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Kimball Electronics, Inc. Common Stock KE

i

Market dataready · fetched 2026-11-12T02:42:43.475Z

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 · 2026-11-11T21:00:08.402856539Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:42:43.100374+00:00

Share price$19.53
1D-2.3%
AH$19.47$19.66$19.86$20.06$20.255:30 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$0.38$1.35$2.32$3.29$4.26$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEKE PRICE$0.49$0.65$0.80$0.97$1.15$1.32$1.49$1.75$2.02$2.28$2.54$2.96$3.98$1.19$1.27$1.32
Puts——
CallsExpensive2.03×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.92161.5%30.1%14.90280.1%29.8%
25Δ23.93159.2%25.8%16.17239.9%23.7%
30Δ22.94156.8%21.6%17.46194.6%17.4%
35Δ22.11153.5%18.2%
40Δ21.42149.3%15.5%
45Δ20.72145.1%12.9%
50Δ20.03140.9%10.2%
55Δ19.49138.7%8.8%
60Δ18.97136.6%7.4%
65Δ18.44134.5%6.1%
70Δ17.92132.4%4.8%
75Δ17.27136.2%3.6%
80Δ16.16162.6%3.1%

20Δ

Calls
Pseudo strike
24.92
IV
161.5%
B/E move
30.1%
Puts
Pseudo strike
14.90
IV
280.1%
B/E move
29.8%

25Δ

Calls
Pseudo strike
23.93
IV
159.2%
B/E move
25.8%
Puts
Pseudo strike
16.17
IV
239.9%
B/E move
23.7%

30Δ

Calls
Pseudo strike
22.94
IV
156.8%
B/E move
21.6%
Puts
Pseudo strike
17.46
IV
194.6%
B/E move
17.4%

35Δ

Calls
Pseudo strike
22.11
IV
153.5%
B/E move
18.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
21.42
IV
149.3%
B/E move
15.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
20.72
IV
145.1%
B/E move
12.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
20.03
IV
140.9%
B/E move
10.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
19.49
IV
138.7%
B/E move
8.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
18.97
IV
136.6%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
18.44
IV
134.5%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
17.92
IV
132.4%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
17.27
IV
136.2%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
16.16
IV
162.6%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend78.02%
Daily EOD
KE55.6%67.7%79.7%2026-10-19: 57.30%2026-10-20: 67.23%2026-10-21: 65.14%2026-10-26: 70.31%2026-10-27: 63.52%2026-10-28: 76.44%2026-10-29: 78.02%Oct 19Oct 26Oct 29
7 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
57.30%
67.23%
65.14%
70.31%
63.52%
76.44%
78.02%