IntraAlpha
Create free account Start free

The Kraft Heinz Company KHC

i

Market datapartial · fetched 2026-11-05T18:10:35.513Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-05T18:10:38.085614776Z

FundamentalsAlpha Vantage · unavailable

Share price$25.29
1D
Price history unavailable.

The Kraft Heinz Company options

Live interpolated KHC call and put midpoint premiums by absolute delta.The Kraft Heinz Company$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEKHC PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend38.22%
Daily close
KHC21.0%41.6%62.3%2026-08-07: 24.57%2026-08-10: 29.32%2026-08-11: 31.47%2026-08-12: 25.82%2026-08-13: 59.47%2026-08-14: 26.26%2026-08-17: 28.55%2026-08-18: 28.84%2026-08-19: 30.35%2026-08-20: 33.23%2026-08-24: 29.54%2026-08-25: 29.08%2026-08-26: 42.78%2026-08-27: 53.43%2026-08-28: 28.32%2026-08-31: 32.65%2026-09-01: 31.63%2026-09-02: 37.92%2026-09-04: 23.82%2026-09-08: 32.53%2026-09-09: 48.99%2026-09-10: 51.44%2026-09-11: 29.77%2026-09-14: 30.41%2026-09-15: 36.38%2026-09-16: 32.59%2026-09-18: 27.09%2026-09-21: 28.52%2026-09-22: 28.79%2026-09-23: 31.09%2026-09-24: 45.43%2026-09-25: 25.42%2026-09-28: 26.22%2026-09-29: 27.07%2026-09-30: 27.89%2026-10-01: 40.26%2026-10-02: 24.86%2026-10-05: 27.07%2026-10-06: 30.30%2026-10-07: 29.05%2026-10-08: 32.18%2026-10-09: 28.26%2026-10-12: 30.05%2026-10-13: 30.41%2026-10-14: 47.85%2026-10-15: 58.60%2026-10-16: 30.12%2026-10-19: 30.14%2026-10-20: 29.36%2026-10-21: 34.93%2026-10-22: 42.82%2026-10-23: 32.76%2026-10-26: 34.98%2026-10-27: 35.95%2026-10-28: 36.39%2026-10-29: 58.88%2026-10-30: 38.22%Aug 7Sep 22Oct 30
57 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
24.57%
29.32%
31.47%
25.82%
59.47%
26.26%
28.55%
28.84%
30.35%
33.23%
29.54%
29.08%
42.78%
53.43%
28.32%
32.65%
31.63%
37.92%
23.82%
32.53%
48.99%
51.44%
29.77%
30.41%
36.38%
32.59%
27.09%
28.52%
28.79%
31.09%
45.43%
25.42%
26.22%
27.07%
27.89%
40.26%
24.86%
27.07%
30.30%
29.05%
32.18%
28.26%
30.05%
30.41%
47.85%
58.60%
30.12%
30.14%
29.36%
34.93%
42.82%
32.76%
34.98%
35.95%
36.39%
58.88%
38.22%