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Kroger Company KR

CONSUMER DEFENSIVE · GROCERY STORES
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Market dataready · fetched 2026-10-16T23:56:04.090Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T23:52:13.226964832Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T23:56:03.555257+00:00

Share price$63.40
1D-0.3%
AH$62.77$63.04$63.31$63.58$63.845:30 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$0.22$1.07$1.91$2.75$3.60$59.59$61.67$63.75$65.83$67.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KR spot · $63.40KR PRICE$0.93$0.46$0.60$0.75$0.92$1.09$1.33$1.56$1.75$1.93$2.17$2.65$3.35$0.31$0.43$0.54$0.67$0.79$0.94$1.12$1.30$1.57$1.91$2.26$2.62$3.35
PutsCheap0.93×
CallsExpensive1.15×
SkewBullish-10.49 pp
Implied moveBullish±$2.45
TiltBullish4.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.34103.7%15.6%61.2830.2%3.8%
25Δ65.7035.7%4.4%61.6731.1%3.4%
30Δ65.2336.3%3.8%62.0631.7%3.0%
35Δ64.7936.8%3.4%62.4331.2%2.6%
40Δ64.3737.2%3.0%62.8130.7%2.2%
45Δ63.9537.7%2.6%63.1730.5%1.9%
50Δ63.5338.5%2.3%63.5130.6%1.6%
55Δ63.1039.3%2.0%63.8530.7%1.3%
60Δ62.7038.3%1.7%64.2431.6%1.1%
65Δ62.3136.6%1.3%64.6933.3%1.0%
70Δ61.8935.7%1.0%65.1434.4%0.8%
75Δ61.3137.7%0.9%65.6234.5%0.6%
80Δ60.5241.6%0.7%66.4438.1%0.5%

20Δ

Calls
Pseudo strike
72.34
IV
103.7%
B/E move
15.6%
Puts
Pseudo strike
61.28
IV
30.2%
B/E move
3.8%

25Δ

Calls
Pseudo strike
65.70
IV
35.7%
B/E move
4.4%
Puts
Pseudo strike
61.67
IV
31.1%
B/E move
3.4%

30Δ

Calls
Pseudo strike
65.23
IV
36.3%
B/E move
3.8%
Puts
Pseudo strike
62.06
IV
31.7%
B/E move
3.0%

35Δ

Calls
Pseudo strike
64.79
IV
36.8%
B/E move
3.4%
Puts
Pseudo strike
62.43
IV
31.2%
B/E move
2.6%

40Δ

Calls
Pseudo strike
64.37
IV
37.2%
B/E move
3.0%
Puts
Pseudo strike
62.81
IV
30.7%
B/E move
2.2%

45Δ

Calls
Pseudo strike
63.95
IV
37.7%
B/E move
2.6%
Puts
Pseudo strike
63.17
IV
30.5%
B/E move
1.9%

50Δ

Calls
Pseudo strike
63.53
IV
38.5%
B/E move
2.3%
Puts
Pseudo strike
63.51
IV
30.6%
B/E move
1.6%

55Δ

Calls
Pseudo strike
63.10
IV
39.3%
B/E move
2.0%
Puts
Pseudo strike
63.85
IV
30.7%
B/E move
1.3%

60Δ

Calls
Pseudo strike
62.70
IV
38.3%
B/E move
1.7%
Puts
Pseudo strike
64.24
IV
31.6%
B/E move
1.1%

65Δ

Calls
Pseudo strike
62.31
IV
36.6%
B/E move
1.3%
Puts
Pseudo strike
64.69
IV
33.3%
B/E move
1.0%

70Δ

Calls
Pseudo strike
61.89
IV
35.7%
B/E move
1.0%
Puts
Pseudo strike
65.14
IV
34.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
61.31
IV
37.7%
B/E move
0.9%
Puts
Pseudo strike
65.62
IV
34.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
60.52
IV
41.6%
B/E move
0.7%
Puts
Pseudo strike
66.44
IV
38.1%
B/E move
0.5%