KHC · Expected Move
The Kraft Heinz Company
The expected move for KHC is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
KHC straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current KHC Expected Move
30-Day Straddle
$1.86
7-Day Straddle
$1.15
30-Day ATM IV
32.9%
IV Rank
41%
Implied one-standard-deviation move through the next 30 days. Compare to KHC's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
KHC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261027 | $1.86 | $1.15 | 32.9% | 41% |
| 20261026 | $1.66 | $0.56 | 28.5% | 24% |
| 20261023 | $1.73 | $0.79 | 30.1% | 30% |
| 20261022 | $1.92 | $0.89 | 34.5% | 47% |
| 20261021 | $1.74 | $0.90 | 32.6% | 39% |
| 20261020 | $1.66 | $0.88 | 30.8% | 33% |
| 20261019 | $1.69 | $0.61 | 32.1% | 38% |
| 20261016 | $1.65 | $0.78 | 31.5% | 35% |
| 20261015 | $1.67 | $0.76 | 32.4% | 39% |
| 20261014 | $1.65 | $0.89 | 32.5% | 39% |
| 20261013 | $1.61 | $0.90 | 31.3% | 34% |
| 20261012 | $1.34 | $0.58 | 27.7% | 20% |
| 20261009 | $1.39 | $0.69 | 28.9% | 29% |
| 20261008 | $1.38 | $0.73 | 28.3% | 26% |
| 20261007 | $1.47 | $0.72 | 29.3% | 30% |
| 20261006 | $1.61 | $0.82 | 31.2% | 37% |
| 20261005 | $1.42 | $0.57 | 28.3% | 26% |
| 20261002 | $1.34 | $0.62 | 28.8% | 28% |
| 20261001 | $1.39 | $0.80 | 27.9% | 25% |
| 20260930 | $1.45 | $0.78 | 27.6% | 24% |
| 20260929 | $1.74 | $0.70 | 31.3% | 37% |
| 20260928 | $1.42 | $0.59 | 24.9% | 14% |
| 20260925 | $1.36 | $0.68 | 26.2% | 19% |
| 20260924 | $1.36 | $0.76 | 25.6% | 16% |
| 20260923 | $1.30 | $0.77 | 23.3% | 8% |
| 20260922 | $1.51 | $0.88 | 27.2% | 22% |
| 20260921 | $1.48 | $0.65 | 26.0% | 18% |
| 20260918 | $1.56 | $0.73 | 28.8% | 28% |
| 20260917 | $1.52 | $0.87 | 27.3% | 23% |
| 20260916 | $1.62 | $1.02 | 28.1% | 26% |
| 20260915 | $1.81 | $1.04 | 31.3% | 37% |
| 20260914 | $1.71 | $0.70 | 28.6% | 27% |
| 20260911 | $1.29 | $0.69 | 26.4% | 19% |
| 20260910 | $1.17 | $0.97 | 23.1% | 7% |
| 20260909 | $2.37 | $1.03 | 39.2% | 66% |
| 20260908 | $1.59 | $1.10 | 29.3% | 30% |
| 20260904 | $1.09 | $0.69 | 24.3% | 11% |
| 20260903 | $1.22 | $0.78 | 23.5% | 8% |
| 20260902 | $1.47 | $0.94 | 22.5% | 5% |
| 20260901 | $1.58 | $1.00 | 26.0% | 17% |
| 20260831 | $2.09 | $0.76 | 26.5% | 18% |
| 20260828 | $1.79 | $0.90 | 30.3% | 31% |
| 20260827 | $1.23 | $0.97 | 22.4% | 4% |
| 20260826 | $1.38 | $1.01 | 23.4% | 8% |
| 20260825 | $1.36 | $1.26 | 23.7% | 9% |
| 20260824 | $1.67 | $0.58 | 27.2% | 21% |
| 20260821 | $1.57 | $0.65 | 27.7% | 22% |
| 20260820 | $1.65 | $0.83 | 29.3% | 28% |
| 20260819 | $1.73 | $0.77 | 27.6% | 22% |
| 20260818 | $1.65 | $0.76 | 28.5% | 25% |
| 20260817 | $1.65 | $0.68 | 27.7% | 22% |
| 20260814 | $1.50 | $0.60 | 26.9% | 20% |
| 20260813 | $1.56 | $0.93 | 27.0% | 20% |
| 20260812 | $1.45 | $0.71 | 25.8% | 16% |
| 20260811 | $1.43 | $0.86 | 24.8% | 12% |
| 20260810 | $1.76 | $0.65 | 28.7% | 26% |
| 20260807 | — | — | 31.8% | 36% |
| 20260806 | $1.87 | $0.94 | 33.4% | 42% |
| 20260805 | $2.17 | $1.02 | 39.4% | 62% |
| 20260804 | $2.37 | $1.48 | 48.3% | 93% |
More on KHC
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.