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KBR, Inc. KBR

i

Market dataready · fetched 2026-11-13T02:14:17.577Z

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 · 2026-11-13T00:00:00.002792632Z

FundamentalsSEC EDGAR · ready · as of 2026-10-02 · fetched 2026-11-13T02:14:17.094820+00:00

Share price$35.32
1D-4.1%
AH$34.60$35.20$35.80$36.40$37.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKBR
Sold putSold callAH

KBR, Inc. options

Live interpolated KBR call and put midpoint premiums by absolute delta.KBR, Inc.$1.63$2.29$2.96$3.63$4.29$28.36$31.48$34.61$37.73$40.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive KBR spot · $35.32KBR PRICE$1.70$1.70$1.75$1.79$1.85$1.92$1.99$2.32$2.69$3.06$3.43$4.10$1.70$1.72$1.75$1.79$1.85$1.91$1.95$1.99$2.03$2.07$2.11$2.15$2.19
PutsExpensive1.86×
Calls——
Skew——
Implied moveBalanced±$3.87
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.75248.9%26.3%
25Δ49.49265.0%44.9%29.89204.5%20.3%
30Δ43.18201.4%27.1%32.03160.0%14.2%
35Δ39.91163.7%18.0%33.24135.9%11.0%
40Δ38.03137.0%12.7%34.18117.4%8.5%
45Δ36.87119.2%9.6%35.04100.3%6.2%
50Δ35.99105.0%7.3%35.3292.5%5.5%
55Δ35.1290.7%5.1%35.6184.7%4.8%
60Δ34.4788.5%4.2%35.9076.9%4.1%
65Δ33.8788.1%3.5%36.1969.1%3.4%
70Δ33.2687.7%2.8%36.4761.3%2.7%
75Δ32.6687.3%2.2%36.7653.5%2.0%
80Δ31.8188.8%1.7%37.0545.7%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.75
IV
248.9%
B/E move
26.3%

25Δ

Calls
Pseudo strike
49.49
IV
265.0%
B/E move
44.9%
Puts
Pseudo strike
29.89
IV
204.5%
B/E move
20.3%

30Δ

Calls
Pseudo strike
43.18
IV
201.4%
B/E move
27.1%
Puts
Pseudo strike
32.03
IV
160.0%
B/E move
14.2%

35Δ

Calls
Pseudo strike
39.91
IV
163.7%
B/E move
18.0%
Puts
Pseudo strike
33.24
IV
135.9%
B/E move
11.0%

40Δ

Calls
Pseudo strike
38.03
IV
137.0%
B/E move
12.7%
Puts
Pseudo strike
34.18
IV
117.4%
B/E move
8.5%

45Δ

Calls
Pseudo strike
36.87
IV
119.2%
B/E move
9.6%
Puts
Pseudo strike
35.04
IV
100.3%
B/E move
6.2%

50Δ

Calls
Pseudo strike
35.99
IV
105.0%
B/E move
7.3%
Puts
Pseudo strike
35.32
IV
92.5%
B/E move
5.5%

55Δ

Calls
Pseudo strike
35.12
IV
90.7%
B/E move
5.1%
Puts
Pseudo strike
35.61
IV
84.7%
B/E move
4.8%

60Δ

Calls
Pseudo strike
34.47
IV
88.5%
B/E move
4.2%
Puts
Pseudo strike
35.90
IV
76.9%
B/E move
4.1%

65Δ

Calls
Pseudo strike
33.87
IV
88.1%
B/E move
3.5%
Puts
Pseudo strike
36.19
IV
69.1%
B/E move
3.4%

70Δ

Calls
Pseudo strike
33.26
IV
87.7%
B/E move
2.8%
Puts
Pseudo strike
36.47
IV
61.3%
B/E move
2.7%

75Δ

Calls
Pseudo strike
32.66
IV
87.3%
B/E move
2.2%
Puts
Pseudo strike
36.76
IV
53.5%
B/E move
2.0%

80Δ

Calls
Pseudo strike
31.81
IV
88.8%
B/E move
1.7%
Puts
Pseudo strike
37.05
IV
45.7%
B/E move
1.3%

Options history

IV · four-Friday blend32.72%
Daily close
KBR28.6%41.8%55.0%2026-08-19: 53.15%2026-08-21: 33.04%2026-08-24: 32.23%2026-08-25: 32.65%2026-08-26: 33.93%2026-08-27: 31.32%2026-08-28: 34.28%2026-09-01: 33.47%2026-09-02: 30.38%2026-09-03: 33.77%2026-09-04: 32.68%2026-09-08: 37.19%2026-09-10: 43.06%2026-09-14: 36.08%2026-09-18: 36.11%2026-09-21: 34.02%2026-09-22: 36.80%2026-09-23: 34.92%2026-09-24: 33.53%2026-09-25: 30.90%2026-09-28: 34.27%2026-09-29: 37.18%2026-09-30: 33.11%2026-10-01: 35.47%2026-10-02: 40.52%2026-10-05: 35.10%2026-10-06: 36.04%2026-10-08: 40.75%2026-10-13: 40.01%2026-10-16: 34.78%2026-10-19: 34.37%2026-10-20: 38.21%2026-10-21: 40.68%2026-10-22: 36.60%2026-10-23: 34.96%2026-10-26: 34.68%2026-10-27: 34.46%2026-10-28: 37.61%2026-10-29: 32.33%2026-10-30: 32.72%Aug 19Sep 25Oct 30
40 observations2026-08-19 — 2026-10-30
Table
DateIV (%)
53.15%
33.04%
32.23%
32.65%
33.93%
31.32%
34.28%
33.47%
30.38%
33.77%
32.68%
37.19%
43.06%
36.08%
36.11%
34.02%
36.80%
34.92%
33.53%
30.90%
34.27%
37.18%
33.11%
35.47%
40.52%
35.10%
36.04%
40.75%
40.01%
34.78%
34.37%
38.21%
40.68%
36.60%
34.96%
34.68%
34.46%
37.61%
32.33%
32.72%