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KENON HOLDINGS LTD. KEN

UTILITIES · UTILITIES - INDEPENDENT POWER PRODUCERS
i

Market dataready · fetched 2026-11-11T13:58:38.688Z

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 · 2026-11-11T00:00:00.003959542Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-11T13:58:38.130242+00:00

Share price$61.62
1D-0.2%
AH$61.47$61.66$61.85$62.04$62.235:30 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.$1.69$2.66$3.63$4.59$5.56$52.01$56.29$60.58$64.86$69.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive KEN spot · $61.62KEN PRICE$2.45$2.45$2.45$2.45$2.50$2.55$2.59$2.64$2.69$3.39$4.34$5.28$1.80$2.31$2.45$2.45$2.48$2.63$2.78$2.93$3.08$3.23$3.38$3.53$3.68
PutsExpensive1.18×
Calls——
Skew——
Implied moveBearish±$5.32
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.95145.2%18.6%
25Δ79.72193.5%33.3%54.33139.8%15.6%
30Δ72.04148.6%20.9%56.41122.8%12.4%
35Δ67.93119.4%14.2%58.37101.3%9.2%
40Δ64.9395.8%9.4%60.1082.5%6.5%
45Δ64.0086.3%7.9%60.7176.9%5.7%
50Δ63.0676.7%6.5%61.3171.4%5.0%
55Δ62.1267.2%5.0%61.9265.8%4.3%
60Δ61.1957.6%3.6%62.5260.3%3.5%
65Δ60.2548.1%2.1%63.1354.7%2.8%
70Δ59.2048.1%1.6%63.7349.2%2.1%
75Δ58.1051.7%1.3%64.3343.7%1.3%
80Δ57.0055.3%1.1%64.9438.1%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.95
IV
145.2%
B/E move
18.6%

25Δ

Calls
Pseudo strike
79.72
IV
193.5%
B/E move
33.3%
Puts
Pseudo strike
54.33
IV
139.8%
B/E move
15.6%

30Δ

Calls
Pseudo strike
72.04
IV
148.6%
B/E move
20.9%
Puts
Pseudo strike
56.41
IV
122.8%
B/E move
12.4%

35Δ

Calls
Pseudo strike
67.93
IV
119.4%
B/E move
14.2%
Puts
Pseudo strike
58.37
IV
101.3%
B/E move
9.2%

40Δ

Calls
Pseudo strike
64.93
IV
95.8%
B/E move
9.4%
Puts
Pseudo strike
60.10
IV
82.5%
B/E move
6.5%

45Δ

Calls
Pseudo strike
64.00
IV
86.3%
B/E move
7.9%
Puts
Pseudo strike
60.71
IV
76.9%
B/E move
5.7%

50Δ

Calls
Pseudo strike
63.06
IV
76.7%
B/E move
6.5%
Puts
Pseudo strike
61.31
IV
71.4%
B/E move
5.0%

55Δ

Calls
Pseudo strike
62.12
IV
67.2%
B/E move
5.0%
Puts
Pseudo strike
61.92
IV
65.8%
B/E move
4.3%

60Δ

Calls
Pseudo strike
61.19
IV
57.6%
B/E move
3.6%
Puts
Pseudo strike
62.52
IV
60.3%
B/E move
3.5%

65Δ

Calls
Pseudo strike
60.25
IV
48.1%
B/E move
2.1%
Puts
Pseudo strike
63.13
IV
54.7%
B/E move
2.8%

70Δ

Calls
Pseudo strike
59.20
IV
48.1%
B/E move
1.6%
Puts
Pseudo strike
63.73
IV
49.2%
B/E move
2.1%

75Δ

Calls
Pseudo strike
58.10
IV
51.7%
B/E move
1.3%
Puts
Pseudo strike
64.33
IV
43.7%
B/E move
1.3%

80Δ

Calls
Pseudo strike
57.00
IV
55.3%
B/E move
1.1%
Puts
Pseudo strike
64.94
IV
38.1%
B/E move
0.6%

Options history

IV · four-Friday blend41.29%
Daily EOD
KEN38.1%39.8%41.5%2026-10-19: 38.89%2026-10-20: 39.19%2026-10-21: 38.77%2026-10-22: 38.33%2026-10-23: 38.37%2026-10-26: 38.29%2026-10-27: 38.69%2026-10-28: 38.97%2026-10-29: 38.44%2026-10-30: 41.29%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.89%
39.19%
38.77%
38.33%
38.37%
38.29%
38.69%
38.97%
38.44%
41.29%