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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
The Kraft Heinz Company (KHC) - NASDAQ Next Earnings Date: OS Estimate: July 29, 2026 BO
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 1.6
Avg Daily Volume: 14,237,107    Market Cap: 26.0B
Sector: None    Short Interest: 4.35
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
May 6, 2026 BO 1.7 $22.54 @$22.50 $1.17
($22.54)
5.2% 4.52% I 2.35% I $23.07 $0.97
( $23.07 )
-17.09%
Feb. 11, 2026 BO 1.6 $24.90 @$25.00 $1.17
($24.90)
4.68% -5.34% O 0.36% I $24.99 $0.81
( $24.99 )
-30.77%
Oct. 29, 2025 BO 1.5 $25.52 @$25.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 30, 2025 BO 1.7 $28.56 @$28.50
April 29, 2025 BO 1.8 $28.81 @$29.00
Feb. 12, 2025 BO 1.7 $29.58 @$29.50
Oct. 30, 2024 BO 1.7 $34.80 @$35.00
July 31, 2024 BO 1.6 $33.84 @$34.00
May 1, 2024 BO 1.5 $38.61 @$38.50
Feb. 14, 2024 BO 1.4 $36.13 @$35.00

 
 
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