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KKR & Co. Inc. KKR

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-06T22:17:56.196Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T21:10:00.001903088Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-06T22:17:56.179913+00:00

Share price$96.48
1D-0.9%
AH$95.91$96.57$97.23$97.89$98.555:30 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.$0.54$2.37$4.21$6.05$7.88$87.24$91.84$96.44$101.04$105.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KKR spot · $96.48KKR PRICE$0.74$0.99$1.18$1.48$1.82$2.21$2.65$3.07$3.35$4.00$4.50$5.41$7.35$0.89$1.09$1.31$1.67$2.21$2.72$2.93$3.20$3.84$4.58$5.18$5.86$6.55
PutsCheap0.93×
CallsFair0.99×
SkewBearish+0.90 pp
Implied moveBearish±$5.58
TiltBearish4.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ102.6050.1%7.1%90.6556.7%7.0%
25Δ101.6151.8%6.4%92.1452.9%5.6%
30Δ100.2148.1%5.1%93.3649.4%4.6%
35Δ99.3248.6%4.5%94.2450.5%4.1%
40Δ98.4849.6%4.0%94.9855.4%3.8%
45Δ97.6450.7%3.5%95.9057.1%3.4%
50Δ96.8051.9%3.1%96.7952.6%2.7%
55Δ95.9451.8%2.6%97.5949.2%2.2%
60Δ95.1448.8%2.1%98.5550.6%1.8%
65Δ94.2050.5%1.8%99.5452.2%1.6%
70Δ93.3749.5%1.4%100.4851.3%1.2%
75Δ92.2151.9%1.2%101.4450.2%0.9%
80Δ90.1661.9%1.1%102.4048.5%0.7%

20Δ

Calls
Pseudo strike
102.60
IV
50.1%
B/E move
7.1%
Puts
Pseudo strike
90.65
IV
56.7%
B/E move
7.0%

25Δ

Calls
Pseudo strike
101.61
IV
51.8%
B/E move
6.4%
Puts
Pseudo strike
92.14
IV
52.9%
B/E move
5.6%

30Δ

Calls
Pseudo strike
100.21
IV
48.1%
B/E move
5.1%
Puts
Pseudo strike
93.36
IV
49.4%
B/E move
4.6%

35Δ

Calls
Pseudo strike
99.32
IV
48.6%
B/E move
4.5%
Puts
Pseudo strike
94.24
IV
50.5%
B/E move
4.1%

40Δ

Calls
Pseudo strike
98.48
IV
49.6%
B/E move
4.0%
Puts
Pseudo strike
94.98
IV
55.4%
B/E move
3.8%

45Δ

Calls
Pseudo strike
97.64
IV
50.7%
B/E move
3.5%
Puts
Pseudo strike
95.90
IV
57.1%
B/E move
3.4%

50Δ

Calls
Pseudo strike
96.80
IV
51.9%
B/E move
3.1%
Puts
Pseudo strike
96.79
IV
52.6%
B/E move
2.7%

55Δ

Calls
Pseudo strike
95.94
IV
51.8%
B/E move
2.6%
Puts
Pseudo strike
97.59
IV
49.2%
B/E move
2.2%

60Δ

Calls
Pseudo strike
95.14
IV
48.8%
B/E move
2.1%
Puts
Pseudo strike
98.55
IV
50.6%
B/E move
1.8%

65Δ

Calls
Pseudo strike
94.20
IV
50.5%
B/E move
1.8%
Puts
Pseudo strike
99.54
IV
52.2%
B/E move
1.6%

70Δ

Calls
Pseudo strike
93.37
IV
49.5%
B/E move
1.4%
Puts
Pseudo strike
100.48
IV
51.3%
B/E move
1.2%

75Δ

Calls
Pseudo strike
92.21
IV
51.9%
B/E move
1.2%
Puts
Pseudo strike
101.44
IV
50.2%
B/E move
0.9%

80Δ

Calls
Pseudo strike
90.16
IV
61.9%
B/E move
1.1%
Puts
Pseudo strike
102.40
IV
48.5%
B/E move
0.7%

Options history

IV · four-Friday blend44.94%
Daily close
KKR33.8%40.6%47.3%2026-08-10: 40.46%2026-08-11: 41.19%2026-08-12: 39.26%2026-08-13: 43.23%2026-08-14: 34.77%2026-08-17: 41.85%2026-08-18: 41.30%2026-08-19: 40.98%2026-08-20: 39.71%2026-08-21: 37.12%2026-08-24: 40.54%2026-08-25: 38.76%2026-08-26: 40.50%2026-08-27: 38.21%2026-08-28: 36.00%2026-08-31: 36.51%2026-09-01: 39.46%2026-09-02: 42.00%2026-09-03: 37.79%2026-09-04: 36.10%2026-09-08: 40.89%2026-09-09: 44.80%2026-09-10: 44.14%2026-09-11: 39.31%2026-09-14: 42.19%2026-09-15: 43.07%2026-09-16: 44.38%2026-09-17: 42.35%2026-09-18: 37.54%2026-09-21: 40.68%2026-09-22: 40.66%2026-09-23: 40.00%2026-09-24: 42.07%2026-09-25: 39.79%2026-09-28: 41.48%2026-09-29: 41.67%2026-09-30: 42.79%2026-10-01: 43.11%2026-10-02: 40.29%2026-10-05: 40.64%2026-10-06: 39.96%2026-10-07: 40.53%2026-10-08: 41.80%2026-10-09: 38.76%2026-10-12: 40.22%2026-10-13: 43.73%2026-10-14: 44.55%2026-10-15: 45.90%2026-10-16: 43.65%2026-10-19: 43.74%2026-10-20: 44.25%2026-10-21: 44.76%2026-10-22: 46.37%2026-10-23: 42.98%2026-10-26: 45.03%2026-10-27: 44.77%2026-10-28: 45.52%2026-10-29: 46.19%2026-10-30: 44.94%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
40.46%
41.19%
39.26%
43.23%
34.77%
41.85%
41.30%
40.98%
39.71%
37.12%
40.54%
38.76%
40.50%
38.21%
36.00%
36.51%
39.46%
42.00%
37.79%
36.10%
40.89%
44.80%
44.14%
39.31%
42.19%
43.07%
44.38%
42.35%
37.54%
40.68%
40.66%
40.00%
42.07%
39.79%
41.48%
41.67%
42.79%
43.11%
40.29%
40.64%
39.96%
40.53%
41.80%
38.76%
40.22%
43.73%
44.55%
45.90%
43.65%
43.74%
44.25%
44.76%
46.37%
42.98%
45.03%
44.77%
45.52%
46.19%
44.94%