Tour v531
KHC
KRAFT HEINZ CO
$24.06 -2.71%
$24.14 (+0.31%)🌙
as of 10/27 06:36 PM
◀ 10/27 18:36 ▶

Option Volume

Detail
ℹ
Current (10/27) 12,722
Calls: 6,237 (49%)
Puts: 6,485 (51%)
Prior (10/26) 12,374
Calls: 7,130 (58%)
Puts: 5,244 (42%)
Current vs Prior +2.81%
Calls: -12.52% (Calls)
Puts: +23.67% (Puts)
Prior 7-Day Total 305,620
Calls: 261,215 (85%)
Puts: 44,405 (15%)
Prior 7-Day Average 43,660
Calls: 37,316 (85%)
Puts: 6,343 (15%)
Current vs Prior 7-Day Avg -70.86%
Calls: -83.29%
Puts: +2.23%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/27) $1.52M
Calls: $1.04M (69%)
Puts: $473.2K (31%)
Prior (10/26) $1.17M
Calls: $1.04M (89%)
Puts: $129.2K (11%)
Current vs Prior +29.45%
Calls: +0.13%
Puts: +266.10%
Prior 7-Day Total $29.15M
Calls: $26.09M (89%)
Puts: $3.06M (11%)
Prior 7-Day Average $4.16M
Calls: $3.73M (89%)
Puts: $437.7K (11%)
Current vs Prior 7-Day Avg -63.55%
Calls: -71.97%
Puts: +8.11%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/27) 1.04
Prior (10/26) 0.74
Current vs Prior +41.37%
Prior 7-Day Average 0.53
Current vs Prior 7-Day Avg +96.63%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/27) 251,871
Calls: 166,471 (66%)
Puts: 85,400 (34%)
Prior (10/26) 279,713
Calls: 190,003 (68%)
Puts: 89,710 (32%)
Current vs Prior -9.95%
Prior 7-Day Total 2,110,358
Calls: 1,454,817 (69%)
Puts: 655,541 (31%)
Prior 7-Day Average 301,479
Calls: 207,831 (69%)
Puts: 93,648 (31%)
Current vs Prior 7-Day Avg -16.46%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 3.24% | 5.69%8.65% | 9.81%
Prior 4.41% | 6.11%8.13% | 9.10%
Current vs Prior -26.45% | -6.75%+6.36% | +7.81%
Prior 7-Day Avg 3.82% | 5.13%7.34% | 9.69%
Current vs 7-Day Avg -15.17% | +10.96%+17.81% | +1.26%
Prior 7-Day Eod 4.41% | 6.11%8.13% | 9.10%
Current vs 7-Day Eod -26.45% | -6.75%+6.36% | +7.81%
Sentiment BULLISHBEARISH

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

Moderately bullish flow with 69% call dollar volume ($1.04M). Slightly bearish P/C ratio of 1.04. P/C ratio rising 41% - increased hedging/bearish positioning. Call-heavy open interest (166,471 calls vs 85,400 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 7 of results (avg 8.0%, best 6.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Nov 200.480.51$0.506.0%4780.356.2K
$19.50Oct 304.504.85$4.687.5%1070.967
$20.50Oct 303.553.85$3.708.1%1040.9810
$27.00Nov 200.100.11$0.119.1%100.11534
$23.50Nov 131.091.20$1.159.6%520.65--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.00Oct 303.703.95$3.836.5%20.91--
$28.50Oct 304.204.60$4.409.1%20.83--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 8 found (avg $0.45, cheapest $0.17)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.50Nov 60.160.18$0.1711.8%3790.203.3K
$27.00Nov 200.100.11$0.119.1%100.11534
$25.50Nov 200.330.40$0.3718.9%170.28311
$25.00Nov 200.480.51$0.506.0%4780.356.2K
$24.50Nov 200.660.79$0.7317.8%2090.44219
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.50Nov 130.440.51$0.4814.6%10.41--
$22.50Nov 200.250.29$0.2714.8%2060.213.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 38 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Nov 132.092.41$2.2514.2%11.00--
$20.50Oct 303.553.85$3.708.1%1040.9810
$21.50Oct 302.552.92$2.7413.5%1050.975
$22.00Oct 301.912.61$2.2631.0%1040.97158
$20.00Oct 303.254.30$3.7827.8%1080.968
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.50Oct 303.203.60$3.4011.8%21.008
$27.00Oct 302.763.10$2.9311.6%40.94--
$26.50Oct 302.282.56$2.4211.6%20.93--
$25.50Oct 301.201.65$1.4231.7%290.92102
$28.00Oct 303.703.95$3.836.5%20.91--

Most actively traded options today. High liquidity = easy entry/exit. 103 active (total vol 6.0K, top 795)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Oct 300.020.16$0.09155.6%7950.1828.5K
$25.00Nov 200.480.51$0.506.0%4780.356.2K
$25.50Nov 60.160.18$0.1711.8%3790.203.3K
$25.00Nov 60.210.40$0.3161.3%3310.301.1K
$24.00Oct 300.280.44$0.3644.4%2580.592.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Oct 300.170.23$0.2030.0%4500.41799
$23.50Nov 200.470.72$0.6041.7%2700.3895
$24.00Nov 200.740.95$0.8524.7%2590.4736
$22.50Nov 200.250.29$0.2714.8%2060.213.2K
$24.50Oct 300.280.56$0.4266.7%990.661.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 26.8%, max 51.4%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Oct 30Nov 2742.2%30.6%37.7%81028.5K
$24.50Oct 30Dec 438.2%30.3%25.8%181469
$24.00Oct 30Dec 431.5%29.5%6.8%2612.5K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Oct 30Nov 2738.2%25.2%51.4%1051.4K
$22.50Nov 6Dec 445.5%32.6%39.8%42129
$25.00Oct 30Dec 442.2%35.4%19.4%182.1K
$24.00Oct 30Dec 431.5%29.5%6.8%451799

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 42 found (best R:R 1.27, avg 2.48)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$23.00$24.50Nov 27$0.66$0.84$0.6673%1.27$23.66
$24.50$25.00Nov 27$0.15$0.35$0.1551%2.33$24.65
$23.50$24.00Oct 30$0.30$0.20$0.3084%0.67$23.80
$23.50$24.00Nov 20$0.23$0.27$0.2362%1.17$23.73
$24.00$24.50Oct 30$0.17$0.33$0.1760%1.94$24.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$24.00$23.00Nov 27$0.17$0.83$0.1742%4.88$23.83
$25.00$24.50Nov 20$0.19$0.31$0.1965%1.63$24.81
$24.50$24.00Nov 6$0.22$0.28$0.2260%1.27$24.28
$24.50$24.00Oct 30$0.22$0.28$0.2266%1.27$24.28
$23.00$22.50Dec 4$0.12$0.38$0.1235%3.17$22.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 29 found (best R:R 0.75, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.00$26.00Nov 27$0.43$0.43$0.5758%0.75$25.43
$26.00$26.50Nov 20$0.14$0.14$0.3680%0.39$26.14
$26.00$27.00Nov 13$0.15$0.15$0.8581%0.18$26.15
$25.50$26.00Nov 6$0.10$0.10$0.4080%0.25$25.60
$24.50$25.00Nov 20$0.23$0.23$0.2756%0.85$24.73
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$23.50$23.00Nov 20$0.26$0.26$0.2462%1.08$23.24
$23.00$22.50Nov 27$0.20$0.20$0.3072%0.67$22.80
$23.50$23.00Nov 13$0.22$0.22$0.2859%0.79$23.28
$22.50$22.00Nov 20$0.12$0.12$0.3879%0.32$22.38
$22.50$22.00Nov 27$0.12$0.12$0.3879%0.32$22.38

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.29, cheapest $0.21)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.50Oct 30Nov 6$0.2138.2%37.1%
$24.00Oct 30Nov 6$0.2531.5%35.4%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.50Oct 30Nov 6$0.3438.2%37.1%
$24.00Oct 30Nov 6$0.3431.5%35.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 25 found (cheapest 2.33% of stock, avg 6.58%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$24.00Oct 30$0.36$0.20$0.56$23.44$24.562.33%
$24.50Oct 30$0.19$0.42$0.61$23.89$25.112.54%
$23.50Oct 30$0.66$0.06$0.72$22.78$24.222.99%
$25.00Oct 30$0.09$0.94$1.03$23.97$26.034.28%
$23.00Oct 30$1.04$0.03$1.07$21.93$24.074.45%
$24.00Nov 6$0.61$0.54$1.15$22.85$25.154.78%
$24.50Nov 6$0.40$0.76$1.16$23.34$25.664.82%
$23.50Nov 6$0.91$0.35$1.26$22.24$24.765.24%
$25.00Nov 6$0.31$1.12$1.43$23.57$26.435.94%
$25.50Oct 30$0.04$1.42$1.46$24.04$26.966.07%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 106 found (cheapest 0.29% of stock, avg 2.86%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$25.50$23.00Oct 30$0.04$0.03$0.07$22.93$25.57
$25.50$23.50Oct 30$0.04$0.06$0.10$23.40$25.60
$25.00$23.00Oct 30$0.09$0.03$0.12$22.88$25.12
$25.00$23.50Oct 30$0.09$0.06$0.15$23.35$25.15
$26.50$22.00Nov 20$0.10$0.15$0.25$21.75$26.75
$27.00$22.00Nov 6$0.14$0.15$0.29$21.71$27.29
$24.50$23.00Oct 30$0.19$0.03$0.22$22.78$24.72
$24.50$23.50Oct 30$0.19$0.06$0.25$23.25$24.75
$27.00$20.50Dec 4$0.14$0.17$0.31$20.19$27.31
$26.50$22.00Nov 6$0.16$0.15$0.31$21.69$26.81

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 8 found (best R:R 1.08, avg credit $0.27)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
22/2226/26Nov 20$0.26$0.2458%1.08$22.24$26.26
22/2226/26Nov 20$0.25$0.2551%1.00$22.25$25.75
23/2426/26Nov 6$0.23$0.2746%0.85$23.27$25.73
23/2425/26Nov 6$0.27$0.2336%1.17$23.23$25.27
22/2326/27Nov 13$0.29$0.7154%0.41$22.71$26.29
22/2226/27Dec 4$0.27$0.7351%0.37$22.23$26.27
20/2226/27Dec 4$0.32$1.1857%0.27$21.68$26.32
22/2325/26Nov 13$0.25$0.7541%0.33$22.75$25.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 25 found (best R:R 5.25, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$24.00$24.50$25.00Oct 30$0.07$0.4341%6.14
$23.50$24.00$24.50Oct 30$0.13$0.3749%2.85
$24.50$25.00$25.50Oct 30$0.05$0.4525%9.00
$23.00$23.50$24.00Oct 30$0.08$0.4233%5.25
$23.50$24.00$24.50Nov 6$0.09$0.4127%4.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$23.50$24.00$24.50Oct 30$0.08$0.4250%5.25
$23.00$23.50$24.00Nov 6$0.06$0.4424%7.33
$23.00$23.50$24.00Oct 30$0.11$0.3933%3.55
$22.00$22.50$23.00Nov 27$0.08$0.4214%5.25
$22.50$23.00$23.50Nov 6$0.09$0.4116%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. 55 found (best net $-0.05, 47 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.00$23.501:2Nov 13-$0.05$1.45
$23.00$24.501:2Nov 27-$0.12$1.38
$22.00$23.001:2Nov 6-$0.45$0.55
$23.50$24.001:2Oct 30-$0.06$0.44
$23.00$23.501:2Oct 30-$0.28$0.22
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$26.50$25.501:2Oct 30-$0.42$0.58
$25.00$24.001:2Dec 4-$0.24$0.76
$24.00$23.001:2Dec 4-$0.21$0.79
$23.50$23.001:2Nov 20-$0.08$0.42
$23.50$23.001:2Nov 6-$0.09$0.41

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 18 found (best yield 2.74%, avg 1.07%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$24.50Nov 20$0.660.441.8%2.74%4.57%209219
$25.00Nov 20$0.480.353.9%2.00%5.90%4786.2K
$25.50Nov 20$0.330.286.0%1.37%7.36%17311
$24.50Nov 13$0.540.401.8%2.24%4.07%3148
$25.00Nov 13$0.330.323.9%1.37%5.28%2286
$25.00Nov 27$0.220.423.9%0.91%4.82%15--
$26.00Nov 20$0.210.208.1%0.87%8.94%752.3K
$26.00Dec 4$0.180.218.1%0.75%8.81%2--
$26.50Nov 27$0.120.1910.1%0.50%10.64%610
$25.50Nov 13$0.180.256.0%0.75%6.73%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 6,237
Total Puts 6,485
Put/Call Ratio 1.04
Net Difference -248

Prior's Put/Call Breakdown

Total Calls 7,130
Total Puts 5,244
Put/Call Ratio 0.74
Net Difference 1,886

Prior 7-Day Put/Call Summary

Total Calls 261,215
Total Puts 44,405
Average Put/Call Ratio 0.53
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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