Tour v536
KHC
KRAFT HEINZ CO
$25.32 -0.47%
$25.27 (-0.20%)🌙
as of 11/05 06:37 PM
◀ 11/5 18:37 ▶

Option Volume

Detail
ℹ
Current (11/05) 54,968
Calls: 48,983 (89%)
Puts: 5,985 (11%)
Prior (11/04) 71,296
Calls: 56,811 (80%)
Puts: 14,485 (20%)
Current vs Prior -22.90%
Calls: -13.78% (Calls)
Puts: -58.68% (Puts)
Prior 7-Day Total 237,218
Calls: 181,538 (77%)
Puts: 55,680 (23%)
Prior 7-Day Average 33,888
Calls: 25,934 (77%)
Puts: 7,954 (23%)
Current vs Prior 7-Day Avg +62.20%
Calls: +88.88%
Puts: -24.76%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/05) $4.21M
Calls: $3.79M (90%)
Puts: $421.7K (10%)
Prior (11/04) $3.29M
Calls: $2.20M (67%)
Puts: $1.09M (33%)
Current vs Prior +27.87%
Calls: +72.31%
Puts: -61.46%
Prior 7-Day Total $12.90M
Calls: $9.49M (74%)
Puts: $3.41M (26%)
Prior 7-Day Average $1.84M
Calls: $1.36M (74%)
Puts: $487.4K (26%)
Current vs Prior 7-Day Avg +128.51%
Calls: +179.57%
Puts: -13.48%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/05) 0.12
Prior (11/04) 0.26
Current vs Prior -52.08%
Prior 7-Day Average 0.75
Current vs Prior 7-Day Avg -83.69%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/05) 313,749
Calls: 213,780 (68%)
Puts: 99,969 (32%)
Prior (11/04) 393,597
Calls: 243,778 (62%)
Puts: 149,819 (38%)
Current vs Prior -20.29%
Prior 7-Day Total 2,153,784
Calls: 1,440,653 (67%)
Puts: 713,131 (33%)
Prior 7-Day Average 307,683
Calls: 205,807 (67%)
Puts: 101,875 (33%)
Current vs Prior 7-Day Avg +1.97%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 3.08% | 5.13%6.67% | 8.37%
Prior 3.77% | 5.54%6.45% | 8.06%
Current vs Prior -18.36% | -7.36%+3.54% | +3.90%
Prior 7-Day Avg 4.25% | 6.17%7.83% | 9.35%
Current vs 7-Day Avg -27.51% | -16.82%-14.81% | -10.43%
Prior 7-Day Eod 3.77% | 5.54%6.45% | 8.06%
Current vs 7-Day Eod -18.36% | -7.36%+3.54% | +3.90%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 49.02% | 17.15%
Calls: 33.93% | 12.99%
Puts: 64.10% | 21.31%
Prior 49.02% | 17.15%
Calls: 33.93% | 12.99%
Puts: 64.10% | 21.31%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 25.44% | 69.15%
Calls: 29.52% | 88.30%
Puts: 21.37% | 50.00%
Current vs 7-Day Avg +92.66% | -75.20%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 90% of dollar volume in calls ($3.79M) vs puts ($421.7K). Dollar volume significantly above 7-day average (129% higher). Extreme bullish P/C ratio of 0.12 - heavy call buying (48,983 calls vs 5,985 puts). P/C ratio dropping 52% - sentiment shifting bullish.

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 7 of results (avg 7.0%, best 4.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Nov 64.204.40$4.304.7%980.9311
$23.50Nov 131.861.98$1.926.2%150.86418
$21.50Nov 63.703.95$3.836.5%1000.9935
$20.50Nov 64.604.95$4.787.3%1010.9910
$23.50Nov 201.972.16$2.079.2%380.8488
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.50Nov 64.104.40$4.257.1%20.78--
$25.00Nov 200.500.54$0.527.7%5530.45911

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.50, cheapest $0.52)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Nov 200.500.54$0.527.7%5530.45911
$24.00Dec 40.450.51$0.4812.5%40.3052

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 47 found (avg delta 0.76, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Nov 63.103.50$3.3012.1%920.9968
$22.50Nov 202.733.05$2.8911.1%50.993.4K
$20.50Nov 64.604.95$4.787.3%1010.9910
$21.50Nov 63.703.95$3.836.5%1000.9935
$22.50Nov 62.492.92$2.7115.9%260.9865
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Dec 184.755.35$5.0511.9%220.94--
$26.00Nov 60.620.88$0.7534.7%200.883.4K
$29.50Nov 64.104.40$4.257.1%20.78--
$26.00Nov 130.871.07$0.9720.6%40.6737
$26.00Nov 270.951.34$1.1533.9%10.64--

Most actively traded options today. High liquidity = easy entry/exit. 120 active (total vol 49.4K, top 20.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Nov 60.260.53$0.4067.5%20.1K0.6621.8K
$24.50Nov 60.670.93$0.8032.5%20.0K0.8920.9K
$25.50Nov 60.120.20$0.1650.0%2.1K0.375.9K
$27.00Nov 130.060.09$0.0837.5%5580.1220.1K
$26.00Nov 60.020.05$0.0475.0%2800.121.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Nov 130.000.54$0.27200.0%8470.17--
$25.00Nov 200.500.54$0.527.7%5530.45911
$24.00Nov 60.000.03$0.02150.0%3450.05850
$25.00Nov 130.250.48$0.3762.2%3370.37963
$24.50Nov 60.000.07$0.04175.0%2440.11700

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 65.9%, max 90.0%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Nov 6Dec 1855.6%29.3%90.0%20.2K34.4K
$25.50Nov 6Dec 1150.9%35.9%41.8%2.2K5.9K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Nov 6Dec 1855.6%29.3%90.0%1726.4K
$25.50Nov 6Dec 1150.9%35.9%41.8%4950

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 45 found (best R:R 3.17, avg 2.69)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$23.00$23.50Nov 20$0.30$0.20$0.3095%0.67$23.30
$25.00$25.50Nov 13$0.14$0.36$0.1464%2.57$25.14
$24.50$25.00Nov 27$0.24$0.26$0.2464%1.08$24.74
$25.50$26.00Nov 27$0.14$0.36$0.1444%2.57$25.64
$24.50$25.00Nov 13$0.31$0.19$0.3176%0.61$24.81
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$26.00$25.50Dec 11$0.12$0.38$0.1264%3.17$25.88
$25.50$25.00Nov 27$0.16$0.34$0.1655%2.12$25.34
$25.50$25.00Dec 4$0.18$0.32$0.1855%1.78$25.32
$26.00$25.50Nov 27$0.25$0.25$0.2564%1.00$25.75
$24.00$23.50Dec 4$0.11$0.39$0.1130%3.55$23.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 31 found (best R:R 3.17, avg 0.61)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$26.50$30.00Nov 27$0.30$0.30$3.2073%0.09$26.80
$26.00$26.50Nov 20$0.25$0.25$0.2564%1.00$26.25
$25.50$26.00Dec 11$0.30$0.30$0.2056%1.50$25.80
$27.00$27.50Dec 4$0.18$0.18$0.3276%0.56$27.18
$26.50$27.00Dec 11$0.18$0.18$0.3270%0.56$26.68
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$21.50$21.00Nov 20$0.38$0.38$0.1283%3.17$21.12
$25.00$22.50Dec 18$0.75$0.75$1.7552%0.43$24.25
$24.50$24.00Dec 4$0.28$0.28$0.2261%1.27$24.22
$25.00$24.00Nov 27$0.43$0.43$0.5755%0.75$24.57
$23.00$22.50Nov 13$0.14$0.14$0.3683%0.39$22.86

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.28, cheapest $0.21)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.00Nov 6Nov 13$0.3055.6%37.5%
$25.50Nov 6Nov 13$0.4050.9%39.4%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.00Nov 6Nov 13$0.2155.6%37.5%
$25.50Nov 6Nov 13$0.2250.9%39.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 32 found (cheapest 2.13% of stock, avg 6.67%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$25.50Nov 6$0.16$0.38$0.54$24.96$26.042.13%
$25.00Nov 6$0.40$0.16$0.56$24.44$25.562.21%
$26.00Nov 6$0.04$0.75$0.79$25.21$26.793.12%
$24.50Nov 6$0.80$0.04$0.84$23.66$25.343.32%
$25.00Nov 13$0.70$0.37$1.07$23.93$26.074.23%
$25.50Nov 13$0.56$0.60$1.16$24.34$26.664.58%
$24.50Nov 13$1.01$0.21$1.22$23.28$25.724.82%
$26.00Nov 13$0.34$0.97$1.31$24.69$27.315.17%
$24.00Nov 6$1.33$0.02$1.35$22.65$25.355.33%
$25.00Nov 20$0.83$0.52$1.35$23.65$26.355.33%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 120 found (cheapest 0.28% of stock, avg 2.92%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$26.50$24.50Nov 6$0.03$0.04$0.07$24.43$26.57
$26.00$24.50Nov 6$0.04$0.04$0.08$24.42$26.08
$27.50$23.00Nov 20$0.11$0.09$0.20$22.80$27.70
$27.00$23.50Nov 13$0.08$0.16$0.24$23.26$27.24
$27.00$24.00Nov 13$0.08$0.16$0.24$23.76$27.24
$26.00$25.00Nov 6$0.04$0.16$0.20$24.80$26.20
$26.50$25.00Nov 6$0.03$0.16$0.19$24.81$26.69
$27.00$23.00Nov 20$0.16$0.09$0.25$22.75$27.25
$25.50$24.50Nov 6$0.16$0.04$0.20$24.30$25.70
$27.50$23.50Nov 13$0.11$0.16$0.27$23.23$27.77

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 8 found (best R:R 1.50, avg credit $0.34)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
22/2226/27Dec 11$0.30$0.2057%1.50$21.70$26.80
24/2426/27Dec 11$0.38$0.1237%3.17$23.62$26.88
24/2427/28Dec 4$0.29$0.2145%1.38$23.71$27.29
23/2426/27Dec 11$0.28$0.2244%1.27$23.22$26.78
22/2427/28Dec 4$0.43$1.0752%0.40$23.07$27.43
22/2428/30Dec 4$0.39$2.1161%0.18$23.11$27.89
24/2428/30Dec 4$0.25$2.2554%0.11$23.75$27.75
24/2426/30Nov 27$0.40$3.1048%0.13$23.60$26.90

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 38 found (best R:R 1.58, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$22.50$25.00$27.50Dec 18$0.97$1.5370%1.58
$25.00$27.50$30.00Dec 18$0.67$1.8347%2.73
$25.00$25.50$26.00Nov 6$0.12$0.3854%3.17
$24.50$25.00$25.50Nov 6$0.16$0.3452%2.12
$25.50$26.00$26.50Nov 6$0.11$0.3929%3.55
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$24.50$25.00$25.50Nov 6$0.10$0.4052%4.00
$25.00$25.50$26.00Nov 6$0.15$0.3554%2.33
$24.50$25.00$25.50Nov 13$0.07$0.4328%6.14
$24.00$24.50$25.00Nov 6$0.10$0.4029%4.00
$25.00$25.50$26.00Nov 27$0.09$0.4119%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. 59 found (best net $-0.47, 40 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$23.50$24.501:2Nov 20-$0.47$0.53
$23.50$24.501:2Dec 4-$0.41$0.59
$24.00$24.501:2Nov 6-$0.27$0.23
$25.50$26.001:2Nov 13-$0.12$0.38
$26.50$27.001:2Nov 20-$0.07$0.43
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$24.001:2Dec 11-$0.20$0.80
$25.50$25.001:2Nov 13-$0.14$0.36
$25.50$25.001:2Nov 20-$0.18$0.32
$26.00$25.501:2Nov 13-$0.23$0.27
$23.50$23.001:2Nov 27-$0.07$0.43

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 22 found (best yield 2.96%, avg 1.12%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$25.50Dec 11$0.750.440.7%2.96%3.67%6285
$26.00Dec 4$0.490.372.7%1.94%4.62%1--
$25.50Dec 4$0.590.450.7%2.33%3.04%154287
$27.50Dec 18$0.210.198.6%0.83%9.44%2137.5K
$26.50Dec 11$0.260.304.7%1.03%5.69%1240
$26.50Dec 4$0.280.284.7%1.11%5.77%21--
$26.00Nov 27$0.360.352.7%1.42%4.11%1--
$26.00Nov 20$0.350.362.7%1.38%4.07%1232.6K
$27.00Dec 4$0.190.246.6%0.75%7.39%35100
$27.00Dec 11$0.200.226.6%0.79%7.42%6416

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 48,983
Total Puts 5,985
Put/Call Ratio 0.12
Net Difference 42,998

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 181,538
Total Puts 55,680
Average Put/Call Ratio 0.75
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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