Share price$2.90
1D-2.6%
Sold putSold call
Krispy Kreme Inc DNUT
CONSUMER DEFENSIVE · GROCERY STORESi
Market dataready · fetched 2026-10-21T17:51:36.426Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData historical Greeks, 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 dataPriceAlpaca · sip · 2026-10-21T17:51:34.089644656Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:51:35.346818+00:00
Krispy Kreme Inc options
PutsExpensive1.94×
CallsExpensive2.48×
SkewBearish+16.90 pp
Implied move——
TiltBullish64.0% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 2.97 | 78.4% | 4.3% | |||
| 35Δ | 2.93 | 87.9% | 4.0% | |||
| 40Δ | 2.89 | 97.5% | 3.7% | |||
| 45Δ | 2.85 | 107.1% | 3.4% | |||
| 50Δ | 2.81 | 116.7% | 3.1% | |||
| 55Δ | 2.76 | 126.3% | 2.9% | |||
| 60Δ | 2.72 | 135.9% | 2.6% | |||
| 65Δ | 2.68 | 145.4% | 2.3% | |||
| 70Δ | 2.64 | 155.0% | 2.0% | |||
| 75Δ | 2.60 | 164.6% | 1.7% | |||
| 80Δ | 2.56 | 174.2% | 1.4% | 3.39 | 143.2% | 0.7% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 2.97
- IV
- 78.4%
- B/E move
- 4.3%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 2.93
- IV
- 87.9%
- B/E move
- 4.0%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 2.89
- IV
- 97.5%
- B/E move
- 3.7%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 2.85
- IV
- 107.1%
- B/E move
- 3.4%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 2.81
- IV
- 116.7%
- B/E move
- 3.1%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- 2.76
- IV
- 126.3%
- B/E move
- 2.9%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 2.72
- IV
- 135.9%
- B/E move
- 2.6%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 2.68
- IV
- 145.4%
- B/E move
- 2.3%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 2.64
- IV
- 155.0%
- B/E move
- 2.0%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 2.60
- IV
- 164.6%
- B/E move
- 1.7%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 2.56
- IV
- 174.2%
- B/E move
- 1.4%
- Pseudo strike
- 3.39
- IV
- 143.2%
- B/E move
- 0.7%
Options history
Table
| Date | IV |
|---|---|
| 87.56% |