Symbol:    
The Kraft Heinz Co 
Options Root:  Open Help    KHC  
.
Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days25.49%22.22%32.40%160.71% - 24-Mar10.47% - 30-Dec
20 days34.72%33.43%33.58%121.96% - 03-Apr13.66% - 30-Oct
30 days31.91%35.11%32.84%102.04% - 08-Apr15.25% - 28-Jan
  IMPLIED VOLATILITY Open Help
IV Index call Open Help35.08%33.06%29.88%79.55% - 19-Mar20.11% - 27-Dec
IV Index put Open Help35.08%32.70%29.38%79.91% - 19-Mar19.58% - 23-Dec
IV Index mean Open Help35.08%32.88%29.63%79.73% - 19-Mar19.98% - 27-Dec
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days71.60%72.33%69.00%87.47% - 02-Apr-16.82% - 08-Aug
.
Implied Vola (%) Open HelpCall Delta Open HelpOption Value Open HelpChange (%)Call
Bid/Ask Mean 
Open Help
Expiry Open HelpStrike Open HelpDaysPut
Bid/Ask
Mean 
Open Help
 Change (%)  Option Value Open HelpPut Delta Open HelpImplied Vola (%) Open Help
32.93%71.03% 1.10000.01
(0.92)
1.100Jul 10, 2020 31.080.200-0.08
(-28.57)
0.2000-25.42%27.22%
29.45%59.77% 0.72000.07
(10.77)
0.720Jul 10, 2020 31.580.330-0.13
(-29.03)
0.3300-38.84%25.07%
23.24%43.85% 0.3500-0.04
(-10.26)
0.350Jul 10, 2020 32.080.545-0.17
(-23.24)
0.5450-56.07%23.55%
23.25%27.26% 0.1800-0.03
(-16.28)
0.180Jul 10, 2020 32.580.840-0.04
(-4.55)
0.8400-74.63%21.36%
29.97%67.58% 1.23500.10
(8.33)
1.235Jul 17, 2020 31.0150.370-0.11
(-23.71)
0.3700-31.21%27.64%
29.25%57.77% 0.91500.04
(5.17)
0.915Jul 17, 2020 31.5150.555-0.12
(-17.78)
0.5550-41.85%27.32%
25.57%46.51% 0.5700-0.03
(-5.00)
0.570Jul 17, 2020 32.0150.790-0.13
(-14.13)
0.7900-53.25%26.81%
25.29%34.77% 0.3700-0.05
(-10.84)
0.370Jul 17, 2020 32.5151.060-0.11
(-9.40)
1.0600-65.22%25.36%
Price Chart
.chart
chart
.
Volatility Chart
.chart
Chart
Exploring The Edge
.