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Kyndryl Holdings, Inc. KD

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Market datapartial · fetched 2026-10-22T23:49:56.912Z

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 · 2026-10-22T23:12:37.91122875Z

FundamentalsAlpha Vantage · unavailable

Share price$15.00
1D+6.0%
AH$14.05$14.36$14.67$14.98$15.295:30 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.$0.21$1.06$1.90$2.74$3.58$10.12$12.37$14.63$16.88$19.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KD spot · $15.00KD PRICE$0.30$0.41$0.53$0.67$0.81$0.98$1.18$1.37$1.59$1.80$2.11$2.48$2.84$0.41$0.55$0.69$0.84$1.00$1.16$1.39$1.63$1.88$2.16$2.44$2.86$3.34
PutsExpensive1.22×
CallsExpensive1.13×
SkewBullish-5.20 pp
Implied moveBearish±$2.57
TiltBearish8.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.1470.1%22.9%12.8376.5%17.2%
25Δ17.6171.3%20.1%13.3076.5%15.0%
30Δ17.1072.3%17.5%13.7575.9%13.0%
35Δ16.6673.7%15.5%14.1774.8%11.1%
40Δ16.2475.2%13.7%14.5773.1%9.5%
45Δ15.8376.8%12.1%14.9771.4%8.0%
50Δ15.4278.6%10.6%15.3671.4%6.9%
55Δ15.0080.4%9.2%15.7671.5%5.8%
60Δ14.5879.9%7.8%16.1671.2%4.8%
65Δ14.1579.4%6.3%16.5870.2%3.9%
70Δ13.6881.3%5.2%16.9969.3%3.0%
75Δ13.1784.5%4.3%17.5269.1%2.3%
80Δ12.6684.2%3.3%18.1069.3%1.6%

20Δ

Calls
Pseudo strike
18.14
IV
70.1%
B/E move
22.9%
Puts
Pseudo strike
12.83
IV
76.5%
B/E move
17.2%

25Δ

Calls
Pseudo strike
17.61
IV
71.3%
B/E move
20.1%
Puts
Pseudo strike
13.30
IV
76.5%
B/E move
15.0%

30Δ

Calls
Pseudo strike
17.10
IV
72.3%
B/E move
17.5%
Puts
Pseudo strike
13.75
IV
75.9%
B/E move
13.0%

35Δ

Calls
Pseudo strike
16.66
IV
73.7%
B/E move
15.5%
Puts
Pseudo strike
14.17
IV
74.8%
B/E move
11.1%

40Δ

Calls
Pseudo strike
16.24
IV
75.2%
B/E move
13.7%
Puts
Pseudo strike
14.57
IV
73.1%
B/E move
9.5%

45Δ

Calls
Pseudo strike
15.83
IV
76.8%
B/E move
12.1%
Puts
Pseudo strike
14.97
IV
71.4%
B/E move
8.0%

50Δ

Calls
Pseudo strike
15.42
IV
78.6%
B/E move
10.6%
Puts
Pseudo strike
15.36
IV
71.4%
B/E move
6.9%

55Δ

Calls
Pseudo strike
15.00
IV
80.4%
B/E move
9.2%
Puts
Pseudo strike
15.76
IV
71.5%
B/E move
5.8%

60Δ

Calls
Pseudo strike
14.58
IV
79.9%
B/E move
7.8%
Puts
Pseudo strike
16.16
IV
71.2%
B/E move
4.8%

65Δ

Calls
Pseudo strike
14.15
IV
79.4%
B/E move
6.3%
Puts
Pseudo strike
16.58
IV
70.2%
B/E move
3.9%

70Δ

Calls
Pseudo strike
13.68
IV
81.3%
B/E move
5.2%
Puts
Pseudo strike
16.99
IV
69.3%
B/E move
3.0%

75Δ

Calls
Pseudo strike
13.17
IV
84.5%
B/E move
4.3%
Puts
Pseudo strike
17.52
IV
69.1%
B/E move
2.3%

80Δ

Calls
Pseudo strike
12.66
IV
84.2%
B/E move
3.3%
Puts
Pseudo strike
18.10
IV
69.3%
B/E move
1.6%

Options history

No recorded observations