KHC option chain The Kraft Heinz Company
Cboe delayed options data · as of 12:37 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 ±4.3% (22.65–24.69) · ATM IV 27.2% · P/C open interest 0.31
| 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 | |
| 8.25 | 9.20 | 3 | 100.4% | 1.00 | 0.0005 | -0.000 | 15 | 0 | 0.1500 | 1 | 132.5% | -0.00 | 0.0005 | -0.000 | ||
| 7.25 | 8.00 | 1.00 | 0.0010 | -0.000 | 16 | 0 | 0.1400 | 2 | 114.9% | -0.00 | 0.0010 | -0.000 | ||||
| 6.25 | 7.20 | 2 | 72.0% | 1.00 | 0.0019 | -0.000 | 17 | 0 | 0.1500 | 101.1% | -0.00 | 0.0020 | -0.000 | |||
| 5.25 | 6.05 | 1 | 1.00 | 0.0042 | -0.001 | 18 | 0 | 0.1500 | 86.5% | -0.00 | 0.0042 | -0.001 | ||||
| 4.25 | 5.05 | 0.99 | 0.0093 | -0.002 | 19 | 0 | 0.1500 | 1 | 72.4% | -0.01 | 0.0093 | -0.002 | ||||
| 3.75 | 4.55 | 0.99 | 0.0142 | -0.002 | 19.5 | 0 | 0.2600 | 49 | 74.6% | -0.01 | 0.0142 | -0.002 | ||||
| 3.30 | 4.10 | 5 | 0.98 | 0.0219 | -0.003 | 20 | 0 | 0.0500 | 568 | 47.1% | -0.02 | 0.0220 | -0.003 | |||
| 2.71 | 3.60 | 0.97 | 0.0340 | -0.004 | 20.5 | 0 | 0.1500 | 2 | 20 | 51.9% | -0.03 | 0.0342 | -0.004 | |||
| 2.24 | 3.20 | 4 | 0.96 | 0.0531 | -0.005 | 21 | 0.0300 | 0.1200 | 1 | 127 | 45.1% | -0.04 | 0.0533 | -0.005 | ||
| 1.91 | 2.35 | 19 | 0.93 | 0.0825 | -0.007 | 21.5 | 0.0400 | 0.0900 | 2 | 149 | 37.0% | -0.07 | 0.0829 | -0.007 | ||
| 1.69 | 1.98 | 12 | 241 | 35.3% | 0.89 | 0.1258 | -0.010 | 22 | 0 | 0.1200 | 6 | 299 | 29.6% | -0.11 | 0.1265 | -0.010 |
| 1.19 | 1.56 | 28 | 396 | 31.1% | 0.82 | 0.1844 | -0.013 | 22.5 | 0.1000 | 0.2000 | 72 | 205 | 31.2% | -0.18 | 0.1854 | -0.013 |
| 0.7900 | 1.15 | 70 | 13.9K | 29.0% | 0.72 | 0.2512 | -0.016 | 23 | 0.1700 | 0.3900 | 36 | 3,369 | 31.3% | -0.28 | 0.2528 | -0.016 |
| 0.5200 | 0.6700 | 131 | 465 | 25.6% | 0.58 | 0.3048 | -0.018 | 23.5 | 0.3700 | 0.4800 | 5 | 97 | 28.7% | -0.42 | 0.3069 | -0.018 |
| 0.3000 | 0.4500 | 191 | 555 | 26.8% | 0.42 | 0.3156 | -0.018 | 24 | 0.5900 | 0.8000 | 43 | 120 | 29.3% | -0.58 | 0.3183 | -0.018 |
| 0.1800 | 0.2400 | 91 | 171 | 26.8% | 0.28 | 0.2733 | -0.015 | 24.5 | 0.9300 | 1.31 | 304 | 346 | 35.0% | -0.73 | 0.2767 | -0.015 |
| 0.1000 | 0.1400 | 202 | 495 | 27.9% | 0.16 | 0.2008 | -0.011 | 25 | 1.33 | 1.84 | 200 | 16 | 41.4% | -0.84 | 0.2049 | -0.011 |
| 0.0400 | 0.0600 | 9 | 635 | 26.8% | 0.09 | 0.1306 | -0.007 | 25.5 | 1.78 | 2.50 | 9 | 52.8% | -0.92 | 0.1344 | -0.007 | |
| 0 | 0.0400 | 4 | 63 | 26.5% | 0.05 | 0.0786 | -0.004 | 26 | 2.27 | 3.40 | 73.0% | -0.96 | 0.0797 | -0.004 | ||
| 0 | 0.0100 | 11 | 142 | 25.0% | 0.03 | 0.0453 | -0.003 | 26.5 | 2.75 | 3.70 | 73.0% | -0.98 | 0.0427 | -0.003 | ||
| 0 | 0.0100 | 1 | 247 | 28.6% | 0.01 | 0.0257 | -0.002 | 27 | 3.25 | 4.20 | 79.7% | -0.99 | 0.0203 | -0.001 | ||
| 0 | 0.1800 | 101 | 52.7% | 0.01 | 0.0145 | -0.001 | 27.5 | 3.75 | 4.70 | 86.1% | -1.00 | 0.0087 | -0.001 | |||
| 0 | 1.20 | 3 | 102.9% | 0.00 | 0.0082 | -0.001 | 28 | 4.25 | 5.20 | 92.2% | -1.00 | 0.0033 | -0.000 | |||
| 0 | 0.7500 | 33 | 91.8% | 0.00 | 0.0047 | -0.000 | 28.5 | 4.75 | 5.65 | 96.0% | -1.00 | 0.0012 | 0.000 | |||
| 0 | 2.13 | 146.2% | 0.00 | 0.0027 | -0.000 | 29 | 5.20 | 6.15 | 99.6% | -1.00 | 0.0004 | 0.000 | ||||
| 0 | 1.00 | 112.9% | 0.00 | 0.0016 | -0.000 | 29.5 | 5.75 | 6.80 | 113.1% | -1.00 | 0.0001 | 0.000 | ||||
| 0 | 0.0200 | 12 | 52.2% | 0.00 | 0.0010 | -0.000 | 30 | 6.20 | 7.30 | 116.5% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 1.77 | 157.4% | 0.00 | 0.0004 | 0.000 | 31 | 7.25 | 8.30 | 128.7% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 1.00 | 137.9% | 0.00 | 0.0001 | 0.000 | 32 | 8.20 | 9.30 | 136.1% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 1.57 | 170.2% | 0.00 | 0.0001 | 0.000 | 33 | 9.20 | 10.45 | 151.8% | -1.00 | 0.0000 | 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 — Oct 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs