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The Kraft Heinz Company KHC

CONSUMER DEFENSIVE · PACKAGED FOODS
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Market dataready · fetched 2026-10-15T20:34:52.663Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:28:06.81746846Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:34:51.540497+00:00

Share price$23.25
1D+1.1%
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$0.04$0.55$1.06$1.58$2.09$21.22$22.78$24.34$25.90$27.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $23.25OPTION PRICELive KHC spot · $23.25KHC PRICE$0.84$1.06$1.06$1.01$0.91$0.82$0.73$0.63$0.54$0.45$0.36$0.43$0.52$0.96$0.46$0.09$0.13$0.16$0.19$0.22$0.26$0.29$0.32$0.58$1.26$1.94
PutsExpensive3.85×
CallsExpensive6.72×
SkewBullish-180.81 pp
Implied moveBullish±$0.95
TiltBullish15.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.09599.5%37.3%18.56634.5%24.3%
25Δ31.84706.3%41.5%21.09294.3%11.3%
30Δ27.93534.5%24.7%23.0238.5%1.4%
35Δ26.68449.8%19.1%23.0838.8%1.3%
40Δ26.16391.8%16.4%23.1439.2%1.2%
45Δ25.64333.8%13.8%23.2139.5%1.0%
50Δ25.12275.8%11.1%23.2739.8%0.9%
55Δ24.59217.8%8.5%23.3340.1%0.8%
60Δ24.07159.8%5.9%23.4040.4%0.6%
65Δ23.55101.8%3.2%23.4640.7%0.5%
70Δ23.0343.8%0.6%23.7356.0%0.5%
75Δ22.9040.8%0.3%24.38100.1%0.6%
80Δ22.7941.0%0.3%25.04144.1%0.7%

20Δ

Calls
Pseudo strike
31.09
IV
599.5%
B/E move
37.3%
Puts
Pseudo strike
18.56
IV
634.5%
B/E move
24.3%

25Δ

Calls
Pseudo strike
31.84
IV
706.3%
B/E move
41.5%
Puts
Pseudo strike
21.09
IV
294.3%
B/E move
11.3%

30Δ

Calls
Pseudo strike
27.93
IV
534.5%
B/E move
24.7%
Puts
Pseudo strike
23.02
IV
38.5%
B/E move
1.4%

35Δ

Calls
Pseudo strike
26.68
IV
449.8%
B/E move
19.1%
Puts
Pseudo strike
23.08
IV
38.8%
B/E move
1.3%

40Δ

Calls
Pseudo strike
26.16
IV
391.8%
B/E move
16.4%
Puts
Pseudo strike
23.14
IV
39.2%
B/E move
1.2%

45Δ

Calls
Pseudo strike
25.64
IV
333.8%
B/E move
13.8%
Puts
Pseudo strike
23.21
IV
39.5%
B/E move
1.0%

50Δ

Calls
Pseudo strike
25.12
IV
275.8%
B/E move
11.1%
Puts
Pseudo strike
23.27
IV
39.8%
B/E move
0.9%

55Δ

Calls
Pseudo strike
24.59
IV
217.8%
B/E move
8.5%
Puts
Pseudo strike
23.33
IV
40.1%
B/E move
0.8%

60Δ

Calls
Pseudo strike
24.07
IV
159.8%
B/E move
5.9%
Puts
Pseudo strike
23.40
IV
40.4%
B/E move
0.6%

65Δ

Calls
Pseudo strike
23.55
IV
101.8%
B/E move
3.2%
Puts
Pseudo strike
23.46
IV
40.7%
B/E move
0.5%

70Δ

Calls
Pseudo strike
23.03
IV
43.8%
B/E move
0.6%
Puts
Pseudo strike
23.73
IV
56.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
22.90
IV
40.8%
B/E move
0.3%
Puts
Pseudo strike
24.38
IV
100.1%
B/E move
0.6%

80Δ

Calls
Pseudo strike
22.79
IV
41.0%
B/E move
0.3%
Puts
Pseudo strike
25.04
IV
144.1%
B/E move
0.7%