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Korea Electric Power Corp KEP

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Market datapartial · fetched 2026-10-22T20:11:14.567Z

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 · 2026-10-22T20:10:00.001425921Z

FundamentalsAlpha Vantage · unavailable

Share price$10.72
1D+0.2%
AH$10.65$10.67$10.69$10.71$10.745:30 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$0.24$1.29$2.34$3.39$4.44$7.46$9.23$10.99$12.76$14.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KEP spot · $10.72KEP PRICE$0.49$0.51$0.56$0.61$0.66$0.70$0.75$0.80$0.84$0.89$0.94$1.12$1.88$0.50$0.35$0.39$0.66$0.92$1.18$1.44$1.70$1.96$2.23$2.79$3.46$4.14
PutsExpensive2.47×
CallsExpensive3.10×
SkewBullish-18.05 pp
Implied moveBearish±$2.19
TiltBearish33.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.97181.9%81.5%8.28137.0%27.4%
25Δ16.90155.1%62.5%9.3980.3%15.7%
30Δ16.20143.8%56.3%10.1552.1%9.0%
35Δ15.49132.5%50.2%10.4758.1%8.4%
40Δ14.79121.2%44.1%10.7964.1%7.9%
45Δ14.09109.9%38.0%11.1270.0%7.3%
50Δ13.3898.6%31.8%11.4476.0%6.7%
55Δ12.6887.3%25.7%11.7682.0%6.2%
60Δ11.9876.0%19.6%12.0987.9%5.6%
65Δ11.2764.7%13.4%12.4193.9%5.0%
70Δ10.5753.4%7.3%13.0598.3%4.2%
75Δ9.8548.4%2.4%13.82102.2%3.4%
80Δ9.0869.6%2.2%14.59106.1%2.5%

20Δ

Calls
Pseudo strike
18.97
IV
181.9%
B/E move
81.5%
Puts
Pseudo strike
8.28
IV
137.0%
B/E move
27.4%

25Δ

Calls
Pseudo strike
16.90
IV
155.1%
B/E move
62.5%
Puts
Pseudo strike
9.39
IV
80.3%
B/E move
15.7%

30Δ

Calls
Pseudo strike
16.20
IV
143.8%
B/E move
56.3%
Puts
Pseudo strike
10.15
IV
52.1%
B/E move
9.0%

35Δ

Calls
Pseudo strike
15.49
IV
132.5%
B/E move
50.2%
Puts
Pseudo strike
10.47
IV
58.1%
B/E move
8.4%

40Δ

Calls
Pseudo strike
14.79
IV
121.2%
B/E move
44.1%
Puts
Pseudo strike
10.79
IV
64.1%
B/E move
7.9%

45Δ

Calls
Pseudo strike
14.09
IV
109.9%
B/E move
38.0%
Puts
Pseudo strike
11.12
IV
70.0%
B/E move
7.3%

50Δ

Calls
Pseudo strike
13.38
IV
98.6%
B/E move
31.8%
Puts
Pseudo strike
11.44
IV
76.0%
B/E move
6.7%

55Δ

Calls
Pseudo strike
12.68
IV
87.3%
B/E move
25.7%
Puts
Pseudo strike
11.76
IV
82.0%
B/E move
6.2%

60Δ

Calls
Pseudo strike
11.98
IV
76.0%
B/E move
19.6%
Puts
Pseudo strike
12.09
IV
87.9%
B/E move
5.6%

65Δ

Calls
Pseudo strike
11.27
IV
64.7%
B/E move
13.4%
Puts
Pseudo strike
12.41
IV
93.9%
B/E move
5.0%

70Δ

Calls
Pseudo strike
10.57
IV
53.4%
B/E move
7.3%
Puts
Pseudo strike
13.05
IV
98.3%
B/E move
4.2%

75Δ

Calls
Pseudo strike
9.85
IV
48.4%
B/E move
2.4%
Puts
Pseudo strike
13.82
IV
102.2%
B/E move
3.4%

80Δ

Calls
Pseudo strike
9.08
IV
69.6%
B/E move
2.2%
Puts
Pseudo strike
14.59
IV
106.1%
B/E move
2.5%

Options history

No recorded observations