KDP (Keurig Dr Pepper Inc.)

Historical IV Rank & Volatility Regime

IV Rank measures where KDP's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on KDP are priced rich or cheap relative to its own recent regime.

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

KDP IV Rank Summary
Current
17%
Compressed — premium buying regime
30-Day Avg
60%
60-Day Avg
58%
90-Day Avg
58%
90-Day Low
16%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in KDP's implied vol; sustained sub-25% readings often coincide with low-realized regimes ahead of catalyst events. See the Vol Arb Screener for symbols where current IV rank diverges most from realized volatility.
KDP IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260608 17% 0.5%
20260605 24% 0.5%
20260604 20% 0.5%
20260603 25% 0.5%
20260602 100% 0.8%
20260601 92% 0.8%
20260529 94% 0.8%
20260528 62% 0.7%
20260527 100% 0.8%
20260526 78% 0.7%
20260522 70% 0.7%
20260521 51% 0.6%
20260520 76% 0.7%
20260519 84% 0.7%
20260518 56% 0.6%
20260515 68% 0.6%
20260514 56% 0.6%
20260513 52% 0.6%
20260512 58% 0.6%
20260511 55% 0.6%
20260510 62% 0.6%
20260508 59% 0.6%
20260507 46% 0.5%
20260506 45% 0.5%
20260505 54% 0.6%
20260504 46% 0.5%
20260502 95% 0.8%
20260501 60% 0.6%
20260430 61% 0.6%
20260429 44% 0.5%
20260428 82% 0.7%
20260427 64% 0.6%
20260424 31% 0.5%
20260423 58% 0.6%
20260422 43% 0.5%
20260421 41% 0.5%
20260420 45% 0.5%
20260417 38% 0.5%
20260416 39% 0.5%
20260415 33% 0.5%
20260414 26% 0.4%
20260413 33% 0.5%
20260410 23% 0.4%
20260409 21% 0.4%
20260408 28% 0.4%
20260407 24% 0.4%
20260406 16% 0.4%
20260402 27% 0.4%
20260401 99% 0.8%
20260331 100% 0.8%
20260330 82% 0.7%
20260327 81% 0.7%
20260326 100% 0.8%
20260325 85% 0.7%
20260324 82% 0.7%
20260323 74% 0.7%
20260320 70% 0.6%
20260319 69% 0.6%
20260318 69% 0.6%
20260317 62% 0.6%
20260316 59% 0.6%
20260313 57% 0.6%
20260312 57% 0.6%
20260311 53% 0.6%
20260310 52% 0.6%
20260309 54% 0.6%
20260308 50% 0.5%
20260306 40% 0.5%
20260305 48% 0.5%
20260304 100% 0.8%
20260303 93% 0.8%
20260302 90% 0.7%
20260227 76% 0.7%
20260226 74% 0.7%
20260225 37% 0.5%
20260224 71% 0.7%
20260223 72% 0.7%
20260221 54% 0.6%
20260220 51% 0.5%
20260219 51% 0.5%
20260218 59% 0.6%
20260217 57% 0.6%
20260213 50% 0.5%
20260212 49% 0.5%
20260211 41% 0.5%
20260210 41% 0.5%
20260209 46% 0.5%
20260206 39% 0.5%
20260205 45% 0.5%
20260204 58% 0.6%