Share price$267.50
1D+1.3%
Sold putSold callAH
Kadant Inc. KAI
i
Market datapartial · fetched 2026-10-22T21:08:29.431Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T20:10:00.001236468Z
FundamentalsAlpha Vantage · unavailable
Kadant Inc. options
PutsFair1.03×
CallsExpensive1.11×
SkewBearish+0.56 pp
Implied moveBearish±$25.28
TiltBearish7.4% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 296.06 | 38.5% | 11.9% | 243.25 | 44.1% | 10.5% |
| 25Δ | 291.40 | 39.9% | 10.5% | 249.01 | 42.9% | 8.8% |
| 30Δ | 286.94 | 40.6% | 9.3% | 253.60 | 42.7% | 7.7% |
| 35Δ | 282.56 | 41.0% | 8.2% | 257.95 | 42.7% | 6.6% |
| 40Δ | 278.32 | 41.4% | 7.2% | 262.14 | 42.4% | 5.7% |
| 45Δ | 274.27 | 41.7% | 6.3% | 266.16 | 42.0% | 4.9% |
| 50Δ | 270.23 | 42.0% | 5.4% | 270.20 | 41.6% | 4.0% |
| 55Δ | 266.29 | 41.6% | 4.6% | 274.31 | 41.7% | 3.4% |
| 60Δ | 262.35 | 41.1% | 3.9% | 278.42 | 41.7% | 2.8% |
| 65Δ | 258.23 | 41.1% | 3.2% | 282.74 | 41.4% | 2.3% |
| 70Δ | 253.83 | 41.7% | 2.7% | 287.18 | 41.0% | 1.8% |
| 75Δ | 249.21 | 42.5% | 2.2% | 291.87 | 40.5% | 1.3% |
| 80Δ | 243.13 | 44.4% | 1.8% | 297.02 | 39.8% | 0.9% |
20Δ
- Pseudo strike
- 296.06
- IV
- 38.5%
- B/E move
- 11.9%
- Pseudo strike
- 243.25
- IV
- 44.1%
- B/E move
- 10.5%
25Δ
- Pseudo strike
- 291.40
- IV
- 39.9%
- B/E move
- 10.5%
- Pseudo strike
- 249.01
- IV
- 42.9%
- B/E move
- 8.8%
30Δ
- Pseudo strike
- 286.94
- IV
- 40.6%
- B/E move
- 9.3%
- Pseudo strike
- 253.60
- IV
- 42.7%
- B/E move
- 7.7%
35Δ
- Pseudo strike
- 282.56
- IV
- 41.0%
- B/E move
- 8.2%
- Pseudo strike
- 257.95
- IV
- 42.7%
- B/E move
- 6.6%
40Δ
- Pseudo strike
- 278.32
- IV
- 41.4%
- B/E move
- 7.2%
- Pseudo strike
- 262.14
- IV
- 42.4%
- B/E move
- 5.7%
45Δ
- Pseudo strike
- 274.27
- IV
- 41.7%
- B/E move
- 6.3%
- Pseudo strike
- 266.16
- IV
- 42.0%
- B/E move
- 4.9%
50Δ
- Pseudo strike
- 270.23
- IV
- 42.0%
- B/E move
- 5.4%
- Pseudo strike
- 270.20
- IV
- 41.6%
- B/E move
- 4.0%
55Δ
- Pseudo strike
- 266.29
- IV
- 41.6%
- B/E move
- 4.6%
- Pseudo strike
- 274.31
- IV
- 41.7%
- B/E move
- 3.4%
60Δ
- Pseudo strike
- 262.35
- IV
- 41.1%
- B/E move
- 3.9%
- Pseudo strike
- 278.42
- IV
- 41.7%
- B/E move
- 2.8%
65Δ
- Pseudo strike
- 258.23
- IV
- 41.1%
- B/E move
- 3.2%
- Pseudo strike
- 282.74
- IV
- 41.4%
- B/E move
- 2.3%
70Δ
- Pseudo strike
- 253.83
- IV
- 41.7%
- B/E move
- 2.7%
- Pseudo strike
- 287.18
- IV
- 41.0%
- B/E move
- 1.8%
75Δ
- Pseudo strike
- 249.21
- IV
- 42.5%
- B/E move
- 2.2%
- Pseudo strike
- 291.87
- IV
- 40.5%
- B/E move
- 1.3%
80Δ
- Pseudo strike
- 243.13
- IV
- 44.4%
- B/E move
- 1.8%
- Pseudo strike
- 297.02
- IV
- 39.8%
- B/E move
- 0.9%
Options history
No recorded observations