IntraAlpha
Create free account Start free

KBR, Inc. KBR

i

Market datapartial · fetched 2026-10-23T18:37:06.213Z

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 · 2026-10-23T18:37:04.198293856Z

FundamentalsAlpha Vantage · unavailable

Share price$39.34
1D+1.0%
$38.64$38.86$39.07$39.28$39.505:30 AM6:30 AM9:00 AM1:00 PMKBR
Sold putSold call

KBR, Inc. options

Live interpolated KBR call and put midpoint premiums by absolute delta.KBR, Inc.$0.31$1.82$3.32$4.83$6.34$32.15$35.33$38.50$41.68$44.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KBR spot · $39.34KBR PRICE$0.47$0.60$0.77$0.95$1.13$1.31$1.57$1.88$2.20$2.51$2.82$3.62$4.42$0.61$0.78$0.94$1.17$1.41$1.66$1.90$2.35$3.04$3.73$4.44$5.17$5.90
PutsExpensive1.34×
CallsFair1.01×
SkewBearish+5.63 pp
Implied moveBearish±$3.47
TiltBearish15.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.8841.1%12.7%35.5746.9%11.1%
25Δ42.7338.9%10.2%36.4544.8%9.3%
30Δ42.0238.2%8.8%37.3342.6%7.5%
35Δ41.4237.9%7.7%37.9641.8%6.5%
40Δ40.8237.6%6.6%38.5441.3%5.6%
45Δ40.2237.3%5.6%39.1240.7%4.8%
50Δ39.6637.5%4.8%39.7040.2%3.9%
55Δ39.1237.9%4.2%40.3941.6%3.3%
60Δ38.5838.3%3.7%41.2245.1%2.9%
65Δ38.0438.8%3.1%42.0548.6%2.6%
70Δ37.5039.2%2.5%42.9350.4%2.1%
75Δ36.5742.6%2.1%43.8750.2%1.6%
80Δ35.6345.9%1.8%44.8150.0%1.1%

20Δ

Calls
Pseudo strike
43.88
IV
41.1%
B/E move
12.7%
Puts
Pseudo strike
35.57
IV
46.9%
B/E move
11.1%

25Δ

Calls
Pseudo strike
42.73
IV
38.9%
B/E move
10.2%
Puts
Pseudo strike
36.45
IV
44.8%
B/E move
9.3%

30Δ

Calls
Pseudo strike
42.02
IV
38.2%
B/E move
8.8%
Puts
Pseudo strike
37.33
IV
42.6%
B/E move
7.5%

35Δ

Calls
Pseudo strike
41.42
IV
37.9%
B/E move
7.7%
Puts
Pseudo strike
37.96
IV
41.8%
B/E move
6.5%

40Δ

Calls
Pseudo strike
40.82
IV
37.6%
B/E move
6.6%
Puts
Pseudo strike
38.54
IV
41.3%
B/E move
5.6%

45Δ

Calls
Pseudo strike
40.22
IV
37.3%
B/E move
5.6%
Puts
Pseudo strike
39.12
IV
40.7%
B/E move
4.8%

50Δ

Calls
Pseudo strike
39.66
IV
37.5%
B/E move
4.8%
Puts
Pseudo strike
39.70
IV
40.2%
B/E move
3.9%

55Δ

Calls
Pseudo strike
39.12
IV
37.9%
B/E move
4.2%
Puts
Pseudo strike
40.39
IV
41.6%
B/E move
3.3%

60Δ

Calls
Pseudo strike
38.58
IV
38.3%
B/E move
3.7%
Puts
Pseudo strike
41.22
IV
45.1%
B/E move
2.9%

65Δ

Calls
Pseudo strike
38.04
IV
38.8%
B/E move
3.1%
Puts
Pseudo strike
42.05
IV
48.6%
B/E move
2.6%

70Δ

Calls
Pseudo strike
37.50
IV
39.2%
B/E move
2.5%
Puts
Pseudo strike
42.93
IV
50.4%
B/E move
2.1%

75Δ

Calls
Pseudo strike
36.57
IV
42.6%
B/E move
2.1%
Puts
Pseudo strike
43.87
IV
50.2%
B/E move
1.6%

80Δ

Calls
Pseudo strike
35.63
IV
45.9%
B/E move
1.8%
Puts
Pseudo strike
44.81
IV
50.0%
B/E move
1.1%

Options history

No recorded observations