What is KHC's IV rank?

At the close on Sep 28, 2026, KHC's IV rank was 28 with 30-day implied volatility of 25.1%. IV sits 28% of the way from its one-year low to its one-year high. Its IV percentile was 23: IV is higher than 23% of the past year's readings.

What is the expected move for KHC?

Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $1.79 (7.6%), a range of $21.77 to $25.35. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.

Which option screens have trades on KHC?

At the close on Sep 28, 2026, these OptionClaws preset screens had passing trades on KHC: Bear Put Spreads Below the 200-Day (31), Long Call Butterflies for Pinning (8), Married Put Protection (6), Iron Condor, 2-ATR Profit Zone (1). Open a screen in the app to see the individual trades, refreshed intraday.

Is KHC option volume above average?

On Sep 28, 2026, KHC option volume was 0.3x its average, much quieter than usual.

KHC options: IV rank, expected move and trade screens

Kraft Heinz Co · Consumer

As of the close on Sep 28, 2026. In the app, data is refreshed intraday.

KHC closed at $23.56 on Sep 28, 2026 with 30-day implied volatility of 25.1%. That is in the lower half of its one-year range (IV rank 28), so premiums are on the modest side for KHC. Measured by IV percentile, IV is higher than 23% of the past year's readings. Options expiring Oct 30 (32 days out) price a one standard deviation move of about $1.79, or 7.6%.

The price is below both its 50-day (-6.6%) and 200-day (-1.7%) moving averages. It is 14.7% below its 52-week high and 11.1% above its 52-week low. The 14-day RSI of 34.8 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $0.61, about 2.6% of the price, a measure of a typical day's range.

Option volume at the close (9.45K contracts) was 0.3x its average, much quieter than usual. A negative beta of -0.04 means KHC has tended to move against the broad market. 4 of our preset screens found trades on KHC at the close, led by Bear Put Spreads Below the 200-Day with 31 trades.

KHC stats at the close

Price: $23.56; Market cap $27.9B
Implied volatility: 25.1%; 30-day, at the money
IV rank: 28; IV sits 28% of the way from its one-year low to its one-year high.
IV percentile: 23; IV is higher than 23% of the past year's readings.
ATR (14-day): $0.61; 2.6% of the price on a typical day
RSI (14-day): 34.8; Between 30 and 70, neutral
52-week range: -14.7% from high; +11.1% from the 52-week low
Moving averages: -6.6% vs 50-day; -1.7% vs the 200-day
Beta: -0.04; Sensitivity to the broad market
Option volume: 0.3x avg; 9.45K contracts vs 28.4K average

KHC expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

Expiration	IV	Expected move	1 SD range	Straddle
Oct 2, 20264 days	29.6%	±$0.73 (3.1%)	$22.83 to $24.29	$0.59
Oct 30, 202632 days	25.6%	±$1.79 (7.6%)	$21.77 to $25.35	$1.42
Nov 20, 202653 days	30.9%	±$2.77 (11.8%)	$20.79 to $26.33	$2.37
Dec 18, 202681 days	27.7%	±$3.07 (13.0%)	$20.49 to $26.63	$2.61

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for KHC from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

Bear Put Spreads Below the 200-Day

Bear Put Spread

31 trades pass on KHC

Return on risk: 4.7% to 387.8%
Probability of profit: 28.0% to 69.1%

Bear put spread screener

Long Call Butterflies for Pinning

Call Butterfly

8 trades pass on KHC

Return on risk: 61.3% to 455.6%
Probability of profit: 16.1% to 100.0%

Butterfly spread screener

Married Put Protection

Married Put

6 trades pass on KHC

Probability of profit: 34.6% to 43.4%

Married put screener

Iron Condor, 2-ATR Profit Zone

Iron Condor

1 trade passes on KHC

Return on risk: 26.6%
Probability of profit: 79.4%

Iron condor scanner

KHC options FAQ

What is KHC's IV rank?: At the close on Sep 28, 2026, KHC's IV rank was 28 with 30-day implied volatility of 25.1%. IV sits 28% of the way from its one-year low to its one-year high. Its IV percentile was 23: IV is higher than 23% of the past year's readings.
What is the expected move for KHC?: Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $1.79 (7.6%), a range of $21.77 to $25.35. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on KHC?: At the close on Sep 28, 2026, these OptionClaws preset screens had passing trades on KHC: Bear Put Spreads Below the 200-Day (31), Long Call Butterflies for Pinning (8), Married Put Protection (6), Iron Condor, 2-ATR Profit Zone (1). Open a screen in the app to see the individual trades, refreshed intraday.
Is KHC option volume above average?: On Sep 28, 2026, KHC option volume was 0.3x its average, much quieter than usual.

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