KHC option chain The Kraft Heinz Company
Cboe delayed options data · as of 12:39 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 ±15.2% (19.70–26.77) · ATM IV 29.1% · P/C open interest 0.81
| 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 | 12.60 | 70.2% | 1.00 | 0.0006 | 0.000 | 12.5 | 0 | 0.2400 | 20 | 57.2% | -0.01 | 0.0037 | -0.000 | |||
| 7.00 | 9.60 | 5 | 0.99 | 0.0076 | 0.000 | 15 | 0 | 0.7500 | 65 | 56.3% | -0.03 | 0.0120 | -0.001 | |||
| 5.70 | 6.70 | 16 | 43.2% | 0.94 | 0.0268 | -0.001 | 17.5 | 0.0900 | 0.3400 | 3,940 | 34.2% | -0.08 | 0.0318 | -0.002 | ||
| 3.50 | 4.15 | 1 | 157 | 30.6% | 0.83 | 0.0605 | -0.003 | 20 | 0.4100 | 0.5700 | 7 | 2,051 | 28.7% | -0.21 | 0.0656 | -0.004 |
| 1.51 | 2.47 | 685 | 26.6% | 0.63 | 0.0950 | -0.005 | 22.5 | 1.20 | 1.89 | 1 | 3,513 | 31.5% | -0.42 | 0.0960 | -0.005 | |
| 0.5800 | 1.09 | 268 | 4,301 | 25.1% | 0.39 | 0.0985 | -0.005 | 25 | 2.64 | 2.99 | 13 | 636 | 28.0% | -0.65 | 0.0957 | -0.005 |
| 0.3500 | 0.5400 | 41 | 6,231 | 28.5% | 0.20 | 0.0720 | -0.004 | 27.5 | 4.15 | 5.60 | 75 | 30.8% | -0.83 | 0.0716 | -0.003 | |
| 0.1400 | 0.2000 | 9 | 1,149 | 28.3% | 0.10 | 0.0430 | -0.002 | 30 | 5.80 | 8.45 | 95 | 32.0% | -0.94 | 0.0390 | -0.001 | |
| 0.0100 | 0.2000 | 1 | 237 | 31.4% | 0.05 | 0.0236 | -0.001 | 32.5 | 9.00 | 10.25 | 110 | 39.6% | -0.98 | 0.0157 | 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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs