IntraAlpha
Create free account Start free

Kimball Electronics, Inc. Common Stock KE

i

Market datapartial · fetched 2026-10-22T23:47:32.406Z

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 · 2026-10-22T20:00:07.688933277Z

FundamentalsAlpha Vantage · unavailable

Share price$25.01
1D-4.5%
AH$24.87$25.22$25.58$25.93$26.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKE
Sold putSold callAH

Kimball Electronics, Inc. Common Stock options

Live interpolated KE call and put midpoint premiums by absolute delta.Kimball Electronics, Inc. Common Stock$0.61$1.98$3.35$4.72$6.09$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEKE PRICE$0.76$1.30$1.84$2.38$2.51$2.59$2.66$2.74$2.99$3.28$3.58$4.43$5.70$2.45$2.45$2.45$2.45$2.45
PutsExpensive3.41×
CallsExpensive2.90×
SkewBearish+40.38 pp
Implied move——
TiltBullish50.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.0285.1%27.1%17.88226.4%38.3%
25Δ32.29117.7%34.3%19.86187.8%30.4%
30Δ33.56150.4%41.6%21.83149.1%22.5%
35Δ34.83183.1%48.8%23.15123.9%17.2%
40Δ32.86168.0%41.5%24.13105.6%13.3%
45Δ30.39145.6%31.9%
50Δ27.92123.2%22.3%
55Δ25.44100.8%12.7%
60Δ24.3793.0%9.4%
65Δ23.6088.4%7.5%
70Δ22.8383.7%5.6%
75Δ21.7190.7%4.5%
80Δ20.33106.3%4.1%

20Δ

Calls
Pseudo strike
31.02
IV
85.1%
B/E move
27.1%
Puts
Pseudo strike
17.88
IV
226.4%
B/E move
38.3%

25Δ

Calls
Pseudo strike
32.29
IV
117.7%
B/E move
34.3%
Puts
Pseudo strike
19.86
IV
187.8%
B/E move
30.4%

30Δ

Calls
Pseudo strike
33.56
IV
150.4%
B/E move
41.6%
Puts
Pseudo strike
21.83
IV
149.1%
B/E move
22.5%

35Δ

Calls
Pseudo strike
34.83
IV
183.1%
B/E move
48.8%
Puts
Pseudo strike
23.15
IV
123.9%
B/E move
17.2%

40Δ

Calls
Pseudo strike
32.86
IV
168.0%
B/E move
41.5%
Puts
Pseudo strike
24.13
IV
105.6%
B/E move
13.3%

45Δ

Calls
Pseudo strike
30.39
IV
145.6%
B/E move
31.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
27.92
IV
123.2%
B/E move
22.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
25.44
IV
100.8%
B/E move
12.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
24.37
IV
93.0%
B/E move
9.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
23.60
IV
88.4%
B/E move
7.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
22.83
IV
83.7%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
21.71
IV
90.7%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
20.33
IV
106.3%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations