Keurig Dr Pepper Inc. (KDP) Options History
Historical options analytics archive for KDP with monthly max pain, implied volatility, gamma exposure, and put/call data.
95 months of complete options data available.
KDP monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for KDP. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 16 | 25.2% | 43.7% | $31.00 | $2.2M | -$49.9M | 0.75 |
| 2026-05 | 17 | 23.7% | 38.2% | $29.00 | $4.1M | -$62.4M | 0.95 |
| 2026-04 | 14 | 28.3% | 51.7% | $27.00 | $7.3M | -$97.7M | 0.46 |
| 2026-03 | 19 | 27.5% | 47.1% | $27.00 | $203.3K | $7.7M | 1.01 |
| 2026-02 | 19 | 28.1% | 49.3% | $27.00 | $4.1M | -$70.8M | 0.44 |
| 2026-01 | 20 | 21.6% | 24.6% | $27.00 | $2.7M | -$19.7M | 3.76 |
This archive aggregates KDP's daily end-of-day options snapshots into monthly summaries, spanning 2018-08 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how KDP option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 25.2%, a month-end max-pain strike around $31.00, an average put/call ratio of 0.75.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Frequently asked KDP history questions
- How much options history is available for KDP?
- This archive holds 95 months of KDP options analytics, spanning 2018-08 through 2026-06. Each entry is a monthly rollup of KDP's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the KDP archive.
- What data does each monthly KDP aggregate contain?
- Every monthly row summarizes that month of KDP option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 25.2%, an average IV rank of 43.7%, a month-end max-pain strike around $31.00, an average put/call ratio of 0.75.
- How is the KDP options-history archive built and how often does it update?
- The archive is derived from KDP's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how KDP's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.