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Krispy Kreme Inc DNUT

CONSUMER DEFENSIVE · GROCERY STORES
i

Market dataready · fetched 2026-10-21T16:58:13.276Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T16:58:04.350007334Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:58:12.936084+00:00

Share price$2.90
1D-2.3%
$2.87$2.90$2.93$2.97$3.005:30 AM6:30 AM9:00 AM1:00 PMDNUT
Sold putSold call

Krispy Kreme Inc options

Live interpolated DNUT call and put midpoint premiums by absolute delta.Krispy Kreme Inc$0.06$0.14$0.23$0.32$0.40$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEDNUT PRICE$0.07$0.09$0.12$0.14$0.17$0.20$0.22$0.25$0.27$0.30$0.33$0.35$0.38$0.20$0.29
PutsExpensive1.19×
CallsExpensive3.59×
SkewBullish-95.04 pp
Implied move——
TiltBullish71.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.40195.1%19.4%
25Δ3.33193.3%18.0%
30Δ3.27191.5%16.7%
35Δ3.20189.7%15.3%
40Δ3.14187.8%14.0%
45Δ3.07186.0%12.6%
50Δ3.01184.2%11.3%
55Δ2.94182.4%9.9%
60Δ2.88180.6%8.6%
65Δ2.81178.7%7.2%
70Δ2.75176.9%5.9%
75Δ2.68175.1%4.5%3.0883.8%0.8%
80Δ2.62173.3%3.2%3.1794.6%0.7%

20Δ

Calls
Pseudo strike
3.40
IV
195.1%
B/E move
19.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
3.33
IV
193.3%
B/E move
18.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
3.27
IV
191.5%
B/E move
16.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
3.20
IV
189.7%
B/E move
15.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
3.14
IV
187.8%
B/E move
14.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
3.07
IV
186.0%
B/E move
12.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
3.01
IV
184.2%
B/E move
11.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
2.94
IV
182.4%
B/E move
9.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
2.88
IV
180.6%
B/E move
8.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
2.81
IV
178.7%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
2.75
IV
176.9%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
2.68
IV
175.1%
B/E move
4.5%
Puts
Pseudo strike
3.08
IV
83.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
2.62
IV
173.3%
B/E move
3.2%
Puts
Pseudo strike
3.17
IV
94.6%
B/E move
0.7%

Options history

DNUT87.4887.5687.652026-10-20: 87.56%Oct 20Oct 20
Table
DateIV
87.56%