KHC option chain The Kraft Heinz Company
Cboe delayed options data · as of 00:35 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 ±12.8% (22.19–28.71) · ATM IV 26.7% · P/C open interest 0.53
| 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 | |
| 10.00 | 10.80 | 295 | 72 | 1.00 | 0.0000 | -0.055 | 15 | 0.0200 | 0.0800 | 535 | 44.1% | -0.02 | 0.0071 | -0.001 | ||
| 6.70 | 9.00 | 250 | 84 | 1.00 | 0.0000 | -0.024 | 17.5 | 0.0800 | 0.1400 | 399 | 37.7% | -0.05 | 0.0171 | -0.002 | ||
| 5.25 | 5.90 | 1,883 | 35.0% | 0.92 | 0.0348 | -0.002 | 20 | 0.2000 | 0.3000 | 14 | 4,924 | 32.2% | -0.11 | 0.0379 | -0.003 | |
| 3.15 | 3.55 | 523 | 6,822 | 28.2% | 0.79 | 0.0708 | -0.004 | 22.5 | 0.4500 | 0.7400 | 345 | 13.8K | 27.7% | -0.24 | 0.0721 | -0.005 |
| 1.66 | 1.87 | 62 | 13.4K | 27.3% | 0.57 | 0.1005 | -0.006 | 25 | 1.20 | 1.79 | 5 | 7,814 | 26.1% | -0.46 | 0.1010 | -0.006 |
| 0.7600 | 0.8600 | 8 | 9,192 | 27.1% | 0.33 | 0.0917 | -0.005 | 27.5 | 2.24 | 3.50 | 1,701 | 21.6% | -0.70 | 0.0916 | -0.005 | |
| 0.3200 | 0.4900 | 128 | 10.1K | 29.0% | 0.18 | 0.0622 | -0.004 | 30 | 4.00 | 6.15 | 1,828 | 23.4% | -0.85 | 0.0602 | -0.003 | |
| 0.0800 | 0.2000 | 2,503 | 28.0% | 0.10 | 0.0385 | -0.003 | 32.5 | 6.30 | 8.20 | 511 | -0.92 | 0.0359 | -0.001 | |||
| 0.0100 | 0.2500 | 3,183 | 33.4% | 0.06 | 0.0239 | -0.002 | 35 | 8.00 | 12.15 | 284 | 39.0% | -0.97 | 0.0275 | -0.000 | ||
| 0.0200 | 0.0500 | 2,698 | 31.0% | 0.04 | 0.0153 | -0.001 | 37.5 | 10.40 | 13.75 | 14 | -1.00 | 0.0072 | 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.
callsputs