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KDPKeurig Dr Pepper Inc.

Options Analysis Report•BEVERAGES
Market Cap $43.8B|NASDAQ
● 2026-08-31$32.18
BULLISH
Analysis: 2026-08-28 EOD data
1Y +11.3%YTD +16.0%7D -1.0%
5,574
30D
±5.9%
11%

KDP Options Overview

bullish flow with unusual activity. Conditions favor option buyers.

REWARDS

RISK ANALYSIS

6.6VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for option buyers

Learn
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KDP Gamma Walls

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Value

Is IV priced right?

8.0
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks8/9 checks passed
≤35%

IV Rank 34.0% — cheap vs history

<1.05x

IV/HV 0.85x — IV ≤ HV

Sector Relative≤50%

Sector percentile 50% — below sector median

<1.1x

Front/Back 0.74x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 26.4% — normal range

<80%

Effective IV 43.1% (ATM 26.4% + spread 8.3% + bias) — excellent value

<3.0%

Total drag 10.31% (spread 8.35% + slippage 1.96%) — high friction

≥5.0

Vega efficiency 8.37 (vega 6.992 / spread 8.35%) — efficient

Sentiment

Bullish or bearish?

7.6
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bullish - Strong signal (Conviction: +32%, Raw: +13%)
|net sentiment| ≥25%

Conviction-weighted: +32% (strong bullish) — Raw: +13%

≥15%

|OI skew| 36.3% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +93.0%, OI skew +36.3% — aligned

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +65%, ATM: -49%, OTM: -21% — bullish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 3% — very bullish vs sector

Activity

Unusual activity?

6.4
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks4/8 checks passed
≥1.5x

Volume 3.0x avg — hot

≥15%

Vol/OI 10.8% — normal turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change +9.9% (5d) — building

Sector Relative≥60%

Sector activity percentile 91% — very active vs sector

≥30%

Large trade volume 10% — mostly retail

≥60%

Aggressive execution 22% — patient

≥30

Conviction +32 (bullish) — moderate

Liquidity

Can I trade efficiently?

4.2
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks4/8 checks passed
≤5.0%

Spread 8.3% — wide

≥10,000

OI 51,380 — deep

≥500

Volume 5,574/day — active

≤$0.50

$0.42 to cross — cheap

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 54% — neutral vs sector

≥100 contracts

Depth 328.0 contracts (bid:161.9 ask:166.1) — adequate

<1.0%

Avg slippage 1.96% — fair

Timing

Is now a good time?

7.0
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks7/9 checks passed
|slope| ≥5%

Slope -25.7% — contango

<30 or >70

IV percentile 34% — neutral

≥10pts kink

IV kink -5.5pts — no clear event

<0.5 or >2.0

θ/ν ratio 885.00 — favors income trades

≥3 expirations

3 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +32% @ 66% consistency — moderate (bullish)

≥40 composite score

Score 40 (ITM 20% + inst 10%) — moderate institutional

Directional Strategy Fit

Option Buyers
Long Calls7.8
bullishIV cheap, bullish flow
Long Puts5.3
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put5.2
bullishIV too cheap, bullish flow
Covered Call3.3
bearishIV too cheap, bullish flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

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