KHC option chain The Kraft Heinz Company
Cboe delayed options data · as of 03:38 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 ±9.9% (20.94–25.54) · ATM IV 29.5% · P/C open interest 0.80
| 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 | 12.85 | 123.9% | 1.00 | 0.0008 | 0.000 | 12.5 | 0 | 0.0400 | 655 | 67.5% | -0.00 | 0.0025 | -0.001 | |||
| 7.60 | 9.60 | 19 | 92.6% | 1.00 | 0.0035 | 0.000 | 15 | 0 | 0.1300 | 992 | 60.1% | -0.01 | 0.0076 | -0.001 | ||
| 4.50 | 7.10 | 71 | 0.98 | 0.0150 | -0.001 | 17.5 | 0.0100 | 0.1400 | 3,180 | 41.9% | -0.04 | 0.0237 | -0.003 | |||
| 3.20 | 3.70 | 431 | 33.4% | 0.91 | 0.0605 | -0.004 | 20 | 0.1100 | 0.3300 | 82 | 8,749 | 33.3% | -0.14 | 0.0709 | -0.006 | |
| 1.42 | 1.58 | 11 | 1,917 | 30.8% | 0.65 | 0.1532 | -0.009 | 22.5 | 0.6000 | 1.00 | 99 | 7,461 | 28.3% | -0.41 | 0.1472 | -0.009 |
| 0.3800 | 0.4900 | 424 | 10.2K | 29.5% | 0.28 | 0.1319 | -0.008 | 25 | 2.25 | 2.56 | 55 | 5,351 | 29.6% | -0.75 | 0.1231 | -0.007 |
| 0.0800 | 0.1100 | 79 | 7,820 | 29.7% | 0.10 | 0.0591 | -0.004 | 27.5 | 4.30 | 5.75 | 2,190 | 50.7% | -0.92 | 0.0549 | -0.003 | |
| 0.0100 | 0.0300 | 15 | 5,941 | 30.8% | 0.04 | 0.0247 | -0.002 | 30 | 6.60 | 8.15 | 433 | 58.4% | -0.97 | 0.0221 | -0.001 | |
| 0.0100 | 0.0300 | 42 | 808 | 38.4% | 0.02 | 0.0111 | -0.001 | 32.5 | 8.20 | 10.85 | 217 | 44.0% | -0.99 | 0.0094 | 0.000 | |
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
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