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KRThe Kroger Co.

Options Analysis Report•RETAIL-GROCERY STORES
Market Cap $35.4B|NYSE
● 2026-08-31$57.72
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y -15.9%YTD -8.3%7D -2.3%
5,725
30D
±10.7%
27%

KR Options Overview

Mixed signals. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

5.0VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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KR Gamma Walls

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Value

Is IV priced right?

4.4
ExpensiveCheap

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

levels.

Risk Checks4/9 checks passed
≤35%

IV Rank 61.9% — elevated vs history

<1.05x

IV/HV 1.49x — IV premium over HV

Sector Relative≤50%

Sector percentile 78% — above sector median

<1.1x

Front/Back 0.82x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 32.9% — normal range

<80%

Effective IV 56.1% (ATM 32.9% + spread 11.6% + bias) — good value

<3.0%

Total drag 17.86% (spread 11.60% + slippage 6.26%) — high friction

≥5.0

Vega efficiency 4.68 (vega 5.429 / spread 11.60%) — spread drag

Sentiment

Bullish or bearish?

5.8
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBearish - Moderate signal (Conviction: -20%, Raw: -16%)
|net sentiment| ≥25%

Conviction-weighted: -20% (bearish) — Raw: -16%

≥15%

|OI skew| 21.1% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +29.1%, OI skew +21.1% — 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: -2%, ATM: +4%, OTM: -24% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 49% — neutral vs sector

Activity

Unusual activity?

4.2
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks3/8 checks passed
≥1.5x

Volume 0.4x avg — normal

≥15%

Vol/OI 4.0% — normal turnover

≥2 days

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

≥5%

OI change +16.6% (5d) — building

Sector Relative≥60%

Sector activity percentile 60% — active vs sector

≥30%

Large trade volume 31% — institutional presence

≥60%

Aggressive execution 24% — patient

≥30

Conviction -20 (bearish) — mixed

Liquidity

Can I trade efficiently?

3.7
IlliquidLiquid

Evaluates

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

Risk Checks3/8 checks passed
≤5.0%

Spread 11.6% — wide

≥10,000

OI 141,414 — deep

≥500

Volume 5,725/day — active

≤$0.50

$0.58 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 80% — much wider than sector

≥100 contracts

Depth 216.0 contracts (bid:111.2 ask:104.8) — adequate

<1.0%

Avg slippage 6.26% — poor

Timing

Is now a good time?

6.9
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks6/9 checks passed
|slope| ≥5%

Slope -18.3% — contango

<30 or >70

IV percentile 62% — neutral

≥10pts kink

IV kink -8.8pts — no clear event

<0.5 or >2.0

θ/ν ratio 97.47 — favors income trades

≥3 expirations

4 liquid expirations — flexible

≥60% (safe)

acceptable: Earnings in 11d

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -20% @ 60% consistency — unclear

≥40 composite score

Score 61 (ITM 20% + inst 31%) — HIGH institutional

Directional Strategy Fit

Option Buyers
Long Calls5.1
bullishIV fair, mixed flow
Long Puts4.6
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put5.5
bullishIV fair, mixed flow
Covered Call5.0
bearishIV fair, mixed 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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