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Keurig Dr Pepper Inc. Common Stock KDP

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Market datapartial · fetched 2026-10-22T23:06:31.163Z

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 · 2026-10-22T20:56:17.857332794Z

FundamentalsAlpha Vantage · unavailable

Share price$35.16
1D+0.7%
AH$34.71$34.89$35.07$35.25$35.435:30 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$0.20$1.42$2.64$3.86$5.09$28.98$31.75$34.52$37.28$40.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KDP spot · $35.16KDP PRICE$0.33$1.02$0.67$0.72$0.88$1.05$1.23$1.42$1.66$1.90$2.28$2.78$4.73$0.42$0.55$0.68$0.85$1.09$1.32$1.48$1.64$2.50$3.95$4.07$4.19$4.66
PutsExpensive1.33×
CallsExpensive1.16×
SkewBearish+1.42 pp
Implied moveBearish±$2.72
TiltBearish14.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.1130.9%9.3%32.5735.3%8.6%
25Δ41.6976.0%21.5%33.1235.5%7.4%
30Δ37.7439.0%9.2%33.6734.0%6.2%
35Δ36.6531.6%6.3%34.1733.8%5.2%
40Δ36.2432.3%5.6%34.5835.4%4.7%
45Δ35.8432.7%4.9%35.0037.0%4.2%
50Δ35.4232.7%4.3%35.4235.2%3.5%
55Δ35.0132.7%3.6%35.8333.4%2.7%
60Δ34.6032.7%3.1%36.6742.4%2.8%
65Δ34.1832.7%2.6%38.0157.0%3.1%
70Δ33.6634.2%2.2%38.4151.7%2.3%
75Δ33.0636.8%1.9%38.8046.3%1.6%
80Δ31.2658.3%2.4%39.4844.0%1.0%

20Δ

Calls
Pseudo strike
38.11
IV
30.9%
B/E move
9.3%
Puts
Pseudo strike
32.57
IV
35.3%
B/E move
8.6%

25Δ

Calls
Pseudo strike
41.69
IV
76.0%
B/E move
21.5%
Puts
Pseudo strike
33.12
IV
35.5%
B/E move
7.4%

30Δ

Calls
Pseudo strike
37.74
IV
39.0%
B/E move
9.2%
Puts
Pseudo strike
33.67
IV
34.0%
B/E move
6.2%

35Δ

Calls
Pseudo strike
36.65
IV
31.6%
B/E move
6.3%
Puts
Pseudo strike
34.17
IV
33.8%
B/E move
5.2%

40Δ

Calls
Pseudo strike
36.24
IV
32.3%
B/E move
5.6%
Puts
Pseudo strike
34.58
IV
35.4%
B/E move
4.7%

45Δ

Calls
Pseudo strike
35.84
IV
32.7%
B/E move
4.9%
Puts
Pseudo strike
35.00
IV
37.0%
B/E move
4.2%

50Δ

Calls
Pseudo strike
35.42
IV
32.7%
B/E move
4.3%
Puts
Pseudo strike
35.42
IV
35.2%
B/E move
3.5%

55Δ

Calls
Pseudo strike
35.01
IV
32.7%
B/E move
3.6%
Puts
Pseudo strike
35.83
IV
33.4%
B/E move
2.7%

60Δ

Calls
Pseudo strike
34.60
IV
32.7%
B/E move
3.1%
Puts
Pseudo strike
36.67
IV
42.4%
B/E move
2.8%

65Δ

Calls
Pseudo strike
34.18
IV
32.7%
B/E move
2.6%
Puts
Pseudo strike
38.01
IV
57.0%
B/E move
3.1%

70Δ

Calls
Pseudo strike
33.66
IV
34.2%
B/E move
2.2%
Puts
Pseudo strike
38.41
IV
51.7%
B/E move
2.3%

75Δ

Calls
Pseudo strike
33.06
IV
36.8%
B/E move
1.9%
Puts
Pseudo strike
38.80
IV
46.3%
B/E move
1.6%

80Δ

Calls
Pseudo strike
31.26
IV
58.3%
B/E move
2.4%
Puts
Pseudo strike
39.48
IV
44.0%
B/E move
1.0%

Options history

No recorded observations