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The Kroger Co. KR

CONSUMER DEFENSIVE · GROCERY STORES
i

Market dataready · fetched 2026-11-06T13:55:40.919Z

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 · 2026-11-06T13:52:25.839749841Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-06T13:55:40.277667+00:00

Share price$67.95
1D-0.2%
$67.92$67.96$68.01$68.06$68.105:30 AM6:30 AM9:00 AM1:00 PMKR
Sold putSold call

The Kroger Co. options

Live interpolated KR call and put midpoint premiums by absolute delta.The Kroger Co.$0.14$3.51$6.89$10.26$13.64$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEKR PRICE$0.50$0.69$0.89$1.11$1.50$1.92$3.06$5.14$5.38$9.35$12.67$0.85$1.07$0.56$0.71$0.86$1.01$1.14$1.27$1.41
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.1648.9%6.9%
25Δ71.4550.2%6.2%64.7656.2%6.0%
30Δ70.7651.3%5.5%65.4157.4%5.3%
35Δ70.1152.2%4.8%67.1923.9%1.9%
40Δ69.5557.2%4.6%67.4724.8%1.7%
45Δ69.0163.1%4.4%67.7625.6%1.6%
50Δ68.0426.2%1.4%
55Δ67.5174.8%3.9%68.3225.3%1.1%
60Δ68.6024.4%0.9%
65Δ65.1696.3%3.5%68.8823.4%0.7%
70Δ64.3287.6%2.6%
75Δ60.81139.6%3.3%
80Δ57.33170.1%3.0%

20Δ

Calls
Pseudo strike
72.16
IV
48.9%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
71.45
IV
50.2%
B/E move
6.2%
Puts
Pseudo strike
64.76
IV
56.2%
B/E move
6.0%

30Δ

Calls
Pseudo strike
70.76
IV
51.3%
B/E move
5.5%
Puts
Pseudo strike
65.41
IV
57.4%
B/E move
5.3%

35Δ

Calls
Pseudo strike
70.11
IV
52.2%
B/E move
4.8%
Puts
Pseudo strike
67.19
IV
23.9%
B/E move
1.9%

40Δ

Calls
Pseudo strike
69.55
IV
57.2%
B/E move
4.6%
Puts
Pseudo strike
67.47
IV
24.8%
B/E move
1.7%

45Δ

Calls
Pseudo strike
69.01
IV
63.1%
B/E move
4.4%
Puts
Pseudo strike
67.76
IV
25.6%
B/E move
1.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
68.04
IV
26.2%
B/E move
1.4%

55Δ

Calls
Pseudo strike
67.51
IV
74.8%
B/E move
3.9%
Puts
Pseudo strike
68.32
IV
25.3%
B/E move
1.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
68.60
IV
24.4%
B/E move
0.9%

65Δ

Calls
Pseudo strike
65.16
IV
96.3%
B/E move
3.5%
Puts
Pseudo strike
68.88
IV
23.4%
B/E move
0.7%

70Δ

Calls
Pseudo strike
64.32
IV
87.6%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
60.81
IV
139.6%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
57.33
IV
170.1%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend29.93%
Daily close
KR20.8%44.3%67.9%2026-08-10: 30.04%2026-08-11: 28.98%2026-08-12: 27.76%2026-08-13: 45.40%2026-08-14: 27.28%2026-08-17: 33.38%2026-08-18: 31.70%2026-08-19: 35.01%2026-08-20: 35.66%2026-08-21: 32.08%2026-08-24: 33.30%2026-08-25: 32.70%2026-08-26: 32.16%2026-08-27: 38.65%2026-08-28: 34.25%2026-08-31: 36.89%2026-09-01: 39.69%2026-09-02: 42.46%2026-09-03: 46.67%2026-09-04: 41.59%2026-09-08: 51.72%2026-09-09: 54.98%2026-09-10: 64.61%2026-09-11: 27.99%2026-09-14: 27.09%2026-09-15: 34.93%2026-09-16: 31.10%2026-09-17: 26.69%2026-09-18: 24.05%2026-09-21: 28.20%2026-09-22: 26.46%2026-09-23: 31.05%2026-09-24: 30.24%2026-09-25: 25.33%2026-09-28: 28.07%2026-09-29: 27.33%2026-09-30: 30.14%2026-10-01: 30.22%2026-10-02: 26.67%2026-10-05: 29.83%2026-10-06: 27.29%2026-10-07: 31.03%2026-10-08: 33.26%2026-10-09: 27.04%2026-10-12: 28.39%2026-10-13: 34.35%2026-10-14: 34.69%2026-10-15: 34.48%2026-10-16: 31.66%2026-10-19: 37.16%2026-10-20: 28.51%2026-10-21: 28.55%2026-10-22: 31.04%2026-10-23: 27.80%2026-10-26: 30.67%2026-10-27: 29.22%2026-10-28: 28.70%2026-10-29: 32.28%2026-10-30: 29.93%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
30.04%
28.98%
27.76%
45.40%
27.28%
33.38%
31.70%
35.01%
35.66%
32.08%
33.30%
32.70%
32.16%
38.65%
34.25%
36.89%
39.69%
42.46%
46.67%
41.59%
51.72%
54.98%
64.61%
27.99%
27.09%
34.93%
31.10%
26.69%
24.05%
28.20%
26.46%
31.05%
30.24%
25.33%
28.07%
27.33%
30.14%
30.22%
26.67%
29.83%
27.29%
31.03%
33.26%
27.04%
28.39%
34.35%
34.69%
34.48%
31.66%
37.16%
28.51%
28.55%
31.04%
27.80%
30.67%
29.22%
28.70%
32.28%
29.93%