0.88$22.12$23.883.69%
$24.00Oct 9$0.50$0.50$1.00$23.00$25.004.19%
$23.50Oct 9$0.72$0.29$1.01$22.49$24.514.23%
$24.50Oct 9$0.23$0.84$1.07$23.43$25.574.48%
$23.00Oct 2$1.02$0.07$1.09$21.91$24.094.57%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 126 found (cheapest 0.29% of stock, avg 1.99%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$24.50$23.50Sep 25$0.03$0.04$0.07$23.43$24.57
$24.50$22.50Sep 25$0.03$0.05$0.08$22.42$24.58
$25.50$21.50Oct 2$0.03$0.06$0.09$21.41$25.59
$25.50$22.50Oct 2$0.03$0.06$0.09$22.41$25.59
$24.50$21.00Sep 25$0.03$0.06$0.09$20.91$24.59
$26.50$23.50Sep 25$0.05$0.04$0.09$23.41$26.59
$26.50$21.50Oct 2$0.04$0.06$0.10$21.40$26.60
$26.50$22.50Sep 25$0.05$0.05$0.10$22.40$26.60
$26.50$22.50Oct 2$0.04$0.06$0.10$22.40$26.60
$25.50$23.50Sep 25$0.06$0.04$0.10$23.40$25.60

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 8 found (best R:R 1.63, avg credit $0.27)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
22/2226/26Oct 30$0.31$0.1954%1.63$21.69$25.81
21/2226/26Oct 30$0.24$0.2662%0.92$21.26$25.74
22/2225/26Oct 30$0.32$0.1846%1.78$21.68$25.32
21/2225/26Oct 30$0.25$0.2554%1.00$21.25$25.25
22/2326/26Oct 30$0.25$0.2546%1.00$22.75$25.75
22/2325/26Oct 30$0.26$0.2438%1.08$22.74$25.26
23/2424/25Oct 9$0.23$0.2733%0.85$23.27$24.73
21/2225/26Oct 23$0.27$1.2350%0.22$22.23$25.27

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 39 found (best R:R 2.85, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$23.50$24.00$24.50Sep 25$0.16$0.3473%2.13
$23.00$23.50$24.00Sep 25$0.12$0.3853%3.17
$23.50$24.00$24.50Oct 16$0.06$0.4425%7.33
$24.00$24.50$25.00Sep 25$0.11$0.3939%3.55
$24.00$24.50$25.00Oct 2$0.09$0.4132%4.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$23.50$24.00$24.50Sep 25$0.13$0.3773%2.85
$23.00$23.50$24.00Oct 2$0.07$0.4340%6.14
$24.00$24.50$25.00Oct 9$0.05$0.4534%9.00
$24.00$24.50$25.00Sep 25$0.08$0.4241%5.25
$23.00$23.50$24.00Oct 16$0.05$0.4524%9.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 52 found (best net $-0.34, 43 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.50$23.001:2Sep 25-$0.25$0.25
$23.00$23.501:2Oct 9-$0.17$0.33
$24.00$24.501:2Oct 16-$0.13$0.37
$26.50$27.501:2Oct 16$0.00$1.00
$25.00$25.501:2Oct 23-$0.08$0.42
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$26.00$25.001:2Sep 25-$0.34$0.66
$25.00$24.001:2Oct 16$0.00$1.00
$25.00$24.501:2Sep 25-$0.21$0.29
$25.00$24.001:2Oct 23-$0.34$0.66
$25.00$24.501:2Oct 2-$0.26$0.24

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 19 found (best yield 2.22%, avg 1.21%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$24.50Oct 30$0.530.402.7%2.22%4.90%334
$24.00Oct 30$0.710.490.6%2.98%3.56%1325
$25.00Oct 30$0.360.324.8%1.51%6.29%1575
$24.00Oct 23$0.620.500.6%2.60%3.19%10--
$25.00Oct 23$0.290.294.8%1.22%5.99%1676
$25.50Oct 30$0.230.236.9%0.96%7.84%18118
$24.00Oct 16$0.530.500.6%2.22%2.81%128203
$24.50Oct 16$0.320.382.7%1.34%4.02%13185
$25.50Nov 6$0.150.256.9%0.63%7.50%1--
$24.00Oct 9$0.450.500.6%1.89%2.47%4930

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 10,601
Total Puts 3,405
Put/Call Ratio 0.32
Net Difference 7,196

Prior's Put/Call Breakdown

Total Calls 12,499
Total Puts 5,117
Put/Call Ratio 0.41
Net Difference 7,382

Prior 7-Day Put/Call Summary

Total Calls 240,345
Total Puts 35,448
Average Put/Call Ratio 0.28
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All