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Korea Electric Power Corp KEP

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Market datapartial · fetched 2026-10-22T16:39:04.248Z

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 · 2026-10-22T16:38:48.816119149Z

FundamentalsAlpha Vantage · unavailable

Share price$10.70
1D+0.0%
$10.65$10.67$10.69$10.71$10.735:30 AM6:30 AM9:00 AM1:00 PMKEP
Sold putSold call

Korea Electric Power Corp options

Live interpolated KEP call and put midpoint premiums by absolute delta.Korea Electric Power Corp$0.25$1.27$2.29$3.31$4.33$7.45$9.22$10.99$12.76$14.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KEP spot · $10.70KEP PRICE$0.49$0.52$0.56$0.61$0.66$0.71$0.75$0.80$0.85$0.90$0.95$1.27$2.01$0.44$0.38$0.36$0.62$0.88$1.15$1.41$1.67$1.93$2.20$2.70$3.37$4.04
PutsExpensive2.46×
CallsExpensive3.12×
SkewBullish-19.10 pp
Implied moveBearish±$2.16
TiltBearish31.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.97181.8%81.8%8.30127.3%26.6%
25Δ16.89155.1%62.7%9.2188.0%17.5%
30Δ16.17143.7%56.4%10.0454.4%9.5%
35Δ15.45132.3%50.2%10.3759.8%8.8%
40Δ14.74120.9%43.9%10.7165.2%8.2%
45Δ14.02109.6%37.6%11.0470.6%7.5%
50Δ13.3098.2%31.4%11.3776.0%6.9%
55Δ12.5886.8%25.1%11.7081.4%6.2%
60Δ11.8775.4%18.9%12.0486.8%5.6%
65Δ11.1564.0%12.6%12.3792.2%4.9%
70Δ10.4352.6%6.3%12.9696.5%4.2%
75Δ9.7054.2%2.5%13.72100.0%3.3%
80Δ8.9575.5%2.4%14.48103.5%2.5%

20Δ

Calls
Pseudo strike
18.97
IV
181.8%
B/E move
81.8%
Puts
Pseudo strike
8.30
IV
127.3%
B/E move
26.6%

25Δ

Calls
Pseudo strike
16.89
IV
155.1%
B/E move
62.7%
Puts
Pseudo strike
9.21
IV
88.0%
B/E move
17.5%

30Δ

Calls
Pseudo strike
16.17
IV
143.7%
B/E move
56.4%
Puts
Pseudo strike
10.04
IV
54.4%
B/E move
9.5%

35Δ

Calls
Pseudo strike
15.45
IV
132.3%
B/E move
50.2%
Puts
Pseudo strike
10.37
IV
59.8%
B/E move
8.8%

40Δ

Calls
Pseudo strike
14.74
IV
120.9%
B/E move
43.9%
Puts
Pseudo strike
10.71
IV
65.2%
B/E move
8.2%

45Δ

Calls
Pseudo strike
14.02
IV
109.6%
B/E move
37.6%
Puts
Pseudo strike
11.04
IV
70.6%
B/E move
7.5%

50Δ

Calls
Pseudo strike
13.30
IV
98.2%
B/E move
31.4%
Puts
Pseudo strike
11.37
IV
76.0%
B/E move
6.9%

55Δ

Calls
Pseudo strike
12.58
IV
86.8%
B/E move
25.1%
Puts
Pseudo strike
11.70
IV
81.4%
B/E move
6.2%

60Δ

Calls
Pseudo strike
11.87
IV
75.4%
B/E move
18.9%
Puts
Pseudo strike
12.04
IV
86.8%
B/E move
5.6%

65Δ

Calls
Pseudo strike
11.15
IV
64.0%
B/E move
12.6%
Puts
Pseudo strike
12.37
IV
92.2%
B/E move
4.9%

70Δ

Calls
Pseudo strike
10.43
IV
52.6%
B/E move
6.3%
Puts
Pseudo strike
12.96
IV
96.5%
B/E move
4.2%

75Δ

Calls
Pseudo strike
9.70
IV
54.2%
B/E move
2.5%
Puts
Pseudo strike
13.72
IV
100.0%
B/E move
3.3%

80Δ

Calls
Pseudo strike
8.95
IV
75.5%
B/E move
2.4%
Puts
Pseudo strike
14.48
IV
103.5%
B/E move
2.5%

Options history

No recorded observations