IntraAlpha
Create free account Start free

KKR & Co. Inc. KKR

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-10-16T22:48:16.910Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:33:08.921207015Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:48:16.427667+00:00

Share price$86.20
1D-3.2%
AH$85.90$86.85$87.80$88.74$89.695:30 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.$0.37$2.01$3.64$5.27$6.91$78.03$82.17$86.32$90.46$94.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KKR spot · $86.20KKR PRICE$0.55$0.74$0.95$1.19$1.44$1.72$2.05$2.40$2.75$3.21$3.76$5.67$6.44$0.68$0.79$1.02$1.26$1.53$1.82$2.24$2.68$2.92$3.22$3.57$4.61$4.64
PutsCheap0.78×
CallsCheap0.85×
SkewBullish-3.25 pp
Implied moveBearish±$4.29
TiltBullish3.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ90.7842.2%6.0%81.7348.2%6.0%
25Δ89.9442.8%5.2%83.0342.8%4.6%
30Δ89.1743.1%4.6%83.7443.1%4.0%
35Δ88.4643.5%4.0%84.4443.3%3.5%
40Δ87.7743.8%3.5%85.1243.3%3.0%
45Δ87.0943.8%3.0%85.7743.2%2.6%
50Δ86.4244.5%2.6%86.4544.8%2.3%
55Δ85.7644.9%2.3%87.1346.2%2.0%
60Δ85.0944.6%1.9%87.7443.6%1.6%
65Δ84.3745.1%1.6%88.3541.6%1.3%
70Δ83.5846.0%1.3%88.9540.1%1.0%
75Δ81.7461.5%1.4%90.0644.7%0.9%
80Δ80.6660.5%1.0%90.2739.1%0.7%

20Δ

Calls
Pseudo strike
90.78
IV
42.2%
B/E move
6.0%
Puts
Pseudo strike
81.73
IV
48.2%
B/E move
6.0%

25Δ

Calls
Pseudo strike
89.94
IV
42.8%
B/E move
5.2%
Puts
Pseudo strike
83.03
IV
42.8%
B/E move
4.6%

30Δ

Calls
Pseudo strike
89.17
IV
43.1%
B/E move
4.6%
Puts
Pseudo strike
83.74
IV
43.1%
B/E move
4.0%

35Δ

Calls
Pseudo strike
88.46
IV
43.5%
B/E move
4.0%
Puts
Pseudo strike
84.44
IV
43.3%
B/E move
3.5%

40Δ

Calls
Pseudo strike
87.77
IV
43.8%
B/E move
3.5%
Puts
Pseudo strike
85.12
IV
43.3%
B/E move
3.0%

45Δ

Calls
Pseudo strike
87.09
IV
43.8%
B/E move
3.0%
Puts
Pseudo strike
85.77
IV
43.2%
B/E move
2.6%

50Δ

Calls
Pseudo strike
86.42
IV
44.5%
B/E move
2.6%
Puts
Pseudo strike
86.45
IV
44.8%
B/E move
2.3%

55Δ

Calls
Pseudo strike
85.76
IV
44.9%
B/E move
2.3%
Puts
Pseudo strike
87.13
IV
46.2%
B/E move
2.0%

60Δ

Calls
Pseudo strike
85.09
IV
44.6%
B/E move
1.9%
Puts
Pseudo strike
87.74
IV
43.6%
B/E move
1.6%

65Δ

Calls
Pseudo strike
84.37
IV
45.1%
B/E move
1.6%
Puts
Pseudo strike
88.35
IV
41.6%
B/E move
1.3%

70Δ

Calls
Pseudo strike
83.58
IV
46.0%
B/E move
1.3%
Puts
Pseudo strike
88.95
IV
40.1%
B/E move
1.0%

75Δ

Calls
Pseudo strike
81.74
IV
61.5%
B/E move
1.4%
Puts
Pseudo strike
90.06
IV
44.7%
B/E move
0.9%

80Δ

Calls
Pseudo strike
80.66
IV
60.5%
B/E move
1.0%
Puts
Pseudo strike
90.27
IV
39.1%
B/E move
0.7%