Tour v477
KHC
KRAFT HEINZ CO
$25.85 -2.01%
$26.00 (+0.58%)🌙
as of 07/31 06:47 PM
7/31 18:47

Option Volume

Detail
Current (07/31) 12,496
Calls: 9,622 (77%)
Puts: 2,874 (23%)
Prior (07/30) 45,810
Calls: 41,055 (90%)
Puts: 4,755 (10%)
Current vs Prior -72.72%
Calls: -76.56% (Calls)
Puts: -39.56% (Puts)
Prior 7-Day Total 222,689
Calls: 187,450 (84%)
Puts: 35,239 (16%)
Prior 7-Day Average 31,812
Calls: 26,778 (84%)
Puts: 5,034 (16%)
Current vs Prior 7-Day Avg -60.72%
Calls: -64.07%
Puts: -42.91%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31) $1.11M
Calls: $819.7K (74%)
Puts: $294.3K (26%)
Prior (07/30) $2.26M
Calls: $1.93M (85%)
Puts: $328.0K (15%)
Current vs Prior -50.64%
Calls: -57.50%
Puts: -10.27%
Prior 7-Day Total $11.51M
Calls: $9.09M (79%)
Puts: $2.42M (21%)
Prior 7-Day Average $1.64M
Calls: $1.30M (79%)
Puts: $345.2K (21%)
Current vs Prior 7-Day Avg -32.23%
Calls: -36.88%
Puts: -14.74%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31) 0.30
Prior (07/30) 0.12
Current vs Prior +157.89%
Prior 7-Day Average 0.42
Current vs Prior 7-Day Avg -29.55%
Sentiment BULLISH

Open Interest

Detail
Current (07/31) 279,544
Calls: 191,667 (69%)
Puts: 87,877 (31%)
Prior (07/30) 350,689
Calls: 241,809 (69%)
Puts: 108,880 (31%)
Current vs Prior -20.29%
Prior 7-Day Total 2,036,297
Calls: 1,405,991 (69%)
Puts: 630,306 (31%)
Prior 7-Day Average 290,899
Calls: 200,855 (69%)
Puts: 90,043 (31%)
Current vs Prior 7-Day Avg -3.90%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 2.86% | 6.03%8.16% | 9.28%
Prior 2.84% | 6.14%7.28% | 10.08%
Current vs Prior +112.26% | +5.83%+12.15% | -7.92%
Prior 7-Day Avg 3.66% | 5.97%8.11% | 9.99%
Current vs 7-Day Avg +64.91% | +8.82%+0.66% | -7.04%
Prior 7-Day Eod 2.84% | 6.14%7.28% | 10.08%
Current vs 7-Day Eod +112.26% | +5.83%+12.15% | -7.92%
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

Moderately bullish flow with 74% call dollar volume ($819.7K). Light premium activity with dollar volume down 51% vs prior. Below-average activity with volume down 73% vs prior. Extreme bullish P/C ratio of 0.30 - heavy call buying (9,622 calls vs 2,874 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 4 of results (avg 7.4%, best 5.9%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Jul 313.303.50$3.405.9%120.7624
$26.00Aug 210.830.89$0.867.0%2020.492.6K
$24.50Aug 211.731.88$1.818.3%50.7656
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.50Aug 211.791.95$1.878.6%220.75923

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 9 found (avg $0.66, cheapest $0.33)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.50Aug 210.300.36$0.3318.2%1080.255.7K
$26.50Aug 70.340.41$0.3818.4%720.36321
$26.50Aug 210.550.67$0.6119.7%3380.40175
$26.00Aug 210.830.89$0.867.0%2020.492.6K
$25.50Aug 70.810.94$0.8814.8%170.61487
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Aug 210.460.51$0.4910.2%1590.332.1K
$26.00Aug 70.610.74$0.6819.1%1090.5174
$25.50Aug 210.640.74$0.6914.5%1130.425.2K
$26.50Aug 70.911.04$0.9813.3%110.64302

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 58 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Jul 311.664.75$3.2196.3%250.9892
$25.00Jul 310.052.39$1.22191.8%750.97791
$23.50Jul 312.233.85$3.0453.3%70.96159
$23.00Aug 71.934.05$2.9970.9%70.96--
$24.00Jul 311.382.90$2.1471.0%380.95223
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Jul 310.000.89$0.45197.8%761.00252
$27.00Jul 310.422.10$1.26133.3%11.00--
$28.00Jul 310.844.10$2.47132.0%21.0026
$26.50Jul 310.012.19$1.10198.2%370.97181
$28.00Aug 70.893.70$2.30122.2%20.8825

Most actively traded options today. High liquidity = easy entry/exit. 140 active (total vol 7.0K, top 864)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.00Aug 70.220.29$0.2626.9%8640.27726
$27.00Aug 210.400.50$0.4522.2%7990.32216
$26.00Jul 310.000.01$0.01100.0%4310.1120.7K
$26.50Aug 210.550.67$0.6119.7%3380.40175
$25.00Aug 211.351.51$1.4311.2%3290.675.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Aug 70.240.30$0.2722.2%2750.27144
$23.00Aug 70.000.07$0.04175.0%2670.04110
$24.50Aug 70.150.23$0.1942.1%1600.19540
$25.00Aug 210.460.51$0.4910.2%1590.332.1K
$25.50Aug 210.640.74$0.6914.5%1130.425.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 30 strikes (avg 1869.3%, max 6922.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$27.50Jul 31Aug 282182.1%34.9%6145.2%421.2K
$24.50Jul 31Aug 282196.2%35.5%6086.0%41868
$22.50Jul 31Aug 73284.0%65.5%4912.7%1425
$21.00Jul 31Aug 72928.7%132.1%2116.4%7218
$24.00Jul 31Aug 28612.8%35.2%1641.2%40292
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Jul 31Sep 112196.2%31.3%6922.2%11149
$27.50Jul 31Aug 212182.1%37.2%5771.3%32947
$21.00Jul 31Sep 112928.7%53.5%5372.8%1277
$24.00Jul 31Sep 11612.8%32.3%1797.6%20--
$23.50Jul 31Aug 28749.2%39.9%1778.4%77

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 55 found (best R:R 17.75, avg 2.27)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$29.50$31.00Aug 14$0.18$1.32$0.187.33$29.68
$27.00$27.50Aug 7$0.10$0.40$0.104.00$27.10
$27.50$28.00Aug 21$0.10$0.40$0.104.00$27.60
$27.00$28.00Sep 4$0.23$0.77$0.233.35$27.23
$26.50$27.00Aug 7$0.12$0.38$0.123.17$26.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$24.00$21.00Sep 11$0.16$2.84$0.1617.75$23.84
$24.00$22.50Aug 14$0.12$1.38$0.1211.50$23.88
$24.50$23.00Sep 4$0.30$1.20$0.304.00$24.20
$24.50$24.00Sep 11$0.13$0.37$0.132.85$24.37
$24.50$24.00Aug 28$0.14$0.36$0.142.57$24.36

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 64 found (best R:R 6.50, avg 1.11)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$21.00$22.50Aug 7$1.30$1.30$0.206.50$22.30
$26.00$26.50Sep 11$0.39$0.39$0.113.55$26.39
$24.50$25.00Aug 21$0.38$0.38$0.123.17$24.88
$25.00$25.50Aug 21$0.32$0.32$0.181.78$25.32
$23.50$24.00Aug 14$0.31$0.31$0.191.63$23.81
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$28.00$26.50Aug 28$1.16$1.16$0.343.41$26.84
$27.00$26.00Aug 14$0.73$0.73$0.272.70$26.27
$27.50$27.00Aug 7$0.36$0.36$0.142.57$27.14
$28.00$27.50Aug 21$0.36$0.36$0.142.57$27.64
$27.00$26.50Aug 7$0.35$0.35$0.152.33$26.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $0.32, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$28.50Jul 31Aug 7$0.09568.6%54.0%
$28.00Jul 31Aug 7$0.11477.9%49.4%
$23.50Jul 31Aug 7$0.14749.2%49.0%
$27.00Jul 31Aug 7$0.25318.6%45.7%
$26.50Jul 31Aug 7$0.36221.0%43.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.00Jul 31Aug 7$0.07318.6%45.7%
$23.00Aug 7Aug 21$0.0852.1%39.1%
$24.00Jul 31Aug 7$0.09612.8%50.0%
$26.00Jul 31Aug 7$0.2349.5%45.3%
$25.00Jul 31Aug 7$0.26240.1%44.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 49 found (cheapest 1.74% of stock, avg 8.32%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$25.50Jul 31$0.29$0.16$0.45$25.05$25.951.74%
$26.00Jul 31$0.01$0.45$0.46$25.54$26.461.78%
$26.50Jul 31$0.02$1.10$1.12$25.38$27.624.33%
$25.00Jul 31$1.22$0.01$1.23$23.77$26.234.76%
$27.00Jul 31$0.01$1.26$1.27$25.73$28.274.91%
$26.00Aug 7$0.60$0.68$1.28$24.72$27.284.95%
$25.50Aug 7$0.88$0.45$1.33$24.17$26.835.15%
$26.50Aug 7$0.38$0.98$1.36$25.14$27.865.26%
$25.00Aug 7$1.12$0.27$1.39$23.61$26.395.38%
$26.00Aug 14$0.73$0.78$1.51$24.49$27.515.84%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 130 found (cheapest 0.66% of stock, avg 3.29%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$26.00$25.50Jul 31$0.01$0.16$0.17$25.33$26.17
$26.50$25.50Jul 31$0.02$0.16$0.18$25.32$26.68
$27.50$23.50Aug 7$0.16$0.06$0.22$23.28$27.72
$28.00$22.50Aug 14$0.17$0.07$0.24$22.26$28.24
$27.50$24.00Aug 7$0.16$0.12$0.28$23.72$27.78
$27.00$23.50Aug 7$0.26$0.06$0.32$23.18$27.32
$27.50$22.50Aug 14$0.25$0.07$0.32$22.18$27.82
$27.50$24.50Aug 7$0.16$0.19$0.35$24.15$27.85
$28.00$24.00Aug 14$0.17$0.19$0.36$23.64$28.36
$27.00$24.00Aug 7$0.26$0.12$0.38$23.62$27.38

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 46 found (best R:R 6.69, avg credit $0.42)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
26/2627/28Sep 4$0.87$0.136.69$25.63$27.87
25/2626/26Aug 7$0.40$0.104.00$25.10$26.40
26/2627/28Aug 7$0.40$0.104.00$26.10$27.40
25/2626/26Aug 14$0.38$0.123.17$25.12$26.38
22/2326/26Aug 28$0.38$0.123.17$22.62$26.38
24/2526/26Aug 28$0.38$0.123.17$24.62$26.38
24/2526/26Aug 14$0.37$0.132.85$24.63$26.37
22/2326/27Aug 28$0.37$0.132.85$22.63$26.87
24/2426/26Aug 28$0.37$0.132.85$24.13$26.37
24/2526/27Aug 28$0.37$0.132.85$24.63$26.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 30 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$25.50$26.00$26.50Aug 7$0.06$0.447.33
$27.00$27.50$28.00Aug 7$0.06$0.447.33
$24.50$25.00$25.50Aug 21$0.06$0.447.33
$25.00$25.50$26.00Aug 21$0.07$0.436.14
$26.50$27.00$27.50Aug 14$0.08$0.425.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$25.00$25.50$26.00Aug 7$0.05$0.459.00
$26.00$26.50$27.00Aug 7$0.05$0.459.00
$25.50$26.00$26.50Aug 7$0.07$0.436.14
$24.00$24.50$25.00Aug 21$0.08$0.425.25
$24.00$24.50$25.00Aug 14$0.09$0.414.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 71 found (best net $-0.13, 61 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$28.00$29.501:2Aug 28-$0.29$1.21
$28.00$29.501:2Sep 4-$0.39$1.11
$27.00$28.001:2Sep 4-$0.10$0.90
$25.50$26.501:2Sep 4-$0.19$0.81
$29.00$30.001:2Aug 21-$0.24$0.76
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$24.00$21.001:2Sep 11-$0.13$2.87
$23.50$21.001:2Jul 31-$0.93$1.57
$28.00$26.501:2Aug 28-$0.22$1.28
$27.00$26.001:2Aug 14-$0.05$0.95
$25.50$24.501:2Sep 4-$0.12$0.88

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 31 found (best yield 3.33%, avg 1.37%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$26.00Sep 11$0.860.480.6%3.33%3.91%14--
$26.00Aug 21$0.830.490.6%3.21%3.79%2022.6K
$26.00Aug 28$0.830.490.6%3.21%3.79%1--
$26.00Aug 14$0.650.500.6%2.51%3.09%15227
$26.50Aug 28$0.610.412.5%2.36%4.87%4--
$26.50Sep 4$0.570.402.5%2.21%4.72%1832
$26.50Aug 21$0.550.402.5%2.13%4.64%338175
$26.00Aug 7$0.540.490.6%2.09%2.67%165656
$27.00Sep 11$0.480.364.5%1.86%6.31%1--
$26.50Aug 14$0.460.402.5%1.78%4.29%592

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 9,622
Total Puts 2,874
Put/Call Ratio 0.30
Net Difference 6,748

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 187,450
Total Puts 35,239
Average Put/Call Ratio 0.42
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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