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Kyndryl Holdings, Inc. KD

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
i

Market dataready · fetched 2026-11-12T02:12:19.383Z

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 · 2026-11-12T00:00:00.002078741Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:12:18.965562+00:00

Share price$17.13
1D-0.6%
AH$16.99$17.09$17.19$17.29$17.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKD
Sold putSold callAH

Kyndryl Holdings, Inc. options

Live interpolated KD call and put midpoint premiums by absolute delta.Kyndryl Holdings, Inc.$0.12$0.58$1.03$1.49$1.95$11.94$14.42$16.89$19.37$21.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KD spot · $17.13KD PRICE$0.19$0.23$0.27$0.35$0.44$0.52$0.61$0.69$0.87$1.07$1.26$1.45$1.82$0.17$0.25$0.34$0.42$0.50$0.59$0.70$0.82$0.94$1.06$1.19$1.36$1.52
PutsCheap0.62×
CallsCheap0.44×
SkewBullish-5.52 pp
Implied moveBearish±$1.31
TiltBalanced0.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.8666.6%11.2%16.0552.5%7.3%
25Δ18.4461.1%9.0%16.2454.1%6.7%
30Δ18.0355.7%6.8%16.4455.7%6.0%
35Δ17.8155.9%6.1%16.6357.4%5.4%
40Δ17.6256.6%5.4%16.8259.0%4.7%
45Δ17.4257.2%4.7%17.0260.4%4.1%
50Δ17.2257.8%4.1%17.2359.8%3.6%
55Δ17.0258.4%3.4%17.4359.3%3.0%
60Δ16.7761.4%3.0%17.6458.7%2.5%
65Δ16.5164.8%2.6%17.8458.1%2.0%
70Δ16.2568.2%2.2%18.0557.1%1.6%
75Δ15.9971.5%1.9%18.2754.7%1.2%
80Δ15.5775.7%1.5%18.5052.2%0.9%

20Δ

Calls
Pseudo strike
18.86
IV
66.6%
B/E move
11.2%
Puts
Pseudo strike
16.05
IV
52.5%
B/E move
7.3%

25Δ

Calls
Pseudo strike
18.44
IV
61.1%
B/E move
9.0%
Puts
Pseudo strike
16.24
IV
54.1%
B/E move
6.7%

30Δ

Calls
Pseudo strike
18.03
IV
55.7%
B/E move
6.8%
Puts
Pseudo strike
16.44
IV
55.7%
B/E move
6.0%

35Δ

Calls
Pseudo strike
17.81
IV
55.9%
B/E move
6.1%
Puts
Pseudo strike
16.63
IV
57.4%
B/E move
5.4%

40Δ

Calls
Pseudo strike
17.62
IV
56.6%
B/E move
5.4%
Puts
Pseudo strike
16.82
IV
59.0%
B/E move
4.7%

45Δ

Calls
Pseudo strike
17.42
IV
57.2%
B/E move
4.7%
Puts
Pseudo strike
17.02
IV
60.4%
B/E move
4.1%

50Δ

Calls
Pseudo strike
17.22
IV
57.8%
B/E move
4.1%
Puts
Pseudo strike
17.23
IV
59.8%
B/E move
3.6%

55Δ

Calls
Pseudo strike
17.02
IV
58.4%
B/E move
3.4%
Puts
Pseudo strike
17.43
IV
59.3%
B/E move
3.0%

60Δ

Calls
Pseudo strike
16.77
IV
61.4%
B/E move
3.0%
Puts
Pseudo strike
17.64
IV
58.7%
B/E move
2.5%

65Δ

Calls
Pseudo strike
16.51
IV
64.8%
B/E move
2.6%
Puts
Pseudo strike
17.84
IV
58.1%
B/E move
2.0%

70Δ

Calls
Pseudo strike
16.25
IV
68.2%
B/E move
2.2%
Puts
Pseudo strike
18.05
IV
57.1%
B/E move
1.6%

75Δ

Calls
Pseudo strike
15.99
IV
71.5%
B/E move
1.9%
Puts
Pseudo strike
18.27
IV
54.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
15.57
IV
75.7%
B/E move
1.5%
Puts
Pseudo strike
18.50
IV
52.2%
B/E move
0.9%

Options history

IV · four-Friday blend70.42%
Daily EOD
KD60.3%65.7%71.2%2026-10-19: 61.29%2026-10-20: 61.04%2026-10-21: 61.86%2026-10-22: 63.43%2026-10-23: 62.85%2026-10-26: 65.35%2026-10-27: 64.95%2026-10-28: 66.53%2026-10-29: 67.25%2026-10-30: 70.42%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
61.29%
61.04%
61.86%
63.43%
62.85%
65.35%
64.95%
66.53%
67.25%
70.42%