KHC option chain The Kraft Heinz Company
Cboe delayed options data · as of 00:39 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 ±10.9% (20.70–25.77) · ATM IV 27.5% · P/C open interest 0.54
| 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 | |
| 9.50 | 12.05 | 5 | 1.00 | 0.0011 | 0.000 | 12.5 | 0 | 0.0500 | 214 | 57.9% | -0.01 | 0.0036 | -0.001 | |||
| 7.05 | 9.55 | 13 | 0.99 | 0.0053 | 0.000 | 15 | 0.0100 | 0.2700 | 515 | 57.6% | -0.02 | 0.0101 | -0.002 | |||
| 5.60 | 6.45 | 38 | 51.4% | 0.97 | 0.0216 | -0.001 | 17.5 | 0.0500 | 0.1300 | 5 | 427 | 36.5% | -0.06 | 0.0273 | -0.003 | |
| 3.40 | 3.80 | 4 | 959 | 35.3% | 0.88 | 0.0681 | -0.004 | 20 | 0.2500 | 0.3200 | 12 | 5,132 | 30.7% | -0.16 | 0.0690 | -0.005 |
| 1.46 | 1.74 | 9 | 7,663 | 27.7% | 0.63 | 0.1310 | -0.007 | 22.5 | 0.8400 | 1.03 | 148 | 14.6K | 27.4% | -0.40 | 0.1307 | -0.007 |
| 0.5700 | 0.6300 | 117 | 13.3K | 28.1% | 0.31 | 0.1177 | -0.006 | 25 | 2.37 | 2.55 | 12 | 7,675 | 27.2% | -0.73 | 0.1210 | -0.006 |
| 0.1700 | 0.2200 | 37 | 8,949 | 28.9% | 0.14 | 0.0659 | -0.004 | 27.5 | 4.15 | 5.35 | 1,450 | 34.1% | -0.90 | 0.0622 | -0.003 | |
| 0.0500 | 0.0800 | 171 | 10.7K | 30.3% | 0.06 | 0.0344 | -0.003 | 30 | 6.60 | 7.20 | 10 | 1,840 | -0.96 | 0.0285 | -0.001 | |
| 0 | 0.2700 | 2,530 | 43.6% | 0.03 | 0.0188 | -0.002 | 32.5 | 9.05 | 10.55 | 515 | 56.9% | -0.98 | 0.0138 | 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 — Jan 15, 2027
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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