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Kroger Company KR

CONSUMER DEFENSIVE · GROCERY STORES
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Market dataready · fetched 2026-10-16T00:21:10.095Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.002351108Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T00:21:09.198025+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$0.24$3.34$6.44$9.54$12.64$52.86$57.64$62.42$67.20$71.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KR spot · $62.71KR PRICE$0.58$0.78$1.00$1.21$1.48$1.79$2.10$2.40$2.88$3.36$3.84$4.65$5.61$0.73$0.97$1.23$1.54$1.86$2.17$2.61$3.05$3.50$4.49$5.66$8.58$11.75
PutsFair0.97×
CallsCheap0.75×
SkewBearish+4.77 pp
Implied moveBearish±$4.71
TiltBearish20.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.9427.1%9.3%58.2430.7%8.3%
25Δ66.9827.1%8.0%59.1830.8%7.2%
30Δ66.1527.1%7.1%60.1031.0%6.1%
35Δ65.3327.2%6.1%60.8930.9%5.4%
40Δ64.5827.3%5.4%61.6930.8%4.6%
45Δ63.8927.4%4.7%62.4830.7%3.8%
50Δ63.2027.6%4.1%63.2630.7%3.3%
55Δ62.5127.7%3.5%64.0430.7%2.8%
60Δ61.7528.1%3.1%64.8230.7%2.2%
65Δ61.0028.5%2.6%66.0133.2%1.9%
70Δ60.2528.9%2.2%67.3436.6%1.6%
75Δ59.2230.2%1.8%70.4939.4%1.3%
80Δ58.0631.9%1.5%73.8942.1%0.9%

20Δ

Calls
Pseudo strike
67.94
IV
27.1%
B/E move
9.3%
Puts
Pseudo strike
58.24
IV
30.7%
B/E move
8.3%

25Δ

Calls
Pseudo strike
66.98
IV
27.1%
B/E move
8.0%
Puts
Pseudo strike
59.18
IV
30.8%
B/E move
7.2%

30Δ

Calls
Pseudo strike
66.15
IV
27.1%
B/E move
7.1%
Puts
Pseudo strike
60.10
IV
31.0%
B/E move
6.1%

35Δ

Calls
Pseudo strike
65.33
IV
27.2%
B/E move
6.1%
Puts
Pseudo strike
60.89
IV
30.9%
B/E move
5.4%

40Δ

Calls
Pseudo strike
64.58
IV
27.3%
B/E move
5.4%
Puts
Pseudo strike
61.69
IV
30.8%
B/E move
4.6%

45Δ

Calls
Pseudo strike
63.89
IV
27.4%
B/E move
4.7%
Puts
Pseudo strike
62.48
IV
30.7%
B/E move
3.8%

50Δ

Calls
Pseudo strike
63.20
IV
27.6%
B/E move
4.1%
Puts
Pseudo strike
63.26
IV
30.7%
B/E move
3.3%

55Δ

Calls
Pseudo strike
62.51
IV
27.7%
B/E move
3.5%
Puts
Pseudo strike
64.04
IV
30.7%
B/E move
2.8%

60Δ

Calls
Pseudo strike
61.75
IV
28.1%
B/E move
3.1%
Puts
Pseudo strike
64.82
IV
30.7%
B/E move
2.2%

65Δ

Calls
Pseudo strike
61.00
IV
28.5%
B/E move
2.6%
Puts
Pseudo strike
66.01
IV
33.2%
B/E move
1.9%

70Δ

Calls
Pseudo strike
60.25
IV
28.9%
B/E move
2.2%
Puts
Pseudo strike
67.34
IV
36.6%
B/E move
1.6%

75Δ

Calls
Pseudo strike
59.22
IV
30.2%
B/E move
1.8%
Puts
Pseudo strike
70.49
IV
39.4%
B/E move
1.3%

80Δ

Calls
Pseudo strike
58.06
IV
31.9%
B/E move
1.5%
Puts
Pseudo strike
73.89
IV
42.1%
B/E move
0.9%