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KENON HOLDINGS LTD. KEN

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Market datapartial · fetched 2026-10-22T14:22:46.214Z

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 · 2026-10-22T14:14:49.366932638Z

FundamentalsAlpha Vantage · unavailable

Share price$65.44
1D-1.0%
$65.37$65.63$65.90$66.16$66.425:30 AM6:30 AM9:00 AM1:00 PMKEN
Sold putSold call

KENON HOLDINGS LTD. options

Live interpolated KEN call and put midpoint premiums by absolute delta.KENON HOLDINGS LTD.$0.78$2.84$4.90$6.97$9.03$54.22$60.06$65.89$71.72$77.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KEN spot · $65.44KEN PRICE$1.00$1.21$1.43$1.72$2.05$2.38$2.72$3.05$3.88$4.81$5.74$6.67$8.44$2.45$2.00$2.12$2.48$2.83$3.18$3.46$3.74$4.02$4.30$4.58$4.86$6.06
PutsFair1.00×
CallsCheap0.82×
SkewBearish+4.56 pp
Implied moveBearish±$6.18
TiltBalanced1.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ75.1351.8%16.3%53.46103.7%22.0%
25Δ72.8847.5%13.2%58.7267.2%13.3%
30Δ70.7243.4%10.3%61.0355.5%10.0%
35Δ69.3141.4%8.5%62.4152.7%8.4%
40Δ68.2840.6%7.5%63.7949.8%6.9%
45Δ67.2439.7%6.4%65.0947.0%5.4%
50Δ66.2038.8%5.3%65.8444.2%4.7%
55Δ65.1737.9%4.2%66.6041.3%3.9%
60Δ63.9940.0%3.7%67.3538.5%3.2%
65Δ62.7842.7%3.3%68.1135.7%2.5%
70Δ61.5745.3%2.9%68.8632.9%1.8%
75Δ60.3747.9%2.4%69.6230.0%1.0%
80Δ58.3352.7%2.0%71.1230.6%0.6%

20Δ

Calls
Pseudo strike
75.13
IV
51.8%
B/E move
16.3%
Puts
Pseudo strike
53.46
IV
103.7%
B/E move
22.0%

25Δ

Calls
Pseudo strike
72.88
IV
47.5%
B/E move
13.2%
Puts
Pseudo strike
58.72
IV
67.2%
B/E move
13.3%

30Δ

Calls
Pseudo strike
70.72
IV
43.4%
B/E move
10.3%
Puts
Pseudo strike
61.03
IV
55.5%
B/E move
10.0%

35Δ

Calls
Pseudo strike
69.31
IV
41.4%
B/E move
8.5%
Puts
Pseudo strike
62.41
IV
52.7%
B/E move
8.4%

40Δ

Calls
Pseudo strike
68.28
IV
40.6%
B/E move
7.5%
Puts
Pseudo strike
63.79
IV
49.8%
B/E move
6.9%

45Δ

Calls
Pseudo strike
67.24
IV
39.7%
B/E move
6.4%
Puts
Pseudo strike
65.09
IV
47.0%
B/E move
5.4%

50Δ

Calls
Pseudo strike
66.20
IV
38.8%
B/E move
5.3%
Puts
Pseudo strike
65.84
IV
44.2%
B/E move
4.7%

55Δ

Calls
Pseudo strike
65.17
IV
37.9%
B/E move
4.2%
Puts
Pseudo strike
66.60
IV
41.3%
B/E move
3.9%

60Δ

Calls
Pseudo strike
63.99
IV
40.0%
B/E move
3.7%
Puts
Pseudo strike
67.35
IV
38.5%
B/E move
3.2%

65Δ

Calls
Pseudo strike
62.78
IV
42.7%
B/E move
3.3%
Puts
Pseudo strike
68.11
IV
35.7%
B/E move
2.5%

70Δ

Calls
Pseudo strike
61.57
IV
45.3%
B/E move
2.9%
Puts
Pseudo strike
68.86
IV
32.9%
B/E move
1.8%

75Δ

Calls
Pseudo strike
60.37
IV
47.9%
B/E move
2.4%
Puts
Pseudo strike
69.62
IV
30.0%
B/E move
1.0%

80Δ

Calls
Pseudo strike
58.33
IV
52.7%
B/E move
2.0%
Puts
Pseudo strike
71.12
IV
30.6%
B/E move
0.6%

Options history

No recorded observations