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KeyCorp KEY

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Market datapartial · fetched 2026-10-22T21:30:54.327Z

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 · 2026-10-22T20:43:03.41472112Z

FundamentalsAlpha Vantage · unavailable

Share price$21.21
1D+1.7%
AH$20.82$20.93$21.04$21.15$21.275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKEY
Sold putSold callAH

KeyCorp options

Live interpolated KEY call and put midpoint premiums by absolute delta.KeyCorp$0.11$0.53$0.95$1.37$1.79$18.92$20.10$21.29$22.48$23.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KEY spot · $21.21KEY PRICE$0.16$0.21$0.26$0.33$0.41$0.50$0.58$0.66$0.76$0.89$1.03$1.17$1.31$0.21$0.28$0.35$0.42$0.50$0.59$0.70$0.81$0.91$1.02$1.21$1.44$1.67
PutsCheap0.89×
CallsCheap0.71×
SkewBearish+3.66 pp
Implied moveBearish±$1.28
TiltBearish10.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.5822.9%7.2%19.8629.9%7.3%
25Δ22.3323.0%6.3%20.1729.1%6.2%
30Δ22.0823.2%5.3%20.4228.6%5.4%
35Δ21.8823.4%4.7%20.6628.2%4.6%
40Δ21.6923.6%4.2%20.9127.7%3.8%
45Δ21.5123.8%3.7%21.1327.3%3.2%
50Δ21.3324.0%3.3%21.3327.0%2.7%
55Δ21.1424.2%2.8%21.5426.6%2.3%
60Δ20.9524.3%2.4%21.7426.2%1.8%
65Δ20.7524.1%2.0%21.9425.8%1.4%
70Δ20.5523.9%1.7%22.2026.0%1.0%
75Δ20.3423.8%1.4%22.4926.3%0.8%
80Δ20.1423.6%1.1%22.7826.6%0.5%

20Δ

Calls
Pseudo strike
22.58
IV
22.9%
B/E move
7.2%
Puts
Pseudo strike
19.86
IV
29.9%
B/E move
7.3%

25Δ

Calls
Pseudo strike
22.33
IV
23.0%
B/E move
6.3%
Puts
Pseudo strike
20.17
IV
29.1%
B/E move
6.2%

30Δ

Calls
Pseudo strike
22.08
IV
23.2%
B/E move
5.3%
Puts
Pseudo strike
20.42
IV
28.6%
B/E move
5.4%

35Δ

Calls
Pseudo strike
21.88
IV
23.4%
B/E move
4.7%
Puts
Pseudo strike
20.66
IV
28.2%
B/E move
4.6%

40Δ

Calls
Pseudo strike
21.69
IV
23.6%
B/E move
4.2%
Puts
Pseudo strike
20.91
IV
27.7%
B/E move
3.8%

45Δ

Calls
Pseudo strike
21.51
IV
23.8%
B/E move
3.7%
Puts
Pseudo strike
21.13
IV
27.3%
B/E move
3.2%

50Δ

Calls
Pseudo strike
21.33
IV
24.0%
B/E move
3.3%
Puts
Pseudo strike
21.33
IV
27.0%
B/E move
2.7%

55Δ

Calls
Pseudo strike
21.14
IV
24.2%
B/E move
2.8%
Puts
Pseudo strike
21.54
IV
26.6%
B/E move
2.3%

60Δ

Calls
Pseudo strike
20.95
IV
24.3%
B/E move
2.4%
Puts
Pseudo strike
21.74
IV
26.2%
B/E move
1.8%

65Δ

Calls
Pseudo strike
20.75
IV
24.1%
B/E move
2.0%
Puts
Pseudo strike
21.94
IV
25.8%
B/E move
1.4%

70Δ

Calls
Pseudo strike
20.55
IV
23.9%
B/E move
1.7%
Puts
Pseudo strike
22.20
IV
26.0%
B/E move
1.0%

75Δ

Calls
Pseudo strike
20.34
IV
23.8%
B/E move
1.4%
Puts
Pseudo strike
22.49
IV
26.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
20.14
IV
23.6%
B/E move
1.1%
Puts
Pseudo strike
22.78
IV
26.6%
B/E move
0.5%

Options history

No recorded observations