KHC option chain The Kraft Heinz Company
Cboe delayed options data · as of 09:35 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 ±5.2% (24.13–26.77) · ATM IV 25.7% · 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 | |
| 9.35 | 10.60 | 33 | 10 | 1.00 | 0.0000 | -0.324 | 15 | 0 | 0.1700 | 1 | 2 | 118.5% | -0.00 | 0.0008 | -0.000 | |
| 6.80 | 10.45 | 42 | 9 | 147.0% | 1.00 | 0.0000 | -0.318 | 17 | 0 | 0.7200 | 131.2% | -0.00 | 0.0023 | -0.001 | ||
| 7.05 | 9.50 | 15 | 4 | 177.8% | 1.00 | 0.0000 | -0.315 | 18 | 0 | 0.7200 | 116.2% | -0.00 | 0.0040 | -0.001 | ||
| 4.60 | 8.50 | 17 | 5 | 108.9% | 1.00 | 0.0000 | -0.310 | 19 | 0 | 0.7200 | 3 | 101.9% | -0.01 | 0.0072 | -0.001 | |
| 4.25 | 7.50 | 1 | 116.3% | 1.00 | 0.0000 | -0.303 | 20 | 0 | 0.7200 | 4 | 87.9% | -0.01 | 0.0134 | -0.002 | ||
| 3.35 | 7.00 | 95.5% | 1.00 | 0.0000 | -0.298 | 20.5 | 0 | 1.13 | 7 | 95.5% | -0.02 | 0.0186 | -0.003 | |||
| 3.10 | 6.50 | 95.6% | 1.00 | 0.0000 | -0.292 | 21 | 0 | 0.9300 | 54 | 81.6% | -0.03 | 0.0260 | -0.003 | |||
| 2.65 | 5.40 | 71.0% | 1.00 | 0.0000 | -0.282 | 21.5 | 0 | 1.00 | 17 | 76.7% | -0.04 | 0.0366 | -0.004 | |||
| 2.15 | 5.25 | 2 | 74.4% | 1.00 | 0.0000 | -0.269 | 22 | 0 | 0.1000 | 34 | 34.5% | -0.05 | 0.0517 | -0.005 | ||
| 1.94 | 4.95 | 1 | 79.9% | 1.00 | 0.0000 | -0.248 | 22.5 | 0 | 0.1100 | 1 | 234 | 30.4% | -0.08 | 0.0732 | -0.006 | |
| 0.7600 | 3.45 | 1 | 1.00 | 0.0000 | -0.216 | 23 | 0.0900 | 0.1200 | 74 | 214 | 30.4% | -0.11 | 0.1027 | -0.008 | ||
| 0.5500 | 4.05 | 90 | 41 | 56.3% | 1.00 | 0.0000 | -0.165 | 23.5 | 0 | 0.2500 | 1 | 378 | 26.5% | -0.17 | 0.1409 | -0.010 |
| 0.9000 | 3.55 | 32 | 22 | 66.8% | 0.96 | 0.2635 | -0.084 | 24 | 0.1000 | 0.4800 | 20 | 255 | 29.7% | -0.24 | 0.1850 | -0.012 |
| 0.4600 | 1.59 | 105 | 115 | 27.5% | 0.72 | 0.6398 | -0.013 | 24.5 | 0.1000 | 0.6300 | 13 | 81 | 25.7% | -0.34 | 0.2264 | -0.014 |
| 0.2900 | 1.13 | 185 | 295 | 26.4% | 0.54 | 0.2464 | -0.014 | 25 | 0.5000 | 0.7600 | 23 | 551 | 28.1% | -0.46 | 0.2513 | -0.015 |
| 0 | 1.05 | 75 | 318 | 28.1% | 0.42 | 0.2435 | -0.014 | 25.5 | 0.1200 | 1.47 | 15 | 23.4% | -0.59 | 0.2496 | -0.014 | |
| 0.2500 | 0.6000 | 59 | 903 | 31.4% | 0.31 | 0.2168 | -0.013 | 26 | 0.3500 | 2.11 | 10 | 51 | 27.8% | -0.70 | 0.2241 | -0.013 |
| 0.1800 | 0.3700 | 53 | 316 | 30.7% | 0.22 | 0.1783 | -0.011 | 26.5 | 0.7100 | 1.80 | 3 | -0.79 | 0.1859 | -0.011 | ||
| 0.0300 | 0.3500 | 12 | 451 | 31.4% | 0.16 | 0.1392 | -0.009 | 27 | 1.39 | 2.82 | 32.7% | -0.86 | 0.1456 | -0.009 | ||
| 0.0600 | 0.2500 | 1 | 3,171 | 34.0% | 0.11 | 0.1054 | -0.008 | 27.5 | 1.29 | 3.85 | 35.3% | -0.91 | 0.1094 | -0.007 | ||
| 0 | 0.1700 | 1 | 94 | 32.5% | 0.08 | 0.0787 | -0.006 | 28 | 1.51 | 4.50 | 34.1% | -0.94 | 0.0957 | -0.005 | ||
| 0 | 0.4500 | 82 | 47.7% | 0.06 | 0.0585 | -0.005 | 28.5 | 2.74 | 4.95 | 61.7% | -0.97 | 0.0802 | -0.005 | |||
| 0 | 0.6100 | 32 | 57.4% | 0.04 | 0.0435 | -0.004 | 29 | 2.10 | 6.05 | 48.6% | -0.99 | 0.0458 | -0.006 | |||
| 0 | 1.15 | 5 | 77.6% | 0.03 | 0.0325 | -0.003 | 29.5 | 3.60 | 6.55 | 83.8% | -1.00 | 0.0183 | -0.009 | |||
| 0 | 0.9400 | 1 | 76.2% | 0.02 | 0.0244 | -0.002 | 30 | 4.00 | 7.05 | 85.8% | -1.00 | 0.0019 | -0.011 | |||
| 0 | 0.9300 | 3 | 80.2% | 0.02 | 0.0184 | -0.002 | 30.5 | 4.45 | 7.55 | 89.0% | -1.00 | 0.0000 | -0.012 | |||
| 0 | 0.0300 | 39.8% | 0.01 | 0.0140 | -0.002 | 31 | 4.90 | 8.05 | 91.9% | -1.00 | 0.0000 | -0.012 | ||||
| 0 | 1.12 | 10 | 98.1% | 0.01 | 0.0083 | -0.001 | 32 | 5.75 | 9.05 | 95.5% | -1.00 | 0.0000 | -0.013 | |||
| 0 | 1.12 | 105.7% | 0.00 | 0.0051 | -0.001 | 33 | 6.60 | 10.05 | 98.0% | -1.00 | 0.0000 | -0.013 | ||||
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 — Sep 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs