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KENON HOLDINGS LTD. KEN

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Market datapartial · fetched 2026-10-22T11:48:44.988Z

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 · 2026-10-21T23:00:00.002820015Z

FundamentalsAlpha Vantage · unavailable

Share price$65.64
1D-0.6%
AH$65.58$65.73$65.88$66.02$66.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKEN
Sold putSold callAH

KENON HOLDINGS LTD. options

Live interpolated KEN call and put midpoint premiums by absolute delta.KENON HOLDINGS LTD.$1.01$2.77$4.53$6.29$8.05$53.46$59.56$65.66$71.76$77.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KEN spot · $65.64KEN PRICE$1.20$1.52$1.83$2.14$2.42$2.68$2.94$3.20$3.84$4.69$5.54$6.39$7.54$2.45$2.48$2.56$2.72$2.89$3.14$3.59$4.04$4.50$4.95$5.41$6.45$7.50
PutsExpensive1.10×
CallsCheap0.91×
SkewBearish+4.52 pp
Implied moveBearish±$6.53
TiltBearish6.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ77.9962.8%20.6%53.67103.0%22.0%
25Δ74.8859.3%16.4%57.6981.3%15.9%
30Δ72.8056.2%13.7%60.5666.6%11.6%
35Δ70.7253.0%11.0%62.2159.1%9.4%
40Δ69.1949.8%9.1%63.8551.7%7.1%
45Δ67.9546.6%7.6%65.2946.0%5.3%
50Δ66.7043.4%6.1%66.2344.3%4.6%
55Δ65.4640.2%4.6%67.1742.6%3.8%
60Δ64.2740.0%3.8%68.1241.0%3.1%
65Δ63.1041.6%3.3%69.0639.3%2.3%
70Δ61.9443.3%2.8%70.0137.7%1.6%
75Δ60.7744.9%2.3%71.3037.1%1.2%
80Δ59.3246.7%1.8%72.5936.6%0.8%

20Δ

Calls
Pseudo strike
77.99
IV
62.8%
B/E move
20.6%
Puts
Pseudo strike
53.67
IV
103.0%
B/E move
22.0%

25Δ

Calls
Pseudo strike
74.88
IV
59.3%
B/E move
16.4%
Puts
Pseudo strike
57.69
IV
81.3%
B/E move
15.9%

30Δ

Calls
Pseudo strike
72.80
IV
56.2%
B/E move
13.7%
Puts
Pseudo strike
60.56
IV
66.6%
B/E move
11.6%

35Δ

Calls
Pseudo strike
70.72
IV
53.0%
B/E move
11.0%
Puts
Pseudo strike
62.21
IV
59.1%
B/E move
9.4%

40Δ

Calls
Pseudo strike
69.19
IV
49.8%
B/E move
9.1%
Puts
Pseudo strike
63.85
IV
51.7%
B/E move
7.1%

45Δ

Calls
Pseudo strike
67.95
IV
46.6%
B/E move
7.6%
Puts
Pseudo strike
65.29
IV
46.0%
B/E move
5.3%

50Δ

Calls
Pseudo strike
66.70
IV
43.4%
B/E move
6.1%
Puts
Pseudo strike
66.23
IV
44.3%
B/E move
4.6%

55Δ

Calls
Pseudo strike
65.46
IV
40.2%
B/E move
4.6%
Puts
Pseudo strike
67.17
IV
42.6%
B/E move
3.8%

60Δ

Calls
Pseudo strike
64.27
IV
40.0%
B/E move
3.8%
Puts
Pseudo strike
68.12
IV
41.0%
B/E move
3.1%

65Δ

Calls
Pseudo strike
63.10
IV
41.6%
B/E move
3.3%
Puts
Pseudo strike
69.06
IV
39.3%
B/E move
2.3%

70Δ

Calls
Pseudo strike
61.94
IV
43.3%
B/E move
2.8%
Puts
Pseudo strike
70.01
IV
37.7%
B/E move
1.6%

75Δ

Calls
Pseudo strike
60.77
IV
44.9%
B/E move
2.3%
Puts
Pseudo strike
71.30
IV
37.1%
B/E move
1.2%

80Δ

Calls
Pseudo strike
59.32
IV
46.7%
B/E move
1.8%
Puts
Pseudo strike
72.59
IV
36.6%
B/E move
0.8%

Options history

No recorded observations