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KBR, Inc. KBR

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Market datapartial · fetched 2026-10-23T03:51:43.229Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.002717353Z

FundamentalsAlpha Vantage · unavailable

Share price$39.53
1D+4.6%
AH$37.18$37.88$38.57$39.27$39.975:30 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.$0.35$2.09$3.83$5.57$7.31$32.09$35.42$38.74$42.07$45.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KBR spot · $39.53KBR PRICE$0.87$0.84$0.79$1.01$1.24$1.46$1.68$1.87$2.06$2.24$2.43$2.62$3.32$0.54$0.62$0.83$1.08$1.34$1.59$1.85$2.42$3.07$3.72$4.58$5.54$6.81
PutsExpensive1.31×
CallsExpensive1.08×
SkewBearish+1.31 pp
Implied moveBearish±$3.53
TiltBearish20.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.6176.5%25.2%35.9542.6%10.4%
25Δ45.5458.8%17.3%37.1336.3%7.7%
30Δ42.2138.1%8.8%37.8534.9%6.3%
35Δ41.6438.8%7.9%38.3635.8%5.7%
40Δ41.0639.5%7.0%38.8736.7%5.0%
45Δ40.4940.1%6.1%39.3837.5%4.4%
50Δ39.9340.4%5.3%39.9038.4%3.7%
55Δ39.4638.5%4.5%40.6341.2%3.3%
60Δ38.9936.5%3.8%41.4344.5%3.0%
65Δ38.5134.5%3.1%42.2247.8%2.6%
70Δ38.0432.5%2.4%43.2550.4%2.2%
75Δ37.5730.5%1.7%44.4052.6%1.7%
80Δ36.7332.2%1.3%45.8455.2%1.3%

20Δ

Calls
Pseudo strike
48.61
IV
76.5%
B/E move
25.2%
Puts
Pseudo strike
35.95
IV
42.6%
B/E move
10.4%

25Δ

Calls
Pseudo strike
45.54
IV
58.8%
B/E move
17.3%
Puts
Pseudo strike
37.13
IV
36.3%
B/E move
7.7%

30Δ

Calls
Pseudo strike
42.21
IV
38.1%
B/E move
8.8%
Puts
Pseudo strike
37.85
IV
34.9%
B/E move
6.3%

35Δ

Calls
Pseudo strike
41.64
IV
38.8%
B/E move
7.9%
Puts
Pseudo strike
38.36
IV
35.8%
B/E move
5.7%

40Δ

Calls
Pseudo strike
41.06
IV
39.5%
B/E move
7.0%
Puts
Pseudo strike
38.87
IV
36.7%
B/E move
5.0%

45Δ

Calls
Pseudo strike
40.49
IV
40.1%
B/E move
6.1%
Puts
Pseudo strike
39.38
IV
37.5%
B/E move
4.4%

50Δ

Calls
Pseudo strike
39.93
IV
40.4%
B/E move
5.3%
Puts
Pseudo strike
39.90
IV
38.4%
B/E move
3.7%

55Δ

Calls
Pseudo strike
39.46
IV
38.5%
B/E move
4.5%
Puts
Pseudo strike
40.63
IV
41.2%
B/E move
3.3%

60Δ

Calls
Pseudo strike
38.99
IV
36.5%
B/E move
3.8%
Puts
Pseudo strike
41.43
IV
44.5%
B/E move
3.0%

65Δ

Calls
Pseudo strike
38.51
IV
34.5%
B/E move
3.1%
Puts
Pseudo strike
42.22
IV
47.8%
B/E move
2.6%

70Δ

Calls
Pseudo strike
38.04
IV
32.5%
B/E move
2.4%
Puts
Pseudo strike
43.25
IV
50.4%
B/E move
2.2%

75Δ

Calls
Pseudo strike
37.57
IV
30.5%
B/E move
1.7%
Puts
Pseudo strike
44.40
IV
52.6%
B/E move
1.7%

80Δ

Calls
Pseudo strike
36.73
IV
32.2%
B/E move
1.3%
Puts
Pseudo strike
45.84
IV
55.2%
B/E move
1.3%

Options history

No recorded observations