KHC Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure

Analyze the complete KHC options chain including strike-level open interest, real-time implied volatility (IV), max pain levels, gamma exposure, dealer positioning, and options flow trends. This dashboard provides data-driven insights for traders building directional or hedging strategies around KHC.

Latest Data: 2026-10-01 (EDT)

Max Pain Price

24.5

Exp: 2026-10-02

Gamma Flip

N/A

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.576

Shows put vs call positioning

IV Skew

-3.12

Put–call IV difference

Max Pain Price Volatility

σ = 5.00

low volatility

Confidence 85%

Near-Term Options-Derived Market Structure

NEUTRAL OUTLOOK

Reflecting options positioning and volatility conditions over the coming sessions.

The options structure reflects a high-confidence neutral environment. Dealer positioning and volatility suppression suggest a stable range-bound setup rather than a directional move. Options Chian

Looking only at the put-side activity, there is a bearish directional push. This suggests some traders are actively betting on downside. Confidence: 67%

Current DPI is -0.568(neutral). Neutral consolidation, trend and momentum are indistinct. From the current DPI structure, dealers appear largely neutral, suggesting limited willingness to reinforce directional price moves..

Options Terrain Outlook (3-Month)

Options structure allows for directional movement, but with elevated volatility and less predictable follow-through. Volatility conditions are moderately choppy. Options constraints exert a moderate influence on price behavior. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-10-09 options expiry. 100% confidence

The support levels for KHC are at 22.34, 22.16, and 21.68, while the resistance levels are at 22.58, 22.76, and 23.24. The pivot point, a key reference price for traders, is at 24.50.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 1)

Expiry 2026-10-02 (DTE 1): Pinning structure with suppressed volatility. Option flow bias is bearish (-0.50), pin strength 0.70.

Based on the latest options positioning (DTE 1), the ATM straddle implies a standardized 1.22% 1-day move.

The expected range for the next 1 days is 21.79 — 23.45 , corresponding to +4.43% / -2.97% .

Estimated using ATM implied volatility, OTM option flow, and dealer hedging conditions to capture the market-implied price range.

Bullish flow suggests upside interest toward 24.15 (7.53% above spot).

Bearish positioning points to downside pressure toward 21.37 (4.86% below spot).

Options flow strength: 0.61 (0–1 scale). ATM Strike: 22.50, Call: 0.10, Put: 0.17, Straddle Cost: 0.28.

Market signals are mixed and less reliable. No short-term gamma flip is observed . The mid-term gamma flip remains near 23.05.