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Kaiser Aluminum Corporation Common Stock KALU

BASIC MATERIALS · ALUMINUM
i

Market dataready · fetched 2026-11-13T19:10:31.229Z

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 · 2026-11-13T19:08:36.938406884Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T19:10:30.806427+00:00

Share price$106.78
1D-4.6%
$106$107$109$111$1125:30 AM6:30 AM9:00 AM1:00 PMKALU
Sold putSold call

Kaiser Aluminum Corporation Common Stock options

Live interpolated KALU call and put midpoint premiums by absolute delta.Kaiser Aluminum Corporation Common Stock$0.77$2.70$4.63$6.56$8.49$98.08$102.65$107.22$111.79$116.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive KALU spot · $106.78KALU PRICE$1.39$1.92$2.44$2.75$3.04$3.46$3.93$4.39$4.90$5.90$6.91$7.91$0.98$1.16$1.35$1.53$1.91$2.41$2.90$3.39$3.88$4.38$5.38$6.66$7.93
PutsFair1.01×
Calls——
Skew——
Implied moveBullish±$6.82
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ119.3487.9%13.1%100.2057.3%7.1%
25Δ117.2890.1%11.6%101.6352.5%5.9%
30Δ115.2392.3%10.2%103.0647.7%4.7%
35Δ112.8885.2%8.3%104.4842.9%3.6%
40Δ110.5076.9%6.3%105.5341.6%3.0%
45Δ108.9373.0%5.3%106.3742.2%2.6%
50Δ107.5770.2%4.4%107.2042.9%2.3%
55Δ106.2267.5%3.6%108.0443.5%2.0%
60Δ104.8565.1%2.8%108.8744.2%1.7%
65Δ103.4266.4%2.4%109.7144.8%1.4%
70Δ101.9967.7%2.0%110.9746.5%1.1%
75Δ100.5669.0%1.6%112.4848.8%0.9%
80Δ113.9851.1%0.7%

20Δ

Calls
Pseudo strike
119.34
IV
87.9%
B/E move
13.1%
Puts
Pseudo strike
100.20
IV
57.3%
B/E move
7.1%

25Δ

Calls
Pseudo strike
117.28
IV
90.1%
B/E move
11.6%
Puts
Pseudo strike
101.63
IV
52.5%
B/E move
5.9%

30Δ

Calls
Pseudo strike
115.23
IV
92.3%
B/E move
10.2%
Puts
Pseudo strike
103.06
IV
47.7%
B/E move
4.7%

35Δ

Calls
Pseudo strike
112.88
IV
85.2%
B/E move
8.3%
Puts
Pseudo strike
104.48
IV
42.9%
B/E move
3.6%

40Δ

Calls
Pseudo strike
110.50
IV
76.9%
B/E move
6.3%
Puts
Pseudo strike
105.53
IV
41.6%
B/E move
3.0%

45Δ

Calls
Pseudo strike
108.93
IV
73.0%
B/E move
5.3%
Puts
Pseudo strike
106.37
IV
42.2%
B/E move
2.6%

50Δ

Calls
Pseudo strike
107.57
IV
70.2%
B/E move
4.4%
Puts
Pseudo strike
107.20
IV
42.9%
B/E move
2.3%

55Δ

Calls
Pseudo strike
106.22
IV
67.5%
B/E move
3.6%
Puts
Pseudo strike
108.04
IV
43.5%
B/E move
2.0%

60Δ

Calls
Pseudo strike
104.85
IV
65.1%
B/E move
2.8%
Puts
Pseudo strike
108.87
IV
44.2%
B/E move
1.7%

65Δ

Calls
Pseudo strike
103.42
IV
66.4%
B/E move
2.4%
Puts
Pseudo strike
109.71
IV
44.8%
B/E move
1.4%

70Δ

Calls
Pseudo strike
101.99
IV
67.7%
B/E move
2.0%
Puts
Pseudo strike
110.97
IV
46.5%
B/E move
1.1%

75Δ

Calls
Pseudo strike
100.56
IV
69.0%
B/E move
1.6%
Puts
Pseudo strike
112.48
IV
48.8%
B/E move
0.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
113.98
IV
51.1%
B/E move
0.7%

Options history

IV · four-Friday blend47.04%
Daily EOD
KALU44.6%46.4%48.1%2026-10-19: 47.83%2026-10-20: 47.88%2026-10-21: 47.25%2026-10-22: 45.39%2026-10-23: 45.89%2026-10-26: 46.04%2026-10-27: 45.70%2026-10-28: 44.99%2026-10-29: 44.85%2026-10-30: 47.04%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
47.83%
47.88%
47.25%
45.39%
45.89%
46.04%
45.70%
44.99%
44.85%
47.04%