Tour v536
KHC
KRAFT HEINZ CO
$24.61 -2.80%
$24.67 (+0.24%)🌙
as of 11/06 06:35 PM
◀ 11/6 18:35

Option Volume

Detail
ℹ
Current (11/06) 22,940
Calls: 17,136 (75%)
Puts: 5,804 (25%)
Prior (11/05) 54,968
Calls: 48,983 (89%)
Puts: 5,985 (11%)
Current vs Prior -58.27%
Calls: -65.02% (Calls)
Puts: -3.02% (Puts)
Prior 7-Day Total 279,464
Calls: 224,284 (80%)
Puts: 55,180 (20%)
Prior 7-Day Average 39,923
Calls: 32,040 (80%)
Puts: 7,882 (20%)
Current vs Prior 7-Day Avg -42.54%
Calls: -46.52%
Puts: -26.37%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06) $1.97M
Calls: $1.52M (77%)
Puts: $452.1K (23%)
Prior (11/05) $4.21M
Calls: $3.79M (90%)
Puts: $421.7K (10%)
Current vs Prior -53.24%
Calls: -59.96%
Puts: +7.21%
Prior 7-Day Total $15.59M
Calls: $12.23M (78%)
Puts: $3.36M (22%)
Prior 7-Day Average $2.23M
Calls: $1.75M (78%)
Puts: $480.1K (22%)
Current vs Prior 7-Day Avg -11.60%
Calls: -13.19%
Puts: -5.82%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/06) 0.34
Prior (11/05) 0.12
Current vs Prior +177.20%
Prior 7-Day Average 0.62
Current vs Prior 7-Day Avg -45.21%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/06) 325,378
Calls: 216,671 (67%)
Puts: 108,707 (33%)
Prior (11/05) 313,749
Calls: 213,780 (68%)
Puts: 99,969 (32%)
Current vs Prior +3.71%
Prior 7-Day Total 2,215,662
Calls: 1,487,962 (67%)
Puts: 727,700 (33%)
Prior 7-Day Average 316,523
Calls: 212,566 (67%)
Puts: 103,957 (33%)
Current vs Prior 7-Day Avg +2.80%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 2.36% | 5.12%5.85% | 8.25%
Prior 3.08% | 5.13%6.67% | 8.37%
Current vs Prior +66.20% | +13.96%-12.33% | -1.48%
Prior 7-Day Avg 4.23% | 6.09%7.55% | 9.14%
Current vs 7-Day Avg +21.14% | -3.96%-22.53% | -9.77%
Prior 7-Day Eod 3.08% | 5.13%6.67% | 8.37%
Current vs 7-Day Eod +66.20% | +13.96%-12.33% | -1.48%
Sentiment BEARISHBULLISH

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 29.08% | 58.52%
Calls: 29.68% | 73.11%
Puts: 28.49% | 43.93%
Current vs 7-Day Avg +68.54% | -70.69%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 77% of dollar volume in calls ($1.52M) vs puts ($452.1K). Light premium activity with dollar volume down 53% vs prior. Below-average activity with volume down 58% vs prior. Extreme bullish P/C ratio of 0.34 - heavy call buying (17,136 calls vs 5,804 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 9.4%, best 9.4%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Nov 134.555.00$4.789.4%220.8420
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.35, cheapest $0.17)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.50Nov 130.160.18$0.1711.8%5.7K0.24295
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.50Nov 200.520.59$0.5512.7%2840.45339
$22.50Dec 180.300.36$0.3318.2%3500.216.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 53 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Nov 132.552.94$2.7514.2%221.0039
$20.00Nov 64.505.05$4.7811.5%640.9922
$22.00Nov 62.483.05$2.7620.7%480.9968
$20.50Nov 63.954.45$4.2011.9%530.9916
$22.50Nov 62.022.46$2.2419.6%710.9965
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.50Nov 60.561.08$0.8263.4%131.0075
$26.00Nov 61.031.59$1.3142.7%11.00--
$26.50Nov 61.682.00$1.8417.4%201.00121
$28.00Nov 63.053.55$3.3015.2%61.00--
$28.50Nov 63.554.00$3.7811.9%21.00--

Most actively traded options today. High liquidity = easy entry/exit. 127 active (total vol 16.9K, top 5.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.50Nov 130.160.18$0.1711.8%5.7K0.24295
$25.00Nov 130.270.35$0.3125.8%1.8K0.38443
$23.50Nov 60.991.26$1.1323.9%1.1K0.651.6K
$23.50Nov 131.101.39$1.2523.2%9320.82405
$25.00Dec 180.630.84$0.7428.4%5240.4212.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.50Nov 130.340.55$0.4546.7%4370.45170
$25.00Nov 130.520.84$0.6847.1%4170.621.3K
$22.50Dec 180.300.36$0.3318.2%3500.216.1K
$24.50Nov 200.520.59$0.5512.7%2840.45339
$24.50Nov 60.000.02$0.01200.0%2460.13757

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 2974.7%, max 7418.3%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$23.50Nov 6Dec 42180.9%29.0%7418.3%1.1K1.6K
$21.00Nov 6Nov 133508.0%128.2%2636.8%8115
$25.00Nov 6Dec 18314.2%30.7%921.9%89524.2K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Nov 6Dec 18314.2%30.7%921.9%526.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 35 found (best R:R 3.55, avg 2.10)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$24.00$24.50Nov 27$0.18$0.32$0.1864%1.78$24.18
$23.00$24.50Dec 11$0.92$0.58$0.9277%0.63$23.92
$23.50$24.00Nov 20$0.27$0.23$0.2778%0.85$23.77
$23.50$24.00Nov 27$0.32$0.18$0.3284%0.56$23.82
$23.50$24.00Dec 4$0.28$0.22$0.2873%0.79$23.78
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$24.50Nov 27$0.11$0.39$0.1158%3.55$24.89
$25.00$24.50Dec 11$0.11$0.39$0.1155%3.55$24.89
$25.00$24.50Nov 20$0.16$0.34$0.1657%2.13$24.84
$24.50$24.00Nov 20$0.15$0.35$0.1545%2.33$24.35
$25.00$24.50Nov 13$0.23$0.27$0.2362%1.17$24.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 22 found (best R:R 4.00, avg 0.88)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.00$25.50Dec 11$0.40$0.40$0.1055%4.00$25.40
$25.50$26.00Dec 4$0.29$0.29$0.2165%1.38$25.79
$25.00$25.50Nov 27$0.30$0.30$0.2058%1.50$25.30
$25.00$25.50Nov 20$0.28$0.28$0.2257%1.27$25.28
$25.00$27.50Dec 18$0.58$0.58$1.9258%0.30$25.58
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$24.00$23.50Nov 27$0.30$0.30$0.2062%1.50$23.70
$24.50$24.00Nov 27$0.35$0.35$0.1552%2.33$24.15
$24.50$23.50Dec 11$0.51$0.51$0.4953%1.04$23.99
$22.50$20.00Dec 18$0.26$0.26$2.2479%0.12$22.24
$24.00$23.50Nov 20$0.20$0.20$0.3066%0.67$23.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $0.12, cheapest $0.12)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.50Nov 6Nov 13$0.122180.9%38.1%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 36 found (cheapest 0.73% of stock, avg 6.51%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$24.50Nov 6$0.17$0.01$0.18$24.32$24.680.73%
$25.00Nov 6$0.11$0.41$0.52$24.48$25.522.11%
$24.00Nov 6$0.62$0.01$0.63$23.37$24.632.56%
$25.50Nov 6$0.01$0.82$0.83$24.67$26.333.37%
$25.00Nov 13$0.31$0.68$0.99$24.01$25.994.02%
$24.50Nov 13$0.58$0.45$1.03$23.47$25.534.19%
$24.00Nov 13$0.86$0.23$1.09$22.91$25.094.43%
$25.50Nov 13$0.17$1.04$1.21$24.29$26.714.92%
$25.00Nov 20$0.54$0.71$1.25$23.75$26.255.08%
$24.50Nov 20$0.73$0.55$1.28$23.22$25.785.20%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 119 found (cheapest 0.49% of stock, avg 3.05%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$25.00$24.50Nov 6$0.11$0.01$0.12$24.38$25.12
$26.50$23.00Nov 13$0.05$0.10$0.15$22.85$26.65
$26.50$23.50Nov 13$0.05$0.13$0.18$23.32$26.68
$26.00$23.00Nov 13$0.10$0.10$0.20$22.80$26.20
$27.00$22.50Nov 20$0.11$0.09$0.20$22.30$27.20
$27.00$23.00Nov 20$0.11$0.11$0.22$22.78$27.22
$26.00$23.50Nov 13$0.10$0.13$0.23$23.27$26.23
$27.00$23.00Nov 27$0.07$0.15$0.22$22.78$27.22
$27.00$23.50Nov 27$0.07$0.18$0.25$23.25$27.25
$26.50$23.00Nov 27$0.15$0.15$0.30$22.70$26.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 1.50, avg credit $0.31)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
22/2326/26Dec 11$0.30$0.2048%1.50$22.70$26.30
23/2426/26Dec 11$0.33$0.1740%1.94$23.17$26.33
22/2326/28Dec 11$0.29$0.7156%0.41$22.71$26.79
23/2426/28Dec 11$0.32$0.6848%0.47$23.18$26.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 33 found (best R:R 2.57, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$22.50$23.00$23.50Nov 6$0.09$0.4134%4.56
$23.50$24.00$24.50Nov 6$0.06$0.4422%7.33
$25.00$25.50$26.00Nov 13$0.07$0.4324%6.14
$25.00$25.50$26.00Nov 6$0.10$0.4027%4.00
$23.50$24.00$24.50Nov 13$0.11$0.3928%3.55
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$20.00$22.50$25.00Dec 18$0.70$1.8053%2.57
$23.50$24.00$24.50Nov 27$0.05$0.4526%9.00
$25.00$25.50$26.00Nov 6$0.08$0.4228%5.25
$23.00$23.50$24.00Nov 13$0.07$0.4316%6.14
$22.00$22.50$23.00Nov 13$0.06$0.4410%7.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 46 found (best net $-0.24, 38 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$23.00$24.501:2Dec 11-$0.24$1.26
$22.50$23.501:2Nov 20-$0.34$0.66
$23.50$24.001:2Nov 6-$0.11$0.39
$25.00$25.501:2Dec 11-$0.06$0.44
$25.50$26.001:2Nov 27-$0.07$0.43
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$26.00$25.001:2Nov 27-$0.25$0.75
$26.00$25.501:2Nov 6-$0.33$0.17
$24.50$24.001:2Nov 27-$0.13$0.37
$27.50$26.501:2Nov 6-$0.90$0.10
$25.00$24.501:2Nov 13-$0.22$0.28

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 19 found (best yield 2.56%, avg 1.03%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$25.00Dec 11$0.630.451.6%2.56%4.14%2699
$25.00Dec 18$0.630.421.6%2.56%4.14%52412.7K
$25.00Dec 4$0.550.431.6%2.23%3.82%1--
$25.50Dec 4$0.360.353.6%1.46%5.08%47432
$25.50Dec 11$0.350.343.6%1.42%5.04%544
$25.00Nov 20$0.390.431.6%1.58%3.17%3408.0K
$26.50Dec 11$0.170.207.7%0.69%8.37%240
$26.00Dec 11$0.120.285.7%0.49%6.14%92155
$27.50Dec 18$0.130.1311.7%0.53%12.27%487.4K
$25.00Nov 27$0.330.421.6%1.34%2.93%35225

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 17,136
Total Puts 5,804
Put/Call Ratio 0.34
Net Difference 11,332

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 224,284
Total Puts 55,180
Average Put/Call Ratio 0.62
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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