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Kyndryl Holdings, Inc. KD

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Market datapartial · fetched 2026-10-22T16:36:35.849Z

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 · 2026-10-22T16:36:24.034212194Z

FundamentalsAlpha Vantage · unavailable

Share price$15.09
1D+5.7%
$14.06$14.35$14.64$14.94$15.235:30 AM6:30 AM9:00 AM1:00 PMKD
Sold putSold call

Kyndryl Holdings, Inc. options

Live interpolated KD call and put midpoint premiums by absolute delta.Kyndryl Holdings, Inc.$0.18$1.24$2.30$3.37$4.43$10.15$12.32$14.50$16.68$18.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KD spot · $15.09KD PRICE$0.29$0.40$0.51$0.63$0.76$0.91$1.08$1.25$1.42$1.60$1.79$2.05$2.32$0.44$0.57$0.72$0.88$1.05$1.24$1.49$1.74$2.04$2.34$2.76$3.28$4.12
PutsExpensive1.33×
CallsFair1.01×
SkewBearish+8.67 pp
Implied moveBearish±$2.57
TiltBearish20.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.0667.0%21.7%12.7881.9%18.2%
25Δ17.5667.9%19.1%13.3279.5%15.5%
30Δ17.0868.9%16.6%13.8078.0%13.3%
35Δ16.6469.2%14.5%14.2476.8%11.4%
40Δ16.2269.3%12.5%14.6675.8%9.8%
45Δ15.8269.8%10.9%15.0775.1%8.3%
50Δ15.4470.7%9.5%15.4975.5%7.2%
55Δ15.0671.5%8.1%15.9175.9%6.1%
60Δ14.6970.2%6.8%16.3575.6%5.1%
65Δ14.3268.6%5.5%16.8075.1%4.1%
70Δ13.9567.1%4.3%17.3575.9%3.3%
75Δ13.5566.5%3.4%17.9877.9%2.6%
80Δ13.1565.9%2.6%18.9282.5%1.9%

20Δ

Calls
Pseudo strike
18.06
IV
67.0%
B/E move
21.7%
Puts
Pseudo strike
12.78
IV
81.9%
B/E move
18.2%

25Δ

Calls
Pseudo strike
17.56
IV
67.9%
B/E move
19.1%
Puts
Pseudo strike
13.32
IV
79.5%
B/E move
15.5%

30Δ

Calls
Pseudo strike
17.08
IV
68.9%
B/E move
16.6%
Puts
Pseudo strike
13.80
IV
78.0%
B/E move
13.3%

35Δ

Calls
Pseudo strike
16.64
IV
69.2%
B/E move
14.5%
Puts
Pseudo strike
14.24
IV
76.8%
B/E move
11.4%

40Δ

Calls
Pseudo strike
16.22
IV
69.3%
B/E move
12.5%
Puts
Pseudo strike
14.66
IV
75.8%
B/E move
9.8%

45Δ

Calls
Pseudo strike
15.82
IV
69.8%
B/E move
10.9%
Puts
Pseudo strike
15.07
IV
75.1%
B/E move
8.3%

50Δ

Calls
Pseudo strike
15.44
IV
70.7%
B/E move
9.5%
Puts
Pseudo strike
15.49
IV
75.5%
B/E move
7.2%

55Δ

Calls
Pseudo strike
15.06
IV
71.5%
B/E move
8.1%
Puts
Pseudo strike
15.91
IV
75.9%
B/E move
6.1%

60Δ

Calls
Pseudo strike
14.69
IV
70.2%
B/E move
6.8%
Puts
Pseudo strike
16.35
IV
75.6%
B/E move
5.1%

65Δ

Calls
Pseudo strike
14.32
IV
68.6%
B/E move
5.5%
Puts
Pseudo strike
16.80
IV
75.1%
B/E move
4.1%

70Δ

Calls
Pseudo strike
13.95
IV
67.1%
B/E move
4.3%
Puts
Pseudo strike
17.35
IV
75.9%
B/E move
3.3%

75Δ

Calls
Pseudo strike
13.55
IV
66.5%
B/E move
3.4%
Puts
Pseudo strike
17.98
IV
77.9%
B/E move
2.6%

80Δ

Calls
Pseudo strike
13.15
IV
65.9%
B/E move
2.6%
Puts
Pseudo strike
18.92
IV
82.5%
B/E move
1.9%

Options history

No recorded observations