KDP as of Oct 31 · 10:47 ET

KDPNasdaqBeverages

Keurig Dr Pepper Inc. · Brief

Next report

9 days

Nov 9 · before openest.Q3 FY26

Earnings

Expected move

Inputs

±4.0%implied · report alone

34.4137.27

straddle ±5.7%

spot 35.84exp Nov 20ATM strike 36ATM straddle 2.40IV 35%

Oct 30 closereport share · term structure

Expected move

Inputs

Implied vs realized

8 reportsHistory

3 of 7≥ implied

avg implied: ±4.9%
avg realized: ±4.1%

Oct 24 '24±4.2%▼−4.80%×1.15

Feb 25 '25±5.1%▲+2.40%×0.47

Apr 24 '25±3.6%▼−2.07%×0.57

Jul 24 '25±3.1%▲+0.21%×0.07

Q3 FY25±6.8%▲+7.62%×1.11

Feb 24 '26±4.7%▲+4.23%×0.89

Q1 FY26±6.4%▲+7.50%×1.18

Q2 FY26—▼−1.24%—

quarterimplied−10%0+10%realized×

Q2 FY26—▼−1.24%—

Q1 FY26±6.4%▲+7.50%×1.18

Feb '26±4.7%▲+4.23%×0.89

Q3 FY25±6.8%▲+7.62%×1.11

Jul '25±3.1%▲+0.21%×0.07

Apr '25±3.6%▼−2.07%×0.57

2 older reports

Feb '25±5.1%▲+2.40%×0.47

Oct '24±4.2%▼−4.80%×1.15

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Bull & bear

Nov 9 report · est.

—

Linked exposure

KDP report session

Suppliers 1

BUDABI×0.30

Customers 3

SJMJ M Smucker×0.45 PEPPepsiCo×0.42 JJSFJ&J Snack Foods×0.35

× = co-movement · max 500dSource: SEC filings · market data

Latest changes

30 daysAll changes

Oct 27impliedImplied move: ±7.1% into Nov 9 earnings (Oct 27 close).Source

Oct 12impliedImplied move: ±5.9% into Oct 26 earnings (Oct 12 close).Source

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.