IntraAlpha
Create free account Start free

KeyCorp KEY

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-11T13:51:06.035Z

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 · 2026-11-11T12:48:26.488486347Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:46:46.393788+00:00

Share price$21.39
1D
Price history unavailable.

KeyCorp options

Live interpolated KEY call and put midpoint premiums by absolute delta.KeyCorp$0.08$0.47$0.86$1.25$1.64$19.90$20.63$21.36$22.09$22.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KEY spot · $21.39KEY PRICE$0.12$0.15$0.19$0.27$0.34$0.41$0.49$0.56$0.63$0.71$0.86$1.00$1.14$0.14$0.19$0.23$0.28$0.36$0.44$0.52$0.61$0.69$0.77$0.92$1.23$1.53
PutsFair1.00×
CallsFair0.97×
SkewBearish+2.40 pp
Implied moveBearish±$1.01
TiltBearish7.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.4531.5%5.5%20.4233.3%5.2%
25Δ22.1930.5%4.5%20.6133.5%4.5%
30Δ21.9630.0%3.6%20.8133.7%3.8%
35Δ21.8230.8%3.3%21.0033.8%3.1%
40Δ21.6831.6%3.0%21.1533.9%2.8%
45Δ21.5432.4%2.7%21.3034.0%2.5%
50Δ21.4033.1%2.4%21.4534.2%2.1%
55Δ21.2733.9%2.1%21.6034.3%1.8%
60Δ21.1334.7%1.8%21.7534.4%1.5%
65Δ20.9835.4%1.5%21.9034.5%1.2%
70Δ20.7934.9%1.2%22.1135.8%0.9%
75Δ20.6134.3%1.0%22.4539.5%0.8%
80Δ20.4233.8%0.8%22.7843.2%0.6%

20Δ

Calls
Pseudo strike
22.45
IV
31.5%
B/E move
5.5%
Puts
Pseudo strike
20.42
IV
33.3%
B/E move
5.2%

25Δ

Calls
Pseudo strike
22.19
IV
30.5%
B/E move
4.5%
Puts
Pseudo strike
20.61
IV
33.5%
B/E move
4.5%

30Δ

Calls
Pseudo strike
21.96
IV
30.0%
B/E move
3.6%
Puts
Pseudo strike
20.81
IV
33.7%
B/E move
3.8%

35Δ

Calls
Pseudo strike
21.82
IV
30.8%
B/E move
3.3%
Puts
Pseudo strike
21.00
IV
33.8%
B/E move
3.1%

40Δ

Calls
Pseudo strike
21.68
IV
31.6%
B/E move
3.0%
Puts
Pseudo strike
21.15
IV
33.9%
B/E move
2.8%

45Δ

Calls
Pseudo strike
21.54
IV
32.4%
B/E move
2.7%
Puts
Pseudo strike
21.30
IV
34.0%
B/E move
2.5%

50Δ

Calls
Pseudo strike
21.40
IV
33.1%
B/E move
2.4%
Puts
Pseudo strike
21.45
IV
34.2%
B/E move
2.1%

55Δ

Calls
Pseudo strike
21.27
IV
33.9%
B/E move
2.1%
Puts
Pseudo strike
21.60
IV
34.3%
B/E move
1.8%

60Δ

Calls
Pseudo strike
21.13
IV
34.7%
B/E move
1.8%
Puts
Pseudo strike
21.75
IV
34.4%
B/E move
1.5%

65Δ

Calls
Pseudo strike
20.98
IV
35.4%
B/E move
1.5%
Puts
Pseudo strike
21.90
IV
34.5%
B/E move
1.2%

70Δ

Calls
Pseudo strike
20.79
IV
34.9%
B/E move
1.2%
Puts
Pseudo strike
22.11
IV
35.8%
B/E move
0.9%

75Δ

Calls
Pseudo strike
20.61
IV
34.3%
B/E move
1.0%
Puts
Pseudo strike
22.45
IV
39.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
20.42
IV
33.8%
B/E move
0.8%
Puts
Pseudo strike
22.78
IV
43.2%
B/E move
0.6%

Options history

IV · four-Friday blend26.16%
Daily close
KEY22.8%30.4%38.1%2026-08-13: 24.85%2026-08-17: 24.81%2026-08-21: 24.30%2026-08-24: 24.55%2026-08-25: 24.24%2026-08-26: 24.14%2026-08-27: 24.12%2026-08-28: 24.36%2026-09-01: 24.64%2026-09-02: 24.07%2026-09-03: 24.39%2026-09-04: 25.18%2026-09-08: 26.17%2026-09-09: 25.87%2026-09-10: 26.32%2026-09-11: 25.22%2026-09-14: 27.70%2026-09-15: 31.45%2026-09-17: 35.43%2026-09-18: 26.45%2026-09-21: 24.50%2026-09-22: 25.66%2026-09-23: 26.10%2026-09-24: 26.57%2026-09-25: 25.80%2026-09-28: 25.76%2026-09-29: 26.87%2026-09-30: 26.42%2026-10-01: 26.90%2026-10-02: 26.39%2026-10-05: 26.84%2026-10-06: 25.20%2026-10-07: 26.79%2026-10-08: 28.98%2026-10-09: 25.97%2026-10-12: 27.32%2026-10-13: 28.20%2026-10-15: 37.01%2026-10-16: 28.01%2026-10-19: 28.50%2026-10-20: 25.70%2026-10-21: 24.59%2026-10-22: 24.91%2026-10-23: 24.75%2026-10-26: 24.45%2026-10-27: 24.51%2026-10-28: 24.43%2026-10-29: 23.88%2026-10-30: 26.16%Aug 13Sep 25Oct 30
49 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
24.85%
24.81%
24.30%
24.55%
24.24%
24.14%
24.12%
24.36%
24.64%
24.07%
24.39%
25.18%
26.17%
25.87%
26.32%
25.22%
27.70%
31.45%
35.43%
26.45%
24.50%
25.66%
26.10%
26.57%
25.80%
25.76%
26.87%
26.42%
26.90%
26.39%
26.84%
25.20%
26.79%
28.98%
25.97%
27.32%
28.20%
37.01%
28.01%
28.50%
25.70%
24.59%
24.91%
24.75%
24.45%
24.51%
24.43%
23.88%
26.16%