Tour v536
KHC
KRAFT HEINZ CO
$25.44 +3.75%
$25.52 (+0.31%)🌙
as of 11/04 06:06 PM
◀ 11/4 18:06 ▶

Option Volume

Detail
ℹ
Current (11/04) 71,296
Calls: 56,811 (80%)
Puts: 14,485 (20%)
Prior (11/03) 8,606
Calls: 5,207 (61%)
Puts: 3,399 (39%)
Current vs Prior +728.45%
Calls: +991.05% (Calls)
Puts: +326.15% (Puts)
Prior 7-Day Total 178,296
Calls: 131,857 (74%)
Puts: 46,439 (26%)
Prior 7-Day Average 25,470
Calls: 18,836 (74%)
Puts: 6,634 (26%)
Current vs Prior 7-Day Avg +179.91%
Calls: +201.60%
Puts: +118.34%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/04) $3.29M
Calls: $2.20M (67%)
Puts: $1.09M (33%)
Prior (11/03) $1.13M
Calls: $944.3K (83%)
Puts: $189.5K (17%)
Current vs Prior +190.47%
Calls: +132.90%
Puts: +477.30%
Prior 7-Day Total $10.78M
Calls: $8.33M (77%)
Puts: $2.45M (23%)
Prior 7-Day Average $1.54M
Calls: $1.19M (77%)
Puts: $349.6K (23%)
Current vs Prior 7-Day Avg +113.87%
Calls: +84.75%
Puts: +213.00%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04) 0.26
Prior (11/03) 0.65
Current vs Prior -60.94%
Prior 7-Day Average 0.82
Current vs Prior 7-Day Avg -68.82%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/04) 393,597
Calls: 243,778 (62%)
Puts: 149,819 (38%)
Prior (11/03) 390,420
Calls: 241,233 (62%)
Puts: 149,187 (38%)
Current vs Prior +0.81%
Prior 7-Day Total 2,039,900
Calls: 1,386,878 (68%)
Puts: 653,022 (32%)
Prior 7-Day Average 291,414
Calls: 198,125 (68%)
Puts: 93,288 (32%)
Current vs Prior 7-Day Avg +35.06%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 3.77% | 5.54%6.45% | 8.06%
Prior 5.14% | 6.85%7.59% | 9.38%
Current vs Prior -26.56% | -19.11%-15.02% | -14.09%
Prior 7-Day Avg 4.34% | 6.25%8.07% | 9.50%
Current vs 7-Day Avg -13.05% | -11.36%-20.17% | -15.14%
Prior 7-Day Eod 5.14% | 6.85%7.59% | 9.38%
Current vs 7-Day Eod -26.56% | -19.11%-15.02% | -14.09%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 49.02% | 17.15%
Calls: 33.93% | 12.99%
Puts: 64.10% | 21.31%
Prior 11.39% | 9.12%
Calls: 8.75% | 8.51%
Puts: 14.04% | 9.72%
Current vs Prior +330.38% | +88.05%
Prior 7-Day Avg 21.80% | 79.77%
Calls: 29.36% | 103.49%
Puts: 14.25% | 56.07%
Current vs 7-Day Avg +124.82% | -78.50%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 67% call dollar volume ($2.20M). Massive premium surge with dollar volume up 190% vs prior. Dollar volume significantly above 7-day average (114% higher). Unusually high activity with volume up 728% vs prior - elevated interest.

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 8.3%, best 8.3%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Nov 202.993.25$3.128.3%200.943.4K
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.89, cheapest $0.89)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Dec 180.840.93$0.8910.1%5740.455.7K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 64 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.50Nov 64.905.55$5.2312.4%291.008
$21.00Nov 64.405.10$4.7514.7%281.0011
$21.50Nov 63.904.65$4.2817.5%321.0031
$22.00Nov 63.404.20$3.8021.1%291.0070
$22.50Nov 62.903.65$3.2822.9%281.0064
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.50Nov 61.602.20$1.9031.6%20.98--
$28.50Nov 62.473.15$2.8124.2%80.98--
$27.00Nov 61.131.68$1.4039.3%80.95--
$28.50Nov 132.453.50$2.9835.2%20.95--
$30.00Nov 273.205.85$4.5358.5%--0.9447

Most actively traded options today. High liquidity = easy entry/exit. 146 active (total vol 61.3K, top 20.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.00Nov 130.070.13$0.1060.0%20.4K0.14123
$27.50Nov 130.000.17$0.09188.9%20.1K0.1154
$25.50Nov 60.220.40$0.3158.1%3.2K0.514.4K
$27.50Dec 180.240.35$0.3036.7%8420.217.6K
$25.00Dec 181.041.28$1.1620.7%5660.5712.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Nov 60.460.72$0.5944.1%3.5K0.731
$26.00Nov 200.741.09$0.9238.0%1.1K0.5916
$26.00Dec 111.211.55$1.3824.6%1.0K0.60--
$25.00Dec 180.840.93$0.8910.1%5740.455.7K
$26.50Nov 200.911.36$1.1439.5%5550.74--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 64.3%, max 186.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$29.00Nov 13Dec 499.5%34.8%186.2%151
$24.50Nov 6Dec 1155.6%31.0%79.4%45621.2K
$25.00Nov 6Dec 1838.7%27.7%39.7%1.0K34.5K
$26.00Nov 6Dec 1142.9%31.4%36.6%5291.0K
$25.50Nov 6Dec 1141.3%32.6%26.8%3.3K4.4K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Nov 6Dec 1155.6%31.0%79.4%443723
$25.00Nov 6Dec 1838.7%27.7%39.7%7745.9K
$25.50Nov 6Dec 1141.3%32.6%26.8%4617

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 53 found (best R:R 1.27, avg 1.69)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$22.50$23.00Nov 20$0.22$0.28$0.2294%1.27$22.72
$23.00$23.50Nov 27$0.32$0.18$0.3289%0.56$23.32
$24.00$24.50Dec 11$0.27$0.23$0.2775%0.85$24.27
$25.50$26.00Nov 20$0.15$0.35$0.1551%2.33$25.65
$25.00$25.50Dec 4$0.21$0.29$0.2158%1.38$25.21
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$26.50$26.00Nov 20$0.22$0.28$0.2274%1.27$26.28
$27.50$25.00Dec 18$1.55$0.95$1.5578%0.61$25.95
$25.00$24.50Dec 11$0.13$0.37$0.1344%2.85$24.87
$27.00$25.50Nov 27$0.96$0.54$0.9677%0.56$26.04
$25.50$25.00Nov 20$0.16$0.34$0.1649%2.12$25.34

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 29 found (best R:R 2.13, avg 0.69)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$26.00$26.50Nov 20$0.30$0.30$0.2059%1.50$26.30
$27.00$27.50Dec 11$0.21$0.21$0.2973%0.72$27.21
$26.00$26.50Dec 4$0.27$0.27$0.2360%1.17$26.27
$26.50$27.00Nov 27$0.21$0.21$0.2967%0.72$26.71
$27.50$30.00Dec 18$0.24$0.24$2.2679%0.11$27.74
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$21.50$21.00Nov 13$0.34$0.34$0.1684%2.13$21.16
$25.00$22.50Dec 18$0.70$0.70$1.8055%0.39$24.30
$25.00$24.50Nov 27$0.30$0.30$0.2060%1.50$24.70
$22.50$22.00Nov 27$0.17$0.17$0.3386%0.52$22.33
$25.00$24.50Dec 4$0.29$0.29$0.2156%1.38$24.71

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.26, cheapest $0.25)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.50Nov 6Nov 13$0.2541.3%36.1%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.50Nov 6Nov 13$0.2641.3%36.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 47 found (cheapest 2.44% of stock, avg 7.31%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$25.50Nov 6$0.31$0.31$0.62$24.88$26.122.44%
$26.00Nov 6$0.13$0.59$0.72$25.28$26.722.83%
$25.00Nov 6$0.65$0.10$0.75$24.25$25.752.95%
$26.50Nov 6$0.04$0.93$0.97$25.53$27.473.81%
$25.50Nov 13$0.56$0.57$1.13$24.37$26.634.44%
$26.00Nov 13$0.27$0.86$1.13$24.87$27.134.44%
$25.00Nov 13$0.84$0.31$1.15$23.85$26.154.52%
$24.50Nov 6$1.07$0.09$1.16$23.34$25.664.56%
$25.50Nov 20$0.67$0.64$1.31$24.19$26.815.15%
$26.50Nov 20$0.22$1.14$1.36$25.14$27.865.35%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 139 found (cheapest 0.43% of stock, avg 3.27%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$26.50$23.00Nov 6$0.04$0.07$0.11$22.89$26.61
$26.50$24.50Nov 6$0.04$0.09$0.13$24.37$26.63
$26.50$24.00Nov 6$0.04$0.11$0.15$23.85$26.65
$26.50$25.00Nov 6$0.04$0.10$0.14$24.86$26.64
$27.50$24.00Nov 13$0.09$0.11$0.20$23.80$27.70
$27.00$24.00Nov 13$0.10$0.11$0.21$23.79$27.21
$26.00$25.00Nov 6$0.13$0.10$0.23$24.77$26.23
$26.00$24.50Nov 6$0.13$0.09$0.22$24.28$26.22
$26.00$23.00Nov 6$0.13$0.07$0.20$22.80$26.20
$30.00$22.50Dec 18$0.06$0.19$0.25$22.25$30.25

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 3.17, avg credit $0.35)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
22/2226/27Nov 27$0.38$0.1253%3.17$22.12$26.88
24/2426/27Dec 4$0.33$0.1744%1.94$23.67$26.83
24/2526/27Nov 13$0.25$0.2541%1.00$24.75$26.75
24/2426/27Dec 4$0.27$0.2336%1.17$24.23$26.77
22/2427/28Dec 11$0.47$1.0344%0.46$23.53$27.47
22/2426/27Dec 11$0.38$1.1238%0.34$23.62$26.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 55 found (best R:R 1.34, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$22.50$25.00$27.50Dec 18$1.07$1.4375%1.34
$25.00$27.50$30.00Dec 18$0.62$1.8852%3.03
$25.50$26.00$26.50Nov 6$0.09$0.4141%4.56
$24.50$25.00$25.50Nov 27$0.05$0.4527%9.00
$24.50$25.00$25.50Nov 6$0.08$0.4234%5.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$22.50$25.00$27.50Dec 18$0.85$1.6565%1.94
$25.00$27.50$30.00Dec 18$0.69$1.8149%2.62
$25.00$25.50$26.00Nov 6$0.07$0.4349%6.14
$25.50$26.00$26.50Nov 6$0.06$0.4441%7.33
$24.00$24.50$25.00Nov 20$0.07$0.4320%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. 79 found (best net $-0.20, 63 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$24.50$25.001:2Nov 6-$0.23$0.27
$28.00$30.001:2Nov 27-$0.04$1.96
$26.00$26.501:2Dec 4-$0.10$0.40
$26.50$27.001:2Dec 4-$0.09$0.41
$25.00$25.501:2Nov 13-$0.28$0.22
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.00$27.501:2Dec 18-$0.20$2.30
$28.50$27.001:2Nov 13-$0.18$1.32
$27.00$26.001:2Nov 13-$0.14$0.86
$26.50$26.001:2Nov 6-$0.25$0.25
$25.50$25.001:2Nov 13-$0.05$0.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 25 found (best yield 3.14%, avg 1.14%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$25.50Dec 11$0.800.480.2%3.14%3.38%5332
$26.50Dec 11$0.410.344.2%1.61%5.78%2317
$26.00Dec 4$0.530.402.2%2.08%4.28%26115
$26.00Dec 11$0.510.402.2%2.00%4.21%3924
$25.50Dec 4$0.700.480.2%2.75%2.99%25241
$26.00Nov 27$0.470.422.2%1.85%4.05%25345
$27.50Dec 18$0.240.218.1%0.94%9.04%8427.6K
$25.50Nov 27$0.620.500.2%2.44%2.67%630
$26.00Nov 20$0.390.412.2%1.53%3.73%3862.4K
$27.00Dec 11$0.160.276.1%0.63%6.76%109

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 56,811
Total Puts 14,485
Put/Call Ratio 0.26
Net Difference 42,326

Prior's Put/Call Breakdown

Total Calls 5,207
Total Puts 3,399
Put/Call Ratio 0.65
Net Difference 1,808

Prior 7-Day Put/Call Summary

Total Calls 131,857
Total Puts 46,439
Average Put/Call Ratio 0.82
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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