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Kaiser Aluminum Corporation KALU

BASIC MATERIALS · ALUMINUM
i

Market dataready · fetched 2026-10-23T10:02:05.921Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T22:11:35.749108811Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-23T10:02:05.503200+00:00

Share price$114.20
1D-20.1%
AH$110$118$127$136$1445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKALU
Sold putSold callAH

Kaiser Aluminum Corporation options

Live interpolated KALU call and put midpoint premiums by absolute delta.Kaiser Aluminum Corporation$1.45$5.32$9.20$13.08$16.96$79.26$101.15$123.04$144.93$166.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KALU spot · $114.20KALU PRICE$1.86$2.67$2.79$3.31$3.96$4.84$5.72$6.76$7.86$9.06$10.70$12.38$14.83$2.46$2.59$3.20$3.80$4.69$5.60$6.51$7.42$8.33$9.73$11.67$13.70$15.84
PutsCheap0.58×
CallsFair1.02×
SkewBullish-3.41 pp
Implied moveBearish±$12.23
TiltBearish4.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ132.5557.0%17.7%100.2663.4%14.4%
25Δ132.3164.3%18.2%105.1551.0%10.2%
30Δ124.3949.8%11.4%107.4949.2%8.7%
35Δ121.7447.7%9.5%109.8247.4%7.2%
40Δ119.3546.7%8.0%111.7547.4%6.3%
45Δ117.4747.8%7.1%113.6547.5%5.4%
50Δ115.5948.9%6.2%115.5147.3%4.6%
55Δ113.6249.6%5.4%117.2945.9%3.8%
60Δ111.6250.0%4.6%119.0744.6%3.0%
65Δ109.5650.6%3.9%121.1844.6%2.4%
70Δ107.2251.8%3.3%123.6346.2%2.0%
75Δ104.8453.1%2.6%126.1946.9%1.5%
80Δ101.7855.0%2.1%128.8646.5%1.0%

20Δ

Calls
Pseudo strike
132.55
IV
57.0%
B/E move
17.7%
Puts
Pseudo strike
100.26
IV
63.4%
B/E move
14.4%

25Δ

Calls
Pseudo strike
132.31
IV
64.3%
B/E move
18.2%
Puts
Pseudo strike
105.15
IV
51.0%
B/E move
10.2%

30Δ

Calls
Pseudo strike
124.39
IV
49.8%
B/E move
11.4%
Puts
Pseudo strike
107.49
IV
49.2%
B/E move
8.7%

35Δ

Calls
Pseudo strike
121.74
IV
47.7%
B/E move
9.5%
Puts
Pseudo strike
109.82
IV
47.4%
B/E move
7.2%

40Δ

Calls
Pseudo strike
119.35
IV
46.7%
B/E move
8.0%
Puts
Pseudo strike
111.75
IV
47.4%
B/E move
6.3%

45Δ

Calls
Pseudo strike
117.47
IV
47.8%
B/E move
7.1%
Puts
Pseudo strike
113.65
IV
47.5%
B/E move
5.4%

50Δ

Calls
Pseudo strike
115.59
IV
48.9%
B/E move
6.2%
Puts
Pseudo strike
115.51
IV
47.3%
B/E move
4.6%

55Δ

Calls
Pseudo strike
113.62
IV
49.6%
B/E move
5.4%
Puts
Pseudo strike
117.29
IV
45.9%
B/E move
3.8%

60Δ

Calls
Pseudo strike
111.62
IV
50.0%
B/E move
4.6%
Puts
Pseudo strike
119.07
IV
44.6%
B/E move
3.0%

65Δ

Calls
Pseudo strike
109.56
IV
50.6%
B/E move
3.9%
Puts
Pseudo strike
121.18
IV
44.6%
B/E move
2.4%

70Δ

Calls
Pseudo strike
107.22
IV
51.8%
B/E move
3.3%
Puts
Pseudo strike
123.63
IV
46.2%
B/E move
2.0%

75Δ

Calls
Pseudo strike
104.84
IV
53.1%
B/E move
2.6%
Puts
Pseudo strike
126.19
IV
46.9%
B/E move
1.5%

80Δ

Calls
Pseudo strike
101.78
IV
55.0%
B/E move
2.1%
Puts
Pseudo strike
128.86
IV
46.5%
B/E move
1.0%

Options history

No recorded observations