Tour v487
KHC
KRAFT HEINZ CO
$26.42 +2.21%
$26.34 (-0.30%)🌙
as of 08/03 06:37 PM
8/3 18:37

Option Volume

Detail
Current (08/03) 83,056
Calls: 80,271 (97%)
Puts: 2,785 (3%)
Prior (07/31) 12,496
Calls: 9,622 (77%)
Puts: 2,874 (23%)
Current vs Prior +564.66%
Calls: +734.24% (Calls)
Puts: -3.10% (Puts)
Prior 7-Day Total 225,885
Calls: 191,585 (85%)
Puts: 34,300 (15%)
Prior 7-Day Average 32,269
Calls: 27,369 (85%)
Puts: 4,900 (15%)
Current vs Prior 7-Day Avg +157.38%
Calls: +193.29%
Puts: -43.16%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/03) $2.14M
Calls: $2.00M (93%)
Puts: $141.0K (7%)
Prior (07/31) $1.11M
Calls: $819.7K (74%)
Puts: $294.3K (26%)
Current vs Prior +92.51%
Calls: +144.45%
Puts: -52.11%
Prior 7-Day Total $11.83M
Calls: $9.36M (79%)
Puts: $2.46M (21%)
Prior 7-Day Average $1.69M
Calls: $1.34M (79%)
Puts: $352.0K (21%)
Current vs Prior 7-Day Avg +26.94%
Calls: +49.81%
Puts: -59.95%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/03) 0.03
Prior (07/31) 0.30
Current vs Prior -88.38%
Prior 7-Day Average 0.37
Current vs Prior 7-Day Avg -90.56%
Sentiment BULLISH

Open Interest

Detail
Current (08/03) 271,270
Calls: 180,651 (67%)
Puts: 90,619 (33%)
Prior (07/31) 279,544
Calls: 191,667 (69%)
Puts: 87,877 (31%)
Current vs Prior -2.96%
Prior 7-Day Total 2,063,105
Calls: 1,427,289 (69%)
Puts: 635,816 (31%)
Prior 7-Day Average 294,729
Calls: 203,898 (69%)
Puts: 90,830 (31%)
Current vs Prior 7-Day Avg -7.96%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 6.13% | 6.66%7.46% | 9.92%
Prior 6.03% | 6.50%8.16% | 9.28%
Current vs Prior +1.61% | +2.50%-8.65% | +6.81%
Prior 7-Day Avg 4.05% | 6.21%8.07% | 9.84%
Current vs 7-Day Avg +51.47% | +7.22%-7.60% | +0.74%
Prior 7-Day Eod 6.03% | 6.50%8.16% | 9.28%
Current vs 7-Day Eod +1.61% | +2.50%-8.65% | +6.81%
Sentiment BEARISHBULLISH

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 93% of dollar volume in calls ($2.00M) vs puts ($141.0K). Elevated premium activity with dollar volume up 93% vs prior. Unusually high activity with volume up 565% vs prior - elevated interest. Volume explosion - 157% above 7-day average (83,056 vs avg 32,269).

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 7.9%, best 6.6%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Aug 211.761.88$1.826.6%120.765.1K
$25.50Aug 71.171.27$1.228.2%150.73498
$25.50Aug 141.281.39$1.348.2%50.73203
$27.50Aug 210.440.48$0.468.7%330.335.7K
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 $0.76, cheapest $0.46)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.50Aug 210.440.48$0.468.7%330.335.7K
$26.50Aug 70.540.65$0.6018.3%3450.47349
$27.00Sep 40.640.78$0.7119.7%110.40--
$26.00Aug 70.810.90$0.8610.5%480.61722
$26.00Aug 140.941.04$0.9910.1%40.61--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.50Sep 40.690.79$0.7413.5%10.37--
$27.00Aug 70.901.06$0.9816.3%10.6450

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 31 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Aug 74.105.40$4.7527.4%51.001
$23.00Aug 72.824.35$3.5942.6%31.00--
$23.50Aug 72.314.00$3.1653.5%40.97194
$22.50Aug 213.455.05$4.2537.6%30.95253
$21.50Aug 73.856.20$5.0346.7%50.93--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.00Aug 74.506.05$5.2829.4%20.951
$30.00Aug 212.345.75$4.0584.2%20.923
$30.50Aug 73.255.60$4.4353.0%10.86--
$27.50Aug 140.801.67$1.2370.7%10.7054
$27.00Aug 70.901.06$0.9816.3%10.6450

Most actively traded options today. High liquidity = easy entry/exit. 119 active (total vol 80.5K, top 19.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.00Aug 70.360.44$0.4020.0%19.8K0.361.3K
$27.50Aug 70.220.28$0.2524.0%17.9K0.26357
$29.00Aug 70.040.06$0.0540.0%17.7K0.0717.8K
$28.50Aug 70.080.10$0.0922.2%17.6K0.1117.8K
$28.00Aug 280.330.45$0.3930.8%3.1K0.2678
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Aug 140.020.34$0.18177.8%3750.11106
$25.00Aug 70.130.20$0.1741.2%2950.18403
$25.50Aug 70.230.32$0.2832.1%2580.28140
$24.50Aug 70.080.14$0.1154.5%960.13667
$26.00Aug 280.690.88$0.7824.4%740.45157

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 25 strikes (avg 76.0%, max 150.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$22.50Aug 7Aug 21113.4%45.2%150.7%8255
$24.00Aug 7Sep 476.8%35.9%113.8%8112
$29.50Aug 7Sep 469.8%36.7%90.3%6397
$28.50Aug 7Sep 461.7%35.1%75.7%17.6K17.8K
$27.50Aug 7Sep 1161.2%35.4%73.1%17.9K357
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.00Aug 7Sep 1176.8%31.6%143.2%696.3K
$22.50Aug 7Sep 4113.4%50.8%123.4%1339
$23.50Aug 7Sep 1170.1%32.7%114.2%13116
$24.50Aug 7Sep 1162.6%30.3%106.6%97668
$25.50Aug 7Sep 1156.1%27.9%101.3%259140

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 48 found (best R:R 17.18, avg 2.74)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$29.00$31.00Aug 28$0.11$1.89$0.1117.18$29.11
$28.00$30.00Sep 11$0.18$1.82$0.1810.11$28.18
$28.50$30.00Aug 21$0.16$1.34$0.168.38$28.66
$28.50$29.50Sep 4$0.13$0.87$0.136.69$28.63
$27.50$28.00Aug 7$0.10$0.40$0.104.00$27.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$25.00$24.00Aug 21$0.16$0.84$0.165.25$24.84
$25.50$25.00Aug 7$0.11$0.39$0.113.55$25.39
$25.00$24.50Aug 28$0.11$0.39$0.113.55$24.89
$24.50$24.00Sep 11$0.11$0.39$0.113.55$24.39
$23.50$23.00Aug 21$0.12$0.38$0.123.17$23.38

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 57 found (best R:R 10.67, avg 1.12)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$24.00$26.00Sep 4$1.60$1.60$0.404.00$25.60
$23.50$24.50Aug 14$0.79$0.79$0.213.76$24.29
$25.00$25.50Aug 14$0.38$0.38$0.123.17$25.38
$25.00$25.50Aug 21$0.37$0.37$0.132.85$25.37
$25.50$26.00Aug 7$0.36$0.36$0.142.57$25.86
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$30.00$26.50Aug 21$3.20$3.20$0.3010.67$26.80
$26.50$25.50Sep 11$0.76$0.76$0.243.17$25.74
$26.50$26.00Aug 7$0.32$0.32$0.181.78$26.18
$27.50$26.00Aug 14$0.69$0.69$0.810.85$26.81
$27.00$26.50Aug 7$0.22$0.22$0.280.79$26.78

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 17 found (avg debit $0.15, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$28.50Aug 7Aug 14$0.0761.7%42.1%
$27.00Aug 7Aug 14$0.1061.9%40.4%
$27.50Aug 7Aug 14$0.1161.2%41.7%
$31.50Aug 14Sep 11$0.11142.1%84.6%
$25.50Aug 7Aug 14$0.1256.1%36.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.50Aug 7Aug 14$0.0762.6%45.2%
$25.00Aug 7Aug 14$0.0957.9%43.3%
$26.50Aug 7Aug 21$0.0961.8%37.2%
$26.00Aug 7Aug 14$0.1054.1%40.4%
$23.00Aug 7Aug 14$0.1572.0%69.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 28 found (cheapest 4.92% of stock, avg 10.38%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$26.00Aug 7$0.86$0.44$1.30$24.70$27.304.92%
$26.50Aug 7$0.60$0.76$1.36$25.14$27.865.15%
$27.00Aug 7$0.40$0.98$1.38$25.62$28.385.22%
$25.50Aug 7$1.22$0.28$1.50$24.00$27.005.68%
$26.00Aug 14$0.99$0.54$1.53$24.47$27.535.79%
$27.50Aug 14$0.36$1.23$1.59$25.91$29.096.02%
$26.50Aug 21$0.85$0.85$1.70$24.80$28.206.43%
$25.00Aug 7$1.72$0.17$1.89$23.11$26.897.15%
$25.50Aug 21$1.45$0.45$1.90$23.60$27.407.19%
$25.00Aug 14$1.72$0.26$1.98$23.02$26.987.49%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.91% of stock, avg 3.50%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$30.00$24.00Aug 21$0.08$0.16$0.24$23.76$30.24
$28.00$24.50Aug 7$0.15$0.11$0.26$24.24$28.26
$28.00$24.00Aug 7$0.15$0.12$0.27$23.73$28.27
$28.00$24.00Aug 14$0.16$0.12$0.28$23.72$28.28
$30.00$23.50Aug 21$0.08$0.23$0.31$23.19$30.31
$28.00$25.00Aug 7$0.15$0.17$0.32$24.68$28.32
$30.50$24.50Aug 7$0.22$0.11$0.33$24.17$30.83
$30.50$24.00Aug 7$0.22$0.12$0.34$23.66$30.84
$28.00$24.50Aug 14$0.16$0.18$0.34$24.16$28.34
$28.00$23.00Aug 14$0.16$0.18$0.34$22.66$28.34

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 62 found (best R:R 9.00, avg credit $0.39)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
26/2628/28Sep 11$0.90$0.109.00$25.60$28.40
26/2628/30Sep 4$0.86$0.146.14$25.14$29.36
23/2426/26Aug 21$0.39$0.113.55$23.11$26.39
24/2526/26Aug 28$0.39$0.113.55$24.61$26.39
25/2626/27Sep 11$0.39$0.113.55$25.11$26.89
25/2626/26Aug 7$0.37$0.132.85$25.13$26.37
25/2626/27Aug 28$0.37$0.132.85$25.13$26.87
26/2627/28Aug 28$0.37$0.132.85$25.63$27.37
26/2626/27Aug 7$0.36$0.142.57$25.64$26.86
25/2626/27Aug 21$0.36$0.142.57$25.14$26.86

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 23 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$27.00$27.50$28.00Aug 7$0.05$0.459.00
$26.00$26.50$27.00Aug 7$0.06$0.447.33
$25.50$26.00$26.50Aug 21$0.06$0.447.33
$26.00$26.50$27.00Aug 28$0.06$0.447.33
$26.50$27.00$27.50Aug 21$0.07$0.436.14
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$24.00$24.50$25.00Aug 7$0.07$0.436.14
$22.50$23.00$23.50Aug 21$0.07$0.436.14
$24.50$25.00$25.50Sep 4$0.08$0.425.25
$22.00$22.50$23.00Aug 21$0.09$0.414.56
$22.50$23.00$23.50Aug 7$0.11$0.393.55

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 74 found (best net $-0.01, 65 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$29.00$31.001:2Aug 28-$0.01$1.99
$28.00$30.001:2Sep 11-$0.10$1.90
$30.00$31.001:2Aug 21$0.00$1.00
$28.50$29.501:2Sep 4-$0.08$0.92
$26.00$27.001:2Sep 4-$0.20$0.80
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$24.001:2Aug 21$0.00$1.00
$26.50$25.501:2Sep 11$0.00$1.00
$26.50$25.501:2Aug 21-$0.05$0.95
$22.50$21.501:2Aug 7-$0.12$0.88
$24.00$23.001:2Aug 28-$0.14$0.86

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 30 found (best yield 3.29%, avg 1.51%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$26.50Sep 11$0.870.460.3%3.29%3.60%1--
$26.50Aug 28$0.840.470.3%3.18%3.48%539
$26.50Aug 21$0.760.510.3%2.88%3.18%43440
$27.00Sep 11$0.660.392.2%2.50%4.69%1--
$26.50Aug 14$0.650.500.3%2.46%2.76%2296
$27.00Sep 4$0.640.402.2%2.42%4.62%11--
$27.00Aug 28$0.620.402.2%2.35%4.54%6453
$26.50Aug 7$0.540.470.3%2.04%2.35%345349
$27.00Aug 21$0.540.422.2%2.04%4.24%33790
$27.50Sep 11$0.490.334.1%1.85%5.94%1--

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 80,271
Total Puts 2,785
Put/Call Ratio 0.03
Net Difference 77,486

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 191,585
Total Puts 34,300
Average Put/Call Ratio 0.37
Ratio Trend Falling

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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