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KKR & Co. Inc. KKR

FINANCIAL SERVICES · ASSET MANAGEMENT
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Market dataready · fetched 2026-10-15T20:35:58.804Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:20:29.014635614Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:35:57.790136+00:00

Share price$88.88
1D+3.5%
AH$84$86$87$88$895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKKR
Sold putSold callAH

KKR & Co. Inc. options

Live interpolated KKR call and put midpoint premiums by absolute delta.KKR & Co. Inc.$0.00$5.59$11.18$16.77$22.36$81.15$84.17$87.19$90.22$93.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $88.88OPTION PRICELive KKR spot · $88.88KKR PRICE$0.39$0.37$0.36$0.38$0.41$0.44$0.47$0.50$0.52$0.55$0.58$0.61$0.64$0.48$0.64$0.76$0.99$1.33$1.64$1.94$2.39$3.35$4.65$6.59$10.40$20.73
PutsExpensive3.88×
CallsCheap0.40×
SkewBearish+115.03 pp
Implied moveBearish±$2.40
TiltBearish80.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ92.2480.8%4.2%85.5688.6%4.3%
25Δ90.9959.1%2.8%86.2089.5%3.7%
30Δ89.9441.1%1.6%86.9484.3%3.0%
35Δ89.6636.9%1.3%87.4387.6%2.7%
40Δ89.3832.8%1.0%87.8896.8%2.6%
45Δ89.1028.6%0.7%88.4399.9%2.4%
50Δ88.8224.4%0.5%89.01100.8%2.0%
55Δ88.5420.3%0.2%89.67105.7%1.8%
60Δ88.2616.1%0.1%90.63126.9%1.8%
65Δ87.9811.9%0.4%91.95151.9%1.8%
70Δ87.707.8%0.7%93.93184.0%1.7%
75Δ87.423.6%1.0%97.70247.4%1.8%
80Δ87.14-0.5%1.2%107.78394.8%2.1%

20Δ

Calls
Pseudo strike
92.24
IV
80.8%
B/E move
4.2%
Puts
Pseudo strike
85.56
IV
88.6%
B/E move
4.3%

25Δ

Calls
Pseudo strike
90.99
IV
59.1%
B/E move
2.8%
Puts
Pseudo strike
86.20
IV
89.5%
B/E move
3.7%

30Δ

Calls
Pseudo strike
89.94
IV
41.1%
B/E move
1.6%
Puts
Pseudo strike
86.94
IV
84.3%
B/E move
3.0%

35Δ

Calls
Pseudo strike
89.66
IV
36.9%
B/E move
1.3%
Puts
Pseudo strike
87.43
IV
87.6%
B/E move
2.7%

40Δ

Calls
Pseudo strike
89.38
IV
32.8%
B/E move
1.0%
Puts
Pseudo strike
87.88
IV
96.8%
B/E move
2.6%

45Δ

Calls
Pseudo strike
89.10
IV
28.6%
B/E move
0.7%
Puts
Pseudo strike
88.43
IV
99.9%
B/E move
2.4%

50Δ

Calls
Pseudo strike
88.82
IV
24.4%
B/E move
0.5%
Puts
Pseudo strike
89.01
IV
100.8%
B/E move
2.0%

55Δ

Calls
Pseudo strike
88.54
IV
20.3%
B/E move
0.2%
Puts
Pseudo strike
89.67
IV
105.7%
B/E move
1.8%

60Δ

Calls
Pseudo strike
88.26
IV
16.1%
B/E move
0.1%
Puts
Pseudo strike
90.63
IV
126.9%
B/E move
1.8%

65Δ

Calls
Pseudo strike
87.98
IV
11.9%
B/E move
0.4%
Puts
Pseudo strike
91.95
IV
151.9%
B/E move
1.8%

70Δ

Calls
Pseudo strike
87.70
IV
7.8%
B/E move
0.7%
Puts
Pseudo strike
93.93
IV
184.0%
B/E move
1.7%

75Δ

Calls
Pseudo strike
87.42
IV
3.6%
B/E move
1.0%
Puts
Pseudo strike
97.70
IV
247.4%
B/E move
1.8%

80Δ

Calls
Pseudo strike
87.14
IV
-0.5%
B/E move
1.2%
Puts
Pseudo strike
107.78
IV
394.8%
B/E move
2.1%