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KB Home KBH

CONSUMER CYCLICAL · RESIDENTIAL CONSTRUCTION
i

Market dataready · fetched 2026-11-12T01:01:31.397Z

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 · 2026-11-12T00:19:42.993795179Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-11-12T00:54:16.670344+00:00

Share price$50.00
1D-0.9%
AH$48.89$49.32$49.74$50.16$50.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKBH
Sold putSold callAH

KB Home options

Live interpolated KBH call and put midpoint premiums by absolute delta.KB Home$0.24$1.77$3.30$4.82$6.35$44.44$47.23$50.02$52.80$55.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive KBH spot · $50.00KBH PRICE$0.41$0.53$0.65$0.77$0.89$1.01$1.13$0.61$0.80$0.99$1.18$1.38$1.57$1.94$2.56$3.17$3.79$4.41$5.02$5.91
PutsExpensive1.07×
Calls——
Skew——
Implied moveBearish±$3.07
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.6641.0%8.1%46.5749.8%8.1%
25Δ53.0940.3%7.2%47.1850.6%7.2%
30Δ52.5139.7%6.3%47.8051.4%6.4%
35Δ51.9439.0%5.4%48.4252.2%5.5%
40Δ51.3638.3%4.5%49.0353.0%4.7%
45Δ50.7837.7%3.6%49.6553.8%3.8%
50Δ50.2137.0%2.7%50.3455.3%3.2%
55Δ51.1457.6%2.8%
60Δ51.9360.0%2.5%
65Δ52.7362.4%2.1%
70Δ53.5264.7%1.8%
75Δ54.3267.1%1.4%
80Δ55.3870.6%1.1%

20Δ

Calls
Pseudo strike
53.66
IV
41.0%
B/E move
8.1%
Puts
Pseudo strike
46.57
IV
49.8%
B/E move
8.1%

25Δ

Calls
Pseudo strike
53.09
IV
40.3%
B/E move
7.2%
Puts
Pseudo strike
47.18
IV
50.6%
B/E move
7.2%

30Δ

Calls
Pseudo strike
52.51
IV
39.7%
B/E move
6.3%
Puts
Pseudo strike
47.80
IV
51.4%
B/E move
6.4%

35Δ

Calls
Pseudo strike
51.94
IV
39.0%
B/E move
5.4%
Puts
Pseudo strike
48.42
IV
52.2%
B/E move
5.5%

40Δ

Calls
Pseudo strike
51.36
IV
38.3%
B/E move
4.5%
Puts
Pseudo strike
49.03
IV
53.0%
B/E move
4.7%

45Δ

Calls
Pseudo strike
50.78
IV
37.7%
B/E move
3.6%
Puts
Pseudo strike
49.65
IV
53.8%
B/E move
3.8%

50Δ

Calls
Pseudo strike
50.21
IV
37.0%
B/E move
2.7%
Puts
Pseudo strike
50.34
IV
55.3%
B/E move
3.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.14
IV
57.6%
B/E move
2.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.93
IV
60.0%
B/E move
2.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.73
IV
62.4%
B/E move
2.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.52
IV
64.7%
B/E move
1.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.32
IV
67.1%
B/E move
1.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.38
IV
70.6%
B/E move
1.1%

Options history

IV · four-Friday blend42.60%
Daily EOD
KBH39.1%42.0%45.0%2026-10-19: 39.49%2026-10-20: 40.21%2026-10-21: 42.75%2026-10-22: 43.12%2026-10-23: 40.58%2026-10-26: 42.44%2026-10-27: 42.07%2026-10-28: 44.59%2026-10-29: 42.81%2026-10-30: 42.60%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
39.49%
40.21%
42.75%
43.12%
40.58%
42.44%
42.07%
44.59%
42.81%
42.60%