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Keurig Dr Pepper Inc. Common Stock KDP

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Market dataready · fetched 2026-11-12T00:58:26.977Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:32:49.603809169Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T00:58:26.429829+00:00

Share price$38.40
1D+3.5%
AH$36.86$37.37$37.88$38.38$38.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKDP
Sold putSold callAH

Keurig Dr Pepper Inc. Common Stock options

Live interpolated KDP call and put midpoint premiums by absolute delta.Keurig Dr Pepper Inc. Common Stock$0.22$1.21$2.20$3.19$4.18$32.77$35.32$37.87$40.43$42.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive KDP spot · $38.40KDP PRICE$0.32$0.41$0.51$0.60$0.69$0.78$0.92$1.12$1.32$1.52$0.33$0.45$0.58$0.77$0.96$1.22$1.58$1.91$2.17$2.50$3.38$3.89
Puts——
Calls——
Skew——
Implied moveBearish±$2.18
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.2147.2%6.6%
25Δ36.6447.5%5.8%
30Δ37.0648.0%5.0%
35Δ39.0123.3%2.4%37.4250.2%4.6%
40Δ38.8223.4%2.2%37.7952.3%4.1%
45Δ38.6423.6%1.9%38.1955.6%3.7%
50Δ38.4623.8%1.7%38.6560.4%3.5%
55Δ38.2724.0%1.5%39.1263.7%3.1%
60Δ38.0924.2%1.2%39.5962.1%2.6%
65Δ37.8724.7%1.0%40.1162.0%2.1%
70Δ37.6125.4%0.9%41.0471.8%1.9%
75Δ37.3626.2%0.7%41.7271.2%1.5%
80Δ37.1026.9%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.21
IV
47.2%
B/E move
6.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.64
IV
47.5%
B/E move
5.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.06
IV
48.0%
B/E move
5.0%

35Δ

Calls
Pseudo strike
39.01
IV
23.3%
B/E move
2.4%
Puts
Pseudo strike
37.42
IV
50.2%
B/E move
4.6%

40Δ

Calls
Pseudo strike
38.82
IV
23.4%
B/E move
2.2%
Puts
Pseudo strike
37.79
IV
52.3%
B/E move
4.1%

45Δ

Calls
Pseudo strike
38.64
IV
23.6%
B/E move
1.9%
Puts
Pseudo strike
38.19
IV
55.6%
B/E move
3.7%

50Δ

Calls
Pseudo strike
38.46
IV
23.8%
B/E move
1.7%
Puts
Pseudo strike
38.65
IV
60.4%
B/E move
3.5%

55Δ

Calls
Pseudo strike
38.27
IV
24.0%
B/E move
1.5%
Puts
Pseudo strike
39.12
IV
63.7%
B/E move
3.1%

60Δ

Calls
Pseudo strike
38.09
IV
24.2%
B/E move
1.2%
Puts
Pseudo strike
39.59
IV
62.1%
B/E move
2.6%

65Δ

Calls
Pseudo strike
37.87
IV
24.7%
B/E move
1.0%
Puts
Pseudo strike
40.11
IV
62.0%
B/E move
2.1%

70Δ

Calls
Pseudo strike
37.61
IV
25.4%
B/E move
0.9%
Puts
Pseudo strike
41.04
IV
71.8%
B/E move
1.9%

75Δ

Calls
Pseudo strike
37.36
IV
26.2%
B/E move
0.7%
Puts
Pseudo strike
41.72
IV
71.2%
B/E move
1.5%

80Δ

Calls
Pseudo strike
37.10
IV
26.9%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend30.70%
Daily close
KDP20.8%40.7%60.6%2026-08-13: 31.45%2026-08-14: 28.90%2026-08-17: 41.53%2026-08-18: 33.33%2026-08-19: 32.02%2026-08-21: 25.56%2026-08-24: 23.56%2026-08-25: 26.37%2026-08-26: 26.74%2026-08-27: 26.81%2026-08-28: 23.57%2026-08-31: 28.85%2026-09-01: 27.22%2026-09-02: 25.55%2026-09-03: 23.76%2026-09-04: 26.71%2026-09-08: 26.31%2026-09-09: 29.88%2026-09-10: 25.98%2026-09-11: 25.89%2026-09-14: 29.73%2026-09-15: 42.38%2026-09-16: 42.27%2026-09-17: 57.85%2026-09-18: 26.70%2026-09-21: 24.78%2026-09-22: 28.75%2026-09-23: 27.55%2026-09-24: 27.35%2026-09-25: 27.85%2026-09-28: 28.15%2026-09-29: 26.28%2026-09-30: 29.65%2026-10-01: 28.17%2026-10-02: 28.01%2026-10-05: 29.97%2026-10-06: 31.01%2026-10-07: 29.84%2026-10-08: 30.67%2026-10-09: 29.45%2026-10-12: 28.16%2026-10-13: 30.95%2026-10-14: 39.73%2026-10-15: 50.20%2026-10-16: 29.36%2026-10-19: 28.50%2026-10-20: 28.59%2026-10-21: 27.07%2026-10-22: 27.76%2026-10-23: 26.45%2026-10-26: 27.40%2026-10-27: 29.93%2026-10-28: 30.13%2026-10-29: 29.84%2026-10-30: 30.70%Aug 13Sep 23Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
31.45%
28.90%
41.53%
33.33%
32.02%
25.56%
23.56%
26.37%
26.74%
26.81%
23.57%
28.85%
27.22%
25.55%
23.76%
26.71%
26.31%
29.88%
25.98%
25.89%
29.73%
42.38%
42.27%
57.85%
26.70%
24.78%
28.75%
27.55%
27.35%
27.85%
28.15%
26.28%
29.65%
28.17%
28.01%
29.97%
31.01%
29.84%
30.67%
29.45%
28.16%
30.95%
39.73%
50.20%
29.36%
28.50%
28.59%
27.07%
27.76%
26.45%
27.40%
29.93%
30.13%
29.84%
30.70%