Tour v531
KHC
KRAFT HEINZ CO
$21.98 -0.23%
$22.15 (+0.77%)🌙
as of 10/07 06:29 PM
◀ 10/7 18:29

Option Volume

Detail
ℹ
Current (10/07) 13,571
Calls: 8,421 (62%)
Puts: 5,150 (38%)
Prior (10/06) 14,345
Calls: 11,185 (78%)
Puts: 3,160 (22%)
Current vs Prior -5.40%
Calls: -24.71% (Calls)
Puts: +62.97% (Puts)
Prior 7-Day Total 281,876
Calls: 237,522 (84%)
Puts: 44,354 (16%)
Prior 7-Day Average 40,268
Calls: 33,931 (84%)
Puts: 6,336 (16%)
Current vs Prior 7-Day Avg -66.30%
Calls: -75.18%
Puts: -18.72%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/07) $1.09M
Calls: $405.9K (37%)
Puts: $680.6K (63%)
Prior (10/06) $812.8K
Calls: $573.7K (71%)
Puts: $239.2K (29%)
Current vs Prior +33.66%
Calls: -29.25%
Puts: +184.55%
Prior 7-Day Total $10.28M
Calls: $6.58M (64%)
Puts: $3.70M (36%)
Prior 7-Day Average $1.47M
Calls: $939.9K (64%)
Puts: $528.4K (36%)
Current vs Prior 7-Day Avg -26.01%
Calls: -56.82%
Puts: +28.79%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/07) 0.61
Prior (10/06) 0.28
Current vs Prior +116.47%
Prior 7-Day Average 0.50
Current vs Prior 7-Day Avg +22.46%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/07) 299,429
Calls: 207,079 (69%)
Puts: 92,350 (31%)
Prior (10/06) 308,171
Calls: 219,004 (71%)
Puts: 89,167 (29%)
Current vs Prior -2.84%
Prior 7-Day Total 1,968,106
Calls: 1,372,083 (70%)
Puts: 596,023 (30%)
Prior 7-Day Average 281,158
Calls: 196,011 (70%)
Puts: 85,146 (30%)
Current vs Prior 7-Day Avg +6.50%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 3.50% | 5.00%5.00% | 8.46%
Prior 4.13% | 5.13%5.13% | 8.26%
Current vs Prior -15.19% | -2.43%-2.43% | +2.43%
Prior 7-Day Avg 3.75% | 4.76%5.24% | 9.05%
Current vs 7-Day Avg -6.59% | +5.18%-4.53% | -6.48%
Prior 7-Day Eod 4.13% | 5.13%5.13% | 8.26%
Current vs 7-Day Eod -15.19% | -2.43%-2.43% | +2.43%
Sentiment BULLISHBULLISH

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 23.54% | 91.55%
Calls: 32.79% | 119.32%
Puts: 14.29% | 63.79%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 63% put dollar volume ($680.6K). Bullish P/C ratio of 0.61. P/C ratio rising 116% - increased hedging/bearish positioning. Call-heavy open interest (207,079 calls vs 92,350 puts) suggests bullish positioning.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
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 8.8%, best 8.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Nov 130.870.95$0.918.8%10.5241
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.83, cheapest $0.83)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Nov 60.760.90$0.8316.9%110.5523
$22.50Nov 200.710.80$0.7611.8%3910.451.6K
$22.00Nov 130.870.95$0.918.8%10.5241
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Nov 130.740.88$0.8117.3%30.4867

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 37 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Oct 93.754.30$4.0313.6%380.94100
$20.00Nov 202.132.53$2.3317.2%40.84--
$20.00Oct 91.792.15$1.9718.3%280.847
$20.50Oct 91.351.62$1.4918.1%370.8415
$21.00Oct 90.761.11$0.9437.2%440.8322
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Oct 162.873.20$3.0410.9%21.00--
$24.00Oct 91.872.32$2.0921.5%1570.98397
$23.50Oct 91.271.95$1.6142.2%20.9714
$23.50Oct 161.301.72$1.5127.8%60.95555
$24.00Oct 231.792.30$2.0524.9%30.93121

Most actively traded options today. High liquidity = easy entry/exit. 105 active (total vol 7.1K, top 2.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Oct 300.200.37$0.2958.6%2.1K0.27132
$25.00Nov 200.120.15$0.1421.4%8560.122.9K
$25.50Oct 300.010.25$0.13184.6%4730.11194
$22.50Nov 200.710.80$0.7611.8%3910.451.6K
$22.50Oct 90.030.07$0.0580.0%2670.171.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.50Oct 160.100.20$0.1566.7%3610.27125
$22.50Oct 160.580.74$0.6624.2%1730.756.2K
$21.00Oct 90.000.22$0.11200.0%1660.18253
$24.00Oct 91.872.32$2.0921.5%1570.98397
$24.00Oct 301.922.29$2.1117.5%1550.8959

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 99.7%, max 351.6%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$21.00Oct 9Nov 668.6%27.7%147.3%10424
$21.50Oct 9Oct 3046.2%23.7%94.8%535
$22.00Oct 9Nov 1334.7%29.2%18.9%951.1K
$22.50Oct 9Nov 2035.4%31.2%13.2%6582.8K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$20.00Oct 9Nov 20138.0%30.6%351.6%57651
$21.00Oct 9Nov 1368.6%26.6%157.6%169276
$21.50Oct 9Nov 1346.2%25.4%81.8%135467
$22.00Oct 9Nov 1334.7%29.2%18.9%58363
$22.50Oct 9Nov 2035.4%31.2%13.2%1072.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 35 found (best R:R 3.55, avg 1.83)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$21.00$21.50Oct 23$0.11$0.39$0.1178%3.55$21.11
$20.00$22.50Nov 20$1.57$0.93$1.5784%0.59$21.57
$21.00$22.00Nov 6$0.61$0.39$0.6176%0.64$21.61
$22.00$22.50Nov 13$0.19$0.31$0.1952%1.63$22.19
$22.50$23.00Oct 30$0.11$0.39$0.1136%3.55$22.61
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$23.00$22.00Nov 13$0.48$0.52$0.4864%1.08$22.52
$22.00$21.50Nov 6$0.13$0.37$0.1346%2.85$21.87
$22.50$22.00Oct 9$0.31$0.19$0.3183%0.61$22.19
$21.50$21.00Oct 30$0.11$0.39$0.1138%3.55$21.39
$22.00$21.50Oct 9$0.13$0.37$0.1353%2.85$21.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 20 found (best R:R 1.38, avg 0.58)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$23.00$23.50Nov 13$0.29$0.29$0.2164%1.38$23.29
$22.50$25.00Nov 20$0.62$0.62$1.8855%0.33$23.12
$23.00$23.50Nov 6$0.24$0.24$0.2665%0.92$23.24
$22.50$23.00Oct 23$0.23$0.23$0.2764%0.85$22.73
$22.00$22.50Oct 16$0.26$0.26$0.2448%1.08$22.26
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$21.50$21.00Nov 6$0.24$0.24$0.2664%0.92$21.26
$21.00$20.50Oct 23$0.12$0.12$0.3876%0.32$20.88
$21.00$20.50Oct 30$0.13$0.13$0.3773%0.35$20.87
$20.50$20.00Nov 13$0.10$0.10$0.4078%0.25$20.40
$21.50$21.00Nov 13$0.15$0.15$0.3563%0.43$21.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.14, cheapest $0.09)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.00Oct 9Oct 16$0.1834.7%25.2%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.00Oct 9Oct 16$0.0934.7%25.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 29 found (cheapest 2.05% of stock, avg 6.64%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$22.00Oct 9$0.20$0.25$0.45$21.55$22.452.05%
$22.50Oct 9$0.05$0.56$0.61$21.89$23.112.78%
$21.50Oct 9$0.52$0.12$0.64$20.86$22.142.91%
$22.00Oct 16$0.38$0.34$0.72$21.28$22.723.28%
$22.50Oct 16$0.12$0.66$0.78$21.72$23.283.55%
$21.50Oct 16$0.76$0.15$0.91$20.59$22.414.14%
$22.00Oct 23$0.47$0.55$1.02$20.98$23.024.64%
$23.00Oct 9$0.03$1.01$1.04$21.96$24.044.73%
$21.00Oct 9$0.94$0.11$1.05$19.95$22.054.78%
$23.00Oct 16$0.07$1.08$1.15$21.85$24.155.23%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 111 found (cheapest 0.27% of stock, avg 2.38%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$24.00$20.50Oct 16$0.03$0.03$0.06$20.44$24.06
$23.50$20.50Oct 16$0.03$0.03$0.06$20.44$23.56
$26.00$20.50Oct 16$0.05$0.03$0.08$20.42$26.08
$23.50$21.00Oct 16$0.03$0.07$0.10$20.90$23.60
$24.00$21.00Oct 16$0.03$0.07$0.10$20.90$24.10
$23.00$20.50Oct 16$0.07$0.03$0.10$20.40$23.10
$24.00$20.50Oct 23$0.03$0.08$0.11$20.39$24.11
$26.00$21.00Oct 16$0.05$0.07$0.12$20.88$26.12
$23.00$21.00Oct 16$0.07$0.07$0.14$20.86$23.14
$23.00$21.00Oct 9$0.03$0.11$0.14$20.86$23.14

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 0.92, avg credit $0.24)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
20/2123/24Oct 30$0.24$0.2646%0.92$20.76$23.24

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 30 found (best R:R 1.63, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$20.00$22.50$25.00Nov 20$0.95$1.5571%1.63
$21.50$22.00$22.50Oct 16$0.12$0.3847%3.17
$21.50$22.00$22.50Oct 9$0.17$0.3358%1.94
$21.00$21.50$22.00Oct 9$0.10$0.4036%4.00
$22.00$22.50$23.00Oct 9$0.13$0.3739%2.85
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$20.00$22.50$25.00Nov 20$1.18$1.3272%1.12
$21.50$22.00$22.50Oct 16$0.13$0.3748%2.85
$22.00$22.50$23.00Oct 16$0.10$0.4038%4.00
$21.50$22.00$22.50Oct 9$0.18$0.3257%1.78
$21.00$21.50$22.00Oct 16$0.11$0.3935%3.55

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 51 found (best net $-0.22, 36 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$21.00$22.001:2Nov 6-$0.22$0.78
$21.00$21.501:2Oct 9-$0.10$0.40
$21.50$22.001:2Oct 30-$0.24$0.26
$23.00$23.501:2Oct 30-$0.07$0.43
$20.50$21.001:2Oct 9-$0.39$0.11
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$23.00$22.501:2Oct 9-$0.11$0.39
$23.00$22.001:2Nov 13-$0.33$0.67
$23.00$22.501:2Oct 16-$0.24$0.26
$22.50$22.001:2Oct 23-$0.20$0.30
$23.50$23.001:2Oct 9-$0.41$0.09

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 21 found (best yield 3.23%, avg 1.38%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$22.50Nov 20$0.710.452.4%3.23%5.60%3911.6K
$22.00Nov 13$0.870.520.1%3.96%4.05%141
$22.50Nov 13$0.580.442.4%2.64%5.00%5--
$23.00Nov 13$0.430.364.6%1.96%6.60%323
$22.00Nov 6$0.760.550.1%3.46%3.55%1123
$22.50Nov 6$0.360.442.4%1.64%4.00%7--
$23.00Nov 6$0.230.354.6%1.05%5.69%7--
$24.00Nov 13$0.160.209.2%0.73%9.92%1847
$25.00Nov 20$0.120.1213.7%0.55%14.29%8562.9K
$23.00Oct 30$0.200.274.6%0.91%5.55%2.1K132

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 8,421
Total Puts 5,150
Put/Call Ratio 0.61
Net Difference 3,271

Prior's Put/Call Breakdown

Total Calls 11,185
Total Puts 3,160
Put/Call Ratio 0.28
Net Difference 8,025

Prior 7-Day Put/Call Summary

Total Calls 237,522
Total Puts 44,354
Average Put/Call Ratio 0.50
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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