IntraAlpha
Create free account Start free

The Kraft Heinz Company KHC

CONSUMER DEFENSIVE · PACKAGED FOODS
i

Market dataready · fetched 2026-10-15T20:03:07.096Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:01:31.737453429Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:03:06.270631+00:00

Share price$23.19
1D+0.9%
AH$22.93$23.09$23.25$23.41$23.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKHC
Sold putSold callAH

The Kraft Heinz Company options

Live interpolated KHC call and put midpoint premiums by absolute delta.The Kraft Heinz Company$0.07$0.34$0.61$0.87$1.14$21.25$22.73$24.21$25.69$27.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $23.19OPTION PRICELive KHC spot · $23.19KHC PRICE$0.85$1.06$1.06$0.99$0.88$0.76$0.65$0.53$0.42$0.39$0.51$0.62$0.73$0.99$0.60$0.21$0.10$0.13$0.16$0.18$0.21$0.24$0.26$0.29$0.32$0.34
PutsExpensive3.58×
CallsExpensive6.29×
SkewBullish-168.65 pp
Implied moveBullish±$0.83
TiltBullish40.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.13599.8%37.9%18.39646.7%25.0%
25Δ31.79700.7%41.7%20.37383.0%14.7%
30Δ27.88530.3%24.8%22.36119.3%4.5%
35Δ26.59440.0%18.9%23.0333.6%1.1%
40Δ25.95370.3%15.7%23.0933.1%1.0%
45Δ25.31300.6%12.4%23.1432.5%0.9%
50Δ24.66230.9%9.1%23.1932.0%0.8%
55Δ24.02161.1%5.9%23.2431.5%0.7%
60Δ23.3891.4%2.6%23.2931.0%0.6%
65Δ22.9551.7%0.7%23.3430.5%0.5%
70Δ22.8255.4%0.6%23.3930.0%0.4%
75Δ22.6859.2%0.5%23.4429.5%0.3%
80Δ22.5562.9%0.4%23.4929.0%0.2%

20Δ

Calls
Pseudo strike
31.13
IV
599.8%
B/E move
37.9%
Puts
Pseudo strike
18.39
IV
646.7%
B/E move
25.0%

25Δ

Calls
Pseudo strike
31.79
IV
700.7%
B/E move
41.7%
Puts
Pseudo strike
20.37
IV
383.0%
B/E move
14.7%

30Δ

Calls
Pseudo strike
27.88
IV
530.3%
B/E move
24.8%
Puts
Pseudo strike
22.36
IV
119.3%
B/E move
4.5%

35Δ

Calls
Pseudo strike
26.59
IV
440.0%
B/E move
18.9%
Puts
Pseudo strike
23.03
IV
33.6%
B/E move
1.1%

40Δ

Calls
Pseudo strike
25.95
IV
370.3%
B/E move
15.7%
Puts
Pseudo strike
23.09
IV
33.1%
B/E move
1.0%

45Δ

Calls
Pseudo strike
25.31
IV
300.6%
B/E move
12.4%
Puts
Pseudo strike
23.14
IV
32.5%
B/E move
0.9%

50Δ

Calls
Pseudo strike
24.66
IV
230.9%
B/E move
9.1%
Puts
Pseudo strike
23.19
IV
32.0%
B/E move
0.8%

55Δ

Calls
Pseudo strike
24.02
IV
161.1%
B/E move
5.9%
Puts
Pseudo strike
23.24
IV
31.5%
B/E move
0.7%

60Δ

Calls
Pseudo strike
23.38
IV
91.4%
B/E move
2.6%
Puts
Pseudo strike
23.29
IV
31.0%
B/E move
0.6%

65Δ

Calls
Pseudo strike
22.95
IV
51.7%
B/E move
0.7%
Puts
Pseudo strike
23.34
IV
30.5%
B/E move
0.5%

70Δ

Calls
Pseudo strike
22.82
IV
55.4%
B/E move
0.6%
Puts
Pseudo strike
23.39
IV
30.0%
B/E move
0.4%

75Δ

Calls
Pseudo strike
22.68
IV
59.2%
B/E move
0.5%
Puts
Pseudo strike
23.44
IV
29.5%
B/E move
0.3%

80Δ

Calls
Pseudo strike
22.55
IV
62.9%
B/E move
0.4%
Puts
Pseudo strike
23.49
IV
29.0%
B/E move
0.2%