IntraAlpha
Create free account Start free

The Kraft Heinz Company KHC

CONSUMER DEFENSIVE · PACKAGED FOODS
i

Market dataready · fetched 2026-10-16T00:59:35.617Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:35:40.62707977Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:59:34.997576+00:00

Share price$23.25
1D+1.2%
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$0.15$1.22$2.30$3.37$4.45$20.38$21.85$23.33$24.81$26.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KHC spot · $23.25KHC PRICE$0.26$0.31$0.45$0.58$0.72$0.85$0.98$1.12$1.25$1.39$1.84$2.36$2.88$0.31$0.39$0.48$0.58$0.74$0.89$1.05$1.20$1.35$1.51$1.66$1.82$4.14
PutsFair1.00×
CallsExpensive1.17×
SkewBullish-2.20 pp
Implied moveBearish±$2.03
TiltBearish3.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.0339.8%17.4%21.1734.0%10.3%
25Δ25.0030.3%8.9%21.6633.1%8.5%
30Δ24.6930.6%8.1%22.1432.1%6.8%
35Δ24.3930.9%7.4%22.5831.3%5.4%
40Δ24.0831.1%6.7%22.8630.8%4.8%
45Δ23.7831.4%5.9%23.1430.3%4.3%
50Δ23.4731.7%5.2%23.4329.9%3.7%
55Δ23.1732.0%4.4%23.7129.4%3.2%
60Δ22.8632.3%3.7%24.0028.9%2.6%
65Δ22.5532.6%3.0%24.2828.5%2.1%
70Δ22.0135.5%2.6%24.5728.0%1.5%
75Δ21.4039.1%2.2%24.8527.5%0.9%
80Δ20.8042.6%1.9%27.1647.6%1.0%

20Δ

Calls
Pseudo strike
27.03
IV
39.8%
B/E move
17.4%
Puts
Pseudo strike
21.17
IV
34.0%
B/E move
10.3%

25Δ

Calls
Pseudo strike
25.00
IV
30.3%
B/E move
8.9%
Puts
Pseudo strike
21.66
IV
33.1%
B/E move
8.5%

30Δ

Calls
Pseudo strike
24.69
IV
30.6%
B/E move
8.1%
Puts
Pseudo strike
22.14
IV
32.1%
B/E move
6.8%

35Δ

Calls
Pseudo strike
24.39
IV
30.9%
B/E move
7.4%
Puts
Pseudo strike
22.58
IV
31.3%
B/E move
5.4%

40Δ

Calls
Pseudo strike
24.08
IV
31.1%
B/E move
6.7%
Puts
Pseudo strike
22.86
IV
30.8%
B/E move
4.8%

45Δ

Calls
Pseudo strike
23.78
IV
31.4%
B/E move
5.9%
Puts
Pseudo strike
23.14
IV
30.3%
B/E move
4.3%

50Δ

Calls
Pseudo strike
23.47
IV
31.7%
B/E move
5.2%
Puts
Pseudo strike
23.43
IV
29.9%
B/E move
3.7%

55Δ

Calls
Pseudo strike
23.17
IV
32.0%
B/E move
4.4%
Puts
Pseudo strike
23.71
IV
29.4%
B/E move
3.2%

60Δ

Calls
Pseudo strike
22.86
IV
32.3%
B/E move
3.7%
Puts
Pseudo strike
24.00
IV
28.9%
B/E move
2.6%

65Δ

Calls
Pseudo strike
22.55
IV
32.6%
B/E move
3.0%
Puts
Pseudo strike
24.28
IV
28.5%
B/E move
2.1%

70Δ

Calls
Pseudo strike
22.01
IV
35.5%
B/E move
2.6%
Puts
Pseudo strike
24.57
IV
28.0%
B/E move
1.5%

75Δ

Calls
Pseudo strike
21.40
IV
39.1%
B/E move
2.2%
Puts
Pseudo strike
24.85
IV
27.5%
B/E move
0.9%

80Δ

Calls
Pseudo strike
20.80
IV
42.6%
B/E move
1.9%
Puts
Pseudo strike
27.16
IV
47.6%
B/E move
1.0%