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The Kraft Heinz Company KHC 24.61 -0.71 -2.8%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.307
Put Call Ratio (OI)
0.648
Put Call Ratio (Vol)
0.511
IV Rank
52.9
IV Percentile
55.9
Max pain
25

Gamma exposure (2026-11-06)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
0.0
805.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-25.3
25.3
View values by strike
KHC · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
12.50 109 -3.3 K
15.00 1.78 K -29.5 K
16.00 11 -66.4
17.00 26.3 0
17.50 16 K -141 K
18.00 16.4 0
18.50 209 -268
19.00 812 -5.06 K
19.50 339 -9.23 K
20.00 143 K -711 K
20.50 308 -5.34 K
21.00 33 -10.3 K
21.50 1.77 K -10.2 K
22.00 7.4 K -40.8 K
22.50 726 K -2.72 M
23.00 26 K -177 K
23.50 132 K -163 K
24.00 318 K -425 K
24.50 9.86 M -630 K
25.00 9.25 M -2.3 M
25.50 1.2 M -109 K
26.00 515 K -220 K
26.50 133 K -48.3 K
27.00 957 K -2.97 K
27.50 2.75 M -286 K
28.00 9.11 K 0
28.50 7.92 K 0
29.00 1.95 K 0
29.50 231 0
30.00 841 K -80.2 K
31.00 693 0
32.00 194 0
32.50 104 K -16.2 K
35.00 147 K -4.78 K
37.50 41.5 K -614
40.00 34 K -231
42.50 8.34 K -396
45.00 9.73 K -123
47.50 6.86 K -95
50.00 13.1 K -105