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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
The Kraft Heinz Company (KHC) - NYSE Next Earnings Date: OS Estimate: Oct. 28, 2026 BO
OS Projected Window: Oct. 26, 2026 to Oct. 31, 2026
EVR: 1.7
Avg Daily Volume: 19,971,690    Market Cap: 28.0B
Sector: Consumer Defensive    Short Interest: 8.32
Live Interactive Chart
Days to Next Earnings: 28 Days
Implied Move Weekly: 6.16%       Expires on: Oct. 30, 2026
Implied Move Monthly: 8.76%       Expires on: Nov. 20, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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
Oct. 28, 2026 BO None $0.00 @$22.50 $1.99
($22.72)
8.76% -None% -None% $0.00 $0.00
( N/A )
None%
Aug. 5, 2026 BO 1.6 $26.64 @$26.50 $1.75
($26.64)
6.6% -4.95% I -3.41% I $25.73 $1.78
( $25.73 )
1.71%
May 6, 2026 BO 1.7 $22.54 @$22.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 11, 2026 BO 1.6 $24.90 @$25.00
Oct. 29, 2025 BO 1.5 $25.52 @$25.50
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

 
 
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