The Kraft Heinz Company (KHC)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 06:35 UTC · Figures derived from the full chain (580 contracts, 14 expirations) · IV own-history percentile appears after 60 recorded days (3 so far)
Expected move — Sep 18, 2026 (15 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±3.9% (range 25.23–27.30) by Sep 18, 2026. ATM straddle: 1.03 @ strike 26.5 · ATM IV: 20.8%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 23.63 | -10% | 99.3% | 0.7% |
| 24.95 | -5% | 88.4% | 11.6% |
| 26.26 | +0% | 49.2% | 50.8% |
| 27.57 | +5% | 12.0% | 88.0% |
| 28.89 | +10% | 1.1% | 98.9% |
Model-estimated probabilities of finishing above/below each level at expiration — estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Sep 18, 2026 · lognormal model, zero drift — an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | ±3.4% | 39.3% | 54.0K |
| Sep 11, 2026 | 8 | ±3.6% | 23.4% | 10.9K |
| Sep 18, 2026 | 15 | ±3.9% | 20.8% | 73.2K |
| Sep 25, 2026 | 22 | ±4.6% | 20.7% | 7,370 |
| Oct 02, 2026 | 29 | ±5.8% | 23.9% | 2,056 |
| Oct 09, 2026 | 36 | ±6.1% | 23.1% | 509 |
| Oct 16, 2026 | 43 | ±8.7% | 25.9% | 32.7K |
| Dec 18, 2026 | 106 | ±12.6% | 25.9% | 58.3K |
| Jan 15, 2027 | 134 | ±13.9% | 26.5% | 91.8K |
| Mar 19, 2027 | 197 | ±21.0% | 31.1% | 10.8K |
Open interest by strike — Sep 18
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 26 C · 27.4K27.5 C · 27.0K25.5 C · 24.7K25 C · 17.9K22.5 P · 13.3K
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Track record
Full history →Every trading day we record what the options market is pricing for each expiration — before the outcome is known. Once expirations start resolving, this section compares expected versus actual, and the record is never rewritten. Recording since Aug 31, 2026.
Past earnings reactions
Avg |reaction| 3.5% · median 3.6% (20 reports) — two-session close-to-close window; definition
About The Kraft Heinz Company
The Kraft Heinz Company, along with its subsidiaries, operates as a global entity focused on the manufacturing and marketing of a broad spectrum of food and beverage products. Its reach extends across key markets such as the United States, Canada, and the United Kingdom, as well as numerous other international territories. The company's diverse product offerings include popular condiments and sauces, a variety of cheese and dairy items, prepared meals, meat products, and refreshing beverages. Additionally, its portfolio features coffee, an assortment of healthy snacks, salad dressings, various spices and seasonings, and a range of other general grocery staples. Kraft Heinz employs a multi-faceted distribution strategy. It utilizes its internal sales organizations alongside independent brokers, agents, and third-party distributors to reach a wide array of customers. These include large grocery chains, wholesale providers, cooperative and independent grocers, convenience stores, pharmacies, value stores, bakeries, mass merchandisers, and club stores. Furthermore, the company supplies products to the foodservice sector and institutional clients, such as hotels, restaurants, hospitals,
Consumer Defensive · Packaged Foods · NASDAQ · Profile: Financial Modeling Prep
KHC news
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WMT · IV 21.4%KO · IV 17.4%COST · IV 24.7%CELH · IV 46.6%PG · IV 17.7%MO · IV 22.4%