KHC option chain The Kraft Heinz Company
Cboe delayed options data · as of 21:57 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±3.6% (22.39–24.09) · ATM IV 25.5% · P/C open interest 0.32
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 7.25 | 8.65 | 3 | 1.00 | 0.0004 | 0.000 | 15 | 0 | 0.1100 | 2 | 1 | 136.5% | -0.00 | 0.0004 | -0.000 | ||
| 7.15 | 9.35 | 263.4% | 1.00 | 0.0008 | 0.000 | 16 | 0 | 0.7200 | 1 | 183.3% | -0.00 | 0.0008 | -0.000 | |||
| 6.05 | 7.80 | 2 | 200.2% | 1.00 | 0.0017 | 0.000 | 17 | 0 | 0.2000 | 1 | 115.3% | -0.00 | 0.0017 | -0.000 | ||
| 5.10 | 6.00 | 1 | 132.0% | 1.00 | 0.0037 | 0.000 | 18 | 0 | 0.2000 | 1 | 97.8% | -0.00 | 0.0038 | -0.001 | ||
| 3.95 | 5.10 | 108.0% | 0.99 | 0.0091 | -0.001 | 19 | 0 | 0.2300 | 2 | 1 | 83.8% | -0.01 | 0.0092 | -0.001 | ||
| 3.55 | 4.45 | 95.0% | 0.99 | 0.0147 | -0.001 | 19.5 | 0 | 0.0700 | 1 | 49 | 58.0% | -0.01 | 0.0148 | -0.002 | ||
| 3.10 | 4.75 | 5 | 125.6% | 0.98 | 0.0241 | -0.002 | 20 | 0 | 0.2300 | 9 | 568 | 66.9% | -0.02 | 0.0243 | -0.003 | |
| 2.64 | 4.25 | 115.2% | 0.97 | 0.0403 | -0.004 | 20.5 | 0 | 0.0200 | 22 | 35.4% | -0.03 | 0.0406 | -0.004 | |||
| 2.21 | 3.70 | 4 | 103.8% | 0.95 | 0.0678 | -0.006 | 21 | 0 | 0.0300 | 13 | 128 | 31.6% | -0.05 | 0.0686 | -0.006 | |
| 1.69 | 2.41 | 19 | 59.9% | 0.92 | 0.1136 | -0.009 | 21.5 | 0.0300 | 0.1000 | 137 | 149 | 32.0% | -0.08 | 0.1150 | -0.009 | |
| 1.27 | 1.48 | 241 | 34.2% | 0.86 | 0.1837 | -0.012 | 22 | 0.0700 | 0.1400 | 64 | 299 | 31.8% | -0.15 | 0.1865 | -0.013 | |
| 0.8500 | 1.17 | 16 | 377 | 35.2% | 0.75 | 0.2735 | -0.017 | 22.5 | 0.1500 | 0.2000 | 9,602 | 242 | 28.5% | -0.25 | 0.2781 | -0.017 |
| 0.3800 | 0.6900 | 26 | 13.9K | 24.9% | 0.60 | 0.3498 | -0.020 | 23 | 0.2100 | 0.4100 | 102 | 3,392 | 26.1% | -0.41 | 0.3560 | -0.020 |
| 0.3000 | 0.3900 | 32 | 464 | 28.4% | 0.42 | 0.3605 | -0.019 | 23.5 | 0.5000 | 0.7100 | 204 | 97 | 28.4% | -0.59 | 0.3679 | -0.020 |
| 0.1200 | 0.2300 | 26 | 703 | 27.8% | 0.26 | 0.2960 | -0.016 | 24 | 0.7000 | 1.19 | 5 | 104 | 28.2% | -0.76 | 0.3052 | -0.017 |
| 0.0500 | 0.1100 | 43 | 200 | 27.7% | 0.15 | 0.2034 | -0.011 | 24.5 | 1.06 | 1.68 | 314 | 29.8% | -0.87 | 0.2141 | -0.012 | |
| 0.0200 | 0.0400 | 22 | 490 | 27.1% | 0.08 | 0.1252 | -0.007 | 25 | 1.60 | 2.55 | 3 | 215 | 56.2% | -0.94 | 0.1400 | -0.008 |
| 0.0100 | 0.0200 | 57 | 638 | 28.7% | 0.04 | 0.0729 | -0.005 | 25.5 | 2.00 | 3.30 | 9 | 70.5% | -0.98 | 0.0733 | -0.005 | |
| 0 | 0.0200 | 5 | 63 | 31.5% | 0.02 | 0.0415 | -0.003 | 26 | 2.44 | 3.80 | 76.0% | -1.00 | 0.0165 | -0.004 | ||
| 0 | 0.0500 | 131 | 41.7% | 0.01 | 0.0235 | -0.002 | 26.5 | 2.56 | 4.45 | 72.4% | -1.00 | 0.0006 | -0.004 | |||
| 0 | 0.1000 | 247 | 50.6% | 0.01 | 0.0134 | -0.001 | 27 | 3.45 | 4.20 | 52.1% | -1.00 | 0.0000 | -0.004 | |||
| 0 | 0.1800 | 101 | 65.8% | 0.00 | 0.0077 | -0.001 | 27.5 | 3.90 | 4.70 | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 0.7000 | 3 | 102.9% | 0.00 | 0.0045 | -0.000 | 28 | 4.35 | 5.20 | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 0.7200 | 33 | 110.1% | 0.00 | 0.0027 | -0.000 | 28.5 | 4.55 | 5.70 | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 0.7200 | 116.1% | 0.00 | 0.0016 | -0.000 | 29 | 5.45 | 6.50 | 99.1% | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 0.7100 | 121.3% | 0.00 | 0.0010 | -0.000 | 29.5 | 5.90 | 7.60 | 134.6% | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 0.0500 | 12 | 63.4% | 0.00 | 0.0006 | -0.000 | 30 | 6.05 | 8.05 | 119.3% | -1.00 | 0.0000 | -0.004 | |||
| 0 | 1.00 | 152.7% | 0.00 | 0.0002 | 0.000 | 31 | 7.45 | 9.05 | 151.8% | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 1.00 | 163.3% | 0.00 | 0.0001 | 0.000 | 32 | 8.40 | 10.55 | 183.8% | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 1.00 | 173.4% | 0.00 | 0.0000 | 0.000 | 33 | 9.45 | 11.45 | 192.2% | -1.00 | 0.0000 | -0.004 | ||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Oct 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs