Tour v531
KHC
KRAFT HEINZ CO
$23.50 -1.38%
$23.40 (-0.43%)🌙
as of 10/21 06:31 PM
◀ 10/21 18:31 ▶

Option Volume

Detail
ℹ
Current (10/21) 11,988
Calls: 9,204 (77%)
Puts: 2,784 (23%)
Prior (10/20) 45,423
Calls: 40,135 (88%)
Puts: 5,288 (12%)
Current vs Prior -73.61%
Calls: -77.07% (Calls)
Puts: -47.35% (Puts)
Prior 7-Day Total 210,376
Calls: 166,768 (79%)
Puts: 43,608 (21%)
Prior 7-Day Average 30,053
Calls: 23,824 (79%)
Puts: 6,229 (21%)
Current vs Prior 7-Day Avg -60.11%
Calls: -61.37%
Puts: -55.31%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/21) $1.34M
Calls: $1.04M (78%)
Puts: $299.7K (22%)
Prior (10/20) $3.62M
Calls: $3.31M (91%)
Puts: $311.7K (9%)
Current vs Prior -62.92%
Calls: -68.49%
Puts: -3.86%
Prior 7-Day Total $18.15M
Calls: $14.40M (79%)
Puts: $3.75M (21%)
Prior 7-Day Average $2.59M
Calls: $2.06M (79%)
Puts: $535.6K (21%)
Current vs Prior 7-Day Avg -48.29%
Calls: -49.39%
Puts: -44.04%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/21) 0.30
Prior (10/20) 0.13
Current vs Prior +129.57%
Prior 7-Day Average 0.61
Current vs Prior 7-Day Avg -50.55%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/21) 241,552
Calls: 158,959 (66%)
Puts: 82,593 (34%)
Prior (10/20) 282,043
Calls: 187,256 (66%)
Puts: 94,787 (34%)
Current vs Prior -14.36%
Prior 7-Day Total 2,021,352
Calls: 1,385,251 (69%)
Puts: 636,101 (31%)
Prior 7-Day Average 288,764
Calls: 197,893 (69%)
Puts: 90,871 (31%)
Current vs Prior 7-Day Avg -16.35%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/23) | Next (10/30)Expiry (11/20) | Next (12/18)
Current 2.09% | 3.83%7.40% | 10.38%
Prior 3.23% | 4.74%8.06% | 10.32%
Current vs Prior -35.47% | -19.24%-8.10% | +0.58%
Prior 7-Day Avg 3.59% | 4.99%4.91% | 8.82%
Current vs 7-Day Avg -41.88% | -23.22%+50.87% | +17.67%
Prior 7-Day Eod 3.23% | 4.74%8.06% | 10.32%
Current vs 7-Day Eod -35.47% | -19.24%-8.10% | +0.58%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
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 23.54% | 91.55%
Calls: 32.79% | 119.32%
Puts: 14.29% | 63.79%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 78% of dollar volume in calls ($1.04M) vs puts ($299.7K). Light premium activity with dollar volume down 63% vs prior. Below-average activity with volume down 74% vs prior. Extreme bullish P/C ratio of 0.30 - heavy call buying (9,204 calls vs 2,784 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 8 of results (avg 8.1%, best 5.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.00Oct 234.354.60$4.475.6%1480.8548
$19.50Oct 233.854.10$3.976.3%1340.8337
$20.00Oct 233.353.60$3.487.2%1380.9633
$25.50Nov 200.230.25$0.248.3%790.2181
$20.50Oct 232.893.15$3.028.6%1290.9226
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.50Nov 200.780.86$0.829.8%570.4838

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 9 found (avg $0.61, cheapest $0.75)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Oct 300.680.81$0.7517.3%420.711.9K
$25.50Nov 200.230.25$0.248.3%790.2181
$24.00Nov 60.470.54$0.5113.7%760.42727
$25.00Nov 200.330.39$0.3616.7%880.285.6K
$24.50Nov 200.480.57$0.5217.3%480.3691
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Nov 200.550.64$0.6015.0%1160.3929
$23.50Nov 130.730.85$0.7915.2%30.4861
$23.50Nov 200.780.86$0.829.8%570.4838

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 38 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Oct 302.885.20$4.0457.4%10.995
$22.00Oct 231.391.72$1.5621.2%1340.96203
$20.00Oct 233.353.60$3.487.2%1380.9633
$20.00Nov 203.503.85$3.689.5%100.94--
$22.50Oct 230.931.11$1.0217.6%1460.94976
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.50Oct 230.851.13$0.9928.3%131.0088
$27.00Oct 233.203.65$3.4313.1%10.94--
$24.00Oct 230.380.73$0.5563.6%80.86101
$24.50Nov 270.091.89$0.99181.8%10.82--
$25.00Nov 201.511.87$1.6921.3%10.74--

Most actively traded options today. High liquidity = easy entry/exit. 110 active (total vol 7.9K, top 3.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.50Nov 60.120.18$0.1540.0%3.0K0.16150
$25.00Nov 60.180.22$0.2020.0%7200.22482
$23.50Nov 60.600.95$0.7745.5%1980.541.6K
$19.00Oct 234.354.60$4.475.6%1480.8548
$22.50Oct 230.931.11$1.0217.6%1460.94976
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.50Oct 230.190.28$0.2437.5%5390.52791
$22.00Nov 60.140.22$0.1844.4%1800.18142
$22.50Oct 230.010.03$0.02100.0%1310.071.1K
$23.00Nov 200.550.64$0.6015.0%1160.3929
$22.50Nov 60.080.36$0.22127.3%970.2354

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 18.6%, max 44.6%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.00Oct 23Nov 2738.9%26.9%44.6%10522.3K
$23.00Oct 23Nov 2035.4%31.2%13.3%99616
$23.50Oct 23Nov 2034.3%30.9%11.0%6020.7K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$23.00Oct 23Nov 2035.4%31.2%13.3%1381.9K
$23.50Oct 23Nov 2034.3%30.9%11.0%596829

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 36 found (best R:R 3.72, avg 2.06)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$23.00$23.50Nov 13$0.20$0.30$0.2064%1.50$23.20
$23.50$24.00Nov 20$0.15$0.35$0.1552%2.33$23.65
$25.00$26.00Nov 27$0.11$0.89$0.1128%8.09$25.11
$23.00$23.50Nov 20$0.22$0.28$0.2262%1.27$23.22
$23.00$23.50Oct 30$0.30$0.20$0.3071%0.67$23.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$24.50$22.00Nov 27$0.53$1.97$0.5382%3.72$23.97
$25.00$24.50Nov 20$0.26$0.24$0.2674%0.92$24.74
$24.00$23.50Nov 13$0.17$0.33$0.1758%1.94$23.83
$24.00$23.50Oct 23$0.31$0.19$0.3186%0.61$23.69
$24.00$23.50Oct 30$0.25$0.25$0.2568%1.00$23.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 17 found (best R:R 0.67, avg 0.50)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.50$26.00Nov 13$0.20$0.20$0.3078%0.67$25.70
$24.00$24.50Nov 6$0.27$0.27$0.2358%1.17$24.27
$26.50$27.00Nov 6$0.11$0.11$0.3988%0.28$26.61
$24.00$24.50Nov 20$0.25$0.25$0.2555%1.00$24.25
$24.00$25.00Nov 27$0.39$0.39$0.6152%0.64$24.39
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$23.00$22.50Nov 6$0.23$0.23$0.2764%0.85$22.77
$22.50$22.00Nov 13$0.19$0.19$0.3170%0.61$22.31
$21.50$21.00Nov 20$0.11$0.11$0.3984%0.28$21.39
$22.00$20.50Nov 27$0.26$0.26$1.2475%0.21$21.74
$23.00$22.50Nov 20$0.19$0.19$0.3161%0.61$22.81

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.21, cheapest $0.20)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.50Oct 23Oct 30$0.2034.3%31.4%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.50Oct 23Oct 30$0.2134.3%31.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 23 found (cheapest 2.09% of stock, avg 6.25%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$23.50Oct 23$0.25$0.24$0.49$23.01$23.992.09%
$24.00Oct 23$0.09$0.55$0.64$23.36$24.642.72%
$23.00Oct 23$0.61$0.07$0.68$22.32$23.682.89%
$23.50Oct 30$0.45$0.45$0.90$22.60$24.403.83%
$23.00Oct 30$0.75$0.18$0.93$22.07$23.933.96%
$24.00Oct 30$0.25$0.70$0.95$23.05$24.954.04%
$24.50Oct 23$0.02$0.99$1.01$23.49$25.514.30%
$22.50Oct 23$1.02$0.02$1.04$21.46$23.544.43%
$22.50Oct 30$1.14$0.10$1.24$21.26$23.745.28%
$23.50Nov 6$0.77$0.66$1.43$22.07$24.936.09%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 116 found (cheapest 0.17% of stock, avg 2.36%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$24.50$22.50Oct 23$0.02$0.02$0.04$22.46$24.54
$25.50$22.00Oct 30$0.03$0.03$0.06$21.94$25.56
$25.50$21.50Oct 30$0.03$0.05$0.08$21.42$25.58
$25.00$22.00Oct 30$0.06$0.03$0.09$21.91$25.09
$24.50$23.00Oct 23$0.02$0.07$0.09$22.91$24.59
$25.00$21.50Oct 30$0.06$0.05$0.11$21.39$25.11
$27.50$22.50Oct 23$0.10$0.02$0.12$22.38$27.62
$27.00$22.50Oct 23$0.10$0.02$0.12$22.38$27.12
$25.50$19.50Oct 30$0.03$0.10$0.13$19.37$25.63
$24.50$20.50Oct 23$0.02$0.11$0.13$20.37$24.63

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 7 found (best R:R 3.55, avg credit $0.29)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
22/2226/26Nov 13$0.39$0.1148%3.55$22.11$25.89
22/2226/26Nov 13$0.30$0.2057%1.50$21.70$25.80
21/2225/26Nov 20$0.23$0.2756%0.85$21.27$25.23
22/2225/26Nov 13$0.30$0.2041%1.50$22.20$25.30
22/2225/26Nov 13$0.21$0.2950%0.72$21.79$25.21
22/2225/26Nov 20$0.24$0.2643%0.92$22.26$25.24
20/2225/26Nov 27$0.37$1.1347%0.33$21.63$25.37

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 34 found (best R:R 2.57, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$22.50$23.00$23.50Oct 23$0.05$0.4542%9.00
$23.50$24.00$24.50Oct 23$0.09$0.4146%4.56
$23.50$24.00$24.50Oct 30$0.06$0.4432%7.33
$23.00$23.50$24.00Oct 30$0.10$0.4037%4.00
$22.50$23.00$23.50Oct 30$0.09$0.4133%4.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$23.00$23.50$24.00Oct 23$0.14$0.3666%2.57
$22.50$23.00$23.50Oct 23$0.12$0.3846%3.17
$23.50$24.00$24.50Oct 23$0.13$0.3748%2.85
$22.00$22.50$23.00Oct 23$0.05$0.4516%9.00
$22.00$22.50$23.00Nov 20$0.07$0.4316%6.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 55 found (best net $-0.12, 41 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$20.00$22.001:2Nov 20-$0.12$1.88
$22.00$23.001:2Nov 13-$0.31$0.69
$22.50$23.001:2Oct 23-$0.20$0.30
$23.00$23.501:2Oct 30-$0.15$0.35
$25.00$26.001:2Nov 27-$0.09$0.91
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$24.50$24.001:2Oct 23-$0.11$0.39
$24.00$23.501:2Oct 30-$0.20$0.30
$23.50$23.001:2Nov 13-$0.15$0.35
$22.50$22.001:2Nov 13-$0.09$0.41
$21.00$20.001:2Nov 20-$0.06$0.94

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 3.66%, avg 1.30%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$23.50Nov 20$0.860.530.0%3.66%3.66%1--
$24.00Nov 20$0.630.452.1%2.68%4.81%114147
$24.50Nov 20$0.480.364.3%2.04%6.30%4891
$23.50Nov 13$0.770.540.0%3.28%3.28%44407
$25.00Nov 20$0.330.286.4%1.40%7.79%885.6K
$24.50Nov 13$0.370.344.3%1.57%5.83%1159
$24.00Nov 6$0.470.422.1%2.00%4.13%76727
$25.00Nov 13$0.230.296.4%0.98%7.36%28160
$25.50Nov 20$0.230.218.5%0.98%9.49%7981
$25.00Nov 27$0.220.286.4%0.94%7.32%2343

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 9,204
Total Puts 2,784
Put/Call Ratio 0.30
Net Difference 6,420

Prior's Put/Call Breakdown

Total Calls 40,135
Total Puts 5,288
Put/Call Ratio 0.13
Net Difference 34,847

Prior 7-Day Put/Call Summary

Total Calls 166,768
Total Puts 43,608
Average Put/Call Ratio 0.61
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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