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 ±23.7% (17.73–28.75) · ATM IV 27.9% · P/C open interest 0.67
| 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 | |
| 8.50 | 13.35 | 35 | 44.3% | 1.00 | 0.0043 | 0.000 | 12.5 | 0.0900 | 0.2400 | 189 | 36.0% | -0.04 | 0.0102 | -0.001 | ||
| 8.15 | 8.65 | 1 | 409 | 28.5% | 0.96 | 0.0173 | -0.000 | 15 | 0.2700 | 0.4500 | 1 | 2,082 | 32.9% | -0.09 | 0.0204 | -0.001 |
| 5.65 | 6.75 | 608 | 26.6% | 0.88 | 0.0321 | -0.001 | 17.5 | 0.7000 | 0.8400 | 2,842 | 31.4% | -0.17 | 0.0340 | -0.002 | ||
| 4.10 | 5.20 | 2,733 | 29.2% | 0.77 | 0.0464 | -0.002 | 20 | 1.28 | 1.53 | 5,165 | 29.6% | -0.28 | 0.0480 | -0.003 | ||
| 2.77 | 3.45 | 1,362 | 27.0% | 0.64 | 0.0569 | -0.003 | 22.5 | 2.31 | 2.50 | 9 | 4,229 | 28.8% | -0.41 | 0.0580 | -0.003 | |
| 2.12 | 2.32 | 2 | 4,313 | 28.2% | 0.51 | 0.0607 | -0.003 | 25 | 3.55 | 4.15 | 10 | 4,543 | 29.3% | -0.55 | 0.0613 | -0.003 |
| 1.30 | 1.59 | 3,153 | 27.7% | 0.38 | 0.0579 | -0.003 | 27.5 | 5.20 | 6.15 | 716 | 30.9% | -0.68 | 0.0596 | -0.002 | ||
| 0.9000 | 1.05 | 5 | 9,463 | 28.0% | 0.28 | 0.0509 | -0.002 | 30 | 6.45 | 7.50 | 1 | 563 | 17.5% | -0.80 | 0.0585 | -0.002 |
| 0.5100 | 0.7200 | 1 | 832 | 27.7% | 0.20 | 0.0422 | -0.002 | 32.5 | 9.25 | 10.90 | 476 | 36.6% | -0.90 | 0.0473 | -0.001 | |
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 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs