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KHCThe Kraft Heinz Company Common Stock

Options Analysis Report•CANNED, FROZEN & PRESERVD FRUIT, VEG & FOOD SPECIALTIES
Market Cap $30.5B|NASDAQ
● 2026-08-31$25.70
BULLISH
Analysis: 2026-08-28 EOD data
1Y -1.2%YTD +5.4%7D +0.1%
13,600
30D
±7.8%
16%

KHC Options Overview

bullish flow. No clear edge detected.

REWARDS

RISK ANALYSIS

5.0VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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KHC Gamma Walls

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Value

Is IV priced right?

5.8
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks4/9 checks passed
≤35%

IV Rank 49.2% — elevated vs history

<1.05x

IV/HV 0.93x — IV ≤ HV

Sector Relative≤50%

Sector percentile 62% — above sector median

<1.1x

Front/Back 1.15x — backwardation

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 30.1% — normal range

<80%

Effective IV 53.2% (ATM 30.1% + spread 11.6% + bias) — good value

<3.0%

Total drag 19.90% (spread 11.55% + slippage 8.35%) — high friction

≥5.0

Vega efficiency 2.94 (vega 3.398 / spread 11.55%) — spread drag

Sentiment

Bullish or bearish?

6.4
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Moderate signal (Conviction: -3%, Raw: -2%)
|net sentiment| ≥25%

Conviction-weighted: -3% (neutral) — Raw: -2%

≥15%

|OI skew| 24.7% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +46.9%, OI skew +24.7% — aligned

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +5%, ATM: -7%, OTM: +4% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 31% — bullish vs sector

Activity

Unusual activity?

2.7
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.4x avg — normal

≥15%

Vol/OI 3.4% — normal turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change +8.1% (5d) — building

Sector Relative≥60%

Sector activity percentile 37% — below sector avg

≥30%

Large trade volume 16% — mixed

≥60%

Aggressive execution 42% — patient

≥30

Conviction -3 (bearish) — mixed

Liquidity

Can I trade efficiently?

4.1
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks3/8 checks passed
≤5.0%

Spread 11.6% — wide

≥10,000

OI 401,668 — deep

≥500

Volume 13,600/day — active

≤$0.50

$0.58 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 66% — wider than sector

≥100 contracts

Depth 360.6 contracts (bid:200.8 ask:159.8) — adequate

<1.0%

Avg slippage 8.35% — poor

Timing

Is now a good time?

6.2
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks6/9 checks passed
|slope| ≥5%

Slope +15.3% — backwardation

<30 or >70

IV percentile 49% — neutral

≥10pts kink

IV kink 4.2pts — no clear event

<0.5 or >2.0

θ/ν ratio 369.36 — favors income trades

≥3 expirations

4 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -3% @ 51% consistency — unclear

≥40 composite score

Score 46 (ITM 20% + inst 16%) — moderate institutional

Directional Strategy Fit

Option Buyers
Long Calls6.5
bullishIV fair, bullish flow
Long Puts4.8
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.2
bullishIV fair, bullish flow
Covered Call4.3
bearishIV fair, bullish flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

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