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Kroger Company KR

CONSUMER DEFENSIVE · GROCERY STORES
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Market dataready · fetched 2026-10-15T20:35:56.546Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:23:22.233463107Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T20:35:56.039364+00:00

Share price$62.71
1D-2.0%
AH$62.53$63.11$63.69$64.27$64.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKR
Sold putSold callAH

Kroger Company options

Live interpolated KR call and put midpoint premiums by absolute delta.Kroger Company$0.09$1.35$2.62$3.88$5.14$60.66$62.24$63.81$65.39$66.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $62.71OPTION PRICELive KR spot · $62.71KR PRICE$1.06$1.04$0.87$0.70$0.53$0.49$0.58$0.68$0.79$0.89$1.10$2.94$4.77$0.50$0.27$0.23$0.29$0.34$0.39$0.45$0.50$0.55$0.60$0.66$0.71$0.76
PutsFair1.00×
CallsExpensive1.99×
SkewBullish-67.98 pp
Implied moveBullish±$1.03
TiltBullish44.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.98317.5%18.1%58.24160.4%7.9%
25Δ68.77235.5%11.3%61.0168.7%3.1%
30Δ67.13180.9%8.4%62.1035.9%1.3%
35Δ65.49126.3%5.5%62.2735.8%1.2%
40Δ63.8571.7%2.7%62.4335.7%1.0%
45Δ62.9143.8%1.1%62.5734.9%0.8%
50Δ62.7344.4%1.0%62.7133.5%0.7%
55Δ62.5545.0%0.8%62.8432.2%0.6%
60Δ62.3644.7%0.7%62.9830.9%0.5%
65Δ62.1844.1%0.6%63.1229.5%0.3%
70Δ61.9046.6%0.5%63.2528.2%0.2%
75Δ60.21102.7%0.7%63.3926.9%0.1%
80Δ58.51158.8%0.9%63.5225.5%0.1%

20Δ

Calls
Pseudo strike
72.98
IV
317.5%
B/E move
18.1%
Puts
Pseudo strike
58.24
IV
160.4%
B/E move
7.9%

25Δ

Calls
Pseudo strike
68.77
IV
235.5%
B/E move
11.3%
Puts
Pseudo strike
61.01
IV
68.7%
B/E move
3.1%

30Δ

Calls
Pseudo strike
67.13
IV
180.9%
B/E move
8.4%
Puts
Pseudo strike
62.10
IV
35.9%
B/E move
1.3%

35Δ

Calls
Pseudo strike
65.49
IV
126.3%
B/E move
5.5%
Puts
Pseudo strike
62.27
IV
35.8%
B/E move
1.2%

40Δ

Calls
Pseudo strike
63.85
IV
71.7%
B/E move
2.7%
Puts
Pseudo strike
62.43
IV
35.7%
B/E move
1.0%

45Δ

Calls
Pseudo strike
62.91
IV
43.8%
B/E move
1.1%
Puts
Pseudo strike
62.57
IV
34.9%
B/E move
0.8%

50Δ

Calls
Pseudo strike
62.73
IV
44.4%
B/E move
1.0%
Puts
Pseudo strike
62.71
IV
33.5%
B/E move
0.7%

55Δ

Calls
Pseudo strike
62.55
IV
45.0%
B/E move
0.8%
Puts
Pseudo strike
62.84
IV
32.2%
B/E move
0.6%

60Δ

Calls
Pseudo strike
62.36
IV
44.7%
B/E move
0.7%
Puts
Pseudo strike
62.98
IV
30.9%
B/E move
0.5%

65Δ

Calls
Pseudo strike
62.18
IV
44.1%
B/E move
0.6%
Puts
Pseudo strike
63.12
IV
29.5%
B/E move
0.3%

70Δ

Calls
Pseudo strike
61.90
IV
46.6%
B/E move
0.5%
Puts
Pseudo strike
63.25
IV
28.2%
B/E move
0.2%

75Δ

Calls
Pseudo strike
60.21
IV
102.7%
B/E move
0.7%
Puts
Pseudo strike
63.39
IV
26.9%
B/E move
0.1%

80Δ

Calls
Pseudo strike
58.51
IV
158.8%
B/E move
0.9%
Puts
Pseudo strike
63.52
IV
25.5%
B/E move
0.1%