Volatility Strike Skew — KHC
Data as of
Volume-weighted call and put implied volatility per strike for the chosen expiration, with option volume bars.
DATA IS DELAYED — showing Oct 20, 2026. Subscribe to get the latest end-of-day data.
IV QuoteOption ChainPrice History10 Day SnapshotStrike PeggerVolatility SkewTrade Finder
On Oct 20, 2026, KHC options across all expirations averaged 31.1% implied volatility for calls and 42.5% for puts (volume-weighted): puts trade 11.4 points above calls, the usual downside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 45,039 | 31.1% | 42.5% |
| 16.00 | 463 | 154.8% | 249.6% |
| 17.00 | 186 | 133.7% | - |
| 17.50 | 13 | 26.0% | 42.0% |
| 18.00 | 136 | 113.4% | 150.0% |
| 19.00 | 138 | 94.2% | - |
| 19.50 | 137 | 84.5% | - |
| 20.00 | 647 | 62.6% | 39.0% |
| 20.50 | 161 | 65.5% | 37.8% |
| 21.00 | 156 | 56.2% | 45.9% |
| 21.50 | 179 | 45.9% | 38.3% |
| 22.00 | 388 | 37.3% | 37.4% |
| 22.50 | 1,058 | 27.8% | 36.3% |
| 23.00 | 15,015 | 28.1% | 35.8% |
| 23.50 | 1,432 | 31.7% | 32.0% |
| 24.00 | 13,669 | 28.0% | 33.2% |
| 24.50 | 475 | 31.3% | 36.7% |
| 25.00 | 5,300 | 27.7% | 34.3% |
| 25.50 | 257 | 33.2% | 45.3% |
| 26.00 | 722 | 31.5% | - |
| 26.50 | 24 | 31.8% | - |
| 27.00 | 58 | 34.4% | 57.5% |
| 27.50 | 2,446 | 30.4% | - |
| 29.00 | 8 | 34.3% | 158.8% |
| 29.50 | 6 | 136.6% | 176.7% |
| 30.00 | 1,954 | 28.5% | 44.8% |
| 30.50 | 2 | 171.5% | - |
| 31.00 | 8 | 59.3% | 199.7% |
| 32.00 | 1 | 125.4% | - |