KHC as of Nov 3 · 18:54 ET

KHCNasdaqCanned, Frozen & Preservd Fruit, Veg & Food Specialties

Kraft Heinz Co · Brief

Next report

1 day

Nov 4 · before openest.Q3 FY26

Earnings

Expected move

Inputs

±3.2%implied · report alone

23.7425.30

straddle ±3.8%

spot 24.52exp Nov 6ATM strike 24.5ATM straddle 1.08IV 61%

Nov 3 closereport share · term structure

Expected move

Inputs

Implied vs realized

8 reportsHistory

2 of 8≥ implied

avg implied: ±3.4%
avg realized: ±2.2%

Oct 30 '24±3.4%▼−3.07%×0.90

Feb 12 '25±3.5%▼−3.25%×0.93

Apr 29 '25±4.3%▲+0.21%×0.05

Jul 30 '25±3.4%▼−0.25%×0.07

Oct 29 '25±3.2%▼−4.47%×1.41

Feb 11 '26±3.0%▲+0.36%×0.12

Q1 FY26±3.1%▲+2.35%×0.76

Q2 FY26±3.1%▼−3.42%×1.11

quarterimplied−5%0+5%realized×

Q2 FY26±3.1%▼−3.42%×1.11

Q1 FY26±3.1%▲+2.35%×0.76

Feb '26±3.0%▲+0.36%×0.12

Oct '25±3.2%▼−4.47%×1.41

Jul '25±3.4%▼−0.25%×0.07

Apr '25±4.3%▲+0.21%×0.05

2 older reports

Feb '25±3.5%▼−3.25%×0.93

Oct '24±3.4%▼−3.07%×0.90

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Bull & bear

Nov 4 report · est.

Bull2 of 4

11tracked funds holding the companyN-PORT · Aug 31 '26

1,120managers reporting a position in the latest quarterly filings13F · Jun 30 '26

Bear2

5 of 23of the largest reporting managers cut their stake in the latest quarter13F · Jun 30 '26

1.31%of the referenced ETF assets, the largest tracked fund weightN-PORT · Jun 30 '26

AI captions · Nov 2 '26once per report · top 2 per case

Linked exposure

KHC report session

No linked exposure.

Latest changes

30 daysAll changes

Oct 28impliedImplied move: ±4.0% into Nov 4 earnings (Oct 28 close).Source

Oct 14impliedImplied move: ±4.3% into Oct 28 earnings (Oct 14 close).Source

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.