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Stocks / United States / KHC / Options

Kraft Heinz Co. options tape

Read from CBOE's delayed chain on 23 September 2026, with Kraft Heinz Co. at $24.10: open interest within 90 days was 126,027 call and 54,965 put contracts, a put/call ratio of 0.44; the day's volume was 8,632 calls and 5,595 puts (0.65). The most call open interest sits at the $25.00 strike (45,961 contracts) and the most put open interest at $22.50 (15,228). The at-the-money straddle for 25 September 2026, 2 days out, was priced at 2.5% of spot. For 16 October 2026, implied volatility was 27.5% at the put 5% below spot and 25.9% at the call 5% above, +1.6 points.

Spot$24.10-1.52% on the day
Put/call, open interest0.4454,965 puts, 126,027 calls
Put/call, volume0.655,595 puts, 8,632 calls
Priced move2.5%straddle to 25 September 2026, 2 days
30-day implied volatility25.9%
Put minus call IV, 5% out+1.6 ptsto 16 October 2026

Where the open interest sits

SideStrikeOpen interest
Calls$25.0045,961
Puts$22.5015,228

The strike with the most open interest on each side, across expiries within 90 days.

Strikes where the day's volume was at least twice the open interest

ContractVolumeOpen interest beforePremium traded
30 October 2026 put at $24.5031265$34,320
2 October 2026 put at $23.501,201393$29,424

Volume of at least 200 contracts and at least twice the open interest, with at least $25,000 of premium at the mid; contracts expiring the same day are left out. Premium is mid price times volume times 100.

Open interest built since 22 September 2026

ContractOpen interest nowChange
25 September 2026 call at $25.0022,834+1,127
25 September 2026 call at $26.502,018+992
25 September 2026 call at $24.5021,954+864
25 September 2026 put at $24.001,870+543
25 September 2026 call at $25.50996+366
20 November 2026 call at $25.00433+353
16 October 2026 put at $24.50341+341
20 November 2026 call at $27.50466+284

Contracts whose open interest rose by 250 or more against the previous day's snapshot.

Source

CBOE delayed quotes for KHC, the free 15-minute-delayed chain, read once a day. Figures describe positioning; they are not a forecast.

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