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Kyndryl Holdings, Inc. KD

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Market datapartial · fetched 2026-10-22T23:07:44.779Z

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 · 2026-10-22T23:00:00.003246855Z

FundamentalsAlpha Vantage · unavailable

Share price$15.20
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.$0.19$1.19$2.20$3.20$4.21$10.12$12.36$14.60$16.84$19.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KD spot · $15.20KD PRICE$0.29$0.40$0.51$0.64$0.78$0.92$1.11$1.29$1.48$1.67$1.87$2.20$2.53$0.43$0.58$0.74$0.91$1.08$1.29$1.55$1.82$2.14$2.45$2.94$3.43$3.92
PutsExpensive1.33×
CallsFair1.04×
SkewBearish+8.22 pp
Implied moveBearish±$2.66
TiltBearish19.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.2066.6%21.7%12.9380.2%17.8%
25Δ17.6867.4%18.9%13.4180.1%15.6%
30Δ17.1968.1%16.4%13.8979.8%13.5%
35Δ16.7668.9%14.4%14.3378.7%11.7%
40Δ16.3570.0%12.7%14.7777.3%10.0%
45Δ15.9571.0%11.0%15.2076.9%8.5%
50Δ15.5672.1%9.7%15.6377.6%7.4%
55Δ15.1773.2%8.3%16.0678.2%6.3%
60Δ14.7973.0%7.0%16.5378.2%5.3%
65Δ14.4071.6%5.8%17.0078.1%4.3%
70Δ14.0270.2%4.5%17.6179.6%3.5%
75Δ13.5671.3%3.6%18.2280.0%2.7%
80Δ13.1072.6%2.8%18.8478.4%1.9%

20Δ

Calls
Pseudo strike
18.20
IV
66.6%
B/E move
21.7%
Puts
Pseudo strike
12.93
IV
80.2%
B/E move
17.8%

25Δ

Calls
Pseudo strike
17.68
IV
67.4%
B/E move
18.9%
Puts
Pseudo strike
13.41
IV
80.1%
B/E move
15.6%

30Δ

Calls
Pseudo strike
17.19
IV
68.1%
B/E move
16.4%
Puts
Pseudo strike
13.89
IV
79.8%
B/E move
13.5%

35Δ

Calls
Pseudo strike
16.76
IV
68.9%
B/E move
14.4%
Puts
Pseudo strike
14.33
IV
78.7%
B/E move
11.7%

40Δ

Calls
Pseudo strike
16.35
IV
70.0%
B/E move
12.7%
Puts
Pseudo strike
14.77
IV
77.3%
B/E move
10.0%

45Δ

Calls
Pseudo strike
15.95
IV
71.0%
B/E move
11.0%
Puts
Pseudo strike
15.20
IV
76.9%
B/E move
8.5%

50Δ

Calls
Pseudo strike
15.56
IV
72.1%
B/E move
9.7%
Puts
Pseudo strike
15.63
IV
77.6%
B/E move
7.4%

55Δ

Calls
Pseudo strike
15.17
IV
73.2%
B/E move
8.3%
Puts
Pseudo strike
16.06
IV
78.2%
B/E move
6.3%

60Δ

Calls
Pseudo strike
14.79
IV
73.0%
B/E move
7.0%
Puts
Pseudo strike
16.53
IV
78.2%
B/E move
5.3%

65Δ

Calls
Pseudo strike
14.40
IV
71.6%
B/E move
5.8%
Puts
Pseudo strike
17.00
IV
78.1%
B/E move
4.3%

70Δ

Calls
Pseudo strike
14.02
IV
70.2%
B/E move
4.5%
Puts
Pseudo strike
17.61
IV
79.6%
B/E move
3.5%

75Δ

Calls
Pseudo strike
13.56
IV
71.3%
B/E move
3.6%
Puts
Pseudo strike
18.22
IV
80.0%
B/E move
2.7%

80Δ

Calls
Pseudo strike
13.10
IV
72.6%
B/E move
2.8%
Puts
Pseudo strike
18.84
IV
78.4%
B/E move
1.9%

Options history

No recorded observations