Tour v346
KHC
KRAFT HEINZ CO
$25.88 -1.33%
$25.95 (+0.27%)🌙
as of 07/17 06:45 PM
7/17 18:45

Option Volume

Detail
Current (07/17) 57,007
Calls: 52,059 (91%)
Puts: 4,948 (9%)
Prior (07/16) 54,747
Calls: 50,103 (92%)
Puts: 4,644 (8%)
Current vs Prior +4.13%
Calls: +3.90% (Calls)
Puts: +6.55% (Puts)
Prior 7-Day Total 180,703
Calls: 157,656 (87%)
Puts: 23,047 (13%)
Prior 7-Day Average 25,814
Calls: 22,522 (87%)
Puts: 3,292 (13%)
Current vs Prior 7-Day Avg +120.83%
Calls: +131.14%
Puts: +50.28%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17) $4.09M
Calls: $3.67M (90%)
Puts: $416.2K (10%)
Prior (07/16) $2.74M
Calls: $2.26M (83%)
Puts: $478.0K (17%)
Current vs Prior +49.05%
Calls: +62.14%
Puts: -12.92%
Prior 7-Day Total $8.48M
Calls: $7.04M (83%)
Puts: $1.44M (17%)
Prior 7-Day Average $1.21M
Calls: $1.01M (83%)
Puts: $205.7K (17%)
Current vs Prior 7-Day Avg +237.22%
Calls: +264.78%
Puts: +102.39%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 0.10
Prior (07/16) 0.09
Current vs Prior +2.54%
Prior 7-Day Average 0.39
Current vs Prior 7-Day Avg -75.33%
Sentiment BULLISH

Open Interest

Detail
Current (07/17) 353,361
Calls: 260,432 (74%)
Puts: 92,929 (26%)
Prior (07/16) 313,700
Calls: 219,110 (70%)
Puts: 94,590 (30%)
Current vs Prior +12.64%
Prior 7-Day Total 1,840,878
Calls: 1,316,690 (72%)
Puts: 524,188 (28%)
Prior 7-Day Average 262,982
Calls: 188,098 (72%)
Puts: 74,884 (28%)
Current vs Prior 7-Day Avg +34.37%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 3.17% | 4.25%3.17% | 8.38%
Prior 3.09% | 4.23%3.09% | 8.84%
Current vs Prior +37.64% | +29.66%+2.60% | -5.20%
Prior 7-Day Avg 3.70% | 4.79%4.04% | 8.25%
Current vs 7-Day Avg +14.97% | +14.47%-21.64% | +1.63%
Prior 7-Day Eod 3.09% | 4.23%3.09% | 8.84%
Current vs 7-Day Eod +37.64% | +29.66%+2.60% | -5.20%
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

Strong bullish conviction with 90% of dollar volume in calls ($3.67M) vs puts ($416.2K). Dollar volume significantly above 7-day average (237% higher). Volume explosion - 121% above 7-day average (57,007 vs avg 25,814). Extreme bullish P/C ratio of 0.10 - heavy call buying (52,059 calls vs 4,948 puts).

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 7 of results (avg 8.2%, best 5.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Jul 311.131.19$1.165.2%750.73788
$25.00Aug 211.511.63$1.577.6%2980.665.0K
$25.00Aug 71.351.46$1.417.8%30.67294
$24.50Aug 71.651.81$1.739.2%60.76--
$25.50Jul 240.610.67$0.649.4%2330.65573
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.50Aug 211.942.11$2.038.4%410.7220

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 16 found (avg $0.66, cheapest $0.18)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.50Jul 240.170.19$0.1811.1%4440.2818.1K
$27.50Aug 210.380.46$0.4219.0%2640.284.1K
$26.00Jul 310.470.56$0.5217.3%810.473.3K
$25.50Jul 240.610.67$0.649.4%2330.65573
$26.50Aug 140.610.72$0.6716.4%60.4180
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.50Jul 310.370.45$0.4119.5%200.39--
$26.00Jul 240.430.49$0.4613.0%960.5466
$25.00Aug 210.570.63$0.6010.0%4470.34946
$26.00Jul 310.560.67$0.6217.7%280.5332
$26.50Jul 240.740.82$0.7810.3%80.7210

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 62 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Jul 172.873.65$3.2623.9%150.982.1K
$21.50Jul 173.405.15$4.2840.9%170.976
$22.00Jul 172.784.60$3.6949.3%60.9736
$21.00Jul 174.706.00$5.3524.3%30.956
$25.50Jul 170.250.61$0.4383.7%17.4K0.9518.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Jul 170.090.68$0.39151.3%1921.00101
$26.50Jul 170.012.16$1.09197.2%5471.00169
$27.00Jul 170.151.89$1.02170.6%11.006
$27.50Jul 170.263.75$2.01173.6%41.00--
$28.00Jul 171.333.25$2.2983.8%11.003

Most actively traded options today. High liquidity = easy entry/exit. 149 active (total vol 49.5K, top 18.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Jul 170.790.98$0.8921.3%18.9K0.8630.0K
$25.50Jul 170.250.61$0.4383.7%17.4K0.9518.9K
$26.00Jul 240.310.39$0.3522.9%1.8K0.461.3K
$30.00Aug 210.070.10$0.0933.3%1.6K0.08521
$27.00Jul 240.070.10$0.0933.3%1.0K0.1517.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.50Jul 170.012.16$1.09197.2%5471.00169
$25.00Aug 210.570.63$0.6010.0%4470.34946
$26.00Jul 170.090.68$0.39151.3%1921.00101
$26.00Jul 240.430.49$0.4613.0%960.5466
$25.00Jul 240.100.16$0.1346.2%850.20311

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 28 strikes (avg 1121.9%, max 3282.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$23.50Jul 17Aug 141217.9%36.0%3282.4%411.3K
$23.00Jul 17Aug 141348.7%43.1%3025.7%14180
$30.00Jul 17Aug 21819.3%32.2%2440.6%1.6K989
$24.00Jul 17Aug 28641.9%35.0%1734.4%6531.4K
$28.00Jul 17Aug 28475.0%27.3%1642.0%769
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$23.00Jul 17Aug 141348.7%43.1%3025.7%1376
$22.50Jul 17Aug 21880.7%35.0%2417.8%637.4K
$24.00Jul 17Aug 28641.9%35.0%1734.4%241.4K
$24.50Jul 17Aug 28479.7%29.5%1525.1%2819
$25.00Jul 17Aug 21444.5%31.2%1324.7%4582.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 58 found (best R:R 10.11, avg 2.06)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$29.00$31.00Aug 28$0.18$1.82$0.1810.11$29.18
$27.50$30.00Aug 21$0.33$2.17$0.336.58$27.83
$29.00$30.00Aug 7$0.14$0.86$0.146.14$29.14
$27.00$27.50Aug 7$0.11$0.39$0.113.55$27.11
$26.50$27.00Jul 31$0.14$0.36$0.142.57$26.64
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$23.50$21.50Jul 31$0.28$1.72$0.286.14$23.22
$24.50$23.50Aug 7$0.15$0.85$0.155.67$24.35
$25.00$22.50Aug 21$0.48$2.02$0.484.21$24.52
$23.00$22.50Aug 14$0.10$0.40$0.104.00$22.90
$26.00$25.50Aug 28$0.10$0.40$0.104.00$25.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 67 found (best R:R 9.00, avg 1.17)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$23.50$24.50Aug 7$0.90$0.90$0.109.00$24.40
$24.00$24.50Aug 14$0.40$0.40$0.104.00$24.40
$22.50$25.00Aug 21$1.88$1.88$0.623.03$24.38
$24.50$25.00Jul 17$0.37$0.37$0.132.85$24.87
$25.00$25.50Jul 31$0.36$0.36$0.142.57$25.36
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$26.00$25.50Jul 17$0.38$0.38$0.123.17$25.62
$27.00$26.50Aug 14$0.34$0.34$0.162.13$26.66
$26.50$26.00Jul 24$0.32$0.32$0.181.78$26.18
$27.00$26.00Aug 28$0.60$0.60$0.401.50$26.40
$26.50$26.00Jul 31$0.29$0.29$0.211.38$26.21

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 17 found (avg debit $0.17, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.00Jul 17Jul 24$0.08641.9%67.1%
$27.00Jul 17Jul 24$0.08279.7%30.0%
$30.00Jul 17Jul 24$0.08819.3%73.6%
$26.50Jul 17Jul 24$0.17171.4%29.3%
$25.00Jul 17Jul 24$0.20444.5%31.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Jul 17Jul 24$0.051348.7%80.6%
$25.00Jul 17Jul 24$0.06444.5%31.0%
$24.50Jul 17Jul 24$0.07479.7%37.2%
$26.00Jul 17Jul 24$0.0745.2%28.9%
$23.50Jul 24Jul 31$0.2062.5%60.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 56 found (cheapest 1.55% of stock, avg 8.31%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$26.00Jul 17$0.01$0.39$0.40$25.60$26.401.55%
$25.50Jul 17$0.43$0.01$0.44$25.06$25.941.70%
$26.00Jul 24$0.35$0.46$0.81$25.19$26.813.13%
$25.50Jul 24$0.64$0.25$0.89$24.61$26.393.44%
$25.00Jul 17$0.89$0.07$0.96$24.04$25.963.71%
$26.50Jul 24$0.18$0.78$0.96$25.54$27.463.71%
$27.00Jul 17$0.01$1.02$1.03$25.97$28.033.98%
$26.50Jul 17$0.01$1.09$1.10$25.40$27.604.25%
$26.00Jul 31$0.52$0.62$1.14$24.86$27.144.40%
$25.50Jul 31$0.80$0.41$1.21$24.29$26.714.68%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 123 found (cheapest 0.15% of stock, avg 2.86%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$26.00$24.50Jul 17$0.01$0.03$0.04$24.46$26.04
$26.00$24.00Jul 17$0.01$0.03$0.04$23.96$26.04
$26.00$25.00Jul 17$0.01$0.07$0.08$24.92$26.08
$27.50$24.50Jul 24$0.04$0.10$0.14$24.36$27.64
$26.00$23.00Jul 17$0.01$0.15$0.16$22.84$26.16
$27.50$25.00Jul 24$0.04$0.13$0.17$24.83$27.67
$27.00$24.50Jul 24$0.09$0.10$0.19$24.31$27.19
$29.50$24.50Jul 24$0.11$0.10$0.21$24.29$29.71
$30.00$22.50Aug 21$0.09$0.12$0.21$22.29$30.21
$27.00$25.00Jul 24$0.09$0.13$0.22$24.78$27.22

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 50 found (best R:R 7.33, avg credit $0.44)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
24/2627/28Aug 28$0.88$0.127.33$24.62$27.88
26/2728/28Aug 28$0.83$0.174.88$26.17$28.33
26/2627/28Aug 7$0.39$0.113.55$26.11$27.39
22/2326/26Aug 14$0.39$0.113.55$22.61$25.89
25/2626/27Aug 14$0.38$0.123.17$25.12$26.88
25/2628/28Aug 14$0.38$0.123.17$25.12$27.88
24/2626/26Aug 28$0.76$0.243.17$24.74$26.76
24/2628/28Aug 28$0.75$0.253.00$24.75$28.25
25/2626/26Jul 31$0.35$0.152.33$25.15$26.35
26/2626/27Jul 31$0.35$0.152.33$25.65$26.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 50 found (best R:R 7.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$27.50$28.00$28.50Jul 24$0.06$0.447.33
$26.00$26.50$27.00Jul 31$0.06$0.447.33
$24.00$24.50$25.00Aug 14$0.07$0.436.14
$25.50$26.00$26.50Aug 14$0.07$0.436.14
$26.00$26.50$27.00Jul 24$0.08$0.425.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$24.50$25.00$25.50Jul 31$0.06$0.447.33
$25.00$25.50$26.00Jul 31$0.06$0.447.33
$24.50$25.00$25.50Aug 14$0.07$0.436.14
$25.50$26.00$26.50Jul 31$0.08$0.425.25
$26.00$26.50$27.00Aug 14$0.08$0.425.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 70 found (best net $-0.01, 56 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$28.00$30.001:2Jul 17-$0.01$1.99
$28.50$29.501:2Aug 14-$0.10$0.90
$30.00$31.001:2Aug 7-$0.24$0.76
$24.00$25.001:2Aug 28-$0.36$0.64
$22.50$24.001:2Jul 31-$1.00$0.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$26.00$25.001:2Aug 7-$0.07$0.93
$22.00$21.001:2Jul 17-$0.13$0.87
$24.00$23.001:2Jul 17-$0.27$0.73
$27.00$26.001:2Aug 28-$0.51$0.49
$23.00$22.501:2Aug 14-$0.06$0.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 25 found (best yield 3.52%, avg 1.28%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$26.00Aug 28$0.910.490.5%3.52%3.98%8--
$26.00Aug 14$0.830.490.5%3.21%3.67%21146
$26.00Aug 7$0.750.490.5%2.90%3.36%109530
$26.50Aug 14$0.610.412.4%2.36%4.75%680
$26.50Aug 7$0.530.402.4%2.05%4.44%45180
$26.00Jul 31$0.470.470.5%1.82%2.28%813.3K
$27.00Aug 14$0.440.334.3%1.70%6.03%24136
$27.00Aug 28$0.400.394.3%1.55%5.87%4--
$27.50Aug 21$0.380.286.3%1.47%7.73%2644.1K
$27.00Aug 7$0.370.314.3%1.43%5.76%4--

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 52,059
Total Puts 4,948
Put/Call Ratio 0.10
Net Difference 47,111

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 157,656
Total Puts 23,047
Average Put/Call Ratio 0.39
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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