Consumer Staples Consumer Reference Data Updated 2026-05-31

KR Gamma Exposure, IV Rank & Implied Volatility

Kroger Co. (KR) options data — GEX, IV rank, options chain & Greeks

KR options trade with implied volatility typically in the 14% - 32% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.

IV Rank 40.3 /100
IV 32.5%
Simulated data for display · open live KR on the platform →

An IV rank near 40.3 (the value shown here is illustrative) would mean implied volatility is in roughly the 40.3th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live KR IV rank from ORATS, open the dashboard.

IV History (Simulated · Illustrative Only) Range 24.45%51.18%

Chart shows simulated data for display purposes. View the real KR IV history on the live platform →

Comprehensive options market data for Kroger Co.

KR Options at a Glance

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 14% - 32%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Good
IV Range
14% - 32%
Market Cap
$40B+
Weeklies
Yes

1 About Kroger Co. (KR)

Kroger is one of the largest supermarket chains in the U.S., operating nearly 2,800 stores under banners including Kroger, Ralphs, and Harris Teeter with a growing digital business.

Company Profile

Sector Consumer Staples
Industry Grocery Stores
Market Cap $40B+
Exchange NYSE

Key Dates

Next Earnings See earnings calendar
Earnings Frequency Quarterly
Dividend Schedule See company page
Fiscal Year End January

Kroger Co. operates in the Consumer Staples sector.

2 KR Options Market Overview

KR options provide good liquidity for options traders.

Average Daily Volume N/A
Total Open Interest N/A
Put/Call Ratio N/A
Typical ATM Spread N/A
Weekly Options Available
LEAPS Available Yes

Liquidity Assessment: Good

KR options are available for trading across multiple expirations.

3 KR Implied Volatility & IV Rank

KR implied volatility reflects consumer spending trends and competitive dynamics. IV patterns are influenced by earnings, sales data, and consumer sentiment.

Low IV Environment
14% - 18%
Below average volatility
Typical IV Range
18% - 27%
Normal conditions
Elevated IV
27% - 32%
Above average volatility

Earnings Impact

IV typically expands before earnings and contracts after the announcement.

The post-earnings volatility drop is known as IV crush. Holders of short KR options should also understand early assignment risk around dividends and expiration.

Historical Volatility vs IV

KR IV generally trades near historical volatility, with premiums expanding around earnings.

Term Structure

Typically upward sloping under normal conditions.

View KR Volatility Lab

KR Gamma Exposure (GEX)

Gamma Exposure analysis for KR reveals dealer hedging dynamics at key strike levels.

Typical GEX Profile: KR tends to operate in a positive gamma environment during normal conditions.

Key Levels:

Dealer Hedging:

View Live KR GEX

4 Common KR Options Strategies

These are strategies commonly used by traders on KR options, based on typical market characteristics. This is not investment advice.

Popular for KR shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on KR.

Range-bound strategy for KR between events.

Key Considerations for KR Options

  • KR options liquidity varies by expiration - prefer near-term and monthly expirations for tighter spreads
  • Monitor earnings dates for IV expansion/contraction patterns
  • Consider the stock's beta when sizing positions

Frequently Asked Questions: KR Options

What is KR's typical implied volatility?

KR implied volatility typically ranges from 14% - 32%.

Does KR have weekly options?

KR offers weekly options.

What is KR's options trading profile?

KR (Kroger Co.) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 14% - 32% range. The position sits in the Consumer Staples category for portfolio diversification and options strategy design.

How does KR implied volatility behave around earnings?

IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.

What options strategies work well on KR?

Popular strategies on KR options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 14% - 32% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.

What is KR's gamma exposure (GEX)?

Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence KR's intraday price action. KR tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live KR GEX levels and the gamma-flip point on ApexVol.

What is KR's IV rank?

KR's IV rank shows where KR's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. KR implied volatility typically ranges from 14% - 32%. Check KR's live IV rank and percentile on ApexVol's IV analytics.

AV
Written by
ApexVol Research Team
Quantitative options research
All calculations use live ORATS institutional data — the same source used by professional volatility desks.
RS
Technical reviewer
Ryan Silk, ApexVol Founder
Reviewed for technical accuracy
10+ years trading options. Built ApexVol's pricing engine, Greeks model, and IV-rank methodology.
This guide is updated as market conditions and ORATS data change. Last revised 2026-05-31. How we research →

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