Tour v473
KHC
KRAFT HEINZ CO
$26.38 -4.49%
$26.53 (+0.57%)🌙
as of 07/30 06:58 PM
7/30 18:58

Option Volume

Detail
Current (07/30) 45,810
Calls: 41,055 (90%)
Puts: 4,755 (10%)
Prior (07/29) 49,285
Calls: 42,900 (87%)
Puts: 6,385 (13%)
Current vs Prior -7.05%
Calls: -4.30% (Calls)
Puts: -25.53% (Puts)
Prior 7-Day Total 187,854
Calls: 151,865 (81%)
Puts: 35,989 (19%)
Prior 7-Day Average 26,836
Calls: 21,695 (81%)
Puts: 5,141 (19%)
Current vs Prior 7-Day Avg +70.70%
Calls: +89.24%
Puts: -7.51%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/30) $2.26M
Calls: $1.93M (85%)
Puts: $328.0K (15%)
Prior (07/29) $3.09M
Calls: $2.60M (84%)
Puts: $488.9K (16%)
Current vs Prior -26.96%
Calls: -25.84%
Puts: -32.91%
Prior 7-Day Total $9.99M
Calls: $7.53M (75%)
Puts: $2.46M (25%)
Prior 7-Day Average $1.43M
Calls: $1.08M (75%)
Puts: $351.0K (25%)
Current vs Prior 7-Day Avg +58.13%
Calls: +79.22%
Puts: -6.54%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/30) 0.12
Prior (07/29) 0.15
Current vs Prior -22.18%
Prior 7-Day Average 0.55
Current vs Prior 7-Day Avg -78.99%
Sentiment BULLISH

Open Interest

Detail
Current (07/30) 350,689
Calls: 241,809 (69%)
Puts: 108,880 (31%)
Prior (07/29) 330,469
Calls: 216,116 (65%)
Puts: 114,353 (35%)
Current vs Prior +6.12%
Prior 7-Day Total 1,933,602
Calls: 1,351,117 (70%)
Puts: 582,485 (30%)
Prior 7-Day Average 276,228
Calls: 193,016 (70%)
Puts: 83,212 (30%)
Current vs Prior 7-Day Avg +26.96%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 2.84% | 6.14%7.28% | 10.08%
Prior 3.29% | 6.66%8.73% | 9.92%
Current vs Prior -13.71% | -7.82%-16.59% | +1.64%
Prior 7-Day Avg 3.76% | 5.80%8.33% | 9.96%
Current vs 7-Day Avg -24.33% | +5.81%-12.65% | +1.25%
Prior 7-Day Eod 3.29% | 6.66%8.73% | 9.92%
Current vs 7-Day Eod -13.71% | -7.82%-16.59% | +1.64%
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
+
Add Card

🤖 AI Insights

Strong bullish conviction with 85% of dollar volume in calls ($1.93M) vs puts ($328.0K). Dollar volume significantly above 7-day average (58% higher). Extreme bullish P/C ratio of 0.12 - heavy call buying (41,055 calls vs 4,755 puts). P/C ratio dropping 22% - sentiment shifting bullish.

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 2 of results (avg 9.0%, best 8.8%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Aug 211.731.89$1.818.8%190.765.1K
$26.50Aug 210.840.92$0.889.1%270.52152
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 7 found (avg $0.45, cheapest $0.14)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.50Aug 210.840.92$0.889.1%270.52152
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.50Aug 70.130.15$0.1414.3%660.15484
$24.50Aug 210.240.27$0.2611.5%160.18194
$26.50Jul 310.250.29$0.2714.8%330.55188
$25.00Aug 210.340.41$0.3818.4%1440.252.0K
$25.50Aug 210.430.52$0.4818.8%880.315.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 64 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Aug 73.456.10$4.7855.4%11.00--
$22.00Jul 312.756.05$4.4075.0%50.998
$23.00Aug 73.105.00$4.0546.9%30.97--
$23.00Jul 312.124.55$3.3472.8%120.9780
$22.00Aug 212.876.05$4.4671.3%10.96--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.50Jul 310.653.85$2.25142.2%261.001
$31.00Aug 73.456.45$4.9560.6%10.98--
$29.50Jul 311.205.15$3.18124.2%20.94--
$31.00Aug 143.356.05$4.7057.4%20.93--
$27.00Jul 310.012.09$1.05198.1%350.92126

Most actively traded options today. High liquidity = easy entry/exit. 145 active (total vol 40.3K, top 18.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Jul 310.400.56$0.4833.3%18.0K0.7621.2K
$26.50Jul 310.120.28$0.2080.0%17.6K0.4623.5K
$27.50Aug 210.420.54$0.4825.0%1.1K0.355.1K
$27.00Aug 70.350.48$0.4231.0%6140.36489
$28.50Aug 70.100.14$0.1233.3%1840.1317.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Aug 210.340.41$0.3818.4%1440.252.0K
$27.50Aug 141.242.12$1.6852.4%1000.68102
$25.50Aug 210.430.52$0.4818.8%880.315.2K
$25.50Aug 70.080.41$0.25132.0%710.2887
$25.00Jul 310.000.03$0.02150.0%680.04636

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 31 strikes (avg 179.6%, max 840.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$23.50Jul 31Sep 4224.3%37.4%499.9%12165
$30.00Jul 31Aug 28206.2%35.9%473.7%15163
$28.00Jul 31Sep 4113.4%26.3%331.8%111468
$29.00Jul 31Aug 28152.3%39.4%287.0%6159
$24.50Jul 31Aug 21139.0%37.8%268.2%30849
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$31.00Jul 31Aug 14483.2%51.4%840.0%9--
$23.50Jul 31Sep 4224.3%37.4%499.9%791
$30.00Jul 31Aug 14206.2%52.1%296.0%9--
$24.00Jul 31Sep 4112.2%35.7%214.5%3225
$28.00Jul 31Aug 14113.4%38.6%193.4%8235

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 43 found (best R:R 9.00, avg 1.96)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$28.00$29.00Aug 14$0.10$0.90$0.109.00$28.10
$25.00$26.50Sep 11$0.28$1.22$0.284.36$25.28
$29.00$29.50Aug 21$0.10$0.40$0.104.00$29.10
$29.50$30.00Aug 28$0.10$0.40$0.104.00$29.60
$28.00$28.50Jul 31$0.12$0.38$0.123.17$28.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$23.00$22.50Aug 14$0.10$0.40$0.104.00$22.90
$25.00$24.50Aug 21$0.12$0.38$0.123.17$24.88
$25.00$24.00Sep 4$0.29$0.71$0.292.45$24.71
$28.00$27.50Jul 31$0.15$0.35$0.152.33$27.85
$27.50$27.00Jul 31$0.16$0.34$0.162.13$27.34

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 52 found (best R:R 6.69, avg 1.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$23.00$24.00Aug 14$0.87$0.87$0.136.69$23.87
$23.50$25.50Sep 4$1.55$1.55$0.453.44$25.05
$22.00$23.00Aug 7$0.73$0.73$0.272.70$22.73
$26.00$26.50Aug 28$0.32$0.32$0.181.78$26.32
$26.00$26.50Aug 7$0.31$0.31$0.191.63$26.31
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$30.00$28.00Aug 14$1.74$1.74$0.266.69$28.26
$27.50$26.50Aug 14$0.82$0.82$0.184.56$26.68
$28.00$27.50Aug 7$0.39$0.39$0.113.55$27.61
$27.50$26.50Aug 28$0.77$0.77$0.233.35$26.73
$27.00$25.50Sep 4$1.09$1.09$0.412.66$25.91

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 23 found (avg debit $0.27, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$28.50Jul 31Aug 7$0.1169.2%48.0%
$23.50Jul 31Aug 21$0.12224.3%41.1%
$29.50Aug 7Aug 14$0.1362.8%55.3%
$25.50Jul 31Aug 7$0.1748.7%36.1%
$25.00Jul 31Aug 7$0.2065.0%40.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.00Jul 31Aug 7$0.08112.2%51.1%
$31.00Jul 31Aug 7$0.10483.2%50.7%
$23.00Aug 7Aug 14$0.1157.2%55.9%
$25.00Jul 31Aug 7$0.1565.0%40.3%
$24.50Aug 7Aug 14$0.2046.7%48.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 48 found (cheapest 1.78% of stock, avg 8.48%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$26.50Jul 31$0.20$0.27$0.47$26.03$26.971.78%
$26.00Jul 31$0.48$0.09$0.57$25.43$26.572.16%
$25.50Jul 31$0.75$0.02$0.77$24.73$26.272.92%
$27.00Jul 31$0.04$1.05$1.09$25.91$28.094.13%
$25.50Aug 7$0.92$0.25$1.17$24.33$26.674.44%
$27.50Jul 31$0.05$1.21$1.26$26.24$28.764.78%
$26.50Aug 7$0.55$0.76$1.31$25.19$27.814.97%
$26.00Aug 7$0.86$0.49$1.35$24.65$27.355.12%
$25.00Jul 31$1.46$0.02$1.48$23.52$26.485.61%
$28.00Jul 31$0.13$1.36$1.49$26.51$29.495.65%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 127 found (cheapest 0.23% of stock, avg 2.97%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$27.00$25.50Jul 31$0.04$0.02$0.06$25.44$27.06
$27.00$26.00Jul 31$0.04$0.09$0.13$25.87$27.13
$29.00$25.50Jul 31$0.12$0.02$0.14$25.36$29.14
$28.00$25.50Jul 31$0.13$0.02$0.15$25.35$28.15
$29.00$26.00Jul 31$0.12$0.09$0.21$25.79$29.21
$26.50$25.50Jul 31$0.20$0.02$0.22$25.28$26.72
$28.00$26.00Jul 31$0.13$0.09$0.22$25.78$28.22
$28.50$24.00Aug 7$0.12$0.11$0.23$23.77$28.73
$27.00$23.50Jul 31$0.04$0.22$0.26$23.24$27.26
$28.50$24.50Aug 7$0.12$0.14$0.26$24.24$28.76

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 27 found (best R:R 6.69, avg credit $0.43)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
26/2830/30Aug 28$0.87$0.136.69$26.63$30.37
26/2728/28Sep 4$1.28$0.225.82$25.72$28.78
26/2627/28Aug 7$0.39$0.113.55$25.61$27.39
22/2327/28Aug 14$0.39$0.113.55$22.61$27.39
24/2526/27Aug 21$0.38$0.123.17$24.62$26.88
26/2627/28Aug 21$0.38$0.123.17$26.12$27.38
26/2628/28Aug 21$0.38$0.123.17$26.12$27.88
26/2628/28Aug 28$0.38$0.123.17$26.12$27.88
26/2626/27Aug 7$0.37$0.132.85$25.63$26.87
22/2326/26Aug 14$0.37$0.132.85$22.63$26.37

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 28 found (best R:R 7.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$27.00$27.50$28.00Aug 7$0.06$0.447.33
$27.00$27.50$28.00Jul 31$0.07$0.436.14
$28.50$29.00$29.50Aug 7$0.07$0.436.14
$29.00$29.50$30.00Aug 21$0.09$0.414.56
$25.50$26.00$26.50Aug 28$0.10$0.404.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$25.00$25.50$26.00Aug 14$0.06$0.447.33
$25.00$25.50$26.00Jul 31$0.07$0.436.14
$24.00$24.50$25.00Aug 21$0.07$0.436.14
$25.50$26.00$26.50Jul 31$0.11$0.393.55
$25.50$26.00$26.50Aug 21$0.16$0.342.13

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 75 found (best net $-0.20, 62 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$26.00$27.001:2Sep 4-$0.06$0.94
$25.00$26.501:2Sep 11-$0.56$0.94
$28.00$29.001:2Aug 14-$0.07$0.93
$29.00$30.001:2Jul 31-$0.20$0.80
$27.00$27.501:2Jul 31-$0.06$0.44
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.00$28.001:2Aug 14-$0.20$1.80
$27.50$26.501:2Aug 7-$0.06$0.94
$27.50$26.501:2Aug 28-$0.35$0.65
$23.00$22.501:2Aug 7-$0.07$0.43
$24.00$23.501:2Aug 21-$0.07$0.43

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 3.18%, avg 1.24%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$26.50Aug 21$0.840.520.5%3.18%3.64%27152
$26.50Aug 28$0.630.480.5%2.39%2.84%1129
$27.00Aug 21$0.550.432.4%2.08%4.44%36187
$27.00Aug 14$0.510.422.4%1.93%4.28%40210
$27.50Aug 28$0.500.344.2%1.90%6.14%379
$26.50Sep 11$0.480.440.5%1.82%2.27%2--
$27.50Aug 21$0.420.354.2%1.59%5.84%1.1K5.1K
$26.50Aug 7$0.380.460.5%1.44%1.90%36306
$27.00Aug 7$0.350.362.4%1.33%3.68%614489
$26.50Aug 14$0.300.490.5%1.14%1.59%492

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 41,055
Total Puts 4,755
Put/Call Ratio 0.12
Net Difference 36,300

Prior's Put/Call Breakdown

Total Calls 42,900
Total Puts 6,385
Put/Call Ratio 0.15
Net Difference 36,515

Prior 7-Day Put/Call Summary

Total Calls 151,865
Total Puts 35,989
Average Put/Call Ratio 0.55
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