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Korea Electric Power Corp KEP

i

Market datapartial · fetched 2026-11-12T03:06:12.758Z

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 · 2026-11-12T00:00:00.002364551Z

FundamentalsAlpha Vantage · unavailable

Share price$11.39
1D-0.2%
AH$11.34$11.37$11.41$11.44$11.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKEP
Sold putSold callAH

Korea Electric Power Corp options

Live interpolated KEP call and put midpoint premiums by absolute delta.Korea Electric Power Corp$0.29$0.90$1.51$2.12$2.73$10.35$10.91$11.47$12.02$12.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive KEP spot · $11.39KEP PRICE$0.36$0.51$0.67$0.83$0.98$1.14$1.30$1.46$1.61$1.77$2.55$0.38$0.46$0.53$0.61$0.69$0.77$0.84$0.92$1.00$1.07$1.15$1.27
Puts——
Calls——
Skew——
Implied moveBullish±$1.75
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ10.09131.1%14.8%
30Δ12.2686.5%10.7%10.31125.2%13.5%
35Δ12.0192.4%10.0%10.53119.3%12.3%
40Δ11.7698.3%9.2%10.75113.3%11.0%
45Δ11.52104.2%8.4%10.97107.4%9.8%
50Δ11.27110.1%7.6%11.19101.5%8.5%
55Δ11.03116.0%6.8%11.4195.5%7.2%
60Δ10.78121.9%6.1%11.6389.6%6.0%
65Δ10.54127.8%5.3%11.8583.7%4.7%
70Δ10.29133.7%4.5%12.0777.7%3.5%
75Δ10.05139.6%3.7%12.2971.8%2.2%
80Δ9.22179.8%3.3%12.5567.3%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.09
IV
131.1%
B/E move
14.8%

30Δ

Calls
Pseudo strike
12.26
IV
86.5%
B/E move
10.7%
Puts
Pseudo strike
10.31
IV
125.2%
B/E move
13.5%

35Δ

Calls
Pseudo strike
12.01
IV
92.4%
B/E move
10.0%
Puts
Pseudo strike
10.53
IV
119.3%
B/E move
12.3%

40Δ

Calls
Pseudo strike
11.76
IV
98.3%
B/E move
9.2%
Puts
Pseudo strike
10.75
IV
113.3%
B/E move
11.0%

45Δ

Calls
Pseudo strike
11.52
IV
104.2%
B/E move
8.4%
Puts
Pseudo strike
10.97
IV
107.4%
B/E move
9.8%

50Δ

Calls
Pseudo strike
11.27
IV
110.1%
B/E move
7.6%
Puts
Pseudo strike
11.19
IV
101.5%
B/E move
8.5%

55Δ

Calls
Pseudo strike
11.03
IV
116.0%
B/E move
6.8%
Puts
Pseudo strike
11.41
IV
95.5%
B/E move
7.2%

60Δ

Calls
Pseudo strike
10.78
IV
121.9%
B/E move
6.1%
Puts
Pseudo strike
11.63
IV
89.6%
B/E move
6.0%

65Δ

Calls
Pseudo strike
10.54
IV
127.8%
B/E move
5.3%
Puts
Pseudo strike
11.85
IV
83.7%
B/E move
4.7%

70Δ

Calls
Pseudo strike
10.29
IV
133.7%
B/E move
4.5%
Puts
Pseudo strike
12.07
IV
77.7%
B/E move
3.5%

75Δ

Calls
Pseudo strike
10.05
IV
139.6%
B/E move
3.7%
Puts
Pseudo strike
12.29
IV
71.8%
B/E move
2.2%

80Δ

Calls
Pseudo strike
9.22
IV
179.8%
B/E move
3.3%
Puts
Pseudo strike
12.55
IV
67.3%
B/E move
1.0%

Options history

IV · four-Friday blend64.42%
Daily close
KEP54.3%61.7%69.1%2026-08-26: 62.77%2026-09-09: 68.08%2026-10-16: 55.37%2026-10-21: 62.09%2026-10-27: 64.24%2026-10-28: 65.53%2026-10-29: 64.42%Aug 26Oct 21Oct 29
7 observations2026-08-26 — 2026-10-29
Table
DateIV (%)
62.77%
68.08%
55.37%
62.09%
64.24%
65.53%
64.42%