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Kadant Inc. KAI

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-11-11T13:51:12.895Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T00:00:00.002107148Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:51:12.350289+00:00

Share price$299.83
1D-0.7%
AH$296$298$299$301$3035:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKAI
Sold putSold callAH

Kadant Inc. options

Live interpolated KAI call and put midpoint premiums by absolute delta.Kadant Inc.$1.79$6.88$11.96$17.05$22.13$261.38$283.67$305.97$328.26$350.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KAI spot · $299.83KAI PRICE$2.34$3.12$3.89$4.80$5.95$7.11$8.27$9.83$11.58$13.34$15.28$17.98$20.67$2.55$3.27$4.01$5.01$6.01$7.01$8.10$9.42$10.73$12.05$13.48$16.09$18.71
PutsCheap0.75×
CallsCheap0.52×
SkewBullish-4.94 pp
Implied moveBalanced±$16.37
TiltBullish3.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ319.8046.0%7.4%282.5046.7%6.6%
25Δ316.1145.3%6.5%286.4844.8%5.5%
30Δ312.4244.6%5.5%290.3043.0%4.5%
35Δ309.0644.3%4.7%292.9342.6%4.0%
40Δ306.3444.8%4.2%295.5542.1%3.4%
45Δ303.6245.2%3.6%298.1841.6%2.9%
50Δ300.9045.6%3.1%300.7341.1%2.4%
55Δ298.0746.1%2.7%303.1040.3%2.1%
60Δ295.1946.6%2.3%305.4739.6%1.7%
65Δ292.3147.2%1.9%307.8438.8%1.3%
70Δ289.2947.7%1.6%310.2938.1%1.0%
75Δ285.7047.9%1.3%313.5538.2%0.8%
80Δ282.1148.2%1.0%316.8238.4%0.6%

20Δ

Calls
Pseudo strike
319.80
IV
46.0%
B/E move
7.4%
Puts
Pseudo strike
282.50
IV
46.7%
B/E move
6.6%

25Δ

Calls
Pseudo strike
316.11
IV
45.3%
B/E move
6.5%
Puts
Pseudo strike
286.48
IV
44.8%
B/E move
5.5%

30Δ

Calls
Pseudo strike
312.42
IV
44.6%
B/E move
5.5%
Puts
Pseudo strike
290.30
IV
43.0%
B/E move
4.5%

35Δ

Calls
Pseudo strike
309.06
IV
44.3%
B/E move
4.7%
Puts
Pseudo strike
292.93
IV
42.6%
B/E move
4.0%

40Δ

Calls
Pseudo strike
306.34
IV
44.8%
B/E move
4.2%
Puts
Pseudo strike
295.55
IV
42.1%
B/E move
3.4%

45Δ

Calls
Pseudo strike
303.62
IV
45.2%
B/E move
3.6%
Puts
Pseudo strike
298.18
IV
41.6%
B/E move
2.9%

50Δ

Calls
Pseudo strike
300.90
IV
45.6%
B/E move
3.1%
Puts
Pseudo strike
300.73
IV
41.1%
B/E move
2.4%

55Δ

Calls
Pseudo strike
298.07
IV
46.1%
B/E move
2.7%
Puts
Pseudo strike
303.10
IV
40.3%
B/E move
2.1%

60Δ

Calls
Pseudo strike
295.19
IV
46.6%
B/E move
2.3%
Puts
Pseudo strike
305.47
IV
39.6%
B/E move
1.7%

65Δ

Calls
Pseudo strike
292.31
IV
47.2%
B/E move
1.9%
Puts
Pseudo strike
307.84
IV
38.8%
B/E move
1.3%

70Δ

Calls
Pseudo strike
289.29
IV
47.7%
B/E move
1.6%
Puts
Pseudo strike
310.29
IV
38.1%
B/E move
1.0%

75Δ

Calls
Pseudo strike
285.70
IV
47.9%
B/E move
1.3%
Puts
Pseudo strike
313.55
IV
38.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
282.11
IV
48.2%
B/E move
1.0%
Puts
Pseudo strike
316.82
IV
38.4%
B/E move
0.6%

Options history

IV · four-Friday blend39.58%
Daily close
KAI32.9%38.4%43.9%2026-08-13: 35.27%2026-08-14: 33.76%2026-08-17: 34.61%2026-08-18: 36.76%2026-08-19: 37.25%2026-08-21: 34.94%2026-08-24: 35.46%2026-08-25: 35.42%2026-08-26: 35.24%2026-08-27: 35.34%2026-08-28: 35.11%2026-08-31: 35.72%2026-09-01: 35.91%2026-09-02: 34.73%2026-09-03: 34.40%2026-09-04: 33.64%2026-09-08: 35.36%2026-09-09: 36.96%2026-09-10: 36.62%2026-09-11: 37.20%2026-09-14: 38.56%2026-09-15: 39.38%2026-09-16: 39.07%2026-09-17: 43.10%2026-09-18: 36.55%2026-09-21: 37.14%2026-09-22: 36.05%2026-09-23: 36.07%2026-09-24: 36.55%2026-09-25: 35.74%2026-09-28: 37.28%2026-09-29: 36.80%2026-09-30: 36.48%2026-10-01: 36.97%2026-10-02: 35.20%2026-10-05: 36.06%2026-10-06: 36.36%2026-10-07: 35.78%2026-10-08: 36.67%2026-10-09: 36.20%2026-10-12: 38.61%2026-10-13: 38.68%2026-10-16: 36.75%2026-10-19: 36.84%2026-10-20: 36.98%2026-10-21: 36.79%2026-10-22: 37.55%2026-10-23: 38.11%2026-10-26: 38.47%2026-10-27: 38.26%2026-10-28: 37.63%2026-10-29: 37.94%2026-10-30: 39.58%Aug 13Sep 22Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
35.27%
33.76%
34.61%
36.76%
37.25%
34.94%
35.46%
35.42%
35.24%
35.34%
35.11%
35.72%
35.91%
34.73%
34.40%
33.64%
35.36%
36.96%
36.62%
37.20%
38.56%
39.38%
39.07%
43.10%
36.55%
37.14%
36.05%
36.07%
36.55%
35.74%
37.28%
36.80%
36.48%
36.97%
35.20%
36.06%
36.36%
35.78%
36.67%
36.20%
38.61%
38.68%
36.75%
36.84%
36.98%
36.79%
37.55%
38.11%
38.47%
38.26%
37.63%
37.94%
39.58%