Tour v528
KHC
KRAFT HEINZ CO
$24.37 -0.25%
$24.36 (-0.04%)🌙
as of 09/21 06:40 PM
9/21 18:40

Option Volume

Detail
Current (09/21) 17,616
Calls: 12,499 (71%)
Puts: 5,117 (29%)
Prior (09/18) 100,224
Calls: 90,878 (91%)
Puts: 9,346 (9%)
Current vs Prior -82.42%
Calls: -86.25% (Calls)
Puts: -45.25% (Puts)
Prior 7-Day Total 282,906
Calls: 247,214 (87%)
Puts: 35,692 (13%)
Prior 7-Day Average 40,415
Calls: 35,316 (87%)
Puts: 5,098 (13%)
Current vs Prior 7-Day Avg -56.41%
Calls: -64.61%
Puts: +0.36%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/21) $1.27M
Calls: $845.7K (67%)
Puts: $426.0K (33%)
Prior (09/18) $2.87M
Calls: $2.19M (76%)
Puts: $687.0K (24%)
Current vs Prior -55.76%
Calls: -61.34%
Puts: -37.99%
Prior 7-Day Total $12.50M
Calls: $9.77M (78%)
Puts: $2.74M (22%)
Prior 7-Day Average $1.79M
Calls: $1.40M (78%)
Puts: $390.8K (22%)
Current vs Prior 7-Day Avg -28.81%
Calls: -39.40%
Puts: +9.00%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/21) 0.41
Prior (09/18) 0.10
Current vs Prior +298.08%
Prior 7-Day Average 0.27
Current vs Prior 7-Day Avg +53.88%
Sentiment BULLISH

Open Interest

Detail
Current (09/21) 244,367
Calls: 175,651 (72%)
Puts: 68,716 (28%)
Prior (09/18) 290,429
Calls: 178,291 (61%)
Puts: 112,138 (39%)
Current vs Prior -15.86%
Prior 7-Day Total 2,159,615
Calls: 1,429,654 (66%)
Puts: 729,961 (34%)
Prior 7-Day Average 308,516
Calls: 204,236 (66%)
Puts: 104,280 (34%)
Current vs Prior 7-Day Avg -20.79%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 3.82% | 5.21%6.03% | 9.64%
Prior 4.95% | 6.06%2.42% | 6.43%
Current vs Prior -22.95% | -13.98%+149.76% | +50.05%
Prior 7-Day Avg 4.31% | 5.23%4.46% | 7.11%
Current vs 7-Day Avg -11.39% | -0.29%+35.40% | +35.60%
Prior 7-Day Eod 4.95% | 6.06%2.42% | 6.43%
Current vs 7-Day Eod -22.95% | -13.98%+149.76% | +50.05%
Sentiment BULLISHBEARISH

Relative Spread

Detail
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 75.33% | 83.49%
Calls: 95.12% | 99.06%
Puts: 55.55% | 67.92%
Current vs 7-Day Avg -68.75% | +9.66%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 67% call dollar volume ($845.7K). Light premium activity with dollar volume down 56% vs prior. Below-average activity with volume down 82% vs prior. Extreme bullish P/C ratio of 0.41 - heavy call buying (12,499 calls vs 5,117 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 1 of results (avg 7.9%, best 7.9%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.50Oct 163.053.30$3.187.9%10.94--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.53, cheapest $0.32)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.50Oct 160.580.70$0.6418.8%690.47--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.50Oct 160.290.35$0.3218.8%350.30--
$25.00Oct 20.780.89$0.8413.1%300.70649
$23.00Oct 300.300.35$0.3215.6%30.2619

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 30 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Sep 253.154.50$3.8335.2%580.972
$22.50Sep 251.562.21$1.8934.4%500.952
$22.00Sep 252.112.57$2.3419.7%600.948
$22.00Oct 91.703.30$2.5064.0%150.94--
$23.00Sep 251.111.64$1.3838.4%460.922
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.50Sep 252.052.48$2.2619.0%11.00--
$27.50Sep 252.943.40$3.1714.5%11.00--
$28.00Oct 163.053.85$3.4523.2%10.96--
$26.00Sep 251.371.88$1.6331.3%170.9464
$27.50Oct 163.053.30$3.187.9%10.94--

Most actively traded options today. High liquidity = easy entry/exit. 102 active (total vol 12.3K, top 1.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Sep 250.080.12$0.1040.0%1.6K0.2221.7K
$25.00Oct 160.380.47$0.4320.9%1.6K0.3612.8K
$24.50Sep 250.230.30$0.2725.9%1.4K0.4521.1K
$26.50Sep 250.000.01$0.01100.0%1.0K0.011.0K
$25.50Sep 250.030.06$0.0560.0%5270.11630
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Sep 250.150.22$0.1936.8%8120.321.3K
$23.50Sep 250.040.09$0.0771.4%3830.141.4K
$24.50Oct 160.660.90$0.7830.8%3680.53--
$22.50Oct 160.110.15$0.1330.8%3150.147.1K
$24.00Oct 160.440.55$0.5022.0%2640.41--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 14.4%, max 39.6%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Sep 25Oct 3031.4%28.0%12.0%1.7K21.7K
$24.50Sep 25Oct 3032.1%31.5%1.7%1.4K21.1K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.00Sep 25Oct 3034.0%24.4%39.6%8131.3K
$25.00Sep 25Oct 2331.4%26.8%17.1%2621.4K
$24.50Sep 25Oct 3032.1%31.5%1.7%216887

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 34 found (best R:R 1.78, avg 1.90)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$20.00$20.50Sep 25$0.18$0.32$0.1898%1.78$20.18
$25.00$25.50Oct 30$0.12$0.38$0.1238%3.17$25.12
$24.50$25.00Oct 9$0.17$0.33$0.1746%1.94$24.67
$24.50$25.00Oct 23$0.20$0.30$0.2050%1.50$24.70
$25.50$26.00Oct 23$0.11$0.39$0.1130%3.55$25.61
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$28.00$27.50Oct 16$0.27$0.23$0.2796%0.85$27.73
$24.00$23.00Oct 23$0.19$0.81$0.1939%4.26$23.81
$25.50$25.00Oct 2$0.33$0.17$0.3380%0.52$25.17
$25.50$25.00Oct 16$0.31$0.19$0.3174%0.61$25.19
$25.00$24.50Oct 16$0.27$0.23$0.2764%0.85$24.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 22 found (best R:R 1.50, avg 0.50)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$24.50$25.00Oct 30$0.30$0.30$0.2053%1.50$24.80
$26.50$27.00Oct 23$0.11$0.11$0.3983%0.28$26.61
$25.50$26.00Oct 30$0.17$0.17$0.3369%0.52$25.67
$25.00$25.50Oct 9$0.16$0.16$0.3466%0.47$25.16
$24.50$25.00Sep 25$0.17$0.17$0.3356%0.52$24.67
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$23.00$22.50Oct 23$0.14$0.14$0.3677%0.39$22.86
$24.00$23.50Oct 9$0.20$0.20$0.3059%0.67$23.80
$23.50$23.00Oct 30$0.17$0.17$0.3366%0.52$23.33
$24.00$23.50Sep 25$0.12$0.12$0.3868%0.32$23.88
$24.00$23.50Oct 16$0.18$0.18$0.3259%0.56$23.82

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.13, cheapest $0.11)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.00Sep 25Oct 2$0.2134.0%25.6%
$24.50Sep 25Oct 2$0.0632.1%25.1%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.00Sep 25Oct 2$0.1134.0%25.6%
$24.50Sep 25Oct 2$0.1332.1%25.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 22 found (cheapest 2.67% of stock, avg 5.99%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$24.50Sep 25$0.27$0.38$0.65$23.85$25.152.67%
$24.00Sep 25$0.55$0.19$0.74$23.26$24.743.04%
$24.50Oct 2$0.33$0.51$0.84$23.66$25.343.45%
$25.00Sep 25$0.10$0.80$0.90$24.10$25.903.69%
$24.00Oct 2$0.76$0.30$1.06$22.94$25.064.35%
$25.00Oct 2$0.24$0.84$1.08$23.92$26.084.43%
$24.00Oct 16$0.69$0.50$1.19$22.81$25.194.88%
$25.50Sep 25$0.05$1.16$1.21$24.29$26.714.97%
$25.50Oct 2$0.14$1.17$1.31$24.19$26.815.38%
$25.00Oct 23$0.52$0.80$1.32$23.68$26.325.42%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 131 found (cheapest 0.25% of stock, avg 2.12%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$26.00$22.00Sep 25$0.02$0.04$0.06$21.94$26.06
$26.00$23.00Sep 25$0.02$0.04$0.06$22.94$26.06
$25.50$23.00Sep 25$0.05$0.04$0.09$22.91$25.59
$25.50$22.00Sep 25$0.05$0.04$0.09$21.91$25.59
$26.00$23.50Sep 25$0.02$0.07$0.09$23.41$26.09
$27.00$22.50Oct 2$0.07$0.05$0.12$22.38$27.12
$26.00$22.50Oct 2$0.07$0.05$0.12$22.38$26.12
$25.50$23.50Sep 25$0.05$0.07$0.12$23.38$25.62
$27.00$21.50Oct 2$0.07$0.06$0.13$21.37$27.13
$26.00$21.50Oct 2$0.07$0.06$0.13$21.37$26.13

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 1.00, avg credit $0.27)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
22/2326/27Oct 23$0.25$0.2559%1.00$22.75$26.75
23/2426/26Oct 30$0.34$0.1635%2.12$23.16$25.84
22/2326/26Oct 23$0.25$0.2546%1.00$22.75$25.75
23/2426/26Oct 16$0.22$0.2844%0.79$23.28$25.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 33 found (best R:R 6.14, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$24.00$24.50$25.00Sep 25$0.11$0.3945%3.55
$24.50$25.00$25.50Oct 16$0.05$0.4521%9.00
$25.00$25.50$26.00Oct 23$0.05$0.4517%9.00
$25.00$25.50$26.00Oct 16$0.06$0.4418%7.33
$25.50$26.00$26.50Oct 23$0.05$0.4513%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$23.50$24.00$24.50Sep 25$0.07$0.4341%6.14
$23.50$24.00$24.50Oct 2$0.08$0.4233%5.25
$23.00$23.50$24.00Oct 16$0.06$0.4421%7.33
$23.00$23.50$24.00Oct 2$0.08$0.4222%5.25
$23.00$23.50$24.00Sep 25$0.09$0.4125%4.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 45 found (best net $-0.11, 37 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$25.501:2Oct 16-$0.11$0.39
$25.50$26.001:2Oct 16-$0.07$0.43
$24.50$25.001:2Oct 2-$0.15$0.35
$25.50$26.001:2Oct 30-$0.10$0.40
$25.50$26.001:2Oct 9-$0.07$0.43
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$24.00$23.001:2Oct 23-$0.11$0.89
$25.00$24.501:2Oct 2-$0.18$0.32
$24.50$24.001:2Oct 2-$0.09$0.41
$23.50$23.001:2Oct 16-$0.08$0.42
$24.00$23.501:2Oct 16-$0.14$0.36

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 26 found (best yield 3.16%, avg 1.11%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$24.50Oct 30$0.770.470.5%3.16%3.69%1--
$25.50Oct 30$0.380.314.6%1.56%6.20%8158
$25.00Oct 23$0.450.392.6%1.85%4.43%2450
$25.00Oct 30$0.450.382.6%1.85%4.43%49
$24.50Oct 23$0.600.490.5%2.46%3.00%1442
$24.50Oct 16$0.580.470.5%2.38%2.91%69--
$25.50Oct 23$0.290.304.6%1.19%5.83%2995
$25.00Oct 16$0.380.362.6%1.56%4.14%1.6K12.8K
$26.00Oct 23$0.220.236.7%0.90%7.59%54832
$26.50Oct 30$0.180.188.7%0.74%9.48%12114

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 12,499
Total Puts 5,117
Put/Call Ratio 0.41
Net Difference 7,382

Prior's Put/Call Breakdown

Total Calls 90,878
Total Puts 9,346
Put/Call Ratio 0.10
Net Difference 81,532

Prior 7-Day Put/Call Summary

Total Calls 247,214
Total Puts 35,692
Average Put/Call Ratio 0.27
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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