IntraAlpha
Create free account Start free

Keurig Dr Pepper Inc. Common Stock KDP

i

Market datapartial · fetched 2026-10-22T16:53:47.626Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options 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 data

PriceAlpaca · sip · 2026-10-22T16:53:44.702540386Z

FundamentalsAlpha Vantage · unavailable

Share price$35.35
1D+1.2%
$34.71$34.89$35.06$35.24$35.415:30 AM6:30 AM9:00 AM1:00 PMKDP
Sold putSold call

Keurig Dr Pepper Inc. Common Stock options

Live interpolated KDP call and put midpoint premiums by absolute delta.Keurig Dr Pepper Inc. Common Stock$0.15$1.69$3.22$4.75$6.28$29.00$31.72$34.44$37.16$39.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KDP spot · $35.35KDP PRICE$0.32$0.97$0.83$0.69$0.84$1.00$1.18$1.35$1.54$1.75$1.95$2.33$2.75$0.39$0.50$0.62$0.78$0.93$1.11$1.31$1.52$3.54$4.29$5.67$5.77$5.84
PutsExpensive1.42×
CallsFair1.04×
SkewBearish+7.78 pp
Implied moveBearish±$2.49
TiltBearish29.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.1829.5%8.9%32.9033.3%8.0%
25Δ41.4370.9%19.9%33.4632.2%6.8%
30Δ38.8249.4%12.2%33.9931.3%5.6%
35Δ36.7830.2%6.0%34.4031.1%4.9%
40Δ36.3930.7%5.3%34.8130.9%4.2%
45Δ35.9931.2%4.7%35.2130.8%3.5%
50Δ35.6031.0%4.1%35.6030.9%3.0%
55Δ35.2130.7%3.4%35.9930.9%2.5%
60Δ34.8330.3%2.9%37.4958.5%4.0%
65Δ34.4629.7%2.4%38.4660.8%3.3%
70Δ34.0829.1%1.9%39.9768.4%3.0%
75Δ33.5929.8%1.6%40.3561.4%2.2%
80Δ33.0631.0%1.3%40.7154.2%1.4%

20Δ

Calls
Pseudo strike
38.18
IV
29.5%
B/E move
8.9%
Puts
Pseudo strike
32.90
IV
33.3%
B/E move
8.0%

25Δ

Calls
Pseudo strike
41.43
IV
70.9%
B/E move
19.9%
Puts
Pseudo strike
33.46
IV
32.2%
B/E move
6.8%

30Δ

Calls
Pseudo strike
38.82
IV
49.4%
B/E move
12.2%
Puts
Pseudo strike
33.99
IV
31.3%
B/E move
5.6%

35Δ

Calls
Pseudo strike
36.78
IV
30.2%
B/E move
6.0%
Puts
Pseudo strike
34.40
IV
31.1%
B/E move
4.9%

40Δ

Calls
Pseudo strike
36.39
IV
30.7%
B/E move
5.3%
Puts
Pseudo strike
34.81
IV
30.9%
B/E move
4.2%

45Δ

Calls
Pseudo strike
35.99
IV
31.2%
B/E move
4.7%
Puts
Pseudo strike
35.21
IV
30.8%
B/E move
3.5%

50Δ

Calls
Pseudo strike
35.60
IV
31.0%
B/E move
4.1%
Puts
Pseudo strike
35.60
IV
30.9%
B/E move
3.0%

55Δ

Calls
Pseudo strike
35.21
IV
30.7%
B/E move
3.4%
Puts
Pseudo strike
35.99
IV
30.9%
B/E move
2.5%

60Δ

Calls
Pseudo strike
34.83
IV
30.3%
B/E move
2.9%
Puts
Pseudo strike
37.49
IV
58.5%
B/E move
4.0%

65Δ

Calls
Pseudo strike
34.46
IV
29.7%
B/E move
2.4%
Puts
Pseudo strike
38.46
IV
60.8%
B/E move
3.3%

70Δ

Calls
Pseudo strike
34.08
IV
29.1%
B/E move
1.9%
Puts
Pseudo strike
39.97
IV
68.4%
B/E move
3.0%

75Δ

Calls
Pseudo strike
33.59
IV
29.8%
B/E move
1.6%
Puts
Pseudo strike
40.35
IV
61.4%
B/E move
2.2%

80Δ

Calls
Pseudo strike
33.06
IV
31.0%
B/E move
1.3%
Puts
Pseudo strike
40.71
IV
54.2%
B/E move
1.4%

Options history

No recorded observations